COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 80,138: 24,118 26,346 9,431 9,055 4,409 0 16,786 3,886 29,766 11,403 7,557: 971 696
Old : 80,138: 24,118 26,346 9,431 9,055 4,409 0 16,786 3,886 29,766 11,403 7,557: 971 696
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -7,971: -5,331 -1,518 303 -538 -1,195 0 -3,792 401 -1,340 -370 -659: -150 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 32.9 11.8 11.3 5.5 0.0 20.9 4.8 37.1 14.2 9.4: 1.2 0.9
Old : 100.0: 30.1 32.9 11.8 11.3 5.5 0.0 20.9 4.8 37.1 14.2 9.4: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 17 14 . 4 4 0 6 4 16 12 19:
Old : 58: 17 14 . 4 4 0 6 4 16 12 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 42.2 58.0 62.9 29.9 25.1 43.9 40.3
Old : 40.0 42.2 58.0 62.9 29.9 25.1 43.9 40.3
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, November 01, 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 : 17,568: 1,498 8,240 0 2,847 678 318 940 1,913 11,449 1,759 1,022: 690 169
Old : 17,568: 1,498 8,240 0 2,847 678 318 940 1,913 11,449 1,759 1,022: 690 169
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -2,322: -420 -1,603 -31 -360 -99 -85 105 -652 -1,059 197 92: -68 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 46.9 0.0 16.2 3.9 1.8 5.4 10.9 65.2 10.0 5.8: 3.9 1.0
Old : 100.0: 8.5 46.9 0.0 16.2 3.9 1.8 5.4 10.9 65.2 10.0 5.8: 3.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 8 8 0 4 . . . . 12 . 9:
Old : 32: 8 8 0 4 . . . . 12 . 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 : 61.7 53.3 72.3 76.0 55.6 43.3 63.8 61.7
Old : 61.7 53.3 72.3 76.0 55.6 43.3 63.8 61.7
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, November 01, 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 : 127,982: 73,035 87,471 12,752 13,958 6,943 20,803 2,628 1,273 6,686 9,029 5,858: 632 822
Old : 127,982: 73,035 87,471 12,752 13,958 6,943 20,803 2,628 1,273 6,686 9,029 5,858: 632 822
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 2,791: 824 2,320 1,216 1,842 -1,101 733 -795 59 291 -345 769: 0 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 68.3 10.0 10.9 5.4 16.3 2.1 1.0 5.2 7.1 4.6: 0.5 0.6
Old : 100.0: 57.1 68.3 10.0 10.9 5.4 16.3 2.1 1.0 5.2 7.1 4.6: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 79: 43 42 . . 4 4 5 5 6 11 12:
Old : 79: 43 42 . . 4 4 5 5 6 11 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 : 51.1 34.3 65.0 53.3 40.6 31.0 51.1 46.2
Old : 51.1 34.3 65.0 53.3 40.6 31.0 51.1 46.2
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, November 01, 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 : 46,230: 35,067 37,993 1,514 2,742 4,651 0 260 202 4,414 0 382: 0 0
Old : 46,230: 35,067 37,993 1,514 2,742 4,651 0 260 202 4,414 0 382: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -3,645: -213 -1,591 -3,057 -1,045 349 -202 260 -260 1,096 0 -1,358: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 82.2 3.3 5.9 10.1 0.0 0.6 0.4 9.5 0.0 0.8: 0.0 0.0
Old : 100.0: 75.9 82.2 3.3 5.9 10.1 0.0 0.6 0.4 9.5 0.0 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 21 . . . 0 . . 4 0 .:
Old : 35: 22 21 . . . 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 : 53.3 50.1 75.6 78.1 35.2 32.9 49.1 51.3
Old : 53.3 50.1 75.6 78.1 35.2 32.9 49.1 51.3
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, November 01, 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 : 343,412: 286,014 272,800 11,264 28,113 26,984 10,162 0 0 331 6,858 8,657: 0 0
Old : 343,412: 286,014 272,800 11,264 28,113 26,984 10,162 0 0 331 6,858 8,657: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -26,452: -8,399 -16,154 -24,856 -1,439 -2,142 599 0 0 321 -14,742 8,025: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 79.4 3.3 8.2 7.9 3.0 0.0 0.0 0.1 2.0 2.5: 0.0 0.0
Old : 100.0: 83.3 79.4 3.3 8.2 7.9 3.0 0.0 0.0 0.1 2.0 2.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 17 . . . . 0 0 . . .:
Old : 31: 19 17 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 51.0 76.0 75.5 45.8 34.8 57.2 53.4
Old : 53.4 51.0 76.0 75.5 45.8 34.8 57.2 53.4
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, November 01, 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 : 1,529,529: 1,217,544 1,199,663 159,612 170,415 26,299 55,579 8,903 40,315 28,186 81,940 1,994: 0 0
Old : 1,529,529: 1,217,544 1,199,663 159,612 170,415 26,299 55,579 8,903 40,315 28,186 81,940 1,994: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 24,900: 13,860 14,756 6,171 1,339 0 8,992 816 -5,643 1,928 14,040 -408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 78.4 10.4 11.1 1.7 3.6 0.6 2.6 1.8 5.4 0.1: 0.0 0.0
Old : 100.0: 79.6 78.4 10.4 11.1 1.7 3.6 0.6 2.6 1.8 5.4 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 35 39 . . . 4 . . . 4 .:
Old : 61: 35 39 . . . 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 : 41.4 45.5 63.7 64.9 35.6 38.1 46.3 50.8
Old : 41.4 45.5 63.7 64.9 35.6 38.1 46.3 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, November 01, 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 : 64,059: 43,607 43,391 6,841 1,454 9,543 1,447 2,230 176 0 4,820 2,445: 0 0
Old : 64,059: 43,607 43,391 6,841 1,454 9,543 1,447 2,230 176 0 4,820 2,445: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -2,948: -759 -2,017 516 1,454 -1,323 -814 -338 76 0 -256 -544: -100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 67.7 10.7 2.3 14.9 2.3 3.5 0.3 0.0 7.5 3.8: 0.0 0.0
Old : 100.0: 68.1 67.7 10.7 2.3 14.9 2.3 3.5 0.3 0.0 7.5 3.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 21 . . . . . . 0 7 4:
Old : 39: 23 21 . . . . . . 0 7 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 60.0 80.5 81.3 47.6 46.7 59.1 56.7
Old : 63.6 60.0 80.5 81.3 47.6 46.7 59.1 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 363,918: 271,613 247,240 42,348 61,245 49,957 0 4,506 0 0 970 0: 0 0
Old : 363,918: 271,613 247,240 42,348 61,245 49,957 0 4,506 0 0 970 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 15,347: 17,626 10,010 0 7,937 -2,279 0 -321 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 67.9 11.6 16.8 13.7 0.0 1.2 0.0 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 74.6 67.9 11.6 16.8 13.7 0.0 1.2 0.0 0.0 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 15 . . . 0 . 0 0 . 0:
Old : 26: 14 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 : 67.6 86.0 91.9 94.2 60.9 64.4 71.6 69.9
Old : 67.6 86.0 91.9 94.2 60.9 64.4 71.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 461,057: 316,635 409,879 96,787 9,392 32,426 4,616 728 8,632 1,961 0 0: 0 0
Old : 461,057: 316,635 409,879 96,787 9,392 32,426 4,616 728 8,632 1,961 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -4,376: -13,720 288 11,672 0 -4,664 1,576 0 0 760 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 88.9 21.0 2.0 7.0 1.0 0.2 1.9 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 68.7 88.9 21.0 2.0 7.0 1.0 0.2 1.9 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 26 23 . . . . . . . 0 0:
Old : 43: 26 23 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 59.6 69.9 77.1 37.5 57.1 54.3 69.3
Old : 49.1 59.6 69.9 77.1 37.5 57.1 54.3 69.3
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, November 01, 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 : 31,794: 23,720 29,357 4,525 0 1,829 542 0 126 378 104 0: 674 378
Old : 31,794: 23,720 29,357 4,525 0 1,829 542 0 126 378 104 0: 674 378
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -341: -600 264 536 0 -256 -21 -286 -42 42 0 0: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 92.3 14.2 0.0 5.8 1.7 0.0 0.4 1.2 0.3 0.0: 2.1 1.2
Old : 100.0: 74.6 92.3 14.2 0.0 5.8 1.7 0.0 0.4 1.2 0.3 0.0: 2.1 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 : 37: 21 23 . 0 . . 0 . . . 0:
Old : 37: 21 23 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 60.4 68.3 79.4 39.9 57.2 57.8 70.8
Old : 47.2 60.4 68.3 79.4 39.9 57.2 57.8 70.8
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, November 01, 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 : 56,170: 34,982 38,720 19,186 15,880 1,555 0 0 0 140 0 0: 307 15
