COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,421: 29,093 25,294 11,807 7,972 1,733 50 22,528 2,495 24,557 9,579 7,015: 671 805
Old : 77,421: 29,093 25,294 11,807 7,972 1,733 50 22,528 2,495 24,557 9,579 7,015: 671 805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 376: 6,938 -2,382 3,373 -517 -1,377 0 5,170 -1,200 -6,581 1,500 -726: -51 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 32.7 15.3 10.3 2.2 0.1 29.1 3.2 31.7 12.4 9.1: 0.9 1.0
Old : 100.0: 37.6 32.7 15.3 10.3 2.2 0.1 29.1 3.2 31.7 12.4 9.1: 0.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 17 16 . . 4 . 5 4 13 14 17:
Old : 57: 17 16 . . 4 . 5 4 13 14 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 51.8 67.1 68.1 35.2 36.2 49.0 48.3
Old : 49.3 51.8 67.1 68.1 35.2 36.2 49.0 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,747: 2,572 8,360 0 1,840 801 82 2,939 435 10,741 374 693: 423 305
Old : 15,747: 2,572 8,360 0 1,840 801 82 2,939 435 10,741 374 693: 423 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -207: 788 353 0 -315 15 -20 860 -216 -840 -1,190 96: -30 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 53.1 0.0 11.7 5.1 0.5 18.7 2.8 68.2 2.4 4.4: 2.7 1.9
Old : 100.0: 16.3 53.1 0.0 11.7 5.1 0.5 18.7 2.8 68.2 2.4 4.4: 2.7 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 : 31: 8 9 0 5 4 . . . 10 . 7:
Old : 31: 8 9 0 5 4 . . . 10 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 53.3 72.4 76.0 54.8 44.1 66.3 63.0
Old : 56.5 53.3 72.4 76.0 54.8 44.1 66.3 63.0
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,882: 71,010 83,334 10,994 14,018 8,009 20,494 1,745 1,772 5,391 8,618 3,667: 545 719
Old : 121,882: 71,010 83,334 10,994 14,018 8,009 20,494 1,745 1,772 5,391 8,618 3,667: 545 719
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -5,906: -1,542 -5,036 -1,808 154 -299 -448 10 -13 -1,174 79 -466: -156 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 68.4 9.0 11.5 6.6 16.8 1.4 1.5 4.4 7.1 3.0: 0.4 0.6
Old : 100.0: 58.3 68.4 9.0 11.5 6.6 16.8 1.4 1.5 4.4 7.1 3.0: 0.4 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 : 76: 39 38 . . 4 . 6 6 7 10 11:
Old : 76: 39 38 . . 4 . 6 6 7 10 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 : 49.8 37.4 63.9 57.8 40.0 33.1 49.9 48.2
Old : 49.8 37.4 63.9 57.8 40.0 33.1 49.9 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,422: 34,151 40,784 2,936 0 3,991 0 235 202 4,088 156 54: 0 0
Old : 45,422: 34,151 40,784 2,936 0 3,991 0 235 202 4,088 156 54: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -3,112: -1,823 -2,800 -798 0 -164 0 0 0 -179 0 -148: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 89.8 6.5 0.0 8.8 0.0 0.5 0.4 9.0 0.3 0.1: 0.0 0.0
Old : 100.0: 75.2 89.8 6.5 0.0 8.8 0.0 0.5 0.4 9.0 0.3 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 : 37: 23 22 . 0 . 0 . . 5 . .:
Old : 37: 23 22 . 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 : 57.4 49.0 79.4 79.0 44.5 42.8 59.0 61.2
Old : 57.4 49.0 79.4 79.0 44.5 42.8 59.0 61.2
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 406,879: 352,571 315,308 0 52,128 32,732 10,472 0 0 5,025 632 6,079: 0 0
Old : 406,879: 352,571 315,308 0 52,128 32,732 10,472 0 0 5,025 632 6,079: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 5,188: 3,153 -11,190 0 3,724 10,081 -642 0 0 -9,345 632 1,941: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 77.5 0.0 12.8 8.0 2.6 0.0 0.0 1.2 0.2 1.5: 0.0 0.0
Old : 100.0: 86.7 77.5 0.0 12.8 8.0 2.6 0.0 0.0 1.2 0.2 1.5: 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 : 29: 20 18 0 . . . 0 0 . . .:
Old : 29: 20 18 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 59.4 81.3 81.1 57.6 49.8 64.7 63.2
Old : 65.6 59.4 81.3 81.1 57.6 49.8 64.7 63.2
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,462,519: 1,158,899 1,177,607 119,621 89,328 60,378 49,956 17,375 42,303 30,546 74,712 816: 0 0
