COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 115,878: 27,596 23,720 9,985 11,774 9,503 8,642 34,712 8,782 42,085 18,196 7,976: 1,309 1,215
Old : 115,878: 27,596 23,720 9,985 11,774 9,503 8,642 34,712 8,782 42,085 18,196 7,976: 1,309 1,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 1,031: 519 1,322 291 266 -245 198 1,845 -869 832 -1,248 260: 45 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 20.5 8.6 10.2 8.2 7.5 30.0 7.6 36.3 15.7 6.9: 1.1 1.0
Old : 100.0: 23.8 20.5 8.6 10.2 8.2 7.5 30.0 7.6 36.3 15.7 6.9: 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 : 56: 15 14 . . 4 . 5 5 15 13 17:
Old : 56: 15 14 . . 4 . 5 5 15 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 : 37.9 43.7 64.9 64.2 29.9 37.6 45.3 48.4
Old : 37.9 43.7 64.9 64.2 29.9 37.6 45.3 48.4
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, April 12, 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 : 26,310: 4,591 8,854 0 8,192 453 743 2,915 1,197 16,143 1,687 2,787: 396 225
Old : 26,310: 4,591 8,854 0 8,192 453 743 2,915 1,197 16,143 1,687 2,787: 396 225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 543: -55 375 -96 -346 131 5 -155 225 15 -40 368: -50 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 33.7 0.0 31.1 1.7 2.8 11.1 4.5 61.4 6.4 10.6: 1.5 0.9
Old : 100.0: 17.4 33.7 0.0 31.1 1.7 2.8 11.1 4.5 61.4 6.4 10.6: 1.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 12 8 0 4 . . . . 15 6 9:
Old : 41: 12 8 0 4 . . . . 15 6 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 50.4 66.9 75.0 47.3 45.7 63.6 66.6
Old : 47.8 50.4 66.9 75.0 47.3 45.7 63.6 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 137,044: 83,281 113,102 11,783 1,824 5,335 20,392 1,928 2,651 7,194 6,047 5,729: 679 428
Old : 137,044: 83,281 113,102 11,783 1,824 5,335 20,392 1,928 2,651 7,194 6,047 5,729: 679 428
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 1,326: 1,959 554 -440 47 81 -708 423 -88 -58 -124 368: 212 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 82.5 8.6 1.3 3.9 14.9 1.4 1.9 5.2 4.4 4.2: 0.5 0.3
Old : 100.0: 60.8 82.5 8.6 1.3 3.9 14.9 1.4 1.9 5.2 4.4 4.2: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 85: 47 47 . . 4 4 4 5 13 8 12:
Old : 85: 47 47 . . 4 4 4 5 13 8 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 31.5 63.7 49.3 39.7 25.3 48.1 38.2
Old : 53.0 31.5 63.7 49.3 39.7 25.3 48.1 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 49,406: 43,292 39,367 0 5,239 2,460 283 260 0 3,063 1,772 308: 0 0
Old : 49,406: 43,292 39,367 0 5,239 2,460 283 260 0 3,063 1,772 308: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 580: 131 519 0 -173 0 51 208 0 398 26 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 79.7 0.0 10.6 5.0 0.6 0.5 0.0 6.2 3.6 0.6: 0.0 0.0
Old : 100.0: 87.6 79.7 0.0 10.6 5.0 0.6 0.5 0.0 6.2 3.6 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 25 0 . . . . 0 4 . .:
Old : 38: 25 25 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 : 52.4 50.2 73.0 77.4 41.3 32.8 50.4 51.7
Old : 52.4 50.2 73.0 77.4 41.3 32.8 50.4 51.7
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, April 12, 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 : 419,987: 357,998 357,832 0 44,054 15,669 1,944 2,432 0 44,376 0 0: 0 0
Old : 419,987: 357,998 357,832 0 44,054 15,669 1,944 2,432 0 44,376 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 1,848: -5,978 4,136 0 -58 -1,886 -952 0 0 11,008 0 -344: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 85.2 0.0 10.5 3.7 0.5 0.6 0.0 10.6 0.0 0.0: 0.0 0.0
Old : 100.0: 85.2 85.2 0.0 10.5 3.7 0.5 0.6 0.0 10.6 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 20 0 . . . . 0 . 0 0:
Old : 31: 23 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 : 44.2 57.3 66.4 81.9 37.7 43.9 50.1 55.1
Old : 44.2 57.3 66.4 81.9 37.7 43.9 50.1 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 1,473,975: 1,167,451 1,331,578 197,699 54,878 8,111 17,960 22,123 36,928 42,281 16,812 3,545: 0 0
Old : 1,473,975: 1,167,451 1,331,578 197,699 54,878 8,111 17,960 22,123 36,928 42,281 16,812 3,545: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 7,460: 22,300 11,340 -13,346 -80 0 0 -6,202 2,402 -3,896 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 90.3 13.4 3.7 0.6 1.2 1.5 2.5 2.9 1.1 0.2: 0.0 0.0
Old : 100.0: 79.2 90.3 13.4 3.7 0.6 1.2 1.5 2.5 2.9 1.1 0.2: 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 : 56: 33 37 . . . . . . . 5 .:
Old : 56: 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 : 61.1 46.3 73.0 64.8 47.9 37.4 57.0 50.8
Old : 61.1 46.3 73.0 64.8 47.9 37.4 57.0 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 67,954: 52,181 54,490 2,757 0 5,673 0 3,535 1,227 4,530 1,443 1,586: 0 0
Old : 67,954: 52,181 54,490 2,757 0 5,673 0 3,535 1,227 4,530 1,443 1,586: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -1,141: -2,091 -990 80 0 331 0 168 -324 873 -100 44: -54 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 80.2 4.1 0.0 8.3 0.0 5.2 1.8 6.7 2.1 2.3: 0.0 0.0
Old : 100.0: 76.8 80.2 4.1 0.0 8.3 0.0 5.2 1.8 6.7 2.1 2.3: 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 : 40: 23 23 . 0 . 0 . . 6 4 5:
Old : 40: 23 23 . 0 . 0 . . 6 4 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 : 52.5 55.9 77.5 76.1 37.1 52.0 54.2 61.0
Old : 52.5 55.9 77.5 76.1 37.1 52.0 54.2 61.0
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, April 12, 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 : 435,271: 281,465 359,511 98,014 0 55,792 0 2,248 0 0 17,720 0: 0 0
Old : 435,271: 281,465 359,511 98,014 0 55,792 0 2,248 0 0 17,720 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -30,174: -23,044 -27,375 -2,121 0 -2,799 0 0 0 -344 1,866 -1,866: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 82.6 22.5 0.0 12.8 0.0 0.5 0.0 0.0 4.1 0.0: 0.0 0.0
Old : 100.0: 64.7 82.6 22.5 0.0 12.8 0.0 0.5 0.0 0.0 4.1 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: 19 15 . 0 . 0 . 0 0 4 0:
Old : 30: 19 15 . 0 . 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 : 63.9 65.7 87.7 85.3 44.2 47.7 59.2 59.7
Old : 63.9 65.7 87.7 85.3 44.2 47.7 59.2 59.7
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, April 12, 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 : 388,351: 348,634 337,151 7,269 17,992 32,448 0 760 0 0 0 0: 0 0
Old : 388,351: 348,634 337,151 7,269 17,992 32,448 0 760 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: April 5, 2016 :
: 9,263: 9,263 13,959 0 0 0 0 -4,696 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 86.8 1.9 4.6 8.4 0.0 0.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.8 86.8 1.9 4.6 8.4 0.0 0.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 27 27 . . . 0 . 0 0 0 0:
Old : 39: 27 27 . . . 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 : 44.3 53.8 70.2 77.5 41.9 50.0 59.8 62.1
Old : 44.3 53.8 70.2 77.5 41.9 50.0 59.8 62.1
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, April 12, 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 : 37,605: 33,276 33,213 1,568 2,470 425 767 63 315 340 0 43: 871 1,076
Old : 37,605: 33,276 33,213 1,568 2,470 425 767 63 315 340 0 43: 871 1,076
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 1,618: 1,828 1,575 0 0 0 -210 0 0 -86 0 43: 43 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 88.3 4.2 6.6 1.1 2.0 0.2 0.8 0.9 0.0 0.1: 2.3 2.9
Old : 100.0: 88.5 88.3 4.2 6.6 1.1 2.0 0.2 0.8 0.9 0.0 0.1: 2.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 24 . . . . . . . 0 .:
Old : 37: 26 24 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 56.1 67.1 76.8 44.8 54.5 62.7 70.2