Old : 56,170: 34,982 38,720 19,186 15,880 1,555 0 0 0 140 0 0: 307 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,650: 1,705 270 -55 1,380 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 68.9 34.2 28.3 2.8 0.0 0.0 0.0 0.2 0.0 0.0: 0.5 0.0
Old : 100.0: 62.3 68.9 34.2 28.3 2.8 0.0 0.0 0.0 0.2 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 27 28 . . . 0 0 0 . 0 0:
Old : 40: 27 28 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 58.4 75.4 73.5 55.7 56.5 68.4 70.2
Old : 57.9 58.4 75.4 73.5 55.7 56.5 68.4 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 76,463: 54,037 54,080 21,111 21,280 985 0 0 0 0 0 0: 330 118
Old : 76,463: 54,037 54,080 21,111 21,280 985 0 0 0 0 0 0: 330 118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,530: 1,610 210 -80 1,320 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 70.7 27.6 27.8 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 70.7 70.7 27.6 27.8 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 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 : 41: 31 28 . . . 0 0 0 0 0 0:
Old : 41: 31 28 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 62.1 71.6 76.3 51.4 60.0 67.9 73.4
Old : 52.8 62.1 71.6 76.3 51.4 60.0 67.9 73.4
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, November 01, 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 : 27,468: 20,362 23,313 3,575 295 2,765 0 0 0 150 975 0: 616 120
Old : 27,468: 20,362 23,313 3,575 295 2,765 0 0 0 150 975 0: 616 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 84.9 13.0 1.1 10.1 0.0 0.0 0.0 0.5 3.5 0.0: 2.2 0.4
Old : 100.0: 74.1 84.9 13.0 1.1 10.1 0.0 0.0 0.0 0.5 3.5 0.0: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 14 . . . 0 0 0 . . 0:
Old : 28: 15 14 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 73.7 83.0 88.8 57.4 71.4 74.5 79.5
Old : 59.5 73.7 83.0 88.8 57.4 71.4 74.5 79.5
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, November 01, 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 : 301,952: 176,384 297,272 108,968 0 4,680 7,096 0 0 4,824 0 0: 0 0
Old : 301,952: 176,384 297,272 108,968 0 4,680 7,096 0 0 4,824 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 6,216: 6,216 6,216 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 98.5 36.1 0.0 1.5 2.4 0.0 0.0 1.6 0.0 0.0: 0.0 0.0
Old : 100.0: 58.4 98.5 36.1 0.0 1.5 2.4 0.0 0.0 1.6 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 : 30: 18 19 . 0 . . 0 0 . 0 0:
Old : 30: 18 19 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 79.1 75.2 92.1 51.1 73.2 71.9 84.6
Old : 54.0 79.1 75.2 92.1 51.1 73.2 71.9 84.6
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, November 01, 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 : 7,100: 5,448 4,964 132 592 148 673 0 87 252 1,141 63: 297 105
Old : 7,100: 5,448 4,964 132 592 148 673 0 87 252 1,141 63: 297 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -126: -210 -84 0 -84 42 0 0 0 0 0 0: 42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 69.9 1.9 8.3 2.1 9.5 0.0 1.2 3.5 16.1 0.9: 4.2 1.5
Old : 100.0: 76.7 69.9 1.9 8.3 2.1 9.5 0.0 1.2 3.5 16.1 0.9: 4.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 12 . . . . 0 . . . .:
Old : 25: 15 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 : 42.7 65.0 69.2 84.5 42.7 61.1 66.7 71.5
Old : 42.7 65.0 69.2 84.5 42.7 61.1 66.7 71.5
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, November 01, 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 : 7,395: 4,905 5,145 0 1,890 60 1,800 0 0 450 0 0: 180 300
Old : 7,395: 4,905 5,145 0 1,890 60 1,800 0 0 450 0 0: 180 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 135: 75 135 0 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 69.6 0.0 25.6 0.8 24.3 0.0 0.0 6.1 0.0 0.0: 2.4 4.1
Old : 100.0: 66.3 69.6 0.0 25.6 0.8 24.3 0.0 0.0 6.1 0.0 0.0: 2.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 13 0 . . . 0 0 . 0 0:
Old : 22: 11 13 0 . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 59.8 78.1 80.1 46.7 49.5 70.0 62.6
Old : 49.7 59.8 78.1 80.1 46.7 49.5 70.0 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 10,725: 7,175 6,170 0 2,385 1,250 225 0 75 980 250 475: 545 120
Old : 10,725: 7,175 6,170 0 2,385 1,250 225 0 75 980 250 475: 545 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,430: 1,455 855 0 550 0 -25 0 25 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 57.5 0.0 22.2 11.7 2.1 0.0 0.7 9.1 2.3 4.4: 5.1 1.1
Old : 100.0: 66.9 57.5 0.0 22.2 11.7 2.1 0.0 0.7 9.1 2.3 4.4: 5.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 12 0 . . . 0 . . . .:
Old : 22: 11 12 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 59.9 76.1 79.3 34.0 48.1 52.9 58.2
Old : 47.6 59.9 76.1 79.3 34.0 48.1 52.9 58.2
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, November 01, 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 : 39,347: 28,846 34,562 7,885 1,525 1,790 0 50 0 250 1,300 0: 576 120
Old : 39,347: 28,846 34,562 7,885 1,525 1,790 0 50 0 250 1,300 0: 576 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,500: 1,500 1,535 0 -35 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 87.8 20.0 3.9 4.5 0.0 0.1 0.0 0.6 3.3 0.0: 1.5 0.3
Old : 100.0: 73.3 87.8 20.0 3.9 4.5 0.0 0.1 0.0 0.6 3.3 0.0: 1.5 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 : 34: 18 18 . . . 0 . 0 . . 0:
Old : 34: 18 18 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 76.4 76.0 87.8 49.8 73.3 72.4 83.0
Old : 51.7 76.4 76.0 87.8 49.8 73.3 72.4 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 28,175: 21,900 21,615 2,920 4,680 1,615 0 0 0 1,560 250 0: 180 15
Old : 28,175: 21,900 21,615 2,920 4,680 1,615 0 0 0 1,560 250 0: 180 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 935: 335 800 565 0 35 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 76.7 10.4 16.6 5.7 0.0 0.0 0.0 5.5 0.9 0.0: 0.6 0.1
Old : 100.0: 77.7 76.7 10.4 16.6 5.7 0.0 0.0 0.0 5.5 0.9 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 23 17 . . . 0 0 0 . . 0:
Old : 30: 23 17 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 72.7 70.5 90.3 48.6 60.4 63.7 72.9
Old : 51.6 72.7 70.5 90.3 48.6 60.4 63.7 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 20,840: 14,921 15,441 2,886 2,082 1,790 568 42 63 0 981 126: 486 315
Old : 20,840: 14,921 15,441 2,886 2,082 1,790 568 42 63 0 981 126: 486 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -18: -207 -292 254 526 -231 19 -63 63 -82 -42 42: 124 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 74.1 13.8 10.0 8.6 2.7 0.2 0.3 0.0 4.7 0.6: 2.3 1.5
Old : 100.0: 71.6 74.1 13.8 10.0 8.6 2.7 0.2 0.3 0.0 4.7 0.6: 2.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 22 . . . . . . 0 . .:
Old : 33: 17 22 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 50.9 68.4 75.6 38.1 42.1 57.6 60.8
Old : 43.5 50.9 68.4 75.6 38.1 42.1 57.6 60.8
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, November 01, 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 : 56,047: 50,133 46,191 1,070 3,764 1,980 0 222 0 1,170 2,075 1,647: 47 168
Old : 56,047: 50,133 46,191 1,070 3,764 1,980 0 222 0 1,170 2,075 1,647: 47 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 56: 184 -130 0 1,065 -574 0 0 0 -30 -790 485: -9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 82.4 1.9 6.7 3.5 0.0 0.4 0.0 2.1 3.7 2.9: 0.1 0.3
Old : 100.0: 89.4 82.4 1.9 6.7 3.5 0.0 0.4 0.0 2.1 3.7 2.9: 0.1 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 : 43: 26 25 . . 4 0 . 0 . . 4:
Old : 43: 26 25 . . 4 0 . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 51.5 68.3 71.8 45.1 49.9 64.6 66.8
Old : 46.0 51.5 68.3 71.8 45.1 49.9 64.6 66.8
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, November 01, 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 : 76,036: 67,286 51,276 4,590 2,954 1,317 422 1,307 0 1,156 17,934 1,180: 85 68
Old : 76,036: 67,286 51,276 4,590 2,954 1,317 422 1,307 0 1,156 17,934 1,180: 85 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -218: 5 -1,154 -319 242 -148 0 312 -10 -160 106 414: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 67.4 6.0 3.9 1.7 0.6 1.7 0.0 1.5 23.6 1.6: 0.1 0.1