Old : 1,462,519: 1,158,899 1,177,607 119,621 89,328 60,378 49,956 17,375 42,303 30,546 74,712 816: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -79,879: -67,591 -67,042 -10,780 -8,571 -1,153 1,155 352 -1,155 1,175 -780 -1,530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 80.5 8.2 6.1 4.1 3.4 1.2 2.9 2.1 5.1 0.1: 0.0 0.0
Old : 100.0: 79.2 80.5 8.2 6.1 4.1 3.4 1.2 2.9 2.1 5.1 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 : 58: 33 34 . . . 4 . . 4 4 .:
Old : 58: 33 34 . . . 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 : 39.9 44.5 61.5 66.8 36.6 37.5 48.0 52.9
Old : 39.9 44.5 61.5 66.8 36.6 37.5 48.0 52.9
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,753: 40,332 40,417 9,110 4,772 6,791 611 1,918 0 208 3,154 1,701: 0 0
Old : 58,753: 40,332 40,417 9,110 4,772 6,791 611 1,918 0 208 3,154 1,701: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -4,588: -3,382 -3,813 75 2,036 -1,512 0 50 -100 156 -1,424 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 68.8 15.5 8.1 11.6 1.0 3.3 0.0 0.4 5.4 2.9: 0.0 0.0
Old : 100.0: 68.6 68.8 15.5 8.1 11.6 1.0 3.3 0.0 0.4 5.4 2.9: 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 : 38: 16 23 . . . . . 0 . 6 4:
Old : 38: 16 23 . . . . . 0 . 6 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 : 65.3 72.2 86.7 84.8 61.9 56.6 69.6 65.8
Old : 65.3 72.2 86.7 84.8 61.9 56.6 69.6 65.8
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 302,199: 218,098 203,455 51,353 62,132 32,748 0 3,864 0 0 0 0: 0 0
Old : 302,199: 218,098 203,455 51,353 62,132 32,748 0 3,864 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 29, 2016 :
: -31,736: -20,161 -28,847 1,605 11,575 -13,180 0 -642 0 0 -642 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 67.3 17.0 20.6 10.8 0.0 1.3 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 72.2 67.3 17.0 20.6 10.8 0.0 1.3 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: 13 13 . . . 0 . 0 0 0 0:
Old : 20: 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 : 71.1 82.0 91.6 94.3 64.7 61.6 69.6 68.4
Old : 71.1 82.0 91.6 94.3 64.7 61.6 69.6 68.4
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 399,759: 288,715 351,000 63,117 9,392 30,007 8,120 728 8,632 1,168 0 0: 0 0
Old : 399,759: 288,715 351,000 63,117 9,392 30,007 8,120 728 8,632 1,168 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -36,964: -35,394 -36,964 -1,945 0 0 760 0 0 -385 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 87.8 15.8 2.3 7.5 2.0 0.2 2.2 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 72.2 87.8 15.8 2.3 7.5 2.0 0.2 2.2 0.3 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 : 40: 25 23 . . . . . . . 0 0:
Old : 40: 25 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 : 50.5 61.3 71.6 77.8 39.8 57.1 56.1 67.6
Old : 50.5 61.3 71.6 77.8 39.8 57.1 56.1 67.6
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 27,400: 20,508 24,557 2,964 347 2,016 667 0 42 252 145 0: 951 293
Old : 27,400: 20,508 24,557 2,964 347 2,016 667 0 42 252 145 0: 951 293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,681: -2,238 -2,638 -293 83 -83 83 0 -42 82 0 0: -190 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 89.6 10.8 1.3 7.4 2.4 0.0 0.2 0.9 0.5 0.0: 3.5 1.1
Old : 100.0: 74.8 89.6 10.8 1.3 7.4 2.4 0.0 0.2 0.9 0.5 0.0: 3.5 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: 20 20 . . . . 0 . . . 0:
Old : 35: 20 20 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 61.2 69.5 82.2 43.0 56.0 61.2 70.1
Old : 49.4 61.2 69.5 82.2 43.0 56.0 61.2 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 58,722: 34,164 42,832 22,518 14,330 1,555 0 0 0 190 0 0: 295 5
Old : 58,722: 34,164 42,832 22,518 14,330 1,555 0 0 0 190 0 0: 295 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,255: -647 -1,820 -1,592 -430 0 0 0 0 0 0 0: -16 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 72.9 38.3 24.4 2.6 0.0 0.0 0.0 0.3 0.0 0.0: 0.5 0.0