Old : 47.0 56.1 67.1 76.8 44.8 54.5 62.7 70.2
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, April 12, 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 : 52,240: 47,129 45,233 2,195 4,515 2,435 0 0 0 0 0 0: 481 57
Old : 52,240: 47,129 45,233 2,195 4,515 2,435 0 0 0 0 0 0: 481 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 4,040: 4,630 3,440 0 1,200 -600 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 86.6 4.2 8.6 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.1
Old : 100.0: 90.2 86.6 4.2 8.6 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 31 32 . . . 0 0 0 0 0 0:
Old : 44: 31 32 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 51.2 70.8 75.4 52.1 42.7 62.0 63.0
Old : 56.2 51.2 70.8 75.4 52.1 42.7 62.0 63.0
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, April 12, 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 : 72,522: 66,272 64,507 2,285 5,010 2,940 0 0 0 346 0 5: 674 60
Old : 72,522: 66,272 64,507 2,285 5,010 2,940 0 0 0 346 0 5: 674 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 6,145: 6,380 5,295 0 1,200 -350 0 0 0 0 0 0: 115 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 88.9 3.2 6.9 4.1 0.0 0.0 0.0 0.5 0.0 0.0: 0.9 0.1
Old : 100.0: 91.4 88.9 3.2 6.9 4.1 0.0 0.0 0.0 0.5 0.0 0.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 33 30 . . . 0 0 0 . 0 .:
Old : 45: 33 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 : 50.7 50.4 66.8 76.1 48.7 43.8 62.6 64.5
Old : 50.7 50.4 66.8 76.1 48.7 43.8 62.6 64.5
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, April 12, 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 : 18,393: 15,403 16,348 890 0 1,970 0 0 0 100 75 0: 30 0
Old : 18,393: 15,403 16,348 890 0 1,970 0 0 0 100 75 0: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -1,400: -1,660 -1,475 350 0 0 0 0 0 0 75 0: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 88.9 4.8 0.0 10.7 0.0 0.0 0.0 0.5 0.4 0.0: 0.2 0.0
Old : 100.0: 83.7 88.9 4.8 0.0 10.7 0.0 0.0 0.0 0.5 0.4 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 13 . 0 . 0 0 0 . . 0:
Old : 28: 18 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 : 53.3 63.1 79.5 90.8 45.0 56.6 67.6 74.1
Old : 53.3 63.1 79.5 90.8 45.0 56.6 67.6 74.1
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, April 12, 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 : 318,856: 268,152 313,424 42,400 0 4,680 0 0 0 2,872 0 752: 0 0
Old : 318,856: 268,152 313,424 42,400 0 4,680 0 0 0 2,872 0 752: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -8,360: -6,224 -12,280 -6,880 0 3,920 0 0 0 824 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 98.3 13.3 0.0 1.5 0.0 0.0 0.0 0.9 0.0 0.2: 0.0 0.0
Old : 100.0: 84.1 98.3 13.3 0.0 1.5 0.0 0.0 0.0 0.9 0.0 0.2: 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 : 30: 25 15 . 0 . 0 0 0 . 0 .:
Old : 30: 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 : 42.0 81.9 63.0 93.2 37.4 70.6 54.5 72.5
Old : 42.0 81.9 63.0 93.2 37.4 70.6 54.5 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, April 12, 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 : 9,935: 7,765 9,723 0 0 0 422 0 0 1,642 0 0: 106 212
Old : 9,935: 7,765 9,723 0 0 0 422 0 0 1,642 0 0: 106 212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -726: -800 -680 0 0 0 254 0 0 -92 0 0: -88 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 97.9 0.0 0.0 0.0 4.2 0.0 0.0 16.5 0.0 0.0: 1.1 2.1
Old : 100.0: 78.2 97.9 0.0 0.0 0.0 4.2 0.0 0.0 16.5 0.0 0.0: 1.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 17 0 0 0 . 0 0 4 0 0:
Old : 30: 19 17 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 : 42.5 65.2 68.3 82.4 40.8 59.2 66.6 74.9
Old : 42.5 65.2 68.3 82.4 40.8 59.2 66.6 74.9
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, April 12, 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 : 12,910: 7,000 12,400 0 450 0 0 0 0 5,850 0 0: 60 60
Old : 12,910: 7,000 12,400 0 450 0 0 0 0 5,850 0 0: 60 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -400: -750 -350 0 -50 0 0 0 0 350 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 96.0 0.0 3.5 0.0 0.0 0.0 0.0 45.3 0.0 0.0: 0.5 0.5
Old : 100.0: 54.2 96.0 0.0 3.5 0.0 0.0 0.0 0.0 45.3 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 : 20: 9 14 0 . 0 0 0 0 . 0 0:
Old : 20: 9 14 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 : 73.2 59.3 94.5 83.7 73.2 59.3 86.4 75.5
Old : 73.2 59.3 94.5 83.7 73.2 59.3 86.4 75.5
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, April 12, 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 : 10,660: 8,740 9,120 795 700 0 0 0 0 50 230 520: 555 90
Old : 10,660: 8,740 9,120 795 700 0 0 0 0 50 230 520: 555 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 45: 45 20 0 0 0 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 85.6 7.5 6.6 0.0 0.0 0.0 0.0 0.5 2.2 4.9: 5.2 0.8
Old : 100.0: 82.0 85.6 7.5 6.6 0.0 0.0 0.0 0.0 0.5 2.2 4.9: 5.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 11 . . 0 0 0 0 . . .:
Old : 20: 13 11 . . 0 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 57.6 82.4 83.2 58.8 54.4 67.9 72.7
Old : 64.8 57.6 82.4 83.2 58.8 54.4 67.9 72.7
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, April 12, 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 : 25,716: 22,706 22,521 545 105 2,465 0 0 0 0 625 0: 0 0
Old : 25,716: 22,706 22,521 545 105 2,465 0 0 0 0 625 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -1,510: -2,110 -1,460 545 -80 55 0 0 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 87.6 2.1 0.4 9.6 0.0 0.0 0.0 0.0 2.4 0.0: 0.0 0.0
Old : 100.0: 88.3 87.6 2.1 0.4 9.6 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 18 . . . 0 0 0 0 . 0:
Old : 33: 21 18 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 55.2 80.4 81.6 52.3 48.0 67.9 68.6
Old : 56.8 55.2 80.4 81.6 52.3 48.0 67.9 68.6
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, April 12, 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 : 23,762: 20,017 20,562 585 195 2,330 50 0 0 0 75 600: 180 0
Old : 23,762: 20,017 20,562 585 195 2,330 50 0 0 0 75 600: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -735: -640 -585 30 25 -175 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 86.5 2.5 0.8 9.8 0.2 0.0 0.0 0.0 0.3 2.5: 0.8 0.0
Old : 100.0: 84.2 86.5 2.5 0.8 9.8 0.2 0.0 0.0 0.0 0.3 2.5: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 20 . . . . 0 0 0 . .:
Old : 33: 22 20 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 62.5 65.4 81.7 33.1 45.9 47.9 55.5
Old : 42.7 62.5 65.4 81.7 33.1 45.9 47.9 55.5
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, April 12, 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 : 24,385: 19,877 18,200 2,292 4,956 0 938 0 0 0 126 0: 1,278 1,103
Old : 24,385: 19,877 18,200 2,292 4,956 0 938 0 0 0 126 0: 1,278 1,103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -903: -2,425 -1,028 -138 -100 0 723 0 0 0 -86 0: 937 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 74.6 9.4 20.3 0.0 3.8 0.0 0.0 0.0 0.5 0.0: 5.2 4.5
Old : 100.0: 81.5 74.6 9.4 20.3 0.0 3.8 0.0 0.0 0.0 0.5 0.0: 5.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 21 . . 0 . 0 0 0 . 0:
Old : 31: 23 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 : 34.4 60.5 60.5 78.8 31.8 52.4 50.8 64.3
Old : 34.4 60.5 60.5 78.8 31.8 52.4 50.8 64.3
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, April 12, 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 : 55,698: 50,446 47,035 1,088 1,989 3,012 0 352 18 365 2,588 574: 195 130
