COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,599: 25,783 28,461 9,219 9,781 3,812 50 18,618 4,610 30,726 8,873 8,571: 828 873
Old : 83,599: 25,783 28,461 9,219 9,781 3,812 50 18,618 4,610 30,726 8,873 8,571: 828 873
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 733: -470 173 -217 148 -2 50 582 -538 1,631 -169 377: -98 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 34.0 11.0 11.7 4.6 0.1 22.3 5.5 36.8 10.6 10.3: 1.0 1.0
Old : 100.0: 30.8 34.0 11.0 11.7 4.6 0.1 22.3 5.5 36.8 10.6 10.3: 1.0 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 : 59: 18 16 . 4 4 . 6 5 15 12 18:
Old : 59: 18 16 . 4 4 . 6 5 15 12 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 42.6 63.4 63.0 33.2 25.6 45.5 38.6
Old : 41.8 42.6 63.4 63.0 33.2 25.6 45.5 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,989: 1,789 8,799 0 2,888 842 164 1,976 894 12,631 1,368 1,086: 583 136
Old : 17,989: 1,789 8,799 0 2,888 842 164 1,976 894 12,631 1,368 1,086: 583 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -441: 490 150 0 -125 90 -235 155 -836 10 30 95: -55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 48.9 0.0 16.1 4.7 0.9 11.0 5.0 70.2 7.6 6.0: 3.2 0.8
Old : 100.0: 9.9 48.9 0.0 16.1 4.7 0.9 11.0 5.0 70.2 7.6 6.0: 3.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 8 8 0 5 4 . . . 13 . 9:
Old : 33: 8 8 0 5 4 . . . 13 . 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 : 59.2 48.3 70.7 72.3 58.3 42.5 67.3 62.7
Old : 59.2 48.3 70.7 72.3 58.3 42.5 67.3 62.7
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,764: 70,296 85,092 13,566 14,979 6,026 20,077 1,882 1,783 5,598 7,413 4,724: 694 865
Old : 122,764: 70,296 85,092 13,566 14,979 6,026 20,077 1,882 1,783 5,598 7,413 4,724: 694 865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,305: 1,215 1,609 319 509 -218 202 -415 -65 -556 -651 324: 84 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 69.3 11.1 12.2 4.9 16.4 1.5 1.5 4.6 6.0 3.8: 0.6 0.7
Old : 100.0: 57.3 69.3 11.1 12.2 4.9 16.4 1.5 1.5 4.6 6.0 3.8: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 78: 41 42 . . 4 4 5 6 7 9 11:
Old : 78: 41 42 . . 4 4 5 6 7 9 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 : 51.4 35.6 65.2 54.0 41.7 32.3 51.6 47.6
Old : 51.4 35.6 65.2 54.0 41.7 32.3 51.6 47.6
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,283: 35,571 43,775 4,251 0 3,765 0 79 306 4,188 156 202: 0 0
Old : 48,283: 35,571 43,775 4,251 0 3,765 0 79 306 4,188 156 202: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 593: 490 717 22 0 -47 0 -104 104 101 0 -77: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 90.7 8.8 0.0 7.8 0.0 0.2 0.6 8.7 0.3 0.4: 0.0 0.0
Old : 100.0: 73.7 90.7 8.8 0.0 7.8 0.0 0.2 0.6 8.7 0.3 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 23 . 0 . 0 . . 5 . .:
Old : 38: 24 23 . 0 . 0 . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 48.1 76.9 77.5 40.5 41.9 56.8 62.6
Old : 54.4 48.1 76.9 77.5 40.5 41.9 56.8 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 396,615: 356,159 320,550 0 50,357 20,354 11,114 0 0 5,538 1,904 3,450: 0 0
Old : 396,615: 356,159 320,550 0 50,357 20,354 11,114 0 0 5,538 1,904 3,450: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -181: -1,133 5,531 0 0 0 952 0 0 5,207 -505 -5,207: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 80.8 0.0 12.7 5.1 2.8 0.0 0.0 1.4 0.5 0.9: 0.0 0.0
Old : 100.0: 89.8 80.8 0.0 12.7 5.1 2.8 0.0 0.0 1.4 0.5 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 19 0 . . . 0 0 . . .:
Old : 32: 20 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 : 65.2 53.5 80.5 81.2 60.8 46.5 68.9 66.4
Old : 65.2 53.5 80.5 81.2 60.8 46.5 68.9 66.4
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,511,467: 1,203,295 1,202,918 156,089 140,603 29,627 47,281 17,023 43,458 29,779 75,900 1,938: 0 0
Old : 1,511,467: 1,203,295 1,202,918 156,089 140,603 29,627 47,281 17,023 43,458 29,779 75,900 1,938: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 13,177: 9,124 17,066 2,421 -3,033 -40 1,632 0 0 96 -760 -56: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 79.6 10.3 9.3 2.0 3.1 1.1 2.9 2.0 5.0 0.1: 0.0 0.0
Old : 100.0: 79.6 79.6 10.3 9.3 2.0 3.1 1.1 2.9 2.0 5.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 35 35 . . . 4 . . . 5 .:
Old : 59: 35 35 . . . 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 : 40.0 45.3 62.9 64.4 35.6 36.4 46.8 51.0
Old : 40.0 45.3 62.9 64.4 35.6 36.4 46.8 51.0
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,606: 43,773 44,084 9,394 3,275 8,125 687 1,868 100 0 4,627 1,527: 0 0
Old : 63,606: 43,773 44,084 9,394 3,275 8,125 687 1,868 100 0 4,627 1,527: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -1,717: -997 -1,053 200 -160 -398 -304 -52 0 0 164 -218: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 69.3 14.8 5.1 12.8 1.1 2.9 0.2 0.0 7.3 2.4: 0.0 0.0
Old : 100.0: 68.8 69.3 14.8 5.1 12.8 1.1 2.9 0.2 0.0 7.3 2.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 23 . . . . . . 0 5 4:
Old : 37: 19 23 . . . . . . 0 5 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 : 67.6 68.3 84.5 83.8 59.6 54.5 66.7 65.7
Old : 67.6 68.3 84.5 83.8 59.6 54.5 66.7 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 337,502: 245,075 236,888 49,748 52,787 42,679 0 4,506 0 0 642 0: 0 0
Old : 337,502: 245,075 236,888 49,748 52,787 42,679 0 4,506 0 0 642 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,142: -1,154 7,895 0 -9,049 2,296 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 70.2 14.7 15.6 12.6 0.0 1.3 0.0 0.0 0.2 0.0: 0.0 0.0
Old : 100.0: 72.6 70.2 14.7 15.6 12.6 0.0 1.3 0.0 0.0 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 14 . . . 0 . 0 0 . 0:
Old : 24: 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 : 73.1 82.4 89.8 93.3 64.3 67.8 73.7 73.3
Old : 73.1 82.4 89.8 93.3 64.3 67.8 73.7 73.3
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 435,963: 323,701 386,444 63,950 9,392 30,767 7,360 728 8,632 1,553 0 0: 0 0
Old : 435,963: 323,701 386,444 63,950 9,392 30,767 7,360 728 8,632 1,553 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 21,629: 25,550 20,094 -5,456 0 1,535 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 88.6 14.7 2.2 7.1 1.7 0.2 2.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 74.2 88.6 14.7 2.2 7.1 1.7 0.2 2.0 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 27 24 . . . . . . . 0 0:
Old : 43: 27 24 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 61.9 69.5 77.5 39.1 58.5 54.2 69.9
Old : 49.3 61.9 69.5 77.5 39.1 58.5 54.2 69.9
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,209: 22,832 27,301 3,257 264 2,099 584 0 84 170 43 41: 1,142 377
Old : 30,209: 22,832 27,301 3,257 264 2,099 584 0 84 170 43 41: 1,142 377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,276: 1,402 743 -394 264 290 0 0 0 0 0 0: -22 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 90.4 10.8 0.9 6.9 1.9 0.0 0.3 0.6 0.1 0.1: 3.8 1.2
Old : 100.0: 75.6 90.4 10.8 0.9 6.9 1.9 0.0 0.3 0.6 0.1 0.1: 3.8 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 : 35: 21 21 . . . . 0 . . . .:
Old : 35: 21 21 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 60.7 68.4 82.1 42.7 55.9 61.0 70.9
Old : 48.9 60.7 68.4 82.1 42.7 55.9 61.0 70.9