Old : 100.0: 58.2 72.9 38.3 24.4 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 : 39: 24 27 . . . 0 0 0 . 0 0:
Old : 39: 24 27 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 53.1 76.7 71.8 60.8 51.1 70.0 67.9
Old : 62.1 53.1 76.7 71.8 60.8 51.1 70.0 67.9
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,368: 50,543 55,407 24,462 19,860 985 0 0 0 115 0 0: 263 116
Old : 76,368: 50,543 55,407 24,462 19,860 985 0 0 0 115 0 0: 263 116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -3,691: -2,393 -3,090 -1,272 -600 0 0 0 0 0 0 0: -26 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 72.6 32.0 26.0 1.3 0.0 0.0 0.0 0.2 0.0 0.0: 0.3 0.2
Old : 100.0: 66.2 72.6 32.0 26.0 1.3 0.0 0.0 0.0 0.2 0.0 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 26 27 . . . 0 0 0 . 0 0:
Old : 41: 26 27 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 59.4 72.6 76.6 53.9 57.0 69.5 71.4
Old : 54.7 59.4 72.6 76.6 53.9 57.0 69.5 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,434: 24,802 27,264 3,250 1,265 1,910 0 0 0 800 875 0: 672 120
Old : 31,434: 24,802 27,264 3,250 1,265 1,910 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 29, 2016 :
: 685: 1,580 350 -880 350 -15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 86.7 10.3 4.0 6.1 0.0 0.0 0.0 2.5 2.8 0.0: 2.1 0.4
Old : 100.0: 78.9 86.7 10.3 4.0 6.1 0.0 0.0 0.0 2.5 2.8 0.0: 2.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 12 . . . 0 0 0 . . 0:
Old : 27: 16 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 : 58.2 76.2 78.6 89.0 56.0 72.8 71.2 80.6
Old : 58.2 76.2 78.6 89.0 56.0 72.8 71.2 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 314,224: 184,680 309,544 111,120 0 4,680 6,280 0 0 7,464 0 0: 0 0
Old : 314,224: 184,680 309,544 111,120 0 4,680 6,280 0 0 7,464 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 21,728: 10,104 21,728 11,624 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 98.5 35.4 0.0 1.5 2.0 0.0 0.0 2.4 0.0 0.0: 0.0 0.0
Old : 100.0: 58.8 98.5 35.4 0.0 1.5 2.0 0.0 0.0 2.4 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 : 31: 19 20 . 0 . . 0 0 . 0 0:
Old : 31: 19 20 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 77.4 72.9 89.4 51.6 68.0 64.8 75.9
Old : 53.7 77.4 72.9 89.4 51.6 68.0 64.8 75.9
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 7,074: 5,186 4,997 174 685 148 630 0 87 168 774 0: 681 383
Old : 7,074: 5,186 4,997 174 685 148 630 0 87 168 774 0: 681 383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 83: -21 185 0 -186 63 41 0 0 0 0 0: 0 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 70.6 2.5 9.7 2.1 8.9 0.0 1.2 2.4 10.9 0.0: 9.6 5.4
Old : 100.0: 73.3 70.6 2.5 9.7 2.1 8.9 0.0 1.2 2.4 10.9 0.0: 9.6 5.4
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: 15 15 . . . . 0 . . . 0:
Old : 24: 15 15 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 58.4 66.4 77.3 35.3 53.3 48.5 60.1
Old : 43.4 58.4 66.4 77.3 35.3 53.3 48.5 60.1
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 29, 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: 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 : 21: 10 12 0 . . . 0 0 . 0 0:
Old : 21: 10 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 : 47.5 58.4 77.2 81.9 41.6 46.3 59.7 58.4
Old : 47.5 58.4 77.2 81.9 41.6 46.3 59.7 58.4
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,355: 11,055 6,755 0 5,845 175 275 0 25 980 125 350: 495 80
Old : 13,355: 11,055 6,755 0 5,845 175 275 0 25 980 125 350: 495 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -875: -635 -455 0 -300 -75 75 0 -75 -175 25 25: -15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 50.6 0.0 43.8 1.3 2.1 0.0 0.2 7.3 0.9 2.6: 3.7 0.6