Old : 55,698: 50,446 47,035 1,088 1,989 3,012 0 352 18 365 2,588 574: 195 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -3,240: -3,038 -2,606 -27 -27 -35 0 83 -55 2 -423 -67: -20 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 84.4 2.0 3.6 5.4 0.0 0.6 0.0 0.7 4.6 1.0: 0.4 0.2
Old : 100.0: 90.6 84.4 2.0 3.6 5.4 0.0 0.6 0.0 0.7 4.6 1.0: 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: 30 30 . . . 0 . . . . 4:
Old : 44: 30 30 . . . 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 : 47.4 47.1 70.6 69.6 46.3 46.2 66.8 65.9
Old : 47.4 47.1 70.6 69.6 46.3 46.2 66.8 65.9
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, April 12, 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 : 69,506: 59,913 59,496 749 2,429 3,229 215 228 479 3,441 2,075 1,475: 5 95
Old : 69,506: 59,913 59,496 749 2,429 3,229 215 228 479 3,441 2,075 1,475: 5 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -4,400: -5,006 -1,405 -44 250 -273 -45 -15 -81 3,113 -623 -2,069: 5 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 85.6 1.1 3.5 4.6 0.3 0.3 0.7 5.0 3.0 2.1: 0.0 0.1
Old : 100.0: 86.2 85.6 1.1 3.5 4.6 0.3 0.3 0.7 5.0 3.0 2.1: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 32 30 . . . . . . 4 . 4:
Old : 51: 32 30 . . . . . . 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 : 41.9 48.3 61.8 65.0 40.8 46.1 58.2 58.4
Old : 41.9 48.3 61.8 65.0 40.8 46.1 58.2 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 40,430: 37,343 37,005 1,560 2,950 445 0 0 0 1,070 0 0: 12 30
Old : 40,430: 37,343 37,005 1,560 2,950 445 0 0 0 1,070 0 0: 12 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 1,530: 1,540 1,605 0 -120 60 0 0 0 10 0 0: -80 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 91.5 3.9 7.3 1.1 0.0 0.0 0.0 2.6 0.0 0.0: 0.0 0.1
Old : 100.0: 92.4 91.5 3.9 7.3 1.1 0.0 0.0 0.0 2.6 0.0 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 25 14 . . . 0 0 0 . 0 0:
Old : 31: 25 14 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 96.5 69.3 98.6 50.1 91.4 64.9 91.9
Old : 50.8 96.5 69.3 98.6 50.1 91.4 64.9 91.9
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, April 12, 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 : 46,343: 42,588 42,648 2,105 3,520 175 0 0 0 1,430 0 0: 45 0
Old : 46,343: 42,588 42,648 2,105 3,520 175 0 0 0 1,430 0 0: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 1,985: 1,985 2,105 0 -120 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 92.0 4.5 7.6 0.4 0.0 0.0 0.0 3.1 0.0 0.0: 0.1 0.0
Old : 100.0: 91.9 92.0 4.5 7.6 0.4 0.0 0.0 0.0 3.1 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 25 14 . . . 0 0 0 . 0 0:
Old : 31: 25 14 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 91.2 70.3 97.9 50.1 88.4 66.5 90.5
Old : 53.2 91.2 70.3 97.9 50.1 88.4 66.5 90.5
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, April 12, 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 : 337,149: 299,743 291,024 2,248 12,345 8,241 408 9,368 0 20,605 10,267 5,904: 0 0
Old : 337,149: 299,743 291,024 2,248 12,345 8,241 408 9,368 0 20,605 10,267 5,904: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -22,217: -18,191 -20,408 -1,125 66 0 0 0 0 -2,901 -1,875 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 86.3 0.7 3.7 2.4 0.1 2.8 0.0 6.1 3.0 1.8: 0.0 0.0
Old : 100.0: 88.9 86.3 0.7 3.7 2.4 0.1 2.8 0.0 6.1 3.0 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 26 28 . . . . . 0 . . .:
Old : 44: 26 28 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 37.1 69.5 61.5 39.3 34.4 52.5 49.4
Old : 46.7 37.1 69.5 61.5 39.3 34.4 52.5 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 26,416: 20,843 23,077 255 361 596 168 382 703 3,381 869 364: 106 64
Old : 26,416: 20,843 23,077 255 361 596 168 382 703 3,381 869 364: 106 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -1,430: -1,029 -989 44 -180 -23 0 -96 0 -422 -98 0: 0 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 87.4 1.0 1.4 2.3 0.6 1.4 2.7 12.8 3.3 1.4: 0.4 0.2
Old : 100.0: 78.9 87.4 1.0 1.4 2.3 0.6 1.4 2.7 12.8 3.3 1.4: 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: 25 30 . . . . . . . 4 5:
Old : 44: 25 30 . . . . . . . 4 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 : 48.9 38.2 74.1 54.7 42.9 37.9 64.1 52.3
Old : 48.9 38.2 74.1 54.7 42.9 37.9 64.1 52.3
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, April 12, 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 : 39,211: 20,539 34,624 17,671 0 77 77 1,825 0 415 2,253 432: 0 0
Old : 39,211: 20,539 34,624 17,671 0 77 77 1,825 0 415 2,253 432: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -2,490: -2,539 -1,633 745 0 -513 0 75 -75 229 209 -337: 0 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 88.3 45.1 0.0 0.2 0.2 4.7 0.0 1.1 5.7 1.1: 0.0 0.0
Old : 100.0: 52.4 88.3 45.1 0.0 0.2 0.2 4.7 0.0 1.1 5.7 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 : 30: 13 16 . 0 . . . 0 . 5 .:
Old : 30: 13 16 . 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 : 80.4 62.2 93.8 82.9 72.9 60.7 77.3 72.5
Old : 80.4 62.2 93.8 82.9 72.9 60.7 77.3 72.5
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, April 12, 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 : 324,800: 274,690 309,144 38,566 0 11,544 0 0 0 0 4,112 0: 0 0
Old : 324,800: 274,690 309,144 38,566 0 11,544 0 0 0 0 4,112 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -19,871: -18,938 -19,249 -933 0 0 0 0 0 0 0 0: 0 -622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 95.2 11.9 0.0 3.6 0.0 0.0 0.0 0.0 1.3 0.0: 0.0 0.0
Old : 100.0: 84.6 95.2 11.9 0.0 3.6 0.0 0.0 0.0 0.0 1.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . 0 . 0 0 0 0 . 0:
Old : 20: 11 10 . 0 . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 89.1 97.5 98.2 70.9 86.7 86.0 88.1
Old : 75.7 89.1 97.5 98.2 70.9 86.7 86.0 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 359,087: 289,019 349,343 60,848 140 9,220 0 0 0 0 384 0: 0 0
Old : 359,087: 289,019 349,343 60,848 140 9,220 0 0 0 0 384 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 35,434: 35,434 35,434 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 97.3 16.9 0.0 2.6 0.0 0.0 0.0 0.0 0.1 0.0: 0.0 0.0
Old : 100.0: 80.5 97.3 16.9 0.0 2.6 0.0 0.0 0.0 0.0 0.1 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 14 . . . 0 0 0 0 . 0:
Old : 26: 17 14 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 80.1 82.1 92.2 61.4 69.2 72.3 72.6
Old : 66.7 80.1 82.1 92.2 61.4 69.2 72.3 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 28,683: 24,123 27,541 3,544 0 191 655 0 0 86 84 0: 84 867
Old : 28,683: 24,123 27,541 3,544 0 191 655 0 0 86 84 0: 84 867
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 1,695: 1,609 1,695 0 0 0 0 0 0 86 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 96.0 12.4 0.0 0.7 2.3 0.0 0.0 0.3 0.3 0.0: 0.3 3.0
Old : 100.0: 84.1 96.0 12.4 0.0 0.7 2.3 0.0 0.0 0.3 0.3 0.0: 0.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.7 81.9 82.3 89.3 56.9 74.2 72.1 79.4
Old : 63.7 81.9 82.3 89.3 56.9 74.2 72.1 79.4
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, April 12, 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 : 131,580: 64,434 127,267 67,146 768 0 0 3,545 0 0 0 0: 0 0
Old : 131,580: 64,434 127,267 67,146 768 0 0 3,545 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: April 5, 2016 :
: 3,161: 3,161 3,161 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 96.7 51.0 0.6 0.0 0.0 2.7 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 49.0 96.7 51.0 0.6 0.0 0.0 2.7 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: 8 9 . . 0 0 . 0 0 0 0:
Old : 20: 8 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 : 77.1 88.7 97.9 98.6 77.1 88.4 97.9 98.2
Old : 77.1 88.7 97.9 98.6 77.1 88.4 97.9 98.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 13,064: 9,289 10,386 562 707 404 1,403 0 0 834 125 467: 105 975
Old : 13,064: 9,289 10,386 562 707 404 1,403 0 0 834 125 467: 105 975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 420: -398 506 0 0 0 130 0 0 473 -131 131: 84 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 79.5 4.3 5.4 3.1 10.7 0.0 0.0 6.4 1.0 3.6: 0.8 7.5
Old : 100.0: 71.1 79.5 4.3 5.4 3.1 10.7 0.0 0.0 6.4 1.0 3.6: 0.8 7.5
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: 15 16 . . . . 0 0 . . .:
Old : 28: 15 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 : 44.5 50.3 68.4 70.2 35.0 37.2 52.2 51.2
Old : 44.5 50.3 68.4 70.2 35.0 37.2 52.2 51.2
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, April 12, 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 : 151,944: 123,691 122,563 4,002 14,889 10,562 12,129 0 0 1,560 3,930 0: 0 0
Old : 151,944: 123,691 122,563 4,002 14,889 10,562 12,129 0 0 1,560 3,930 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 3,168: 2,368 1,967 0 1,201 0 0 0 0 800 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 80.7 2.6 9.8 7.0 8.0 0.0 0.0 1.0 2.6 0.0: 0.0 0.0
Old : 100.0: 81.4 80.7 2.6 9.8 7.0 8.0 0.0 0.0 1.0 2.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 13 . . . . 0 0 . . 0:
Old : 26: 12 13 . . . . 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 : 65.9 53.7 82.7 76.5 64.1 51.6 76.8 69.5
Old : 65.9 53.7 82.7 76.5 64.1 51.6 76.8 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 17,855: 14,591 10,972 2,223 3,724 377 194 2,060 0 171 172 0: 299 550
Old : 17,855: 14,591 10,972 2,223 3,724 377 194 2,060 0 171 172 0: 299 550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 492: 576 320 -21 0 0 0 172 0 0 41 -41: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 61.5 12.5 20.9 2.1 1.1 11.5 0.0 1.0 1.0 0.0: 1.7 3.1
Old : 100.0: 81.7 61.5 12.5 20.9 2.1 1.1 11.5 0.0 1.0 1.0 0.0: 1.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 20 . . . . . 0 . . 0:
Old : 32: 20 20 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 47.3 78.5 67.5 53.1 41.7 60.5 57.4
Old : 57.3 47.3 78.5 67.5 53.1 41.7 60.5 57.4
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, April 12, 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 : 197,639: 181,176 108,826 15,286 76,741 0 0 11,279 793 384 0 0: 0 0
Old : 197,639: 181,176 108,826 15,286 76,741 0 0 11,279 793 384 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 9,546: 9,546 6,385 0 3,161 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 55.1 7.7 38.8 0.0 0.0 5.7 0.4 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 91.7 55.1 7.7 38.8 0.0 0.0 5.7 0.4 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 14 . . 0 0 . . . 0 0:
Old : 29: 18 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 : 61.2 67.7 82.5 85.4 50.8 63.1 68.7 75.2
Old : 61.2 67.7 82.5 85.4 50.8 63.1 68.7 75.2
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, April 12, 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 : 8,465: 7,150 7,640 1,185 0 0 0 300 0 0 410 70: 60 45
Old : 8,465: 7,150 7,640 1,185 0 0 0 300 0 0 410 70: 60 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 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: 84.5 90.3 14.0 0.0 0.0 0.0 3.5 0.0 0.0 4.8 0.8: 0.7 0.5
Old : 100.0: 84.5 90.3 14.0 0.0 0.0 0.0 3.5 0.0 0.0 4.8 0.8: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 12 . 0 0 0 . 0 0 . .:
Old : 23: 15 12 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 74.1 80.5 88.8 44.4 55.9 62.2 68.0
Old : 52.3 74.1 80.5 88.8 44.4 55.9 62.2 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 21,065: 14,103 15,708 1,443 0 4,871 0 0 0 648 486 0: 0 0
Old : 21,065: 14,103 15,708 1,443 0 4,871 0 0 0 648 486 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 664: 511 310 103 0 50 0 0 0 0 304 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 74.6 6.9 0.0 23.1 0.0 0.0 0.0 3.1 2.3 0.0: 0.0 0.0
Old : 100.0: 66.9 74.6 6.9 0.0 23.1 0.0 0.0 0.0 3.1 2.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 17 . 0 . 0 0 0 . . 0:
Old : 23: 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 : 77.3 56.6 89.9 79.5 40.3 34.9 47.7 46.8
Old : 77.3 56.6 89.9 79.5 40.3 34.9 47.7 46.8
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, April 12, 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 : 9,110: 7,905 8,965 200 100 0 0 0 0 300 0 0: 705 45
Old : 9,110: 7,905 8,965 200 100 0 0 0 0 300 0 0: 705 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 10: 0 10 0 0 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 98.4 2.2 1.1 0.0 0.0 0.0 0.0 3.3 0.0 0.0: 7.7 0.5
Old : 100.0: 86.8 98.4 2.2 1.1 0.0 0.0 0.0 0.0 3.3 0.0 0.0: 7.7 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 : 66.7 81.9 81.4 95.1 58.3 81.9 72.2 84.9
Old : 66.7 81.9 81.4 95.1 58.3 81.9 72.2 84.9
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, April 12, 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 : 10,800: 9,370 8,930 250 140 0 0 1,630 0 350 0 100: 730 0
Old : 10,800: 9,370 8,930 250 140 0 0 1,630 0 350 0 100: 730 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 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: 86.8 82.7 2.3 1.3 0.0 0.0 15.1 0.0 3.2 0.0 0.9: 6.8 0.0
Old : 100.0: 86.8 82.7 2.3 1.3 0.0 0.0 15.1 0.0 3.2 0.0 0.9: 6.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.8 72.8 78.1 87.7 53.8 68.5 66.3 78.5
Old : 61.8 72.8 78.1 87.7 53.8 68.5 66.3 78.5
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, April 12, 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 : 12,988: 7,067 12,606 1,146 0 0 382 382 0 4,393 0 0: 0 0
Old : 12,988: 7,067 12,606 1,146 0 0 382 382 0 4,393 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 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, April 12, 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 : 18,405: 11,045 18,285 7,200 0 120 0 0 0 0 0 0: 40 0
Old : 18,405: 11,045 18,285 7,200 0 120 0 0 0 0 0 0: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 1,550: 1,550 1,430 -120 0 120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 99.3 39.1 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 60.0 99.3 39.1 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 11 . 0 . 0 0 0 0 0 0:
Old : 20: 14 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 : 78.3 79.3 93.7 97.2 77.0 78.1 89.9 91.6
Old : 78.3 79.3 93.7 97.2 77.0 78.1 89.9 91.6
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, April 12, 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 : 21,580: 20,175 10,970 1,150 10,430 0 0 150 0 0 0 0: 255 30
Old : 21,580: 20,175 10,970 1,150 10,430 0 0 150 0 0 0 0: 255 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 125: 125 125 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 50.8 5.3 48.3 0.0 0.0 0.7 0.0 0.0 0.0 0.0: 1.2 0.1
Old : 100.0: 93.5 50.8 5.3 48.3 0.0 0.0 0.7 0.0 0.0 0.0 0.0: 1.2 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 : 27: 17 13 . . 0 0 . 0 0 0 0:
Old : 27: 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 : 66.8 78.8 90.4 91.8 62.5 77.7 83.2 87.7
Old : 66.8 78.8 90.4 91.8 62.5 77.7 83.2 87.7
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, April 12, 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 : 19,140: 18,050 8,910 625 10,080 0 0 150 0 0 0 0: 465 0