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,557: 34,577 44,632 23,924 14,360 1,555 0 0 0 190 0 0: 311 10
Old : 60,557: 34,577 44,632 23,924 14,360 1,555 0 0 0 190 0 0: 311 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,370: 995 830 305 540 0 0 0 0 50 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 73.7 39.5 23.7 2.6 0.0 0.0 0.0 0.3 0.0 0.0: 0.5 0.0
Old : 100.0: 57.1 73.7 39.5 23.7 2.6 0.0 0.0 0.0 0.3 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 : 41: 26 29 . . . 0 0 0 . 0 0:
Old : 41: 26 29 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 52.4 76.7 71.3 61.5 50.3 70.9 66.2
Old : 63.3 52.4 76.7 71.3 61.5 50.3 70.9 66.2
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,739: 52,606 58,502 25,744 20,135 985 0 0 0 115 0 0: 289 117
Old : 79,739: 52,606 58,502 25,744 20,135 985 0 0 0 115 0 0: 289 117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,980: 2,025 1,440 -145 540 0 0 0 0 115 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 73.4 32.3 25.3 1.2 0.0 0.0 0.0 0.1 0.0 0.0: 0.4 0.1
Old : 100.0: 66.0 73.4 32.3 25.3 1.2 0.0 0.0 0.0 0.1 0.0 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 28 28 . . . 0 0 0 . 0 0:
Old : 42: 28 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 : 54.8 58.9 72.8 74.2 54.3 56.0 69.9 68.7
Old : 54.8 58.9 72.8 74.2 54.3 56.0 69.9 68.7
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,019: 20,787 25,259 4,310 315 2,450 0 0 0 800 875 0: 672 120
Old : 29,019: 20,787 25,259 4,310 315 2,450 0 0 0 800 875 0: 672 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,270: 260 1,370 250 -100 0 0 0 0 700 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 87.0 14.9 1.1 8.4 0.0 0.0 0.0 2.8 3.0 0.0: 2.3 0.4
Old : 100.0: 71.6 87.0 14.9 1.1 8.4 0.0 0.0 0.0 2.8 3.0 0.0: 2.3 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 : 27: 14 13 . . . 0 0 0 . . 0:
Old : 27: 14 13 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 74.7 82.2 88.4 56.8 72.1 72.5 81.4
Old : 60.1 74.7 82.2 88.4 56.8 72.1 72.5 81.4
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 290,440: 181,136 285,016 94,816 0 5,424 6,280 0 0 2,784 0 0: 0 0
Old : 290,440: 181,136 285,016 94,816 0 5,424 6,280 0 0 2,784 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -3,232: 656 -3,976 -4,632 0 744 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 98.1 32.6 0.0 1.9 2.2 0.0 0.0 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 62.4 98.1 32.6 0.0 1.9 2.2 0.0 0.0 1.0 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 : 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 : 54.9 79.1 75.3 92.0 52.6 74.6 72.5 85.8
Old : 54.9 79.1 75.3 92.0 52.6 74.6 72.5 85.8
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,494: 4,222 4,273 174 892 85 589 0 87 168 774 0: 1,169 383
Old : 6,494: 4,222 4,273 174 892 85 589 0 87 168 774 0: 1,169 383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 0: 0 63 0 -21 0 0 0 0 0 0 0: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 65.8 2.7 13.7 1.3 9.1 0.0 1.3 2.6 11.9 0.0: 18.0 5.9
Old : 100.0: 65.0 65.8 2.7 13.7 1.3 9.1 0.0 1.3 2.6 11.9 0.0: 18.0 5.9
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 : 23: 14 12 . . . . 0 . . . 0:
Old : 23: 14 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 : 44.8 65.8 63.4 84.0 37.8 63.8 52.9 73.2
Old : 44.8 65.8 63.4 84.0 37.8 63.8 52.9 73.2
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,745: 5,605 4,745 0 2,640 60 1,600 0 0 300 0 0: 180 300
Old : 7,745: 5,605 4,745 0 2,640 60 1,600 0 0 300 0 0: 180 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 150: 150 150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 61.3 0.0 34.1 0.8 20.7 0.0 0.0 3.9 0.0 0.0: 2.3 3.9
Old : 100.0: 72.4 61.3 0.0 34.1 0.8 20.7 0.0 0.0 3.9 0.0 0.0: 2.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 12 0 . . . 0 0 . 0 0:
Old : 22: 11 12 0 . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 58.4 76.4 81.9 45.2 54.2 64.8 67.5
Old : 46.7 58.4 76.4 81.9 45.2 54.2 64.8 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,630: 11,090 6,560 0 6,145 250 200 0 100 1,105 100 375: 510 100
Old : 13,630: 11,090 6,560 0 6,145 250 200 0 100 1,105 100 375: 510 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 2,050: 2,475 660 0 1,990 -450 0 0 0 50 -125 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 48.1 0.0 45.1 1.8 1.5 0.0 0.7 8.1 0.7 2.8: 3.7 0.7
Old : 100.0: 81.4 48.1 0.0 45.1 1.8 1.5 0.0 0.7 8.1 0.7 2.8: 3.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 12 0 . . . 0 . . . .:
Old : 22: 10 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 : 79.3 67.8 90.9 82.8 72.3 66.7 77.7 77.4
Old : 79.3 67.8 90.9 82.8 72.3 66.7 77.7 77.4
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,827: 29,045 35,112 7,635 1,290 1,325 0 50 0 200 1,050 0: 622 0
Old : 38,827: 29,045 35,112 7,635 1,290 1,325 0 50 0 200 1,050 0: 622 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 135: 70 160 30 0 -25 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 90.4 19.7 3.3 3.4 0.0 0.1 0.0 0.5 2.7 0.0: 1.6 0.0
Old : 100.0: 74.8 90.4 19.7 3.3 3.4 0.0 0.1 0.0 0.5 2.7 0.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 18 . . . 0 . 0 . . 0:
Old : 33: 19 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 : 52.5 75.6 78.0 86.8 51.9 72.8 73.8 81.9
Old : 52.5 75.6 78.0 86.8 51.9 72.8 73.8 81.9
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,220: 20,805 20,780 3,025 3,630 1,550 0 0 0 660 250 0: 180 10
Old : 26,220: 20,805 20,780 3,025 3,630 1,550 0 0 0 660 250 0: 180 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -1,500: -570 -550 -30 -950 0 0 0 0 -900 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 79.3 11.5 13.8 5.9 0.0 0.0 0.0 2.5 1.0 0.0: 0.7 0.0
Old : 100.0: 79.3 79.3 11.5 13.8 5.9 0.0 0.0 0.0 2.5 1.0 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 : 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 : 52.3 71.2 70.4 89.6 49.3 61.7 62.8 72.7
Old : 52.3 71.2 70.4 89.6 49.3 61.7 62.8 72.7
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 19,797: 14,099 14,395 2,751 2,316 1,706 610 0 21 144 1,107 42: 424 210
Old : 19,797: 14,099 14,395 2,751 2,316 1,706 610 0 21 144 1,107 42: 424 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -311: -556 -397 246 86 0 0 0 0 41 42 -42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 72.7 13.9 11.7 8.6 3.1 0.0 0.1 0.7 5.6 0.2: 2.1 1.1
Old : 100.0: 71.2 72.7 13.9 11.7 8.6 3.1 0.0 0.1 0.7 5.6 0.2: 2.1 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 : 35: 19 21 . . . . 0 . . . .:
Old : 35: 19 21 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 52.1 67.7 76.2 36.1 42.8 58.6 62.0
Old : 41.6 52.1 67.7 76.2 36.1 42.8 58.6 62.0
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,233: 50,488 45,689 1,039 4,630 1,376 0 222 0 665 1,506 2,642: 23 168
Old : 56,233: 50,488 45,689 1,039 4,630 1,376 0 222 0 665 1,506 2,642: 23 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 810: 615 665 -1 80 0 0 0 0 -25 -156 221: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 81.2 1.8 8.2 2.4 0.0 0.4 0.0 1.2 2.7 4.7: 0.0 0.3
Old : 100.0: 89.8 81.2 1.8 8.2 2.4 0.0 0.4 0.0 1.2 2.7 4.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 27 24 . . 4 0 . 0 . . 4:
Old : 42: 27 24 . . 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 : 44.9 52.0 69.6 72.9 43.1 50.6 62.8 65.3
Old : 44.9 52.0 69.6 72.9 43.1 50.6 62.8 65.3
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,742: 68,742 50,973 1,725 3,293 2,166 422 1,950 0 433 15,089 3,201: 53 70
Old : 76,742: 68,742 50,973 1,725 3,293 2,166 422 1,950 0 433 15,089 3,201: 53 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,253: 620 1,175 -588 27 625 0 3 0 68 -1,142 548: -20 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 66.4 2.2 4.3 2.8 0.5 2.5 0.0 0.6 19.7 4.2: 0.1 0.1
Old : 100.0: 89.6 66.4 2.2 4.3 2.8 0.5 2.5 0.0 0.6 19.7 4.2: 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 : 54: 32 28 . . . . . 0 . 6 5:
Old : 54: 32 28 . . . . . 0 . 6 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 : 43.1 47.2 62.1 68.2 39.2 42.8 56.0 57.2
Old : 43.1 47.2 62.1 68.2 39.2 42.8 56.0 57.2
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,840: 34,320 39,580 8,185 3,720 1,530 0 0 0 780 0 0: 25 10
Old : 44,840: 34,320 39,580 8,185 3,720 1,530 0 0 0 780 0 0: 25 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 295: 270 235 -35 0 60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 88.3 18.3 8.3 3.4 0.0 0.0 0.0 1.7 0.0 0.0: 0.1 0.0
Old : 100.0: 76.5 88.3 18.3 8.3 3.4 0.0 0.0 0.0 1.7 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 23 9 . . . 0 0 0 . 0 0:
Old : 28: 23 9 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 96.1 74.8 99.4 50.2 89.2 71.6 89.4
Old : 53.1 96.1 74.8 99.4 50.2 89.2 71.6 89.4
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,725: 37,450 41,650 10,240 5,880 1,595 0 0 0 1,430 1,600 0: 10 0
Old : 50,725: 37,450 41,650 10,240 5,880 1,595 0 0 0 1,430 1,600 0: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 570: 470 135 -35 600 -165 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 82.1 20.2 11.6 3.1 0.0 0.0 0.0 2.8 3.2 0.0: 0.0 0.0
Old : 100.0: 73.8 82.1 20.2 11.6 3.1 0.0 0.0 0.0 2.8 3.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 24 15 . . . 0 0 0 . . 0:
Old : 32: 24 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 : 48.7 92.2 71.1 97.3 46.5 87.5 68.3 89.9
Old : 48.7 92.2 71.1 97.3 46.5 87.5 68.3 89.9
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 306,090: 211,373 266,999 23,180 11,400 16,631 0 1,201 0 53,346 8,299 1,560: 0 0
Old : 306,090: 211,373 266,999 23,180 11,400 16,631 0 1,201 0 53,346 8,299 1,560: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -1,624: -400 -824 760 0 0 0 0 0 -1,184 0 -800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 87.2 7.6 3.7 5.4 0.0 0.4 0.0 17.4 2.7 0.5: 0.0 0.0
Old : 100.0: 69.1 87.2 7.6 3.7 5.4 0.0 0.4 0.0 17.4 2.7 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 25 . . . 0 . 0 . . .:
Old : 38: 18 25 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 53.6 76.2 73.1 52.5 53.4 66.7 68.0
Old : 54.5 53.6 76.2 73.1 52.5 53.4 66.7 68.0
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,386: 17,504 21,065 878 419 1,406 157 1,100 954 4,156 831 463: 868 148
Old : 26,386: 17,504 21,065 878 419 1,406 157 1,100 954 4,156 831 463: 868 148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -2: 85 66 -42 -22 -21 0 -87 189 -108 0 -84: -21 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 79.8 3.3 1.6 5.3 0.6 4.2 3.6 15.8 3.1 1.8: 3.3 0.6
Old : 100.0: 66.3 79.8 3.3 1.6 5.3 0.6 4.2 3.6 15.8 3.1 1.8: 3.3 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: 23 27 . . . . . . 4 . 4:
Old : 44: 23 27 . . . . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 42.1 68.2 58.9 47.2 41.1 59.9 54.1
Old : 49.4 42.1 68.2 58.9 47.2 41.1 59.9 54.1
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,705: 25,630 36,861 11,059 0 0 282 0 0 284 394 450: 0 0
Old : 37,705: 25,630 36,861 11,059 0 0 282 0 0 284 394 450: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 71: 673 -85 152 0 0 0 0 0 -618 292 -136: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 97.8 29.3 0.0 0.0 0.7 0.0 0.0 0.8 1.0 1.2: 0.0 0.0
Old : 100.0: 68.0 97.8 29.3 0.0 0.0 0.7 0.0 0.0 0.8 1.0 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 13 . 0 0 . 0 0 . . .:
Old : 31: 16 13 . 0 0 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 85.3 92.7 94.9 71.0 76.9 79.1 82.3
Old : 75.1 85.3 92.7 94.9 71.0 76.9 79.1 82.3
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 324,086: 262,505 236,222 15,121 28,819 39,452 7,008 18,800 0 0 793 0: 0 0
Old : 324,086: 262,505 236,222 15,121 28,819 39,452 7,008 18,800 0 0 793 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 21,182: 25,862 21,182 0 4,680 -4,680 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 72.9 4.7 8.9 12.2 2.2 5.8 0.0 0.0 0.2 0.0: 0.0 0.0
Old : 100.0: 81.0 72.9 4.7 8.9 12.2 2.2 5.8 0.0 0.0 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 15 . . . . . 0 0 . 0:
Old : 28: 16 15 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 64.6 88.2 84.2 65.4 54.3 74.2 69.0
Old : 74.2 64.6 88.2 84.2 65.4 54.3 74.2 69.0
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,375: 15,635 17,195 1,400 0 2,010 784 0 1,018 0 732 0: 528 420
Old : 21,375: 15,635 17,195 1,400 0 2,010 784 0 1,018 0 732 0: 528 420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,103: 1,103 1,062 41 0 0 0 0 0 0 0 0: -41 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 80.4 6.5 0.0 9.4 3.7 0.0 4.8 0.0 3.4 0.0: 2.5 2.0
Old : 100.0: 73.1 80.4 6.5 0.0 9.4 3.7 0.0 4.8 0.0 3.4 0.0: 2.5 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 : 27: 15 16 . 0 . . 0 . 0 . 0:
Old : 27: 15 16 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 64.1 80.5 81.7 51.2 56.4 60.0 64.2
Old : 63.0 64.1 80.5 81.7 51.2 56.4 60.0 64.2
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,813: 5,089 7,650 3,712 1,680 0 122 0 42 65 0 42: 741 399
Old : 9,813: 5,089 7,650 3,712 1,680 0 122 0 42 65 0 42: 741 399
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 23: 23 128 0 -105 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 78.0 37.8 17.1 0.0 1.2 0.0 0.4 0.7 0.0 0.4: 7.6 4.1
Old : 100.0: 51.9 78.0 37.8 17.1 0.0 1.2 0.0 0.4 0.7 0.0 0.4: 7.6 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 : 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 : 62.5 75.3 82.6 93.6 62.5 73.1 80.9 88.0
Old : 62.5 75.3 82.6 93.6 62.5 73.1 80.9 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,494: 4,862 7,751 3,299 1,126 309 550 82 0 107 198 374: 993 654
Old : 10,494: 4,862 7,751 3,299 1,126 309 550 82 0 107 198 374: 993 654
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 404: -237 303 641 0 41 0 0 0 0 101 -41: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 73.9 31.4 10.7 2.9 5.2 0.8 0.0 1.0 1.9 3.6: 9.5 6.2
Old : 100.0: 46.3 73.9 31.4 10.7 2.9 5.2 0.8 0.0 1.0 1.9 3.6: 9.5 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 15 . . . . . 0 . . .:
Old : 28: 16 15 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 54.6 72.7 76.6 53.8 53.4 67.1 71.5
Old : 56.8 54.6 72.7 76.6 53.8 53.4 67.1 71.5
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,909: 79,856 83,876 16,105 17,050 1,575 1,948 0 0 3,017 0 408: 0 0