Old : 100.0: 82.8 50.6 0.0 43.8 1.3 2.1 0.0 0.2 7.3 0.9 2.6: 3.7 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 : 22: 9 11 0 . . . 0 . . . .:
Old : 22: 9 11 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 : 79.0 65.5 92.3 82.3 71.4 64.8 80.2 79.4
Old : 79.0 65.5 92.3 82.3 71.4 64.8 80.2 79.4
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,817: 31,260 35,977 6,505 1,470 1,220 0 50 0 100 1,050 50: 682 0
Old : 39,817: 31,260 35,977 6,505 1,470 1,220 0 50 0 100 1,050 50: 682 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 365: 1,490 260 -1,000 180 -125 0 0 0 -50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 90.4 16.3 3.7 3.1 0.0 0.1 0.0 0.3 2.6 0.1: 1.7 0.0
Old : 100.0: 78.5 90.4 16.3 3.7 3.1 0.0 0.1 0.0 0.3 2.6 0.1: 1.7 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 : 33: 18 20 . . . 0 . 0 . . .:
Old : 33: 18 20 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 74.9 78.1 86.4 49.1 72.4 74.2 81.8
Old : 50.1 74.9 78.1 86.4 49.1 72.4 74.2 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,021: 20,656 20,846 3,025 3,350 1,550 0 0 0 600 250 0: 190 25
Old : 26,021: 20,656 20,846 3,025 3,350 1,550 0 0 0 600 250 0: 190 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -159: -169 106 0 -280 0 0 0 0 0 0 0: 10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 80.1 11.6 12.9 6.0 0.0 0.0 0.0 2.3 1.0 0.0: 0.7 0.1
Old : 100.0: 79.4 80.1 11.6 12.9 6.0 0.0 0.0 0.0 2.3 1.0 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 : 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 : 52.2 70.9 69.3 89.5 49.2 61.3 62.6 73.1
Old : 52.2 70.9 69.3 89.5 49.2 61.3 62.6 73.1
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,409: 15,460 16,138 3,039 1,888 1,706 549 0 0 147 1,149 63: 445 465
Old : 21,409: 15,460 16,138 3,039 1,888 1,706 549 0 0 147 1,149 63: 445 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,043: 1,043 1,237 123 -470 0 -61 0 -21 22 42 -21: -42 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 75.4 14.2 8.8 8.0 2.6 0.0 0.0 0.7 5.4 0.3: 2.1 2.2
Old : 100.0: 72.2 75.4 14.2 8.8 8.0 2.6 0.0 0.0 0.7 5.4 0.3: 2.1 2.2
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: 19 21 . . . . 0 0 . 4 .:
Old : 35: 19 21 . . . . 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 : 44.2 50.2 69.8 72.8 36.1 42.2 59.8 60.3
Old : 44.2 50.2 69.8 72.8 36.1 42.2 59.8 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,571: 51,242 46,899 2,229 4,650 1,686 0 222 0 695 2,217 1,704: 15 193
Old : 57,571: 51,242 46,899 2,229 4,650 1,686 0 222 0 695 2,217 1,704: 15 193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,024: -1,030 -2,089 -10 85 -39 0 0 0 -20 922 -918: -7 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 81.5 3.9 8.1 2.9 0.0 0.4 0.0 1.2 3.9 3.0: 0.0 0.3
Old : 100.0: 89.0 81.5 3.9 8.1 2.9 0.0 0.4 0.0 1.2 3.9 3.0: 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 : 40: 25 22 . . . 0 . 0 . . .:
Old : 40: 25 22 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 52.5 71.3 74.1 45.1 51.8 63.2 67.1
Old : 48.4 52.5 71.3 74.1 45.1 51.8 63.2 67.1
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 73,918: 65,827 52,189 2,363 2,713 2,246 122 2,537 232 329 11,214 2,739: 60 48
Old : 73,918: 65,827 52,189 2,363 2,713 2,246 122 2,537 232 329 11,214 2,739: 60 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -5,131: -3,622 -1,191 -168 -333 -466 -300 400 232 -124 -3,078 -693: 10 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 70.6 3.2 3.7 3.0 0.2 3.4 0.3 0.4 15.2 3.7: 0.1 0.1
Old : 100.0: 89.1 70.6 3.2 3.7 3.0 0.2 3.4 0.3 0.4 15.2 3.7: 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 : 53: 28 31 . . . . . . . 6 5:
Old : 53: 28 31 . . . . . . . 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 : 45.2 42.9 65.8 66.1 41.0 40.4 56.2 59.7
Old : 45.2 42.9 65.8 66.1 41.0 40.4 56.2 59.7
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,490: 32,800 37,230 7,480 3,810 1,450 0 0 0 755 0 0: 5 0