Old : 19,140: 18,050 8,910 625 10,080 0 0 150 0 0 0 0: 465 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 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: 94.3 46.6 3.3 52.7 0.0 0.0 0.8 0.0 0.0 0.0 0.0: 2.4 0.0
Old : 100.0: 94.3 46.6 3.3 52.7 0.0 0.0 0.8 0.0 0.0 0.0 0.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 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 : 75.7 88.6 90.6 96.6 71.3 87.9 86.3 93.1
Old : 75.7 88.6 90.6 96.6 71.3 87.9 86.3 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 20,792: 19,692 17,252 0 3,385 155 825 0 0 0 0 0: 120 0
Old : 20,792: 19,692 17,252 0 3,385 155 825 0 0 0 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -435: -435 -390 0 -45 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 83.0 0.0 16.3 0.7 4.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 94.7 83.0 0.0 16.3 0.7 4.0 0.0 0.0 0.0 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 : 27: 17 13 0 . . . 0 0 0 0 0:
Old : 27: 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 : 66.1 71.5 82.9 91.8 59.5 68.0 75.5 82.5
Old : 66.1 71.5 82.9 91.8 59.5 68.0 75.5 82.5
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, April 12, 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 : 16,953: 16,190 12,963 0 3,835 155 225 0 0 0 0 0: 383 0
Old : 16,953: 16,190 12,963 0 3,835 155 225 0 0 0 0 0: 383 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -370: -370 -370 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.5 76.5 0.0 22.6 0.9 1.3 0.0 0.0 0.0 0.0 0.0: 2.3 0.0
Old : 100.0: 95.5 76.5 0.0 22.6 0.9 1.3 0.0 0.0 0.0 0.0 0.0: 2.3 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 : 24: 15 12 0 . . . 0 0 0 0 0:
Old : 24: 15 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 : 69.3 73.2 86.5 94.7 60.8 69.2 76.3 83.0
Old : 69.3 73.2 86.5 94.7 60.8 69.2 76.3 83.0
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, April 12, 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 : 21,400: 20,400 20,190 375 720 220 0 0 0 0 250 0: 405 20
Old : 21,400: 20,400 20,190 375 720 220 0 0 0 0 250 0: 405 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 250: 250 250 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.3 94.3 1.8 3.4 1.0 0.0 0.0 0.0 0.0 1.2 0.0: 1.9 0.1
Old : 100.0: 95.3 94.3 1.8 3.4 1.0 0.0 0.0 0.0 0.0 1.2 0.0: 1.9 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 : 24: 14 13 . . . 0 0 0 0 . 0:
Old : 24: 14 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 : 74.6 79.4 89.3 92.5 64.9 73.7 77.2 82.7
Old : 74.6 79.4 89.3 92.5 64.9 73.7 77.2 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 22,035: 21,575 21,925 100 0 0 0 0 0 0 0 0: 360 110
Old : 22,035: 21,575 21,925 100 0 0 0 0 0 0 0 0: 360 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -45: -45 -45 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.9 99.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 0.5
Old : 100.0: 97.9 99.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 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: 20 10 . 0 0 0 0 0 0 0 0:
Old : 24: 20 10 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 93.8 84.0 99.3 65.8 89.5 79.7 90.7
Old : 68.7 93.8 84.0 99.3 65.8 89.5 79.7 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 21,437: 20,742 21,347 100 0 0 200 0 0 0 0 0: 395 90
Old : 21,437: 20,742 21,347 100 0 0 200 0 0 0 0 0: 395 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 155: 155 155 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 99.6 0.5 0.0 0.0 0.9 0.0 0.0 0.0 0.0 0.0: 1.8 0.4
Old : 100.0: 96.8 99.6 0.5 0.0 0.0 0.9 0.0 0.0 0.0 0.0 0.0: 1.8 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 : 25: 19 11 . 0 0 . 0 0 0 0 0:
Old : 25: 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 : 65.1 93.0 81.9 99.2 56.0 82.6 71.6 84.5
Old : 65.1 93.0 81.9 99.2 56.0 82.6 71.6 84.5
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, April 12, 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 : 116,287: 102,087 107,527 4,810 2,015 5,565 515 750 0 3,050 260 140: 120 30
Old : 116,287: 102,087 107,527 4,810 2,015 5,565 515 750 0 3,050 260 140: 120 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 3,025: 1,825 3,615 0 -1,800 1,200 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 92.5 4.1 1.7 4.8 0.4 0.6 0.0 2.6 0.2 0.1: 0.1 0.0
Old : 100.0: 87.8 92.5 4.1 1.7 4.8 0.4 0.6 0.0 2.6 0.2 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 : 51: 33 30 . . . . . 0 . . .:
Old : 51: 33 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 : 37.4 53.0 59.9 77.3 24.8 50.5 42.1 62.8
Old : 37.4 53.0 59.9 77.3 24.8 50.5 42.1 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 131,238: 116,603 120,483 5,935 1,395 5,385 1,530 3,005 300 1,285 450 200: 0 20
Old : 131,238: 116,603 120,483 5,935 1,395 5,385 1,530 3,005 300 1,285 450 200: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 4,747: 3,452 5,347 -95 -1,800 1,200 140 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 91.8 4.5 1.1 4.1 1.2 2.3 0.2 1.0 0.3 0.2: 0.0 0.0
Old : 100.0: 88.8 91.8 4.5 1.1 4.1 1.2 2.3 0.2 1.0 0.3 0.2: 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 : 61: 38 32 . . . . . . 4 . .:
Old : 61: 38 32 . . . . . . 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 : 39.3 53.4 59.9 75.4 34.6 51.7 51.0 63.8
Old : 39.3 53.4 59.9 75.4 34.6 51.7 51.0 63.8
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, April 12, 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 : 166,114: 136,769 127,208 8,751 13,609 2,870 6,250 7,413 3,380 1,946 5,550 6,040: 108 44
Old : 166,114: 136,769 127,208 8,751 13,609 2,870 6,250 7,413 3,380 1,946 5,550 6,040: 108 44
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 4,212: 2,607 2,089 987 -575 -141 39 -520 890 -205 2,364 85: -50 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 76.6 5.3 8.2 1.7 3.8 4.5 2.0 1.2 3.3 3.6: 0.1 0.0
Old : 100.0: 82.3 76.6 5.3 8.2 1.7 3.8 4.5 2.0 1.2 3.3 3.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 72: 41 40 . . 4 5 . . 4 8 9:
Old : 72: 41 40 . . 4 5 . . 4 8 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 54.7 52.6 68.2 36.3 48.7 50.6 59.1
Old : 36.5 54.7 52.6 68.2 36.3 48.7 50.6 59.1
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, April 12, 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 : 116,005: 101,564 100,578 8,793 9,765 1,287 25 1,320 2,330 1,415 200 525: 66 0
Old : 116,005: 101,564 100,578 8,793 9,765 1,287 25 1,320 2,330 1,415 200 525: 66 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 1,495: 1,478 1,843 -45 -360 12 0 -50 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 86.7 7.6 8.4 1.1 0.0 1.1 2.0 1.2 0.2 0.5: 0.1 0.0
Old : 100.0: 87.6 86.7 7.6 8.4 1.1 0.0 1.1 2.0 1.2 0.2 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 : 30.3 68.9 48.5 84.1 29.3 62.2 43.1 67.9
Old : 30.3 68.9 48.5 84.1 29.3 62.2 43.1 67.9
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, April 12, 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 : 36,330: 35,140 32,960 300 2,090 250 320 500 280 0 230 10: 30 10
Old : 36,330: 35,140 32,960 300 2,090 250 320 500 280 0 230 10: 30 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 195: 195 195 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.7 90.7 0.8 5.8 0.7 0.9 1.4 0.8 0.0 0.6 0.0: 0.1 0.0
Old : 100.0: 96.7 90.7 0.8 5.8 0.7 0.9 1.4 0.8 0.0 0.6 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: 22 12 . . . . . . 0 . .:
Old : 32: 22 12 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 89.2 78.5 95.1 60.6 84.0 75.4 89.1
Old : 60.8 89.2 78.5 95.1 60.6 84.0 75.4 89.1