Old : 100.0: 88.5 67.4 6.0 3.9 1.7 0.6 1.7 0.0 1.5 23.6 1.6: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 32 30 . . . . . 0 4 4 4:
Old : 55: 32 30 . . . . . 0 4 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 : 41.3 49.1 60.6 69.8 38.9 46.6 56.5 61.8
Old : 41.3 49.1 60.6 69.8 38.9 46.6 56.5 61.8
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, November 01, 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 : 45,350: 34,945 40,190 8,075 3,580 1,550 0 0 0 765 0 0: 15 30
Old : 45,350: 34,945 40,190 8,075 3,580 1,550 0 0 0 765 0 0: 15 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 830: 650 830 0 0 0 0 0 0 180 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 88.6 17.8 7.9 3.4 0.0 0.0 0.0 1.7 0.0 0.0: 0.0 0.1
Old : 100.0: 77.1 88.6 17.8 7.9 3.4 0.0 0.0 0.0 1.7 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 : 28: 24 9 . . . 0 0 0 . 0 0:
Old : 28: 24 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 : 47.4 97.5 73.2 99.2 45.4 93.3 69.6 93.3
Old : 47.4 97.5 73.2 99.2 45.4 93.3 69.6 93.3
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, November 01, 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 : 51,610: 38,930 43,740 10,455 6,070 1,000 0 0 0 1,210 800 0: 15 0
Old : 51,610: 38,930 43,740 10,455 6,070 1,000 0 0 0 1,210 800 0: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,025: 845 1,025 0 -400 0 0 0 0 180 400 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 84.8 20.3 11.8 1.9 0.0 0.0 0.0 2.3 1.6 0.0: 0.0 0.0
Old : 100.0: 75.4 84.8 20.3 11.8 1.9 0.0 0.0 0.0 2.3 1.6 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 : 31: 24 14 . . . 0 0 0 . . 0:
Old : 31: 24 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 : 49.7 93.7 73.6 98.1 48.5 91.8 72.3 93.7
Old : 49.7 93.7 73.6 98.1 48.5 91.8 72.3 93.7
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, November 01, 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 : 312,237: 224,030 269,274 28,796 13,864 11,959 0 2,017 0 44,244 11,915 3,208: 0 0
Old : 312,237: 224,030 269,274 28,796 13,864 11,959 0 2,017 0 44,244 11,915 3,208: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 2,408: 467 3,216 0 0 0 0 0 0 2,341 -408 -400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 86.2 9.2 4.4 3.8 0.0 0.6 0.0 14.2 3.8 1.0: 0.0 0.0
Old : 100.0: 71.7 86.2 9.2 4.4 3.8 0.0 0.6 0.0 14.2 3.8 1.0: 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 : 42: 22 27 . . . 0 . 0 . . .:
Old : 42: 22 27 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 51.3 73.8 71.0 49.1 50.7 65.6 67.4
Old : 51.8 51.3 73.8 71.0 49.1 50.7 65.6 67.4
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, November 01, 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 : 26,366: 18,172 21,397 994 169 1,153 157 1,127 765 4,413 957 629: 83 169
Old : 26,366: 18,172 21,397 994 169 1,153 157 1,127 765 4,413 957 629: 83 169
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 402: 18 231 -69 -172 405 0 0 -21 172 0 -103: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 81.2 3.8 0.6 4.4 0.6 4.3 2.9 16.7 3.6 2.4: 0.3 0.6
Old : 100.0: 68.9 81.2 3.8 0.6 4.4 0.6 4.3 2.9 16.7 3.6 2.4: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 22 27 . . . . . . . . 5:
Old : 44: 22 27 . . . . . . . . 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 : 55.1 43.8 75.0 59.8 50.9 43.3 65.7 58.3
Old : 55.1 43.8 75.0 59.8 50.9 43.3 65.7 58.3
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, November 01, 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 : 36,122: 22,849 35,840 9,423 0 0 308 0 0 3,288 28 254: 0 0
Old : 36,122: 22,849 35,840 9,423 0 0 308 0 0 3,288 28 254: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,674: 1,047 1,572 1,228 0 0 0 0 0 -677 26 76: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 99.2 26.1 0.0 0.0 0.9 0.0 0.0 9.1 0.1 0.7: 0.0 0.0
Old : 100.0: 63.3 99.2 26.1 0.0 0.0 0.9 0.0 0.0 9.1 0.1 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 15 . 0 0 . 0 0 . . 4:
Old : 30: 14 15 . 0 0 . 0 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 82.4 90.4 95.7 65.8 73.2 75.4 77.8
Old : 67.2 82.4 90.4 95.7 65.8 73.2 75.4 77.8
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, November 01, 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 : 304,269: 245,496 220,701 22,601 30,547 33,020 3,152 18,800 0 0 1,201 0: 0 0
Old : 304,269: 245,496 220,701 22,601 30,547 33,020 3,152 18,800 0 0 1,201 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 408: 0 408 0 -408 408 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 72.5 7.4 10.0 10.9 1.0 6.2 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 80.7 72.5 7.4 10.0 10.9 1.0 6.2 0.0 0.0 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 14 . . . . . 0 0 . 0:
Old : 27: 16 14 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 60.5 84.7 83.0 59.8 50.8 70.2 68.2
Old : 71.1 60.5 84.7 83.0 59.8 50.8 70.2 68.2
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, November 01, 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 : 20,903: 14,892 17,535 2,267 0 1,455 638 0 1,018 125 474 0: 508 421
Old : 20,903: 14,892 17,535 2,267 0 1,455 638 0 1,018 125 474 0: 508 421
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -15: -211 -319 133 -190 106 -43 0 0 0 388 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 83.9 10.8 0.0 7.0 3.1 0.0 4.9 0.6 2.3 0.0: 2.4 2.0
Old : 100.0: 71.2 83.9 10.8 0.0 7.0 3.1 0.0 4.9 0.6 2.3 0.0: 2.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 17 . 0 . . 0 . . . 0:
Old : 28: 13 17 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 66.3 80.9 82.8 52.9 60.3 62.6 66.8
Old : 62.0 66.3 80.9 82.8 52.9 60.3 62.6 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 9,960: 5,006 7,670 3,817 1,806 0 101 0 63 44 0 63: 866 358
Old : 9,960: 5,006 7,670 3,817 1,806 0 101 0 63 44 0 63: 866 358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 209: 188 83 0 126 0 0 0 0 21 0 -21: 21 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 77.0 38.3 18.1 0.0 1.0 0.0 0.6 0.4 0.0 0.6: 8.7 3.6
Old : 100.0: 50.3 77.0 38.3 18.1 0.0 1.0 0.0 0.6 0.4 0.0 0.6: 8.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 10 . . 0 . 0 . . 0 .:
Old : 20: 13 10 . . 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 75.4 80.8 93.9 61.1 73.5 79.1 87.6
Old : 61.1 75.4 80.8 93.9 61.1 73.5 79.1 87.6
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, November 01, 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 : 10,482: 5,605 7,591 2,106 1,147 433 675 82 0 136 0 512: 1,015 717
Old : 10,482: 5,605 7,591 2,106 1,147 433 675 82 0 136 0 512: 1,015 717
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 116: -55 433 529 0 -41 0 82 0 0 0 0: -317 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 72.4 20.1 10.9 4.1 6.4 0.8 0.0 1.3 0.0 4.9: 9.7 6.8
Old : 100.0: 53.5 72.4 20.1 10.9 4.1 6.4 0.8 0.0 1.3 0.0 4.9: 9.7 6.8
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 : 28: 16 16 . . . . . 0 . 0 .:
Old : 28: 16 16 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 53.2 67.8 75.6 44.6 53.0 57.9 65.5
Old : 47.7 53.2 67.8 75.6 44.6 53.0 57.9 65.5
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, November 01, 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 : 114,869: 83,488 92,460 17,329 20,410 775 3,988 0 0 8,065 0 816: 408 408
Old : 114,869: 83,488 92,460 17,329 20,410 775 3,988 0 0 8,065 0 816: 408 408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,135: 750 750 0 385 0 0 0 0 385 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 80.5 15.1 17.8 0.7 3.5 0.0 0.0 7.0 0.0 0.7: 0.4 0.4
Old : 100.0: 72.7 80.5 15.1 17.8 0.7 3.5 0.0 0.0 7.0 0.0 0.7: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 13 . . . . 0 0 . 0 .:
Old : 30: 15 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 : 55.9 67.3 78.0 89.2 55.6 64.9 73.5 84.0
Old : 55.9 67.3 78.0 89.2 55.6 64.9 73.5 84.0
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, November 01, 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 : 15,889: 12,387 10,423 1,649 2,117 762 106 1,158 41 395 665 279: 270 444