Old : 102,909: 79,856 83,876 16,105 17,050 1,575 1,948 0 0 3,017 0 408: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -816: 3,880 0 0 -816 0 0 0 0 -4,696 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 81.5 15.6 16.6 1.5 1.9 0.0 0.0 2.9 0.0 0.4: 0.0 0.0
Old : 100.0: 77.6 81.5 15.6 16.6 1.5 1.9 0.0 0.0 2.9 0.0 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 11 . . . . 0 0 . 0 .:
Old : 27: 14 11 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 70.6 83.3 92.0 60.5 67.9 77.2 87.8
Old : 61.3 70.6 83.3 92.0 60.5 67.9 77.2 87.8
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,802: 11,354 10,794 2,634 2,053 520 106 866 41 580 916 277: 290 335
Old : 15,802: 11,354 10,794 2,634 2,053 520 106 866 41 580 916 277: 290 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 299: -155 154 390 0 0 0 0 0 43 40 21: 0 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 68.3 16.7 13.0 3.3 0.7 5.5 0.3 3.7 5.8 1.8: 1.8 2.1
Old : 100.0: 71.9 68.3 16.7 13.0 3.3 0.7 5.5 0.3 3.7 5.8 1.8: 1.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 20 . . . . . . . . .:
Old : 32: 18 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 31.6 76.6 53.1 51.2 29.3 63.0 48.3
Old : 57.9 31.6 76.6 53.1 51.2 29.3 63.0 48.3
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 179,126: 136,407 103,142 26,817 48,471 13,862 0 7,767 408 0 3,844 1,632: 0 0
Old : 179,126: 136,407 103,142 26,817 48,471 13,862 0 7,767 408 0 3,844 1,632: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 56: 1,520 408 -2,280 408 0 0 0 0 0 -1,576 816: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 57.6 15.0 27.1 7.7 0.0 4.3 0.2 0.0 2.1 0.9: 0.0 0.0
Old : 100.0: 76.2 57.6 15.0 27.1 7.7 0.0 4.3 0.2 0.0 2.1 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 14 . . . 0 . . 0 . .:
Old : 30: 16 14 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 55.4 81.3 77.7 51.0 51.6 67.5 64.1
Old : 63.8 55.4 81.3 77.7 51.0 51.6 67.5 64.1
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,975: 6,935 8,440 1,930 0 0 0 250 50 0 225 0: 60 10
Old : 8,975: 6,935 8,440 1,930 0 0 0 250 50 0 225 0: 60 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 25: 25 25 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 94.0 21.5 0.0 0.0 0.0 2.8 0.6 0.0 2.5 0.0: 0.7 0.1
Old : 100.0: 77.3 94.0 21.5 0.0 0.0 0.0 2.8 0.6 0.0 2.5 0.0: 0.7 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 : 24: 13 13 . 0 0 0 . . 0 . 0:
Old : 24: 13 13 . 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 74.3 86.7 92.3 55.0 64.4 70.0 71.6
Old : 63.6 74.3 86.7 92.3 55.0 64.4 70.0 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,459: 15,934 17,685 635 965 4,559 0 6 1,836 2,495 408 0: 0 0
Old : 25,459: 15,934 17,685 635 965 4,559 0 6 1,836 2,495 408 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 22: 77 22 0 -48 48 0 0 0 -103 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 69.5 2.5 3.8 17.9 0.0 0.0 7.2 9.8 1.6 0.0: 0.0 0.0
Old : 100.0: 62.6 69.5 2.5 3.8 17.9 0.0 0.0 7.2 9.8 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 : 25: 16 14 . . . 0 . . . . 0:
Old : 25: 16 14 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 56.0 86.5 82.0 48.2 43.5 60.0 58.7
Old : 56.0 56.0 86.5 82.0 48.2 43.5 60.0 58.7
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 229,501: 141,523 137,980 30,073 29,752 57,905 0 0 0 0 3,864 0: 0 0
Old : 229,501: 141,523 137,980 30,073 29,752 57,905 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: November 15, 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: 61.7 60.1 13.1 13.0 25.2 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 61.7 60.1 13.1 13.0 25.2 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 : 81.6 73.1 93.5 93.0 58.2 44.7 64.0 60.8
Old : 81.6 73.1 93.5 93.0 58.2 44.7 64.0 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,760: 9,355 6,245 520 2,535 190 0 1,780 0 300 0 0: 395 10
Old : 10,760: 9,355 6,245 520 2,535 190 0 1,780 0 300 0 0: 395 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 320: 100 0 370 250 -30 0 100 0 0 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 58.0 4.8 23.6 1.8 0.0 16.5 0.0 2.8 0.0 0.0: 3.7 0.1
Old : 100.0: 86.9 58.0 4.8 23.6 1.8 0.0 16.5 0.0 2.8 0.0 0.0: 3.7 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 : 21: 12 12 . . . 0 . 0 . 0 0:
Old : 21: 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 : 67.5 73.2 81.6 93.6 46.2 60.7 59.4 72.5
Old : 67.5 73.2 81.6 93.6 46.2 60.7 59.4 72.5
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,900: 9,365 6,350 520 2,435 295 0 1,680 0 180 0 130: 410 10
Old : 10,900: 9,365 6,350 520 2,435 295 0 1,680 0 180 0 130: 410 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 190: 0 0 370 250 -60 0 0 0 0 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 58.3 4.8 22.3 2.7 0.0 15.4 0.0 1.7 0.0 1.2: 3.8 0.1
Old : 100.0: 85.9 58.3 4.8 22.3 2.7 0.0 15.4 0.0 1.7 0.0 1.2: 3.8 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 : 21: 12 12 . . . 0 . 0 . 0 .:
Old : 21: 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 : 64.3 68.7 80.2 91.9 45.0 58.8 59.9 72.1
Old : 64.3 68.7 80.2 91.9 45.0 58.8 59.9 72.1
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,814: 1,512 2,100 252 630 0 84 84 0 966 0 0: 0 0
Old : 2,814: 1,512 2,100 252 630 0 84 84 0 966 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 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: 53.7 74.6 9.0 22.4 0.0 3.0 3.0 0.0 34.3 0.0 0.0: 0.0 0.0
Old : 100.0: 53.7 74.6 9.0 22.4 0.0 3.0 3.0 0.0 34.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 8 5 . . 0 . . 0 4 0 0:
Old : 22: 8 5 . . 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 : 59.7 88.1 83.6 100.0 59.7 88.1 83.6 100.0
Old : 59.7 88.1 83.6 100.0 59.7 88.1 83.6 100.0
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,005: 12,220 6,470 1,855 7,965 570 0 0 0 80 0 0: 280 0
Old : 15,005: 12,220 6,470 1,855 7,965 570 0 0 0 80 0 0: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 25: 0 0 75 75 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 43.1 12.4 53.1 3.8 0.0 0.0 0.0 0.5 0.0 0.0: 1.9 0.0
Old : 100.0: 81.4 43.1 12.4 53.1 3.8 0.0 0.0 0.0 0.5 0.0 0.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . . . 0 0 0 . 0 0:
Old : 22: 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 : 68.4 84.3 90.3 97.3 60.6 84.3 81.9 91.5
Old : 68.4 84.3 90.3 97.3 60.6 84.3 81.9 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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,310: 11,995 12,005 3,020 3,450 2,755 350 0 50 0 50 0: 140 0
Old : 18,310: 11,995 12,005 3,020 3,450 2,755 350 0 50 0 50 0: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -465: -535 365 -105 -1,000 170 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 65.6 16.5 18.8 15.0 1.9 0.0 0.3 0.0 0.3 0.0: 0.8 0.0
Old : 100.0: 65.5 65.6 16.5 18.8 15.0 1.9 0.0 0.3 0.0 0.3 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 13 . . . . 0 . 0 . 0:
Old : 28: 14 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 : 66.2 78.0 83.2 91.5 48.5 63.0 63.0 70.5
Old : 66.2 78.0 83.2 91.5 48.5 63.0 63.0 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,626: 9,417 6,991 50 2,995 2,540 375 0 0 0 100 0: 244 0
Old : 12,626: 9,417 6,991 50 2,995 2,540 375 0 0 0 100 0: 244 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 0: 50 0 0 55 -55 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 55.4 0.4 23.7 20.1 3.0 0.0 0.0 0.0 0.8 0.0: 1.9 0.0