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, April 12, 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 : 32,740: 32,190 30,300 300 1,875 250 0 75 0 0 240 0: 0 0
Old : 32,740: 32,190 30,300 300 1,875 250 0 75 0 0 240 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -320: -320 -320 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.3 92.5 0.9 5.7 0.8 0.0 0.2 0.0 0.0 0.7 0.0: 0.0 0.0
Old : 100.0: 98.3 92.5 0.9 5.7 0.8 0.0 0.2 0.0 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 : 29: 21 13 . . . 0 . 0 0 . 0:
Old : 29: 21 13 . . . 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 : 64.3 89.7 80.0 95.9 59.6 79.5 72.0 83.6
Old : 64.3 89.7 80.0 95.9 59.6 79.5 72.0 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 28,763: 26,489 23,658 0 2,930 1,890 0 200 50 214 0 5: 115 30
Old : 28,763: 26,489 23,658 0 2,930 1,890 0 200 50 214 0 5: 115 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 55: 205 345 0 220 -260 0 -300 50 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 82.3 0.0 10.2 6.6 0.0 0.7 0.2 0.7 0.0 0.0: 0.4 0.1
Old : 100.0: 92.1 82.3 0.0 10.2 6.6 0.0 0.7 0.2 0.7 0.0 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 25 0 . . 0 . . . 0 .:
Old : 37: 25 25 0 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 54.4 61.2 71.4 37.1 45.4 51.5 59.2
Old : 41.4 54.4 61.2 71.4 37.1 45.4 51.5 59.2
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, April 12, 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 : 16,275: 14,765 15,595 560 0 520 0 0 0 225 0 0: 205 160
Old : 16,275: 14,765 15,595 560 0 520 0 0 0 225 0 0: 205 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -605: -840 -530 115 -95 -140 0 0 0 225 0 0: 35 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 95.8 3.4 0.0 3.2 0.0 0.0 0.0 1.4 0.0 0.0: 1.3 1.0
Old : 100.0: 90.7 95.8 3.4 0.0 3.2 0.0 0.0 0.0 1.4 0.0 0.0: 1.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 15 . 0 . 0 0 0 . 0 0:
Old : 22: 17 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 : 36.6 71.5 61.4 90.1 27.5 56.9 44.7 65.3
Old : 36.6 71.5 61.4 90.1 27.5 56.9 44.7 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 217,981: 186,529 165,466 0 38,643 11,942 18,260 0 1,080 0 850 0: 170 0
Old : 217,981: 186,529 165,466 0 38,643 11,942 18,260 0 1,080 0 850 0: 170 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -210: -1,485 -850 0 640 0 1,275 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 75.9 0.0 17.7 5.5 8.4 0.0 0.5 0.0 0.4 0.0: 0.1 0.0
Old : 100.0: 85.6 75.9 0.0 17.7 5.5 8.4 0.0 0.5 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 : 27: 20 16 0 . . . 0 . 0 . 0:
Old : 27: 20 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 : 48.6 83.5 72.6 92.2 46.6 68.7 64.8 71.1
Old : 48.6 83.5 72.6 92.2 46.6 68.7 64.8 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 3,786,748: 3,152,827 2,577,509 455 932,323 224,931 372,410 0 36,125 0 15,860 0: 0 0
Old : 3,786,748: 3,152,827 2,577,509 455 932,323 224,931 372,410 0 36,125 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: April 5, 2016 :
: 15,530: 15,530 39,010 0 -23,480 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 68.1 0.0 24.6 5.9 9.8 0.0 1.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 83.3 68.1 0.0 24.6 5.9 9.8 0.0 1.0 0.0 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.8 82.4 84.6 90.9 44.3 52.8 55.4 57.2
Old : 58.8 82.4 84.6 90.9 44.3 52.8 55.4 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 71,281: 63,809 61,370 0 3,039 6,872 430 0 0 0 0 0: 170 0
Old : 71,281: 63,809 61,370 0 3,039 6,872 430 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: April 5, 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: 89.5 86.1 0.0 4.3 9.6 0.6 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 89.5 86.1 0.0 4.3 9.6 0.6 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 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 : 69.1 60.8 87.2 84.3 56.1 45.5 64.2 59.9
Old : 69.1 60.8 87.2 84.3 56.1 45.5 64.2 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 1,272,593: 1,014,121 1,172,207 158,086 0 100,386 0 0 0 0 0 0: 0 0
Old : 1,272,593: 1,014,121 1,172,207 158,086 0 100,386 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 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: 79.7 92.1 12.4 0.0 7.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.7 92.1 12.4 0.0 7.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 . 0 . 0 0 0 0 0 0:
Old : 20: 12 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 : 61.1 78.2 81.2 94.4 41.0 63.0 53.5 65.0
Old : 61.1 78.2 81.2 94.4 41.0 63.0 53.5 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Disaggregated Commitments of Traders - Futures Only, April 12, 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 MEGAWATTS PER HOUR) :
: : Positions :
All : 83,288: 79,576 38,744 3,480 44,544 0 0 0 0 0 0 0: 232 0
Old : 83,288: 79,576 38,744 3,480 44,544 0 0 0 0 0 0 0: 232 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -31,592: -30,184 -14,696 -1,320 -16,896 0 0 0 0 0 0 0: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.5 46.5 4.2 53.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 95.5 46.5 4.2 53.5 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: 10 7 . . 0 0 0 0 0 0 0:
Old : 20: 10 7 . . 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 : 73.8 79.7 93.3 98.3 73.8 79.7 93.3 98.3
Old : 73.8 79.7 93.3 98.3 73.8 79.7 93.3 98.3
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, April 12, 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 : 28,126: 23,728 21,360 785 4,745 285 885 1,620 0 2,232 0 116: 95 0
Old : 28,126: 23,728 21,360 785 4,745 285 885 1,620 0 2,232 0 116: 95 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 361: 150 290 0 81 0 0 0 0 211 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 75.9 2.8 16.9 1.0 3.1 5.8 0.0 7.9 0.0 0.4: 0.3 0.0
Old : 100.0: 84.4 75.9 2.8 16.9 1.0 3.1 5.8 0.0 7.9 0.0 0.4: 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 : 39: 22 22 . . . . . 0 5 0 4:
Old : 39: 22 22 . . . . . 0 5 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 : 55.6 36.8 74.1 61.4 43.1 32.5 58.1 53.2
Old : 55.6 36.8 74.1 61.4 43.1 32.5 58.1 53.2
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, April 12, 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 : 20,435: 19,009 15,263 0 4,372 600 360 0 0 145 0 115: 206 85
Old : 20,435: 19,009 15,263 0 4,372 600 360 0 0 145 0 115: 206 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 45: 195 35 0 50 0 0 0 0 0 0 0: -150 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 74.7 0.0 21.4 2.9 1.8 0.0 0.0 0.7 0.0 0.6: 1.0 0.4
Old : 100.0: 93.0 74.7 0.0 21.4 2.9 1.8 0.0 0.0 0.7 0.0 0.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 19 0 4 . . 0 0 . 0 .:
Old : 32: 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 : 60.7 49.3 82.5 77.7 49.7 46.8 68.4 69.4
Old : 60.7 49.3 82.5 77.7 49.7 46.8 68.4 69.4
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, April 12, 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 : 40,047: 36,625 22,556 1,940 13,046 127 50 3,875 60 1,027 205 173: 45 5
Old : 40,047: 36,625 22,556 1,940 13,046 127 50 3,875 60 1,027 205 173: 45 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 886: 971 739 -72 90 12 0 0 0 -30 20 20: -15 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 56.3 4.8 32.6 0.3 0.1 9.7 0.1 2.6 0.5 0.4: 0.1 0.0
Old : 100.0: 91.5 56.3 4.8 32.6 0.3 0.1 9.7 0.1 2.6 0.5 0.4: 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 : 42: 27 21 . . . . . . . . .:
Old : 42: 27 21 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 59.1 69.5 82.4 52.0 58.9 65.9 78.4