Old : 15,889: 12,387 10,423 1,649 2,117 762 106 1,158 41 395 665 279: 270 444
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -147: -271 171 188 -275 -126 21 0 0 0 83 0: 41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 65.6 10.4 13.3 4.8 0.7 7.3 0.3 2.5 4.2 1.8: 1.7 2.8
Old : 100.0: 78.0 65.6 10.4 13.3 4.8 0.7 7.3 0.3 2.5 4.2 1.8: 1.7 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 : 34: 18 22 . . . . . . . . .:
Old : 34: 18 22 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 32.0 75.5 52.5 51.8 29.8 61.0 43.5
Old : 58.6 32.0 75.5 52.5 51.8 29.8 61.0 43.5
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, November 01, 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 : 173,367: 133,009 98,749 25,206 50,159 13,961 0 8,175 408 398 1,530 385: 0 0
Old : 173,367: 133,009 98,749 25,206 50,159 13,961 0 8,175 408 398 1,530 385: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -809: 2,352 1,928 -2,809 -1,990 408 0 0 0 -760 -1,155 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 57.0 14.5 28.9 8.1 0.0 4.7 0.2 0.2 0.9 0.2: 0.0 0.0
Old : 100.0: 76.7 57.0 14.5 28.9 8.1 0.0 4.7 0.2 0.2 0.9 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 : 31: 17 16 . . . 0 . . . . .:
Old : 31: 17 16 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 55.5 82.3 76.5 49.9 48.1 67.0 62.1
Old : 63.9 55.5 82.3 76.5 49.9 48.1 67.0 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 9,495: 7,540 8,930 1,870 0 25 0 300 0 0 225 0: 60 15
Old : 9,495: 7,540 8,930 1,870 0 25 0 300 0 0 225 0: 60 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 225: 225 250 25 0 -25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 94.0 19.7 0.0 0.3 0.0 3.2 0.0 0.0 2.4 0.0: 0.6 0.2
Old : 100.0: 79.4 94.0 19.7 0.0 0.3 0.0 3.2 0.0 0.0 2.4 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 11 . 0 . 0 . 0 0 . 0:
Old : 22: 13 11 . 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 76.1 85.4 93.7 50.8 64.8 67.1 71.9
Old : 62.0 76.1 85.4 93.7 50.8 64.8 67.1 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 25,623: 13,418 18,845 2,928 0 4,835 0 5 1,530 2,912 408 0: 0 0
Old : 25,623: 13,418 18,845 2,928 0 4,835 0 5 1,530 2,912 408 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -2,978: -646 -2,849 -1,682 0 -77 0 0 0 -573 -52 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 73.5 11.4 0.0 18.9 0.0 0.0 6.0 11.4 1.6 0.0: 0.0 0.0
Old : 100.0: 52.4 73.5 11.4 0.0 18.9 0.0 0.0 6.0 11.4 1.6 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 : 24: 15 12 . 0 . 0 . . . . 0:
Old : 24: 15 12 . 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 58.5 90.5 82.6 49.6 51.0 64.2 64.5
Old : 63.7 58.5 90.5 82.6 49.6 51.0 64.2 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, November 01, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 230,123: 141,523 138,602 30,073 29,130 58,527 0 0 0 0 3,864 0: 0 0
Old : 230,123: 141,523 138,602 30,073 29,130 58,527 0 0 0 0 3,864 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -15,720: -352 -15,720 -3,584 11,784 -11,784 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 60.2 13.1 12.7 25.4 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 61.5 60.2 13.1 12.7 25.4 0.0 0.0 0.0 0.0 1.7 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 : 22: 14 13 . . . 0 0 0 0 . 0:
Old : 22: 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 : 81.7 72.9 93.5 93.0 58.0 44.3 63.8 60.7
Old : 81.7 72.9 93.5 93.0 58.0 44.3 63.8 60.7
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, November 01, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,285: 9,980 6,575 150 2,695 220 0 1,780 0 400 0 0: 535 15
Old : 11,285: 9,980 6,575 150 2,695 220 0 1,780 0 400 0 0: 535 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 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: 88.4 58.3 1.3 23.9 1.9 0.0 15.8 0.0 3.5 0.0 0.0: 4.7 0.1
Old : 100.0: 88.4 58.3 1.3 23.9 1.9 0.0 15.8 0.0 3.5 0.0 0.0: 4.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . . . 0 . 0 . 0 0:
Old : 20: 12 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 : 68.2 73.9 82.8 93.4 45.5 59.3 58.7 70.8
Old : 68.2 73.9 82.8 93.4 45.5 59.3 58.7 70.8
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, November 01, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,695: 10,330 6,670 150 2,720 355 0 1,780 0 155 0 155: 550 15
Old : 11,695: 10,330 6,670 150 2,720 355 0 1,780 0 155 0 155: 550 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 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: 88.3 57.0 1.3 23.3 3.0 0.0 15.2 0.0 1.3 0.0 1.3: 4.7 0.1
Old : 100.0: 88.3 57.0 1.3 23.3 3.0 0.0 15.2 0.0 1.3 0.0 1.3: 4.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . . . 0 . 0 . 0 .:
Old : 20: 12 12 . . . 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 : 66.5 70.3 82.3 91.9 46.2 58.1 59.9 70.7
Old : 66.5 70.3 82.3 91.9 46.2 58.1 59.9 70.7
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, November 01, 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 : 4,242: 2,289 3,171 378 945 0 126 126 0 1,449 0 0: 0 0
Old : 4,242: 2,289 3,171 378 945 0 126 126 0 1,449 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 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: 54.0 74.8 8.9 22.3 0.0 3.0 3.0 0.0 34.2 0.0 0.0: 0.0 0.0
Old : 100.0: 54.0 74.8 8.9 22.3 0.0 3.0 3.0 0.0 34.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 8 6 . . 0 . . 0 4 0 0:
Old : 22: 8 6 . . 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 : 59.9 87.6 83.7 100.0 59.4 87.6 83.2 99.5
Old : 59.9 87.6 83.7 100.0 59.4 87.6 83.2 99.5
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, November 01, 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 : 15,710: 13,135 6,545 1,540 8,545 620 0 0 0 80 0 0: 335 0
Old : 15,710: 13,135 6,545 1,540 8,545 620 0 0 0 80 0 0: 335 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 470: 100 350 550 400 -260 0 0 0 80 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 41.7 9.8 54.4 3.9 0.0 0.0 0.0 0.5 0.0 0.0: 2.1 0.0
Old : 100.0: 83.6 41.7 9.8 54.4 3.9 0.0 0.0 0.0 0.5 0.0 0.0: 2.1 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 : 24: 12 10 . . . 0 0 0 . 0 0:
Old : 24: 12 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 84.1 88.0 97.1 60.8 84.1 79.7 91.5
Old : 66.1 84.1 88.0 97.1 60.8 84.1 79.7 91.5
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, November 01, 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 : 20,553: 13,413 13,093 3,525 4,360 3,050 375 0 50 0 0 0: 140 0
Old : 20,553: 13,413 13,093 3,525 4,360 3,050 375 0 50 0 0 0: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 325: 70 250 200 25 50 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 63.7 17.2 21.2 14.8 1.8 0.0 0.2 0.0 0.0 0.0: 0.7 0.0
Old : 100.0: 65.3 63.7 17.2 21.2 14.8 1.8 0.0 0.2 0.0 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 14 . . 4 . 0 . 0 0 0:
Old : 28: 14 14 . . 4 . 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 : 68.5 78.7 85.2 91.3 52.2 65.0 67.0 73.7
Old : 68.5 78.7 85.2 91.3 52.2 65.0 67.0 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, November 01, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,761: 10,027 8,126 0 2,505 3,080 400 0 0 0 50 0: 254 0
Old : 13,761: 10,027 8,126 0 2,505 3,080 400 0 0 0 50 0: 254 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 110: 80 110 0 -25 25 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 59.1 0.0 18.2 22.4 2.9 0.0 0.0 0.0 0.4 0.0: 1.8 0.0
Old : 100.0: 72.9 59.1 0.0 18.2 22.4 2.9 0.0 0.0 0.0 0.4 0.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 0 4 . . 0 0 0 . 0:
Old : 26: 13 12 0 4 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 73.6 82.5 88.2 38.9 45.6 51.1 54.0
Old : 60.3 73.6 82.5 88.2 38.9 45.6 51.1 54.0
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, November 01, 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 : 23,340: 14,460 22,120 7,925 60 515 0 475 0 0 50 0: 440 120
Old : 23,340: 14,460 22,120 7,925 60 515 0 475 0 0 50 0: 440 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 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: 62.0 94.8 34.0 0.3 2.2 0.0 2.0 0.0 0.0 0.2 0.0: 1.9 0.5