Old : 100.0: 74.6 55.4 0.4 23.7 20.1 3.0 0.0 0.0 0.0 0.8 0.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 11 . . . . 0 0 0 . 0:
Old : 25: 13 11 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 77.9 82.1 91.5 41.1 48.8 53.9 58.7
Old : 59.7 77.9 82.1 91.5 41.1 48.8 53.9 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,645: 13,645 21,495 8,015 0 540 0 500 0 0 50 0: 445 60
Old : 22,645: 13,645 21,495 8,015 0 540 0 500 0 0 50 0: 445 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -20: -20 100 0 0 0 0 0 0 0 0 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 94.9 35.4 0.0 2.4 0.0 2.2 0.0 0.0 0.2 0.0: 2.0 0.3
Old : 100.0: 60.3 94.9 35.4 0.0 2.4 0.0 2.2 0.0 0.0 0.2 0.0: 2.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 12 4 0 . 0 . 0 0 . 0:
Old : 25: 11 12 4 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 : 76.6 83.6 94.4 92.6 74.6 83.4 89.9 90.8
Old : 76.6 83.6 94.4 92.6 74.6 83.4 89.9 90.8
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,705: 10,970 13,755 3,740 650 1,650 0 370 0 0 170 85: 260 25
Old : 16,705: 10,970 13,755 3,740 650 1,650 0 370 0 0 170 85: 260 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 310: 150 75 0 25 150 0 0 0 0 60 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 82.3 22.4 3.9 9.9 0.0 2.2 0.0 0.0 1.0 0.5: 1.6 0.1
Old : 100.0: 65.7 82.3 22.4 3.9 9.9 0.0 2.2 0.0 0.0 1.0 0.5: 1.6 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 : 22: 13 7 . . . 0 . 0 0 . .:
Old : 22: 13 7 . . . 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 : 71.9 71.1 88.2 95.2 59.3 60.3 71.7 74.6
Old : 71.9 71.1 88.2 95.2 59.3 60.3 71.7 74.6
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,647: 11,472 13,882 3,645 1,575 1,765 0 370 0 455 0 30: 280 25
Old : 17,647: 11,472 13,882 3,645 1,575 1,765 0 370 0 455 0 30: 280 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 260: 250 -900 -150 1,000 150 0 0 0 -10 0 10: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 78.7 20.7 8.9 10.0 0.0 2.1 0.0 2.6 0.0 0.2: 1.6 0.1
Old : 100.0: 65.0 78.7 20.7 8.9 10.0 0.0 2.1 0.0 2.6 0.0 0.2: 1.6 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 : 22: 13 7 . . . 0 . 0 . 0 .:
Old : 22: 13 7 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 81.2 84.5 97.1 55.6 75.5 70.1 80.6
Old : 65.9 81.2 84.5 97.1 55.6 75.5 70.1 80.6
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,754: 87,933 82,639 1,365 7,399 9,406 2,045 400 30 850 1,665 110: 15 105
Old : 101,754: 87,933 82,639 1,365 7,399 9,406 2,045 400 30 850 1,665 110: 15 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 2,301: 2,196 2,941 5 -630 50 100 200 0 0 -210 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 81.2 1.3 7.3 9.2 2.0 0.4 0.0 0.8 1.6 0.1: 0.0 0.1
Old : 100.0: 86.4 81.2 1.3 7.3 9.2 2.0 0.4 0.0 0.8 1.6 0.1: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 33 28 . . 5 . . . . . .:
Old : 51: 33 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 : 45.8 56.7 64.1 80.1 44.6 48.0 56.0 62.2
Old : 45.8 56.7 64.1 80.1 44.6 48.0 56.0 62.2
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 124,509: 104,505 100,636 2,184 2,910 13,625 3,037 4,205 313 550 2,420 295: 0 105
Old : 124,509: 104,505 100,636 2,184 2,910 13,625 3,037 4,205 313 550 2,420 295: 0 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,668: 1,210 2,060 124 -1,419 409 -28 550 3 0 115 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 80.8 1.8 2.3 10.9 2.4 3.4 0.3 0.4 1.9 0.2: 0.0 0.1
Old : 100.0: 83.9 80.8 1.8 2.3 10.9 2.4 3.4 0.3 0.4 1.9 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 : 58: 39 32 4 . 4 . . . . 4 .:
Old : 58: 39 32 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 : 41.1 55.0 58.9 73.7 37.5 49.6 50.2 60.7
Old : 41.1 55.0 58.9 73.7 37.5 49.6 50.2 60.7
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 188,889: 130,173 139,739 27,317 8,209 12,113 5,990 5,607 6,190 3,509 13,425 3,549: 48 57
Old : 188,889: 130,173 139,739 27,317 8,209 12,113 5,990 5,607 6,190 3,509 13,425 3,549: 48 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 315: 614 2,234 -1,205 -187 652 -25 -969 0 886 -789 -628: 21 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 74.0 14.5 4.3 6.4 3.2 3.0 3.3 1.9 7.1 1.9: 0.0 0.0
Old : 100.0: 68.9 74.0 14.5 4.3 6.4 3.2 3.0 3.3 1.9 7.1 1.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 78: 39 46 . . 5 4 . . 7 8 8:
Old : 78: 39 46 . . 5 4 . . 7 8 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 57.9 54.5 68.4 36.4 48.7 50.7 55.2
Old : 39.7 57.9 54.5 68.4 36.4 48.7 50.7 55.2
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 126,746: 107,170 106,412 4,982 8,386 5,512 5,597 769 1,819 1,245 3,492 356: 65 0
Old : 126,746: 107,170 106,412 4,982 8,386 5,512 5,597 769 1,819 1,245 3,492 356: 65 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -113: -317 359 -272 -83 102 300 0 0 0 -565 74: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 84.0 3.9 6.6 4.3 4.4 0.6 1.4 1.0 2.8 0.3: 0.1 0.0
Old : 100.0: 84.6 84.0 3.9 6.6 4.3 4.4 0.6 1.4 1.0 2.8 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 : 53: 36 31 . . 4 . . . . 4 .:
Old : 53: 36 31 . . 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 : 31.6 63.1 52.9 78.2 29.0 52.7 47.0 63.0
Old : 31.6 63.1 52.9 78.2 29.0 52.7 47.0 63.0
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,220: 31,120 27,815 2,575 6,635 1,615 575 1,075 0 1,245 0 80: 10 0
Old : 37,220: 31,120 27,815 2,575 6,635 1,615 575 1,075 0 1,245 0 80: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 590: 710 -25 -190 550 120 0 -25 0 25 0 -30: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 74.7 6.9 17.8 4.3 1.5 2.9 0.0 3.3 0.0 0.2: 0.0 0.0
Old : 100.0: 83.6 74.7 6.9 17.8 4.3 1.5 2.9 0.0 3.3 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 13 . . . . . 0 . 0 .:
Old : 29: 21 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 90.1 76.8 97.6 56.9 84.1 74.5 88.5
Old : 58.4 90.1 76.8 97.6 56.9 84.1 74.5 88.5
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,005: 26,605 28,630 2,150 885 3,240 0 220 30 935 0 0: 45 0
Old : 33,005: 26,605 28,630 2,150 885 3,240 0 220 30 935 0 0: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 240: 540 -100 -190 200 140 0 0 0 -250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 86.7 6.5 2.7 9.8 0.0 0.7 0.1 2.8 0.0 0.0: 0.1 0.0
Old : 100.0: 80.6 86.7 6.5 2.7 9.8 0.0 0.7 0.1 2.8 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.2 91.8 80.6 98.1 55.7 80.5 73.4 83.0
Old : 59.2 91.8 80.6 98.1 55.7 80.5 73.4 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,920: 28,296 24,681 0 4,804 2,975 1,100 200 250 150 0 0: 149 10
Old : 32,920: 28,296 24,681 0 4,804 2,975 1,100 200 250 150 0 0: 149 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -135: -125 -5 0 -120 -10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 75.0 0.0 14.6 9.0 3.3 0.6 0.8 0.5 0.0 0.0: 0.5 0.0
Old : 100.0: 86.0 75.0 0.0 14.6 9.0 3.3 0.6 0.8 0.5 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: 28 25 0 . . . . . . 0 0:
Old : 40: 28 25 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 56.1 63.7 77.8 37.2 50.5 55.7 66.0
Old : 42.0 56.1 63.7 77.8 37.2 50.5 55.7 66.0