Old : 53.8 59.1 69.5 82.4 52.0 58.9 65.9 78.4
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, April 12, 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 : 22,436: 20,871 15,413 322 6,302 584 355 0 0 0 50 0: 304 87
Old : 22,436: 20,871 15,413 322 6,302 584 355 0 0 0 50 0: 304 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 625: 295 280 0 15 330 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 68.7 1.4 28.1 2.6 1.6 0.0 0.0 0.0 0.2 0.0: 1.4 0.4
Old : 100.0: 93.0 68.7 1.4 28.1 2.6 1.6 0.0 0.0 0.0 0.2 0.0: 1.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 14 . . . . 0 0 0 . 0:
Old : 31: 22 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 : 48.8 62.1 67.9 91.9 44.0 55.1 61.5 76.2
Old : 48.8 62.1 67.9 91.9 44.0 55.1 61.5 76.2
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, April 12, 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 : 22,057: 18,501 16,079 2,081 1,975 1,465 0 630 0 0 1,908 0: 10 0
Old : 22,057: 18,501 16,079 2,081 1,975 1,465 0 630 0 0 1,908 0: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 545: 1,015 -115 -325 615 -155 0 0 0 0 200 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 72.9 9.4 9.0 6.6 0.0 2.9 0.0 0.0 8.7 0.0: 0.0 0.0
Old : 100.0: 83.9 72.9 9.4 9.0 6.6 0.0 2.9 0.0 0.0 8.7 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 : 29: 17 16 . . . 0 . 0 0 . 0:
Old : 29: 17 16 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 54.1 82.4 78.6 54.7 51.3 80.0 71.3
Old : 55.0 54.1 82.4 78.6 54.7 51.3 80.0 71.3
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, April 12, 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 : 14,765: 12,517 11,708 1,786 1,858 445 0 225 0 0 225 0: 17 304
Old : 14,765: 12,517 11,708 1,786 1,858 445 0 225 0 0 225 0: 17 304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 528: 540 0 -12 528 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 79.3 12.1 12.6 3.0 0.0 1.5 0.0 0.0 1.5 0.0: 0.1 2.1
Old : 100.0: 84.8 79.3 12.1 12.6 3.0 0.0 1.5 0.0 0.0 1.5 0.0: 0.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.6 62.3 83.7 86.9 54.1 59.4 81.9 82.9
Old : 54.6 62.3 83.7 86.9 54.1 59.4 81.9 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 36,509: 32,985 32,674 1,560 1,800 1,395 150 0 0 50 200 0: 369 440
Old : 36,509: 32,985 32,674 1,560 1,800 1,395 150 0 0 50 200 0: 369 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 630: 930 640 0 290 -300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 89.5 4.3 4.9 3.8 0.4 0.0 0.0 0.1 0.5 0.0: 1.0 1.2
Old : 100.0: 90.3 89.5 4.3 4.9 3.8 0.4 0.0 0.0 0.1 0.5 0.0: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 26 24 . . . . 0 0 . . 0:
Old : 36: 26 24 . . . . 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 : 47.6 45.9 66.5 73.0 45.0 42.2 62.2 63.5
Old : 47.6 45.9 66.5 73.0 45.0 42.2 62.2 63.5
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, April 12, 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 : 15,046: 13,568 12,437 915 2,550 0 0 0 0 441 0 20: 102 39
Old : 15,046: 13,568 12,437 915 2,550 0 0 0 0 441 0 20: 102 39
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 865: 875 865 0 0 0 0 0 0 -10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 82.7 6.1 16.9 0.0 0.0 0.0 0.0 2.9 0.0 0.1: 0.7 0.3
Old : 100.0: 90.2 82.7 6.1 16.9 0.0 0.0 0.0 0.0 2.9 0.0 0.1: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 21 18 . . 0 0 0 0 . 0 .:
Old : 27: 21 18 . . 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 68.5 67.0 87.2 41.3 61.7 60.9 75.0
Old : 43.2 68.5 67.0 87.2 41.3 61.7 60.9 75.0
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, April 12, 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 : 14,227: 11,485 11,595 595 2,428 59 0 0 0 1,281 0 0: 807 145
Old : 14,227: 11,485 11,595 595 2,428 59 0 0 0 1,281 0 0: 807 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 1,085: 1,005 955 0 0 0 0 0 0 0 0 0: 80 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 81.5 4.2 17.1 0.4 0.0 0.0 0.0 9.0 0.0 0.0: 5.7 1.0
Old : 100.0: 80.7 81.5 4.2 17.1 0.4 0.0 0.0 0.0 9.0 0.0 0.0: 5.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 22 13 . . . 0 0 0 . 0 0:
Old : 26: 22 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 : 39.3 73.0 62.8 90.0 35.2 66.6 57.2 78.0
Old : 39.3 73.0 62.8 90.0 35.2 66.6 57.2 78.0
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, April 12, 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 : 43,165: 37,586 35,329 0 1,835 2,600 50 0 0 0 150 0: 2,929 3,251
Old : 43,165: 37,586 35,329 0 1,835 2,600 50 0 0 0 150 0: 2,929 3,251
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -2,592: -2,335 -3,205 0 1,200 -250 -25 0 0 0 0 0: 18 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 81.8 0.0 4.3 6.0 0.1 0.0 0.0 0.0 0.3 0.0: 6.8 7.5
Old : 100.0: 87.1 81.8 0.0 4.3 6.0 0.1 0.0 0.0 0.0 0.3 0.0: 6.8 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 21 0 . . . 0 0 0 . 0:
Old : 29: 16 21 0 . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.3 56.2 88.6 77.9 76.4 53.1 79.5 70.0
Old : 82.3 56.2 88.6 77.9 76.4 53.1 79.5 70.0
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, April 12, 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 : 37,352: 32,742 29,025 0 3,195 1,810 50 0 0 0 150 0: 2,750 3,172
Old : 37,352: 32,742 29,025 0 3,195 1,810 50 0 0 0 150 0: 2,750 3,172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -1,750: -1,775 -2,625 0 1,200 0 -25 0 0 0 0 0: 50 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 77.7 0.0 8.6 4.8 0.1 0.0 0.0 0.0 0.4 0.0: 7.4 8.5
Old : 100.0: 87.7 77.7 0.0 8.6 4.8 0.1 0.0 0.0 0.0 0.4 0.0: 7.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 81.0 53.5 88.5 78.6 75.5 48.6 79.0 70.9
Old : 81.0 53.5 88.5 78.6 75.5 48.6 79.0 70.9
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, April 12, 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 : 20,005: 17,155 8,760 90 0 0 0 5,945 700 400 3,720 0: 1,660 880
Old : 20,005: 17,155 8,760 90 0 0 0 5,945 700 400 3,720 0: 1,660 880
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -740: -255 -830 0 0 0 0 350 -350 0 0 0: -135 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 43.8 0.4 0.0 0.0 0.0 29.7 3.5 2.0 18.6 0.0: 8.3 4.4
Old : 100.0: 85.8 43.8 0.4 0.0 0.0 0.0 29.7 3.5 2.0 18.6 0.0: 8.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.4 75.5 76.8 90.2 33.9 54.8 49.6 59.2
Old : 53.4 75.5 76.8 90.2 33.9 54.8 49.6 59.2
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, April 12, 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 : 18,995: 16,705 8,405 90 0 0 0 5,710 950 0 3,300 0: 1,250 630
Old : 18,995: 16,705 8,405 90 0 0 0 5,710 950 0 3,300 0: 1,250 630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -690: -130 -680 0 0 0 0 475 -475 0 0 0: -85 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 44.2 0.5 0.0 0.0 0.0 30.1 5.0 0.0 17.4 0.0: 6.6 3.3
Old : 100.0: 87.9 44.2 0.5 0.0 0.0 0.0 30.1 5.0 0.0 17.4 0.0: 6.6 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 : 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 : 56.3 77.0 80.5 91.8 35.5 54.3 51.4 58.2
Old : 56.3 77.0 80.5 91.8 35.5 54.3 51.4 58.2
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, April 12, 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 : 19,613: 13,469 17,769 0 0 0 1,000 0 380 3,300 0 0: 1,464 1,464
Old : 19,613: 13,469 17,769 0 0 0 1,000 0 380 3,300 0 0: 1,464 1,464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 645: -294 1,021 0 0 0 560 0 0 225 0 0: 154 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 90.6 0.0 0.0 0.0 5.1 0.0 1.9 16.8 0.0 0.0: 7.5 7.5