Old : 100.0: 62.0 94.8 34.0 0.3 2.2 0.0 2.0 0.0 0.0 0.2 0.0: 1.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 12 . . . 0 . 0 0 . 0:
Old : 25: 11 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 : 75.7 84.0 94.5 92.9 73.6 83.7 90.0 90.9
Old : 75.7 84.0 94.5 92.9 73.6 83.7 90.0 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 15,755: 8,475 15,155 6,705 85 260 0 75 0 0 0 0: 315 180
Old : 15,755: 8,475 15,155 6,705 85 260 0 75 0 0 0 0: 315 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 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: 53.8 96.2 42.6 0.5 1.7 0.0 0.5 0.0 0.0 0.0 0.0: 2.0 1.1
Old : 100.0: 53.8 96.2 42.6 0.5 1.7 0.0 0.5 0.0 0.0 0.0 0.0: 2.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 . . . 0 . 0 0 0 0:
Old : 20: 11 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 : 74.1 86.5 93.0 95.8 72.6 86.1 90.3 92.4
Old : 74.1 86.5 93.0 95.8 72.6 86.1 90.3 92.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 17,405: 11,630 14,695 4,010 700 1,350 0 355 25 0 170 85: 305 25
Old : 17,405: 11,630 14,695 4,010 700 1,350 0 355 25 0 170 85: 305 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -15: 25 -50 -55 25 0 0 0 0 0 -10 10: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 84.4 23.0 4.0 7.8 0.0 2.0 0.1 0.0 1.0 0.5: 1.8 0.1
Old : 100.0: 66.8 84.4 23.0 4.0 7.8 0.0 2.0 0.1 0.0 1.0 0.5: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 7 . . . 0 . . 0 . .:
Old : 23: 13 7 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 73.7 88.1 95.4 61.4 63.3 73.1 76.2
Old : 71.8 73.7 88.1 95.4 61.4 63.3 73.1 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 18,397: 12,092 15,497 3,600 650 1,790 50 330 50 430 0 55: 330 25
Old : 18,397: 12,092 15,497 3,600 650 1,790 50 330 50 430 0 55: 330 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 15: 0 0 -5 0 5 0 0 0 10 0 0: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 84.2 19.6 3.5 9.7 0.3 1.8 0.3 2.3 0.0 0.3: 1.8 0.1
Old : 100.0: 65.7 84.2 19.6 3.5 9.7 0.3 1.8 0.3 2.3 0.0 0.3: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 7 . . . . . . . 0 .:
Old : 22: 13 7 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 86.3 84.0 97.0 55.9 75.7 69.7 80.7
Old : 66.1 86.3 84.0 97.0 55.9 75.7 69.7 80.7
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, November 01, 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 : 103,481: 86,125 84,869 1,885 4,426 11,726 2,105 225 30 1,350 1,840 245: 15 120
Old : 103,481: 86,125 84,869 1,885 4,426 11,726 2,105 225 30 1,350 1,840 245: 15 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 2,315: 1,885 1,275 120 575 310 0 150 0 0 35 0: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 82.0 1.8 4.3 11.3 2.0 0.2 0.0 1.3 1.8 0.2: 0.0 0.1
Old : 100.0: 83.2 82.0 1.8 4.3 11.3 2.0 0.2 0.0 1.3 1.8 0.2: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 34 28 . . 5 . . . . . .:
Old : 52: 34 28 . . 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 : 42.0 54.3 61.1 78.3 40.1 45.0 51.1 59.1
Old : 42.0 54.3 61.1 78.3 40.1 45.0 51.1 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 129,104: 105,382 107,549 5,409 1,015 13,775 3,005 3,535 460 650 2,227 423: 0 120
Old : 129,104: 105,382 107,549 5,409 1,015 13,775 3,005 3,535 460 650 2,227 423: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 4,065: 3,040 3,155 735 630 70 40 45 80 150 135 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 83.3 4.2 0.8 10.7 2.3 2.7 0.4 0.5 1.7 0.3: 0.0 0.1
Old : 100.0: 81.6 83.3 4.2 0.8 10.7 2.3 2.7 0.4 0.5 1.7 0.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 40 32 4 . 4 . . . . 5 .:
Old : 62: 40 32 4 . 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 : 40.4 54.8 57.7 74.1 35.4 49.7 46.7 61.1
Old : 40.4 54.8 57.7 74.1 35.4 49.7 46.7 61.1
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, November 01, 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 : 190,783: 134,425 138,545 25,322 9,004 11,551 6,000 8,572 5,535 2,974 12,592 4,924: 52 60
Old : 190,783: 134,425 138,545 25,322 9,004 11,551 6,000 8,572 5,535 2,974 12,592 4,924: 52 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 4,814: 2,194 2,565 3,138 211 542 605 -304 14 -1,762 1,686 95: -12 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 72.6 13.3 4.7 6.1 3.1 4.5 2.9 1.6 6.6 2.6: 0.0 0.0
Old : 100.0: 70.5 72.6 13.3 4.7 6.1 3.1 4.5 2.9 1.6 6.6 2.6: 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 : 79: 41 46 4 . 5 . 5 . 4 11 7:
Old : 79: 41 46 4 . 5 . 5 . 4 11 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 58.6 53.5 68.7 35.6 48.2 50.1 55.7
Old : 38.3 58.6 53.5 68.7 35.6 48.2 50.1 55.7
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, November 01, 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 : 131,041: 110,345 108,999 5,745 10,089 5,299 5,947 773 1,952 1,385 3,607 322: 46 0
Old : 131,041: 110,345 108,999 5,745 10,089 5,299 5,947 773 1,952 1,385 3,607 322: 46 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 2,853: 3,254 3,257 226 1,399 -860 75 -411 133 0 -690 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 83.2 4.4 7.7 4.0 4.5 0.6 1.5 1.1 2.8 0.2: 0.0 0.0
Old : 100.0: 84.2 83.2 4.4 7.7 4.0 4.5 0.6 1.5 1.1 2.8 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 : 54: 37 30 . . 4 . . . . 4 .:
Old : 54: 37 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 : 29.7 63.9 51.3 78.9 26.9 54.6 45.3 64.8
Old : 29.7 63.9 51.3 78.9 26.9 54.6 45.3 64.8
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, November 01, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,530: 31,420 27,510 2,365 6,990 1,895 635 1,025 0 1,050 0 110: 55 0
Old : 37,530: 31,420 27,510 2,365 6,990 1,895 635 1,025 0 1,050 0 110: 55 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 615: 870 125 250 1,065 -575 0 0 0 25 0 0: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 73.3 6.3 18.6 5.0 1.7 2.7 0.0 2.8 0.0 0.3: 0.1 0.0
Old : 100.0: 83.7 73.3 6.3 18.6 5.0 1.7 2.7 0.0 2.8 0.0 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 13 . . . . . 0 . 0 .:
Old : 27: 20 13 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 89.5 76.9 98.1 55.7 83.7 73.5 87.6
Old : 58.4 89.5 76.9 98.1 55.7 83.7 73.5 87.6
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, November 01, 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 : 33,740: 26,640 28,905 1,815 600 3,960 0 220 30 1,160 0 25: 110 0
Old : 33,740: 26,640 28,905 1,815 600 3,960 0 220 30 1,160 0 25: 110 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -160: -170 15 275 225 -400 0 0 0 25 0 0: 110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 85.7 5.4 1.8 11.7 0.0 0.7 0.1 3.4 0.0 0.1: 0.3 0.0
Old : 100.0: 79.0 85.7 5.4 1.8 11.7 0.0 0.7 0.1 3.4 0.0 0.1: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 12 . . . 0 . . . 0 .:
Old : 27: 19 12 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 91.3 80.0 98.5 54.5 78.8 71.4 81.1
Old : 60.1 91.3 80.0 98.5 54.5 78.8 71.4 81.1
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, November 01, 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 : 35,021: 29,996 25,816 0 5,429 3,316 1,100 200 250 200 0 0: 159 10
Old : 35,021: 29,996 25,816 0 5,429 3,316 1,100 200 250 200 0 0: 159 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 536: 481 551 0 -270 55 0 200 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 73.7 0.0 15.5 9.5 3.1 0.6 0.7 0.6 0.0 0.0: 0.5 0.0
Old : 100.0: 85.7 73.7 0.0 15.5 9.5 3.1 0.6 0.7 0.6 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 27 26 0 . . . . . . 0 0:
Old : 40: 27 26 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 56.0 60.8 77.4 34.8 48.7 50.2 65.0
Old : 39.8 56.0 60.8 77.4 34.8 48.7 50.2 65.0
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, November 01, 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 : 20,411: 15,456 15,786 1,970 2,645 1,860 900 0 0 225 0 0: 0 120
Old : 20,411: 15,456 15,786 1,970 2,645 1,860 900 0 0 225 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,370: 470 1,370 900 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 77.3 9.7 13.0 9.1 4.4 0.0 0.0 1.1 0.0 0.0: 0.0 0.6