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,626: 15,121 16,486 2,455 2,020 2,000 900 0 0 150 0 0: 0 120
Old : 20,626: 15,121 16,486 2,455 2,020 2,000 900 0 0 150 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,155: 830 855 25 0 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 79.9 11.9 9.8 9.7 4.4 0.0 0.0 0.7 0.0 0.0: 0.0 0.6
Old : 100.0: 73.3 79.9 11.9 9.8 9.7 4.4 0.0 0.0 0.7 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 16 . . . . 0 0 . 0 0:
Old : 26: 18 16 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 54.4 66.0 84.0 34.4 45.2 49.7 60.1
Old : 43.9 54.4 66.0 84.0 34.4 45.2 49.7 60.1
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 163,305: 106,878 110,753 0 22,571 28,040 26,530 0 1,836 0 105 0: 21 0
Old : 163,305: 106,878 110,753 0 22,571 28,040 26,530 0 1,836 0 105 0: 21 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,136: 2,540 0 -2,111 429 707 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 67.8 0.0 13.8 17.2 16.2 0.0 1.1 0.0 0.1 0.0: 0.0 0.0
Old : 100.0: 65.4 67.8 0.0 13.8 17.2 16.2 0.0 1.1 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 . 0:
Old : 28: 20 13 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 79.2 81.3 93.8 41.3 47.9 48.3 50.6
Old : 59.8 79.2 81.3 93.8 41.3 47.9 48.3 50.6
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 1,351,827 0 774,815 404,344 372,990 0 26,250 0 8,160 0: 0 0
Old : 2,565,396: 1,761,812 1,351,827 0 774,815 404,344 372,990 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: November 15, 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: 68.7 52.7 0.0 30.2 15.8 14.5 0.0 1.0 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 68.7 52.7 0.0 30.2 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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,394: 26,196 29,445 4,260 4,857 9,092 3,825 0 0 0 0 0: 21 0
Old : 43,394: 26,196 29,445 4,260 4,857 9,092 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: November 15, 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: 60.4 67.9 9.8 11.2 21.0 8.8 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 60.4 67.9 9.8 11.2 21.0 8.8 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 : 59.6 67.1 84.9 92.2 29.0 43.7 40.1 44.9
Old : 59.6 67.1 84.9 92.2 29.0 43.7 40.1 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 902,607: 642,324 680,902 134,823 96,245 125,460 0 0 0 0 0 0: 0 0
Old : 902,607: 642,324 680,902 134,823 96,245 125,460 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: November 15, 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: 71.2 75.4 14.9 10.7 13.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 71.2 75.4 14.9 10.7 13.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 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 : 63.5 79.8 86.2 98.6 45.6 62.0 59.5 65.1
Old : 63.5 79.8 86.2 98.6 45.6 62.0 59.5 65.1
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,280: 54,960 26,880 1,800 30,000 0 2,400 0 0 0 2,400 0: 120 0
Old : 59,280: 54,960 26,880 1,800 30,000 0 2,400 0 0 0 2,400 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -43,472: -40,304 -19,272 -1,320 -22,000 0 -1,760 0 0 0 -2,200 0: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 45.3 3.0 50.6 0.0 4.0 0.0 0.0 0.0 4.0 0.0: 0.2 0.0
Old : 100.0: 92.7 45.3 3.0 50.6 0.0 4.0 0.0 0.0 0.0 4.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 5 . . 0 . 0 0 0 . 0:
Old : 22: 11 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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,534: 16,897 18,745 4,873 4,423 2,392 110 1,300 0 2,363 132 509: 390 33
Old : 27,534: 16,897 18,745 4,873 4,423 2,392 110 1,300 0 2,363 132 509: 390 33
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,343: 642 1,448 1,050 545 -50 0 0 0 -295 -600 0: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 68.1 17.7 16.1 8.7 0.4 4.7 0.0 8.6 0.5 1.8: 1.4 0.1
Old : 100.0: 61.4 68.1 17.7 16.1 8.7 0.4 4.7 0.0 8.6 0.5 1.8: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 21 . . . . . 0 4 . .:
Old : 37: 19 21 . . . . . 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 : 42.9 52.1 69.1 73.7 39.0 45.3 56.8 64.9
Old : 42.9 52.1 69.1 73.7 39.0 45.3 56.8 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,197: 15,333 15,567 1,788 3,362 949 460 0 0 1,501 0 14: 152 305
Old : 20,197: 15,333 15,567 1,788 3,362 949 460 0 0 1,501 0 14: 152 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -40: 205 -120 -35 160 0 0 0 0 -115 0 -95: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 77.1 8.9 16.6 4.7 2.3 0.0 0.0 7.4 0.0 0.1: 0.8 1.5
Old : 100.0: 75.9 77.1 8.9 16.6 4.7 2.3 0.0 0.0 7.4 0.0 0.1: 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 : 30: 16 18 . . . . 0 0 . 0 .:
Old : 30: 16 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 : 45.2 50.7 70.8 73.0 42.1 50.7 61.4 68.8
Old : 45.2 50.7 70.8 73.0 42.1 50.7 61.4 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,930: 34,135 17,231 1,458 15,233 957 0 4,017 50 2,280 1,632 810: 240 0
Old : 39,930: 34,135 17,231 1,458 15,233 957 0 4,017 50 2,280 1,632 810: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 545: 174 -224 50 -31 0 0 -10 0 65 570 240: 16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 43.2 3.7 38.1 2.4 0.0 10.1 0.1 5.7 4.1 2.0: 0.6 0.0
Old : 100.0: 85.5 43.2 3.7 38.1 2.4 0.0 10.1 0.1 5.7 4.1 2.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 26 21 . . . 0 . . . . 4:
Old : 43: 26 21 . . . 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 : 53.3 50.0 67.7 76.1 50.9 48.1 63.0 69.4
Old : 53.3 50.0 67.7 76.1 50.9 48.1 63.0 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,563: 19,884 13,394 105 6,265 2,141 30 0 70 0 590 93: 240 10
Old : 22,563: 19,884 13,394 105 6,265 2,141 30 0 70 0 590 93: 240 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -334: -169 -34 105 -370 -35 0 0 0 -153 132 -37: -45 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 59.4 0.5 27.8 9.5 0.1 0.0 0.3 0.0 2.6 0.4: 1.1 0.0
Old : 100.0: 88.1 59.4 0.5 27.8 9.5 0.1 0.0 0.3 0.0 2.6 0.4: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 16 . 4 . . 0 . 0 4 .:
Old : 34: 21 16 . 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 : 54.4 52.6 72.8 75.7 49.7 44.4 61.2 65.1
Old : 54.4 52.6 72.8 75.7 49.7 44.4 61.2 65.1
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,936: 15,951 20,058 6,174 785 2,175 100 440 0 60 1,229 219: 257 30
Old : 24,936: 15,951 20,058 6,174 785 2,175 100 440 0 60 1,229 219: 257 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 296: 296 169 70 0 0 0 0 0 60 247 -130: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 80.4 24.8 3.1 8.7 0.4 1.8 0.0 0.2 4.9 0.9: 1.0 0.1
Old : 100.0: 64.0 80.4 24.8 3.1 8.7 0.4 1.8 0.0 0.2 4.9 0.9: 1.0 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 : 29: 16 14 . . . . . 0 . . .:
Old : 29: 16 14 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 62.2 80.7 81.2 55.3 56.9 75.1 73.3
Old : 55.3 62.2 80.7 81.2 55.3 56.9 75.1 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,920: 12,023 12,768 1,951 1,340 485 0 50 0 0 50 0: 461 227
Old : 14,920: 12,023 12,768 1,951 1,340 485 0 50 0 0 50 0: 461 227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 995: 480 1,015 540 0 -20 0 0 0 -174 0 0: 169 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 85.6 13.1 9.0 3.3 0.0 0.3 0.0 0.0 0.3 0.0: 3.1 1.5