Old : 42,490: 32,800 37,230 7,480 3,810 1,450 0 0 0 755 0 0: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -3,110: -2,295 -3,170 -705 140 -80 0 0 0 -25 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 87.6 17.6 9.0 3.4 0.0 0.0 0.0 1.8 0.0 0.0: 0.0 0.0
Old : 100.0: 77.2 87.6 17.6 9.0 3.4 0.0 0.0 0.0 1.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 24 10 . . . 0 0 0 . 0 0:
Old : 29: 24 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 : 54.1 94.1 74.7 99.3 51.0 88.7 70.8 88.8
Old : 54.1 94.1 74.7 99.3 51.0 88.7 70.8 88.8
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,725: 37,075 38,985 9,245 6,580 2,060 0 0 0 1,340 2,100 0: 5 0
Old : 49,725: 37,075 38,985 9,245 6,580 2,060 0 0 0 1,340 2,100 0: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -3,375: -2,660 -3,575 -770 -150 150 0 0 0 -90 200 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 78.4 18.6 13.2 4.1 0.0 0.0 0.0 2.7 4.2 0.0: 0.0 0.0
Old : 100.0: 74.6 78.4 18.6 13.2 4.1 0.0 0.0 0.0 2.7 4.2 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 : 31: 23 12 . . . 0 0 0 . . 0:
Old : 31: 23 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 : 46.6 92.0 69.7 97.6 44.1 87.4 65.3 90.2
Old : 46.6 92.0 69.7 97.6 44.1 87.4 65.3 90.2
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 293,267: 219,956 260,338 22,035 10,992 14,706 0 816 0 34,219 4,064 2,351: 0 0
Old : 293,267: 219,956 260,338 22,035 10,992 14,706 0 816 0 34,219 4,064 2,351: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -24,152: 5,014 -18,390 -1,145 -408 -1,925 0 -385 0 -26,887 -3,835 791: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 88.8 7.5 3.7 5.0 0.0 0.3 0.0 11.7 1.4 0.8: 0.0 0.0
Old : 100.0: 75.0 88.8 7.5 3.7 5.0 0.0 0.3 0.0 11.7 1.4 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 24 . . . 0 . 0 . . .:
Old : 36: 17 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 : 51.5 54.9 72.9 74.7 49.0 54.9 66.1 69.4
Old : 51.5 54.9 72.9 74.7 49.0 54.9 66.1 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,446: 16,304 19,995 964 337 1,049 78 973 912 3,817 600 475: 847 105
Old : 24,446: 16,304 19,995 964 337 1,049 78 973 912 3,817 600 475: 847 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,324: -1,321 -1,665 -19 -82 -294 -79 -127 -42 -708 -231 160: -21 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 81.8 3.9 1.4 4.3 0.3 4.0 3.7 15.6 2.5 1.9: 3.5 0.4
Old : 100.0: 66.7 81.8 3.9 1.4 4.3 0.3 4.0 3.7 15.6 2.5 1.9: 3.5 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 : 43: 20 28 . . . . . . 4 . 4:
Old : 43: 20 28 . . . . . . 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 : 48.5 45.6 68.8 61.4 47.3 44.6 61.2 57.2
Old : 48.5 45.6 68.8 61.4 47.3 44.6 61.2 57.2
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 39,190: 27,495 38,375 11,282 0 0 257 0 0 156 815 0: 0 0
Old : 39,190: 27,495 38,375 11,282 0 0 257 0 0 156 815 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -201: 617 -276 -292 0 0 -25 0 0 -51 525 -450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 97.9 28.8 0.0 0.0 0.7 0.0 0.0 0.4 2.1 0.0: 0.0 0.0
Old : 100.0: 70.2 97.9 28.8 0.0 0.0 0.7 0.0 0.0 0.4 2.1 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 : 29: 17 14 . 0 0 . 0 0 . . 0:
Old : 29: 17 14 . 0 0 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 86.2 95.1 96.1 74.4 80.1 83.3 85.5
Old : 78.3 86.2 95.1 96.1 74.4 80.1 83.3 85.5
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 315,453: 257,712 225,193 12,041 32,360 38,692 7,008 18,800 0 0 408 0: 0 0
Old : 315,453: 257,712 225,193 12,041 32,360 38,692 7,008 18,800 0 0 408 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -12,962: -9,122 -15,358 -3,080 3,541 -760 0 0 0 0 -385 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 71.4 3.8 10.3 12.3 2.2 6.0 0.0 0.0 0.1 0.0: 0.0 0.0