Old : 100.0: 75.7 77.3 9.7 13.0 9.1 4.4 0.0 0.0 1.1 0.0 0.0: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 17 . . . . 0 0 . 0 0:
Old : 26: 18 17 . . . . 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 : 46.1 58.8 68.6 84.8 33.3 51.6 49.7 63.2
Old : 46.1 58.8 68.6 84.8 33.3 51.6 49.7 63.2
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, November 01, 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 : 168,325: 107,123 119,433 9,495 23,661 24,046 26,560 0 1,080 0 105 0: 21 0
Old : 168,325: 107,123 119,433 9,495 23,661 24,046 26,560 0 1,080 0 105 0: 21 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -9,696: -9,255 -5,549 294 -3,748 -294 -420 0 0 0 -105 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 71.0 5.6 14.1 14.3 15.8 0.0 0.6 0.0 0.1 0.0: 0.0 0.0
Old : 100.0: 63.6 71.0 5.6 14.1 14.3 15.8 0.0 0.6 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 : 28: 20 13 . . . . 0 . 0 . 0:
Old : 28: 20 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 : 59.4 81.5 82.3 94.4 43.3 55.0 52.9 58.4
Old : 59.4 81.5 82.3 94.4 43.3 55.0 52.9 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 2,565,396: 1,761,812 1,329,027 0 797,615 404,344 372,990 0 26,250 0 8,160 0: 0 0
Old : 2,565,396: 1,761,812 1,329,027 0 797,615 404,344 372,990 0 26,250 0 8,160 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -190,190: -176,715 -86,240 0 -90,475 -5,775 -7,700 0 0 0 -7,700 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 51.8 0.0 31.1 15.8 14.5 0.0 1.0 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 68.7 51.8 0.0 31.1 15.8 14.5 0.0 1.0 0.0 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 13 0 4 . . 0 . 0 . 0:
Old : 26: 15 13 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 : 62.2 85.0 86.1 92.4 48.4 55.3 56.5 59.3
Old : 62.2 85.0 86.1 92.4 48.4 55.3 56.5 59.3
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, November 01, 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 : 44,731: 27,533 30,782 2,985 3,582 10,367 3,825 0 0 0 0 0: 21 0
Old : 44,731: 27,533 30,782 2,985 3,582 10,367 3,825 0 0 0 0 0: 21 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -2,709: -2,037 -2,373 336 651 -987 0 0 0 0 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 68.8 6.7 8.0 23.2 8.6 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.6 68.8 6.7 8.0 23.2 8.6 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: 14 11 . . . . 0 0 0 0 0:
Old : 20: 14 11 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 68.0 85.3 92.4 27.7 39.5 37.2 40.7
Old : 59.9 68.0 85.3 92.4 27.7 39.5 37.2 40.7
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, November 01, 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 : 879,807: 619,524 680,902 134,823 73,445 125,460 0 0 0 0 0 0: 0 0
Old : 879,807: 619,524 680,902 134,823 73,445 125,460 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: October 25, 2016 :
: -45,430: -35,035 -44,660 -1,540 8,085 -8,855 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 77.4 15.3 8.3 14.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 70.4 77.4 15.3 8.3 14.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . 0 0 0 0 0 0:
Old : 20: 12 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 : 62.6 79.3 85.8 98.6 44.2 61.0 58.5 64.2
Old : 62.6 79.3 85.8 98.6 44.2 61.0 58.5 64.2
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, November 01, 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 : 190,190: 176,715 86,240 5,775 96,250 0 7,700 0 0 0 7,700 0: 0 0
Old : 190,190: 176,715 86,240 5,775 96,250 0 7,700 0 0 0 7,700 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 147,598: 137,291 69,608 4,455 70,290 0 5,940 0 0 0 7,700 0: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 45.3 3.0 50.6 0.0 4.0 0.0 0.0 0.0 4.0 0.0: 0.0 0.0
Old : 100.0: 92.9 45.3 3.0 50.6 0.0 4.0 0.0 0.0 0.0 4.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 5 . . 0 . 0 0 0 . 0:
Old : 23: 12 5 . . 0 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 86.2 91.1 98.8 73.7 86.2 91.1 98.8
Old : 73.7 86.2 91.1 98.8 73.7 86.2 91.1 98.8
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, November 01, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,382: 16,717 16,695 2,833 4,098 2,983 135 1,335 0 2,771 628 613: 330 30
Old : 26,382: 16,717 16,695 2,833 4,098 2,983 135 1,335 0 2,771 628 613: 330 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,000: 45 705 835 35 265 0 0 0 -130 0 -25: 10 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 63.3 10.7 15.5 11.3 0.5 5.1 0.0 10.5 2.4 2.3: 1.3 0.1
Old : 100.0: 63.4 63.3 10.7 15.5 11.3 0.5 5.1 0.0 10.5 2.4 2.3: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 21 4 . 4 . . 0 4 . .:
Old : 38: 20 21 4 . 4 . . 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 : 41.6 44.2 69.3 69.1 38.4 43.2 54.2 62.4
Old : 41.6 44.2 69.3 69.1 38.4 43.2 54.2 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 21,370: 15,786 16,470 1,964 3,542 979 510 0 0 1,911 0 59: 161 320
Old : 21,370: 15,786 16,470 1,964 3,542 979 510 0 0 1,911 0 59: 161 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 703: 85 455 535 280 -22 0 0 0 105 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 77.1 9.2 16.6 4.6 2.4 0.0 0.0 8.9 0.0 0.3: 0.8 1.5
Old : 100.0: 73.9 77.1 9.2 16.6 4.6 2.4 0.0 0.0 8.9 0.0 0.3: 0.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 19 . . . . 0 0 . 0 .:
Old : 31: 17 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 : 44.7 51.1 70.9 72.4 41.2 51.1 60.4 68.7
Old : 44.7 51.1 70.9 72.4 41.2 51.1 60.4 68.7
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, November 01, 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 : 39,941: 34,889 16,792 759 15,744 746 0 3,667 350 2,155 1,858 772: 270 12
Old : 39,941: 34,889 16,792 759 15,744 746 0 3,667 350 2,155 1,858 772: 270 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 746: 329 -6 55 142 90 -50 95 50 145 248 127: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 42.0 1.9 39.4 1.9 0.0 9.2 0.9 5.4 4.7 1.9: 0.7 0.0
Old : 100.0: 87.4 42.0 1.9 39.4 1.9 0.0 9.2 0.9 5.4 4.7 1.9: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 28 23 . . . 0 . . . . .:
Old : 42: 28 23 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 50.6 70.2 75.7 52.7 49.1 62.4 70.6
Old : 56.0 50.6 70.2 75.7 52.7 49.1 62.4 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 22,987: 19,720 13,124 0 6,700 2,515 75 0 70 0 528 50: 557 0
Old : 22,987: 19,720 13,124 0 6,700 2,515 75 0 70 0 528 50: 557 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 71: 45 -40 0 44 31 0 0 0 0 56 0: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 57.1 0.0 29.1 10.9 0.3 0.0 0.3 0.0 2.3 0.2: 2.4 0.0
Old : 100.0: 85.8 57.1 0.0 29.1 10.9 0.3 0.0 0.3 0.0 2.3 0.2: 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 : 34: 23 18 0 4 . . 0 . 0 . .:
Old : 34: 23 18 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 : 52.9 53.9 72.0 76.5 48.1 44.4 58.9 61.2
Old : 52.9 53.9 72.0 76.5 48.1 44.4 58.9 61.2
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, November 01, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,691: 15,908 19,825 6,074 760 2,015 100 810 0 0 957 304: 290 20
Old : 24,691: 15,908 19,825 6,074 760 2,015 100 810 0 0 957 304: 290 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 230: 200 190 -145 0 30 100 0 0 0 -50 40: 5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 80.3 24.6 3.1 8.2 0.4 3.3 0.0 0.0 3.9 1.2: 1.2 0.1
Old : 100.0: 64.4 80.3 24.6 3.1 8.2 0.4 3.3 0.0 0.0 3.9 1.2: 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 : 29: 18 14 4 . . . . 0 0 . .:
Old : 29: 18 14 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 : 55.7 59.2 80.2 77.9 55.5 54.7 73.7 70.7
Old : 55.7 59.2 80.2 77.9 55.5 54.7 73.7 70.7
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, November 01, 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 : 14,673: 12,280 12,278 1,694 1,762 265 0 75 0 124 75 0: 310 218
Old : 14,673: 12,280 12,278 1,694 1,762 265 0 75 0 124 75 0: 310 218