Old : 100.0: 80.6 85.6 13.1 9.0 3.3 0.0 0.3 0.0 0.0 0.3 0.0: 3.1 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 : 24: 14 10 . . 4 0 . 0 0 . 0:
Old : 24: 14 10 . . 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 : 59.3 76.8 83.0 91.8 59.3 74.6 80.5 88.0
Old : 59.3 76.8 83.0 91.8 59.3 74.6 80.5 88.0
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,457: 33,318 28,458 770 5,504 1,815 135 450 0 100 200 0: 319 30
Old : 36,457: 33,318 28,458 770 5,504 1,815 135 450 0 100 200 0: 319 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 433: 498 168 0 330 -65 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 78.1 2.1 15.1 5.0 0.4 1.2 0.0 0.3 0.5 0.0: 0.9 0.1
Old : 100.0: 91.4 78.1 2.1 15.1 5.0 0.4 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 : 37.6 53.1 62.1 75.1 32.9 49.2 55.3 66.3
Old : 37.6 53.1 62.1 75.1 32.9 49.2 55.3 66.3
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,738: 13,739 12,834 1,010 2,300 1,460 0 0 0 465 100 44: 20 0
Old : 16,738: 13,739 12,834 1,010 2,300 1,460 0 0 0 465 100 44: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 335: 335 370 0 -35 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 76.7 6.0 13.7 8.7 0.0 0.0 0.0 2.8 0.6 0.3: 0.1 0.0
Old : 100.0: 82.1 76.7 6.0 13.7 8.7 0.0 0.0 0.0 2.8 0.6 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 : 28: 20 19 . . . 0 0 0 . . .:
Old : 28: 20 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 : 43.5 79.4 63.5 92.1 40.0 69.3 56.8 73.7
Old : 43.5 79.4 63.5 92.1 40.0 69.3 56.8 73.7
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,249: 10,800 9,026 625 3,142 2,040 0 0 0 753 0 21: 10 20
Old : 14,249: 10,800 9,026 625 3,142 2,040 0 0 0 753 0 21: 10 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -295: -25 -275 0 -50 15 0 0 0 -300 0 15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 63.3 4.4 22.1 14.3 0.0 0.0 0.0 5.3 0.0 0.1: 0.1 0.1
Old : 100.0: 75.8 63.3 4.4 22.1 14.3 0.0 0.0 0.0 5.3 0.0 0.1: 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 : 42.2 77.6 67.8 91.4 35.4 57.3 55.6 67.4
Old : 42.2 77.6 67.8 91.4 35.4 57.3 55.6 67.4
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,322: 29,259 35,454 10,580 4,310 100 0 0 0 0 100 0: 3,383 3,358
Old : 43,322: 29,259 35,454 10,580 4,310 100 0 0 0 0 100 0: 3,383 3,358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 405: 645 -245 10 900 -250 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 81.8 24.4 9.9 0.2 0.0 0.0 0.0 0.0 0.2 0.0: 7.8 7.8
Old : 100.0: 67.5 81.8 24.4 9.9 0.2 0.0 0.0 0.0 0.0 0.2 0.0: 7.8 7.8
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 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 : 77.4 48.2 89.6 75.6 75.5 47.7 80.4 72.0
Old : 77.4 48.2 89.6 75.6 75.5 47.7 80.4 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,376: 26,143 31,118 9,480 4,470 0 0 0 0 0 100 0: 3,753 3,688
Old : 39,376: 26,143 31,118 9,480 4,470 0 0 0 0 0 100 0: 3,753 3,688
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 605: 645 -245 10 900 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 79.0 24.1 11.4 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 9.5 9.4
Old : 100.0: 66.4 79.0 24.1 11.4 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 9.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 18 . . 0 0 0 0 0 . 0:
Old : 24: 10 18 . . 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 : 76.4 46.7 88.9 75.3 74.3 46.5 79.5 72.0
Old : 76.4 46.7 88.9 75.3 74.3 46.5 79.5 72.0
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,670: 30,530 6,240 0 1,155 1,370 0 14,180 50 0 9,625 0: 1,720 1,050
Old : 33,670: 30,530 6,240 0 1,155 1,370 0 14,180 50 0 9,625 0: 1,720 1,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 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: 90.7 18.5 0.0 3.4 4.1 0.0 42.1 0.1 0.0 28.6 0.0: 5.1 3.1
Old : 100.0: 90.7 18.5 0.0 3.4 4.1 0.0 42.1 0.1 0.0 28.6 0.0: 5.1 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: 14 9 0 . . 0 . . 0 4 0:
Old : 24: 14 9 0 . . 0 . . 0 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 74.7 86.1 87.9 63.0 68.9 76.7 77.4
Old : 70.2 74.7 86.1 87.9 63.0 68.9 76.7 77.4
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,810: 28,025 6,360 0 4,930 335 0 12,955 490 0 4,330 0: 1,960 1,410
Old : 30,810: 28,025 6,360 0 4,930 335 0 12,955 490 0 4,330 0: 1,960 1,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 0: -50 0 0 0 0 0 0 0 0 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 20.6 0.0 16.0 1.1 0.0 42.0 1.6 0.0 14.1 0.0: 6.4 4.6
Old : 100.0: 91.0 20.6 0.0 16.0 1.1 0.0 42.0 1.6 0.0 14.1 0.0: 6.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 73.3 75.2 83.1 87.0 66.5 69.9 74.2 78.1
Old : 73.3 75.2 83.1 87.0 66.5 69.9 74.2 78.1
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,413: 17,879 15,360 95 4,374 3,440 1,865 0 55 2,075 2,180 200: 804 804
Old : 26,413: 17,879 15,360 95 4,374 3,440 1,865 0 55 2,075 2,180 200: 804 804
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 75: 25 75 0 25 50 50 0 -50 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 58.2 0.4 16.6 13.0 7.1 0.0 0.2 7.9 8.3 0.8: 3.0 3.0
Old : 100.0: 67.7 58.2 0.4 16.6 13.0 7.1 0.0 0.2 7.9 8.3 0.8: 3.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 9 . . . . 0 . . . .:
Old : 27: 18 9 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 89.1 75.2 94.3 41.4 73.0 66.7 76.5
Old : 46.4 89.1 75.2 94.3 41.4 73.0 66.7 76.5
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,858: 14,892 12,663 95 4,318 2,680 1,995 0 50 2,225 2,330 100: 821 717
Old : 22,858: 14,892 12,663 95 4,318 2,680 1,995 0 50 2,225 2,330 100: 821 717
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 235: 25 25 0 175 50 150 0 -40 0 -25 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 55.4 0.4 18.9 11.7 8.7 0.0 0.2 9.7 10.2 0.4: 3.6 3.1
Old : 100.0: 65.2 55.4 0.4 18.9 11.7 8.7 0.0 0.2 9.7 10.2 0.4: 3.6 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 : 25: 17 8 . . . . 0 . . . .:
Old : 25: 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 : 45.3 87.6 76.3 95.1 41.8 72.6 64.9 74.1
Old : 45.3 87.6 76.3 95.1 41.8 72.6 64.9 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,620: 24,500 25,290 16,875 215 2,220 0 16,260 0 400 400 0: 625 235
Old : 44,620: 24,500 25,290 16,875 215 2,220 0 16,260 0 400 400 0: 625 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 690: 710 640 -20 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 56.7 37.8 0.5 5.0 0.0 36.4 0.0 0.9 0.9 0.0: 1.4 0.5
Old : 100.0: 54.9 56.7 37.8 0.5 5.0 0.0 36.4 0.0 0.9 0.9 0.0: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 11 . . . 0 . 0 . . 0:
Old : 26: 13 11 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.0 88.3 92.4 96.0 74.5 86.6 85.8 91.0
Old : 81.0 88.3 92.4 96.0 74.5 86.6 85.8 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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,840: 20,800 21,245 16,215 140 1,845 0 15,610 0 0 400 0: 980 600
Old : 39,840: 20,800 21,245 16,215 140 1,845 0 15,610 0 0 400 0: 980 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 840: 860 640 -20 0 0 0 200 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 53.3 40.7 0.4 4.6 0.0 39.2 0.0 0.0 1.0 0.0: 2.5 1.5