Old : 100.0: 81.7 71.4 3.8 10.3 12.3 2.2 6.0 0.0 0.0 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.1 66.7 88.7 86.4 67.6 57.1 75.4 71.4
Old : 73.1 66.7 88.7 86.4 67.6 57.1 75.4 71.4
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 20,326: 15,114 16,164 1,130 197 1,857 742 0 1,039 0 732 0: 444 337
Old : 20,326: 15,114 16,164 1,130 197 1,857 742 0 1,039 0 732 0: 444 337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,157: -608 -1,139 -270 197 -153 -63 0 21 0 0 0: -84 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 79.5 5.6 1.0 9.1 3.7 0.0 5.1 0.0 3.6 0.0: 2.2 1.7
Old : 100.0: 74.4 79.5 5.6 1.0 9.1 3.7 0.0 5.1 0.0 3.6 0.0: 2.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 15 . . . . 0 . 0 . 0:
Old : 27: 17 15 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 63.6 79.0 81.2 50.0 54.9 59.3 63.9
Old : 61.7 63.6 79.0 81.2 50.0 54.9 59.3 63.9
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,414: 4,858 7,337 3,649 1,679 0 143 0 21 107 0 0: 636 377
Old : 9,414: 4,858 7,337 3,649 1,679 0 143 0 21 107 0 0: 636 377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -399: -231 -355 -63 -1 0 21 0 -21 42 0 -42: -105 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 77.9 38.8 17.8 0.0 1.5 0.0 0.2 1.1 0.0 0.0: 6.8 4.0
Old : 100.0: 51.6 77.9 38.8 17.8 0.0 1.5 0.0 0.2 1.1 0.0 0.0: 6.8 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 : 20: 11 9 . . 0 . 0 . . 0 0:
Old : 20: 11 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 : 64.2 75.6 83.9 95.1 64.2 74.5 82.3 88.4
Old : 64.2 75.6 83.9 95.1 64.2 74.5 82.3 88.4
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,091: 4,711 7,331 3,114 1,084 431 529 82 0 65 282 311: 930 570
Old : 10,091: 4,711 7,331 3,114 1,084 431 529 82 0 65 282 311: 930 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -506: -254 -461 -144 -42 81 -21 0 0 -21 84 -84: -63 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 72.6 30.9 10.7 4.3 5.2 0.8 0.0 0.6 2.8 3.1: 9.2 5.6
Old : 100.0: 46.7 72.6 30.9 10.7 4.3 5.2 0.8 0.0 0.6 2.8 3.1: 9.2 5.6
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 : 27: 14 15 . . . . . 0 . . .:
Old : 27: 14 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 : 58.2 54.9 72.2 77.9 53.9 52.4 65.8 70.0
Old : 58.2 54.9 72.2 77.9 53.9 52.4 65.8 70.0
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 94,060: 74,077 76,916 14,960 15,161 1,575 408 0 0 2,632 0 408: 0 0
Old : 94,060: 74,077 76,916 14,960 15,161 1,575 408 0 0 2,632 0 408: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -11,185: -8,115 -8,480 -1,145 -2,705 0 -1,540 0 0 -385 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 81.8 15.9 16.1 1.7 0.4 0.0 0.0 2.8 0.0 0.4: 0.0 0.0
Old : 100.0: 78.8 81.8 15.9 16.1 1.7 0.4 0.0 0.0 2.8 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 : 25: 12 10 . . . . 0 0 . 0 .:
Old : 25: 12 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 : 63.8 74.0 86.2 94.9 62.9 72.3 83.2 92.8
Old : 63.8 74.0 86.2 94.9 62.9 72.3 83.2 92.8
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,437: 10,176 10,017 2,864 1,823 373 0 761 0 498 893 277: 249 293
Old : 14,437: 10,176 10,017 2,864 1,823 373 0 761 0 498 893 277: 249 293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,283: -1,096 -695 148 -230 -147 -106 -105 -41 0 -23 0: -41 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 69.4 19.8 12.6 2.6 0.0 5.3 0.0 3.4 6.2 1.9: 1.7 2.0
Old : 100.0: 70.5 69.4 19.8 12.6 2.6 0.0 5.3 0.0 3.4 6.2 1.9: 1.7 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 : 31: 17 20 . . . 0 . 0 . . .:
Old : 31: 17 20 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 32.5 78.2 55.5 52.6 31.1 65.3 51.2
Old : 58.9 32.5 78.2 55.5 52.6 31.1 65.3 51.2
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 163,771: 123,339 96,234 28,357 45,799 9,627 0 7,382 408 0 2,281 2,040: 0 0