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 0: 0 0 -10 0 0 0 0 0 10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 83.7 11.5 12.0 1.8 0.0 0.5 0.0 0.8 0.5 0.0: 2.1 1.5
Old : 100.0: 83.7 83.7 11.5 12.0 1.8 0.0 0.5 0.0 0.8 0.5 0.0: 2.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 10 . . . 0 . 0 . . 0:
Old : 25: 14 10 . . . 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 : 62.7 73.6 83.5 89.3 62.7 72.1 82.3 86.3
Old : 62.7 73.6 83.5 89.3 62.7 72.1 82.3 86.3
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, November 01, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,839: 34,590 29,075 895 6,244 1,830 100 450 0 100 200 0: 324 40
Old : 37,839: 34,590 29,075 895 6,244 1,830 100 450 0 100 200 0: 324 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 731: 591 606 -305 -370 345 0 150 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 76.8 2.4 16.5 4.8 0.3 1.2 0.0 0.3 0.5 0.0: 0.9 0.1
Old : 100.0: 91.4 76.8 2.4 16.5 4.8 0.3 1.2 0.0 0.3 0.5 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 : 39: 28 23 . . . . . 0 . . 0:
Old : 39: 28 23 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 51.8 61.0 74.5 32.5 47.9 54.8 65.7
Old : 37.0 51.8 61.0 74.5 32.5 47.9 54.8 65.7
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, November 01, 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 : 16,681: 13,619 12,843 1,010 2,115 1,505 0 0 0 463 150 54: 30 14
Old : 16,681: 13,619 12,843 1,010 2,115 1,505 0 0 0 463 150 54: 30 14
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -608: -480 -660 0 30 -30 0 0 0 -150 0 52: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 77.0 6.1 12.7 9.0 0.0 0.0 0.0 2.8 0.9 0.3: 0.2 0.1
Old : 100.0: 81.6 77.0 6.1 12.7 9.0 0.0 0.0 0.0 2.8 0.9 0.3: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 18 . . . 0 0 0 . . .:
Old : 28: 20 18 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 77.6 63.2 90.7 39.7 67.5 56.9 72.5
Old : 43.4 77.6 63.2 90.7 39.7 67.5 56.9 72.5
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, November 01, 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 : 14,623: 10,935 9,562 675 3,010 2,025 0 0 0 967 0 6: 15 20
Old : 14,623: 10,935 9,562 675 3,010 2,025 0 0 0 967 0 6: 15 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 180: 260 80 100 130 -30 0 0 0 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 65.4 4.6 20.6 13.8 0.0 0.0 0.0 6.6 0.0 0.0: 0.1 0.1
Old : 100.0: 74.8 65.4 4.6 20.6 13.8 0.0 0.0 0.0 6.6 0.0 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 19 17 . . . 0 0 0 . 0 .:
Old : 25: 19 17 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 76.8 67.2 90.5 36.1 57.2 54.9 66.9
Old : 42.6 76.8 67.2 90.5 36.1 57.2 54.9 66.9
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, November 01, 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 : 43,569: 30,554 36,199 9,375 3,615 350 0 0 0 0 100 0: 3,290 3,305
Old : 43,569: 30,554 36,199 9,375 3,615 350 0 0 0 0 100 0: 3,290 3,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,055: -85 755 1,440 600 -125 0 0 0 0 0 0: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 83.1 21.5 8.3 0.8 0.0 0.0 0.0 0.0 0.2 0.0: 7.6 7.6
Old : 100.0: 70.1 83.1 21.5 8.3 0.8 0.0 0.0 0.0 0.0 0.2 0.0: 7.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 18 . . . 0 0 0 0 . 0:
Old : 25: 13 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 : 76.2 48.0 88.9 77.1 76.0 45.5 80.9 70.4
Old : 76.2 48.0 88.9 77.1 76.0 45.5 80.9 70.4
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, November 01, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,892: 27,773 31,868 8,525 4,375 50 0 0 0 0 100 0: 3,544 3,499
Old : 39,892: 27,773 31,868 8,525 4,375 50 0 0 0 0 100 0: 3,544 3,499
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,045: -95 745 1,440 600 -125 0 0 0 0 0 0: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 79.9 21.4 11.0 0.1 0.0 0.0 0.0 0.0 0.3 0.0: 8.9 8.8
Old : 100.0: 69.6 79.9 21.4 11.0 0.1 0.0 0.0 0.0 0.0 0.3 0.0: 8.9 8.8
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 : 24: 11 18 . . . 0 0 0 0 . 0:
Old : 24: 11 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 : 76.0 45.6 89.0 77.5 75.9 45.1 78.7 71.5
Old : 76.0 45.6 89.0 77.5 75.9 45.1 78.7 71.5
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, November 01, 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 : 34,460: 31,410 6,875 0 1,610 990 0 13,955 150 0 9,650 0: 1,910 1,230
Old : 34,460: 31,410 6,875 0 1,610 990 0 13,955 150 0 9,650 0: 1,910 1,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 0: 0 0 0 -300 0 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 20.0 0.0 4.7 2.9 0.0 40.5 0.4 0.0 28.0 0.0: 5.5 3.6
Old : 100.0: 91.1 20.0 0.0 4.7 2.9 0.0 40.5 0.4 0.0 28.0 0.0: 5.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 9 0 . . 0 . . 0 . 0:
Old : 24: 15 9 0 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 75.8 84.5 88.7 61.2 69.2 74.7 78.1
Old : 69.4 75.8 84.5 88.7 61.2 69.2 74.7 78.1
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, November 01, 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 : 31,580: 28,580 6,970 0 4,890 405 0 12,825 620 0 4,455 0: 1,975 1,415
Old : 31,580: 28,580 6,970 0 4,890 405 0 12,825 620 0 4,455 0: 1,975 1,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 0: 0 0 0 -300 0 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 22.1 0.0 15.5 1.3 0.0 40.6 2.0 0.0 14.1 0.0: 6.3 4.5
Old : 100.0: 90.5 22.1 0.0 15.5 1.3 0.0 40.6 2.0 0.0 14.1 0.0: 6.3 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 : 23: 13 10 0 . . 0 . . 0 . 0:
Old : 23: 13 10 0 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 75.0 82.0 87.1 63.9 68.6 71.8 75.9
Old : 71.8 75.0 82.0 87.1 63.9 68.6 71.8 75.9
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, November 01, 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 : 26,923: 17,694 16,340 95 3,189 3,740 1,495 0 425 2,500 2,255 100: 874 874
Old : 26,923: 17,694 16,340 95 3,189 3,740 1,495 0 425 2,500 2,255 100: 874 874
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 165: 395 -210 0 555 -270 0 0 0 0 50 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 60.7 0.4 11.8 13.9 5.6 0.0 1.6 9.3 8.4 0.4: 3.2 3.2
Old : 100.0: 65.7 60.7 0.4 11.8 13.9 5.6 0.0 1.6 9.3 8.4 0.4: 3.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 8 . . . . 0 . . . .:
Old : 27: 17 8 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 87.0 74.5 93.2 40.4 70.2 63.2 73.8
Old : 46.3 87.0 74.5 93.2 40.4 70.2 63.2 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 22,978: 14,642 13,388 120 3,338 2,800 1,805 0 130 2,500 2,455 100: 881 767
Old : 22,978: 14,642 13,388 120 3,338 2,800 1,805 0 130 2,500 2,455 100: 881 767
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 97: 437 -108 0 495 -270 0 0 0 0 50 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 58.3 0.5 14.5 12.2 7.9 0.0 0.6 10.9 10.7 0.4: 3.8 3.3
Old : 100.0: 63.7 58.3 0.5 14.5 12.2 7.9 0.0 0.6 10.9 10.7 0.4: 3.8 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 : 23: 17 7 . . . . 0 . . . .:
Old : 23: 17 7 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 87.3 74.8 95.2 41.8 71.4 62.7 72.4
Old : 46.0 87.3 74.8 95.2 41.8 71.4 62.7 72.4
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, November 01, 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 : 44,705: 24,495 25,010 16,595 115 2,270 0 16,515 0 600 450 0: 745 345
Old : 44,705: 24,495 25,010 16,595 115 2,270 0 16,515 0 600 450 0: 745 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 350: 50 300 300 0 0 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 55.9 37.1 0.3 5.1 0.0 36.9 0.0 1.3 1.0 0.0: 1.7 0.8
Old : 100.0: 54.8 55.9 37.1 0.3 5.1 0.0 36.9 0.0 1.3 1.0 0.0: 1.7 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 : 25: 13 9 . . . 0 . 0 . . 0:
Old : 25: 13 9 . . . 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 : 80.8 89.3 91.7 96.2 74.2 87.7 84.9 91.0
Old : 80.8 89.3 91.7 96.2 74.2 87.7 84.9 91.0
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, November 01, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,830: 20,645 21,015 16,215 140 1,895 0 15,695 0 0 400 0: 1,075 685