Old : 100.0: 52.2 53.3 40.7 0.4 4.6 0.0 39.2 0.0 0.0 1.0 0.0: 2.5 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 : 24: 12 9 . . . 0 . 0 0 . 0:
Old : 24: 12 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 : 79.6 90.1 92.1 95.8 73.9 87.7 86.5 91.4
Old : 79.6 90.1 92.1 95.8 73.9 87.7 86.5 91.4
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,520: 26,265 16,325 25 7,880 930 0 1,910 150 1,200 1,665 100: 850 560
Old : 29,520: 26,265 16,325 25 7,880 930 0 1,910 150 1,200 1,665 100: 850 560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 100: 0 0 0 -100 100 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 55.3 0.1 26.7 3.2 0.0 6.5 0.5 4.1 5.6 0.3: 2.9 1.9
Old : 100.0: 89.0 55.3 0.1 26.7 3.2 0.0 6.5 0.5 4.1 5.6 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 : 69.6 83.5 85.5 95.2 65.7 77.0 79.7 84.6
Old : 69.6 83.5 85.5 95.2 65.7 77.0 79.7 84.6
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,515: 26,800 16,040 75 9,200 405 0 2,130 130 1,200 995 170: 735 445
Old : 29,515: 26,800 16,040 75 9,200 405 0 2,130 130 1,200 995 170: 735 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 0: -100 0 0 -100 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 54.3 0.3 31.2 1.4 0.0 7.2 0.4 4.1 3.4 0.6: 2.5 1.5
Old : 100.0: 90.8 54.3 0.3 31.2 1.4 0.0 7.2 0.4 4.1 3.4 0.6: 2.5 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 . . . . .:
Old : 25: 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 : 74.8 87.7 88.1 96.3 72.6 82.6 83.6 88.5
Old : 74.8 87.7 88.1 96.3 72.6 82.6 83.6 88.5
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,329: 23,555 16,354 50 10,846 2,994 5,080 475 425 580 1,595 430: 1,215 1,210
Old : 34,329: 23,555 16,354 50 10,846 2,994 5,080 475 425 580 1,595 430: 1,215 1,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 550: 0 -300 25 300 100 300 200 0 0 125 -25: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 47.6 0.1 31.6 8.7 14.8 1.4 1.2 1.7 4.6 1.3: 3.5 3.5
Old : 100.0: 68.6 47.6 0.1 31.6 8.7 14.8 1.4 1.2 1.7 4.6 1.3: 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 : 30: 18 12 . . . . . . . . .:
Old : 30: 18 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 : 54.5 77.3 75.3 90.9 46.1 61.5 59.2 70.9
Old : 54.5 77.3 75.3 90.9 46.1 61.5 59.2 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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,325: 19,640 15,330 25 3,565 4,145 455 500 390 255 1,000 275: 1,140 1,120
Old : 26,325: 19,640 15,330 25 3,565 4,145 455 500 390 255 1,000 275: 1,140 1,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 300: 150 0 0 -50 150 0 200 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 58.2 0.1 13.5 15.7 1.7 1.9 1.5 1.0 3.8 1.0: 4.3 4.3
Old : 100.0: 74.6 58.2 0.1 13.5 15.7 1.7 1.9 1.5 1.0 3.8 1.0: 4.3 4.3
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 : 29: 19 12 . . . . . . . . .:
Old : 29: 19 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 : 51.9 72.7 70.7 87.0 34.7 47.7 48.0 60.2
Old : 51.9 72.7 70.7 87.0 34.7 47.7 48.0 60.2
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,966: 55,279 110,664 19,050 1,610 3,909 26,935 0 265 11,010 0 905: 5,613 5,613
Old : 122,966: 55,279 110,664 19,050 1,610 3,909 26,935 0 265 11,010 0 905: 5,613 5,613
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 605: 90 340 540 0 100 -125 0 50 -125 0 -25: 100 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 90.0 15.5 1.3 3.2 21.9 0.0 0.2 9.0 0.0 0.7: 4.6 4.6
Old : 100.0: 45.0 90.0 15.5 1.3 3.2 21.9 0.0 0.2 9.0 0.0 0.7: 4.6 4.6
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 : 41: 18 26 . . . . 0 . 4 0 .:
Old : 41: 18 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 : 60.7 54.2 79.4 71.4 52.1 52.5 66.8 66.0
Old : 60.7 54.2 79.4 71.4 52.1 52.5 66.8 66.0
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,566: 49,950 100,000 17,558 3,165 3,160 29,800 0 275 5,875 0 500: 4,448 4,466
Old : 111,566: 49,950 100,000 17,558 3,165 3,160 29,800 0 275 5,875 0 500: 4,448 4,466
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 490: 0 105 -60 0 30 275 0 0 -50 0 0: 295 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 89.6 15.7 2.8 2.8 26.7 0.0 0.2 5.3 0.0 0.4: 4.0 4.0
Old : 100.0: 44.8 89.6 15.7 2.8 2.8 26.7 0.0 0.2 5.3 0.0 0.4: 4.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 26 . . . . 0 . . 0 .:
Old : 38: 17 26 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 53.3 85.7 71.2 61.3 52.2 73.7 67.0
Old : 67.4 53.3 85.7 71.2 61.3 52.2 73.7 67.0
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,685: 17,510 19,740 2,845 670 820 0 225 50 300 0 0: 1,160 1,180
Old : 22,685: 17,510 19,740 2,845 670 820 0 225 50 300 0 0: 1,160 1,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 475: 400 325 -75 0 0 0 0 0 0 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 87.0 12.5 3.0 3.6 0.0 1.0 0.2 1.3 0.0 0.0: 5.1 5.2
Old : 100.0: 77.2 87.0 12.5 3.0 3.6 0.0 1.0 0.2 1.3 0.0 0.0: 5.1 5.2
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 76.9 75.5 87.4 49.5 62.3 65.7 68.7
Old : 49.8 76.9 75.5 87.4 49.5 62.3 65.7 68.7
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,855: 14,565 16,695 2,615 990 510 0 175 0 700 0 0: 465 485
Old : 18,855: 14,565 16,695 2,615 990 510 0 175 0 700 0 0: 465 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 400: 400 400 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 88.5 13.9 5.3 2.7 0.0 0.9 0.0 3.7 0.0 0.0: 2.5 2.6
Old : 100.0: 77.2 88.5 13.9 5.3 2.7 0.0 0.9 0.0 3.7 0.0 0.0: 2.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.5 82.9 76.8 92.3 46.1 75.5 68.0 80.9
Old : 52.5 82.9 76.8 92.3 46.1 75.5 68.0 80.9
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 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,665: 31,285 24,575 1,185 4,165 1,600 0 2,900 0 0 830 0: 3,595 3,595
Old : 37,665: 31,285 24,575 1,185 4,165 1,600 0 2,900 0 0 830 0: 3,595 3,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -125: -180 -105 0 -75 0 0 0 0 0 0 0: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 65.2 3.1 11.1 4.2 0.0 7.7 0.0 0.0 2.2 0.0: 9.5 9.5
Old : 100.0: 83.1 65.2 3.1 11.1 4.2 0.0 7.7 0.0 0.0 2.2 0.0: 9.5 9.5
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: 15 16 . . . 0 . 0 0 . 0:
Old : 31: 15 16 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 44.6 80.5 69.1 64.3 40.9 74.0 61.6
Old : 65.2 44.6 80.5 69.1 64.3 40.9 74.0 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, November 22, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,770: 19,155 15,795 615 2,750 2,860 0 1,225 0 0 0 0: 4,140 4,140
Old : 26,770: 19,155 15,795 615 2,750 2,860 0 1,225 0 0 0 0: 4,140 4,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 0: 0 75 0 -75 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 59.0 2.3 10.3 10.7 0.0 4.6 0.0 0.0 0.0 0.0: 15.5 15.5
Old : 100.0: 71.6 59.0 2.3 10.3 10.7 0.0 4.6 0.0 0.0 0.0 0.0: 15.5 15.5
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: 16 13 . . . 0 . 0 0 0 0:
Old : 25: 16 13 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 43.8 62.5 65.9 32.1 30.7 43.8 47.1
Old : 43.8 43.8 62.5 65.9 32.1 30.7 43.8 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 25, 2016