Old : 163,771: 123,339 96,234 28,357 45,799 9,627 0 7,382 408 0 2,281 2,040: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -17,395: -14,700 -8,540 1,540 -3,080 -4,235 0 -385 0 0 -1,155 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 58.8 17.3 28.0 5.9 0.0 4.5 0.2 0.0 1.4 1.2: 0.0 0.0
Old : 100.0: 75.3 58.8 17.3 28.0 5.9 0.0 4.5 0.2 0.0 1.4 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 : 29: 16 15 . . . 0 . . 0 . .:
Old : 29: 16 15 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 57.5 81.9 78.2 52.5 53.2 68.1 66.8
Old : 64.3 57.5 81.9 78.2 52.5 53.2 68.1 66.8
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,055: 6,030 7,515 1,915 0 0 0 250 50 0 235 0: 60 5
Old : 8,055: 6,030 7,515 1,915 0 0 0 250 50 0 235 0: 60 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,000: -985 -995 -15 0 0 0 0 0 0 0 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 93.3 23.8 0.0 0.0 0.0 3.1 0.6 0.0 2.9 0.0: 0.7 0.1
Old : 100.0: 74.9 93.3 23.8 0.0 0.0 0.0 3.1 0.6 0.0 2.9 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 : 23: 12 12 . 0 0 0 . . 0 . 0:
Old : 23: 12 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 : 68.7 80.6 90.4 93.4 61.6 70.6 77.5 79.4
Old : 68.7 80.6 90.4 93.4 61.6 70.6 77.5 79.4
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,209: 16,219 15,689 610 2,255 3,883 0 6 1,836 1,661 540 0: 0 0
Old : 24,209: 16,219 15,689 610 2,255 3,883 0 6 1,836 1,661 540 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,474: -304 -1,580 -25 493 -493 0 0 0 -652 106 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 64.8 2.5 9.3 16.0 0.0 0.0 7.6 6.9 2.2 0.0: 0.0 0.0
Old : 100.0: 67.0 64.8 2.5 9.3 16.0 0.0 0.0 7.6 6.9 2.2 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 : 27: 18 13 . . . 0 . . . . 0:
Old : 27: 18 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 : 54.4 57.2 84.1 82.7 45.6 42.8 60.8 60.0
Old : 54.4 57.2 84.1 82.7 45.6 42.8 60.8 60.0
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 217,681: 134,809 126,160 27,505 32,290 55,367 0 0 0 0 3,864 0: 0 0
Old : 217,681: 134,809 126,160 27,505 32,290 55,367 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 29, 2016 :
: -11,820: -6,714 -11,820 -2,568 2,538 -2,538 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 58.0 12.6 14.8 25.4 0.0 0.0 0.0 0.0 1.8 0.0: 0.0 0.0
Old : 100.0: 61.9 58.0 12.6 14.8 25.4 0.0 0.0 0.0 0.0 1.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 12 . . . 0 0 0 0 . 0:
Old : 21: 13 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 : 83.7 76.0 94.5 94.8 60.8 48.8 67.3 64.3
Old : 83.7 76.0 94.5 94.8 60.8 48.8 67.3 64.3
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,285: 13,185 7,715 170 4,630 255 0 1,680 0 300 0 0: 375 5
Old : 14,285: 13,185 7,715 170 4,630 255 0 1,680 0 300 0 0: 375 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,100: 1,130 1,470 -50 -315 50 0 -100 0 0 0 0: -30 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 54.0 1.2 32.4 1.8 0.0 11.8 0.0 2.1 0.0 0.0: 2.6 0.0
Old : 100.0: 92.3 54.0 1.2 32.4 1.8 0.0 11.8 0.0 2.1 0.0 0.0: 2.6 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 : 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 : 78.9 74.2 88.6 93.9 64.9 70.2 73.7 81.0
Old : 78.9 74.2 88.6 93.9 64.9 70.2 73.7 81.0
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,330: 13,160 7,755 220 4,630 205 0 1,630 0 205 0 105: 435 5
Old : 14,330: 13,160 7,755 220 4,630 205 0 1,630 0 205 0 105: 435 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,065: 1,095 1,405 -50 -210 0 0 -100 0 25 0 -25: 20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 54.1 1.5 32.3 1.4 0.0 11.4 0.0 1.4 0.0 0.7: 3.0 0.0
Old : 100.0: 91.8 54.1 1.5 32.3 1.4 0.0 11.4 0.0 1.4 0.0 0.7: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 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 : 76.7 71.2 87.9 93.0 64.4 70.1 74.4 82.2