Old : 100.0: 68.7 90.6 0.0 0.0 0.0 5.1 0.0 1.9 16.8 0.0 0.0: 7.5 7.5
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 : 20: 13 8 0 0 0 . 0 . . 0 0:
Old : 20: 13 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 : 50.3 73.2 77.6 92.0 50.3 63.9 71.8 76.1
Old : 50.3 73.2 77.6 92.0 50.3 63.9 71.8 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 29,974: 28,710 18,970 100 0 0 0 9,700 0 0 454 0: 1,164 850
Old : 29,974: 28,710 18,970 100 0 0 0 9,700 0 0 454 0: 1,164 850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -687: -535 -685 0 0 0 0 -50 0 0 -27 0: -152 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 63.3 0.3 0.0 0.0 0.0 32.4 0.0 0.0 1.5 0.0: 3.9 2.8
Old : 100.0: 95.8 63.3 0.3 0.0 0.0 0.0 32.4 0.0 0.0 1.5 0.0: 3.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . 0 0 0 . 0 0 . 0:
Old : 23: 12 12 . 0 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 89.7 89.5 94.6 72.0 89.7 86.9 94.3
Old : 73.6 89.7 89.5 94.6 72.0 89.7 86.9 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 26,820: 25,465 16,450 100 0 0 0 9,000 0 0 320 0: 1,255 1,050
Old : 26,820: 25,465 16,450 100 0 0 0 9,000 0 0 320 0: 1,255 1,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 61.3 0.4 0.0 0.0 0.0 33.6 0.0 0.0 1.2 0.0: 4.7 3.9
Old : 100.0: 94.9 61.3 0.4 0.0 0.0 0.0 33.6 0.0 0.0 1.2 0.0: 4.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 8 . 0 0 0 . 0 0 . 0:
Old : 20: 12 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 : 74.0 90.9 89.1 95.0 72.9 90.9 86.9 93.9
Old : 74.0 90.9 89.1 95.0 72.9 90.9 86.9 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 29,195: 24,830 25,735 0 1,200 0 2,040 0 1,370 0 150 0: 955 740
Old : 29,195: 24,830 25,735 0 1,200 0 2,040 0 1,370 0 150 0: 955 740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -675: -440 610 0 0 0 880 0 -480 0 0 0: -635 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 88.1 0.0 4.1 0.0 7.0 0.0 4.7 0.0 0.5 0.0: 3.3 2.5
Old : 100.0: 85.0 88.1 0.0 4.1 0.0 7.0 0.0 4.7 0.0 0.5 0.0: 3.3 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 : 20: 14 8 0 . 0 . 0 . 0 . 0:
Old : 20: 14 8 0 . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 83.3 85.4 96.6 57.2 79.8 79.1 84.8
Old : 62.5 83.3 85.4 96.6 57.2 79.8 79.1 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 101,893: 72,368 90,548 0 1,565 1,815 17,690 100 0 2,170 175 384: 7,466 7,306
Old : 101,893: 72,368 90,548 0 1,565 1,815 17,690 100 0 2,170 175 384: 7,466 7,306
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -796: 1,287 370 0 0 0 -715 0 0 -27 0 0: -1,341 -1,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 88.9 0.0 1.5 1.8 17.4 0.1 0.0 2.1 0.2 0.4: 7.3 7.2
Old : 100.0: 71.0 88.9 0.0 1.5 1.8 17.4 0.1 0.0 2.1 0.2 0.4: 7.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 24 0 . . . . 0 . . .:
Old : 40: 22 24 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 49.6 83.9 67.7 64.9 49.1 78.5 66.9
Old : 67.6 49.6 83.9 67.7 64.9 49.1 78.5 66.9
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, April 12, 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 : 97,269: 68,774 89,644 0 2,765 1,690 21,055 0 0 2,520 0 150: 3,080 3,020
Old : 97,269: 68,774 89,644 0 2,765 1,690 21,055 0 0 2,520 0 150: 3,080 3,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -1,488: -1,905 -1,353 0 0 0 715 0 0 -135 0 -75: -88 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 92.2 0.0 2.8 1.7 21.6 0.0 0.0 2.6 0.0 0.2: 3.2 3.1
Old : 100.0: 70.7 92.2 0.0 2.8 1.7 21.6 0.0 0.0 2.6 0.0 0.2: 3.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 24 0 . . . 0 0 4 0 .:
Old : 37: 18 24 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 : 73.8 52.7 87.4 71.2 71.9 51.3 84.2 68.9
Old : 73.8 52.7 87.4 71.2 71.9 51.3 84.2 68.9
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, April 12, 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 : 18,835: 17,670 17,075 0 930 390 150 0 125 0 0 0: 500 315
Old : 18,835: 17,670 17,075 0 930 390 150 0 125 0 0 0: 500 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -1,230: -895 -705 0 0 0 -50 0 0 0 0 0: -285 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 90.7 0.0 4.9 2.1 0.8 0.0 0.7 0.0 0.0 0.0: 2.7 1.7
Old : 100.0: 93.8 90.7 0.0 4.9 2.1 0.8 0.0 0.7 0.0 0.0 0.0: 2.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 12 0 . . . 0 . 0 0 0:
Old : 20: 16 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 : 64.2 71.9 82.5 89.0 60.0 67.8 73.2 76.5
Old : 64.2 71.9 82.5 89.0 60.0 67.8 73.2 76.5
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, April 12, 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 : 15,570: 15,420 13,580 0 1,470 0 0 300 0 0 0 0: 150 220
Old : 15,570: 15,420 13,580 0 1,470 0 0 300 0 0 0 0: 150 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -1,025: -840 -700 0 0 0 0 0 0 0 0 0: -185 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.0 87.2 0.0 9.4 0.0 0.0 1.9 0.0 0.0 0.0 0.0: 1.0 1.4
Old : 100.0: 99.0 87.2 0.0 9.4 0.0 0.0 1.9 0.0 0.0 0.0 0.0: 1.0 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 : 20: 15 12 0 . 0 0 . 0 0 0 0:
Old : 20: 15 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 : 58.1 64.1 85.3 87.9 55.4 56.4 70.9 71.8
Old : 58.1 64.1 85.3 87.9 55.4 56.4 70.9 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, April 12, 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 : 24,025: 19,315 18,065 985 0 2,000 0 1,750 125 50 550 0: 1,550 1,535
Old : 24,025: 19,315 18,065 985 0 2,000 0 1,750 125 50 550 0: 1,550 1,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -30: -710 -515 0 0 0 0 -150 0 0 0 0: 680 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 75.2 4.1 0.0 8.3 0.0 7.3 0.5 0.2 2.3 0.0: 6.5 6.4
Old : 100.0: 80.4 75.2 4.1 0.0 8.3 0.0 7.3 0.5 0.2 2.3 0.0: 6.5 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 19 . 0 . 0 . . . . 0:
Old : 30: 18 19 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 39.6 71.8 63.2 45.5 36.1 59.9 54.0
Old : 49.2 39.6 71.8 63.2 45.5 36.1 59.9 54.0
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, April 12, 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 : 21,230: 17,060 16,405 410 450 2,515 0 600 125 0 0 0: 1,120 1,135
Old : 21,230: 17,060 16,405 410 450 2,515 0 600 125 0 0 0: 1,120 1,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -60: -535 -320 0 0 0 0 -100 0 0 0 0: 475 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 77.3 1.9 2.1 11.8 0.0 2.8 0.6 0.0 0.0 0.0: 5.3 5.3
Old : 100.0: 80.4 77.3 1.9 2.1 11.8 0.0 2.8 0.6 0.0 0.0 0.0: 5.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 16 . . . 0 . . 0 0 0:
Old : 24: 15 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 : 52.6 48.8 72.5 73.9 40.8 35.2 55.2 53.6
Old : 52.6 48.8 72.5 73.9 40.8 35.2 55.2 53.6
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, April 12, 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 : 17,110: 14,965 12,755 0 2,575 1,015 0 50 0 250 0 0: 880 715
Old : 17,110: 14,965 12,755 0 2,575 1,015 0 50 0 250 0 0: 880 715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: -745: -1,765 -500 0 -1,200 1,015 0 -25 0 0 0 0: 5 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 74.5 0.0 15.0 5.9 0.0 0.3 0.0 1.5 0.0 0.0: 5.1 4.2
Old : 100.0: 87.5 74.5 0.0 15.0 5.9 0.0 0.3 0.0 1.5 0.0 0.0: 5.1 4.2
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 : 21: 15 9 0 . . 0 . 0 . 0 0:
Old : 21: 15 9 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 84.7 80.8 94.8 51.3 62.4 63.6 70.1
Old : 57.8 84.7 80.8 94.8 51.3 62.4 63.6 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2016