Old : 39,830: 20,645 21,015 16,215 140 1,895 0 15,695 0 0 400 0: 1,075 685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 300: 50 250 250 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 52.8 40.7 0.4 4.8 0.0 39.4 0.0 0.0 1.0 0.0: 2.7 1.7
Old : 100.0: 51.8 52.8 40.7 0.4 4.8 0.0 39.4 0.0 0.0 1.0 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 : 23: 12 8 . . . 0 . 0 0 . 0:
Old : 23: 12 8 . . . 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 : 79.9 91.0 91.8 95.6 74.3 88.6 86.1 91.3
Old : 79.9 91.0 91.8 95.6 74.3 88.6 86.1 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 30,925: 27,075 17,135 25 7,480 1,465 0 2,085 150 1,200 1,915 100: 910 595
Old : 30,925: 27,075 17,135 25 7,480 1,465 0 2,085 150 1,200 1,915 100: 910 595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 175: 100 0 0 225 -50 0 -100 100 0 -25 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 55.4 0.1 24.2 4.7 0.0 6.7 0.5 3.9 6.2 0.3: 2.9 1.9
Old : 100.0: 87.6 55.4 0.1 24.2 4.7 0.0 6.7 0.5 3.9 6.2 0.3: 2.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 10 . . . 0 . . . . .:
Old : 26: 14 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 81.6 86.5 94.2 65.1 73.2 78.1 81.9
Old : 69.1 81.6 86.5 94.2 65.1 73.2 78.1 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 30,645: 27,665 16,740 75 8,980 560 0 2,140 145 1,200 1,395 170: 830 515
Old : 30,645: 27,665 16,740 75 8,980 560 0 2,140 145 1,200 1,395 170: 830 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 215: 350 0 0 800 -140 0 -100 100 0 -350 0: -95 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 54.6 0.2 29.3 1.8 0.0 7.0 0.5 3.9 4.6 0.6: 2.7 1.7
Old : 100.0: 90.3 54.6 0.2 29.3 1.8 0.0 7.0 0.5 3.9 4.6 0.6: 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 : 26: 14 10 . . . 0 . . . . .:
Old : 26: 14 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 85.4 87.8 94.8 71.4 78.9 82.1 85.9
Old : 74.2 85.4 87.8 94.8 71.4 78.9 82.1 85.9
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, November 01, 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 : 34,939: 24,175 17,714 25 10,591 2,954 5,010 275 425 545 1,170 615: 1,190 1,195
Old : 34,939: 24,175 17,714 25 10,591 2,954 5,010 275 425 545 1,170 615: 1,190 1,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 165: -70 350 0 -170 -50 175 0 0 50 -25 50: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 50.7 0.1 30.3 8.5 14.3 0.8 1.2 1.6 3.3 1.8: 3.4 3.4
Old : 100.0: 69.2 50.7 0.1 30.3 8.5 14.3 0.8 1.2 1.6 3.3 1.8: 3.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 11 . . . . . . . . .:
Old : 28: 17 11 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 78.1 74.8 91.3 46.5 62.6 58.7 70.9
Old : 53.8 78.1 74.8 91.3 46.5 62.6 58.7 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 26,590: 19,840 15,565 25 3,575 4,385 285 300 560 245 975 310: 940 920
Old : 26,590: 19,840 15,565 25 3,575 4,385 285 300 560 245 975 310: 940 920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -145: -235 615 0 -625 -50 150 0 0 0 -75 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 58.5 0.1 13.4 16.5 1.1 1.1 2.1 0.9 3.7 1.2: 3.5 3.5
Old : 100.0: 74.6 58.5 0.1 13.4 16.5 1.1 1.1 2.1 0.9 3.7 1.2: 3.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 11 . . . . . . . . .:
Old : 29: 19 11 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 75.0 71.2 89.6 34.3 50.1 47.8 61.8
Old : 52.1 75.0 71.2 89.6 34.3 50.1 47.8 61.8
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, November 01, 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 : 125,534: 57,999 113,129 17,960 1,125 4,409 27,635 0 215 10,745 85 1,105: 5,466 5,466
Old : 125,534: 57,999 113,129 17,960 1,125 4,409 27,635 0 215 10,745 85 1,105: 5,466 5,466
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,190: 450 1,115 515 -25 -90 -225 0 -25 350 0 100: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 90.1 14.3 0.9 3.5 22.0 0.0 0.2 8.6 0.1 0.9: 4.4 4.4
Old : 100.0: 46.2 90.1 14.3 0.9 3.5 22.0 0.0 0.2 8.6 0.1 0.9: 4.4 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 : 42: 18 27 . . . . 0 . . . 4:
Old : 42: 18 27 . . . . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 54.0 79.8 71.0 51.8 52.4 67.4 66.1
Old : 60.8 54.0 79.8 71.0 51.8 52.4 67.4 66.1
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, November 01, 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 : 114,496: 52,450 102,675 16,528 2,925 4,140 30,030 0 275 6,610 0 500: 3,963 3,981
Old : 114,496: 52,450 102,675 16,528 2,925 4,140 30,030 0 275 6,610 0 500: 3,963 3,981
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,250: 850 1,275 575 -75 -195 -250 0 0 25 0 0: 245 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 89.7 14.4 2.6 3.6 26.2 0.0 0.2 5.8 0.0 0.4: 3.5 3.5
Old : 100.0: 45.8 89.7 14.4 2.6 3.6 26.2 0.0 0.2 5.8 0.0 0.4: 3.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 16 26 . . . . 0 . 4 0 .:
Old : 39: 16 26 . . . . 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 : 66.8 53.5 86.5 71.3 59.4 52.5 73.8 67.1
Old : 66.8 53.5 86.5 71.3 59.4 52.5 73.8 67.1
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, November 01, 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 : 22,945: 17,885 20,165 2,970 660 880 0 200 75 200 0 0: 935 965
Old : 22,945: 17,885 20,165 2,970 660 880 0 200 75 200 0 0: 935 965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 850: 0 150 750 600 0 0 100 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 87.9 12.9 2.9 3.8 0.0 0.9 0.3 0.9 0.0 0.0: 4.1 4.2
Old : 100.0: 77.9 87.9 12.9 2.9 3.8 0.0 0.9 0.3 0.9 0.0 0.0: 4.1 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 : 25: 19 12 . . . 0 . . . 0 0:
Old : 25: 19 12 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 76.8 75.2 87.5 47.9 62.6 65.3 68.2
Old : 49.8 76.8 75.2 87.5 47.9 62.6 65.3 68.2
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, November 01, 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 : 19,270: 14,830 16,960 2,600 990 525 0 200 0 750 0 0: 565 595
Old : 19,270: 14,830 16,960 2,600 990 525 0 200 0 750 0 0: 565 595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 750: 600 150 150 600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 88.0 13.5 5.1 2.7 0.0 1.0 0.0 3.9 0.0 0.0: 2.9 3.1
Old : 100.0: 77.0 88.0 13.5 5.1 2.7 0.0 1.0 0.0 3.9 0.0 0.0: 2.9 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 : 24: 18 10 . . . 0 . 0 . 0 0:
Old : 24: 18 10 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 80.7 74.8 91.7 44.7 72.0 64.9 78.6
Old : 53.1 80.7 74.8 91.7 44.7 72.0 64.9 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, November 01, 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 : 37,035: 30,365 24,695 1,145 2,950 1,760 50 3,075 0 0 845 0: 3,715 3,710
Old : 37,035: 30,365 24,695 1,145 2,950 1,760 50 3,075 0 0 845 0: 3,715 3,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 50: 0 0 0 0 0 50 -50 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 66.7 3.1 8.0 4.8 0.1 8.3 0.0 0.0 2.3 0.0: 10.0 10.0
Old : 100.0: 82.0 66.7 3.1 8.0 4.8 0.1 8.3 0.0 0.0 2.3 0.0: 10.0 10.0
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: 15 16 . . . . . 0 0 . 0:
Old : 30: 15 16 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 42.3 78.2 67.1 61.5 39.3 71.4 59.3
Old : 62.6 42.3 78.2 67.1 61.5 39.3 71.4 59.3
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, November 01, 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 : 27,820: 21,700 15,180 0 5,220 2,275 0 1,300 0 0 0 0: 3,845 3,845
Old : 27,820: 21,700 15,180 0 5,220 2,275 0 1,300 0 0 0 0: 3,845 3,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,200: 1,200 0 0 1,200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 54.6 0.0 18.8 8.2 0.0 4.7 0.0 0.0 0.0 0.0: 13.8 13.8
Old : 100.0: 78.0 54.6 0.0 18.8 8.2 0.0 4.7 0.0 0.0 0.0 0.0: 13.8 13.8
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 : 25: 15 13 0 . . 0 . 0 0 0 0:
Old : 25: 15 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 : 45.3 43.5 63.4 66.1 31.7 31.3 44.6 47.6
Old : 45.3 43.5 63.4 66.1 31.7 31.3 44.6 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 4, 2016