Old : 76.7 71.2 87.9 93.0 64.4 70.1 74.4 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,407: 756 1,050 126 315 0 42 42 0 483 0 0: 0 0
Old : 1,407: 756 1,050 126 315 0 42 42 0 483 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,407: -756 -1,050 -126 -315 0 -42 -42 0 -483 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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,835: 11,510 5,880 1,390 7,360 595 0 0 0 180 0 0: 160 0
Old : 13,835: 11,510 5,880 1,390 7,360 595 0 0 0 180 0 0: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,195: -790 -590 -285 -605 0 0 0 0 0 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 42.5 10.0 53.2 4.3 0.0 0.0 0.0 1.3 0.0 0.0: 1.2 0.0
Old : 100.0: 83.2 42.5 10.0 53.2 4.3 0.0 0.0 0.0 1.3 0.0 0.0: 1.2 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: 12 9 . . . 0 0 0 . 0 0:
Old : 22: 12 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 : 69.3 83.5 91.9 97.5 62.8 83.5 83.0 91.0
Old : 69.3 83.5 91.9 97.5 62.8 83.5 83.0 91.0
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,010: 11,445 11,730 3,570 3,790 2,290 325 150 0 200 0 50: 130 0
Old : 18,010: 11,445 11,730 3,570 3,790 2,290 325 150 0 200 0 50: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -300: -550 -275 550 340 -465 -25 150 -50 200 -50 50: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 65.1 19.8 21.0 12.7 1.8 0.8 0.0 1.1 0.0 0.3: 0.7 0.0
Old : 100.0: 63.5 65.1 19.8 21.0 12.7 1.8 0.8 0.0 1.1 0.0 0.3: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 13 . . 4 . . 0 . 0 .:
Old : 28: 13 13 . . 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 : 73.0 73.4 86.6 90.6 57.8 64.2 67.8 71.7
Old : 73.0 73.4 86.6 90.6 57.8 64.2 67.8 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,436: 8,915 6,981 260 2,790 2,515 325 100 0 150 0 50: 221 0
Old : 12,436: 8,915 6,981 260 2,790 2,515 325 100 0 150 0 50: 221 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -190: -502 -10 210 -205 -25 -50 100 0 150 -100 50: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 56.1 2.1 22.4 20.2 2.6 0.8 0.0 1.2 0.0 0.4: 1.8 0.0
Old : 100.0: 71.7 56.1 2.1 22.4 20.2 2.6 0.8 0.0 1.2 0.0 0.4: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 . . . . . 0 . 0 .:
Old : 23: 12 11 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 73.2 85.5 91.4 44.3 51.1 54.6 60.1
Old : 69.0 73.2 85.5 91.4 44.3 51.1 54.6 60.1
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,230: 13,305 23,230 10,185 0 360 0 580 0 0 0 0: 380 60
Old : 24,230: 13,305 23,230 10,185 0 360 0 580 0 0 0 0: 380 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -765: -365 -665 10 0 -105 0 55 0 0 -50 0: -305 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 95.9 42.0 0.0 1.5 0.0 2.4 0.0 0.0 0.0 0.0: 1.6 0.2
Old : 100.0: 54.9 95.9 42.0 0.0 1.5 0.0 2.4 0.0 0.0 0.0 0.0: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 12 4 0 . 0 . 0 0 0 0:
Old : 25: 12 12 4 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 85.5 94.7 93.7 76.8 85.4 91.3 92.3
Old : 78.0 85.5 94.7 93.7 76.8 85.4 91.3 92.3
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,040: 10,300 12,560 3,800 1,150 1,625 0 435 0 0 160 85: 230 25
Old : 16,040: 10,300 12,560 3,800 1,150 1,625 0 435 0 0 160 85: 230 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,065: -670 -1,195 -490 -50 125 0 65 0 0 -10 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 78.3 23.7 7.2 10.1 0.0 2.7 0.0 0.0 1.0 0.5: 1.4 0.2
Old : 100.0: 64.2 78.3 23.7 7.2 10.1 0.0 2.7 0.0 0.0 1.0 0.5: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 7 . . . 0 . 0 0 . .:
Old : 21: 12 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 : 73.2 66.6 89.2 94.9 59.4 55.9 72.5 73.8
Old : 73.2 66.6 89.2 94.9 59.4 55.9 72.5 73.8
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,090: 10,725 13,015 4,140 2,100 1,495 0 435 0 465 0 20: 245 25
Old : 17,090: 10,725 13,015 4,140 2,100 1,495 0 435 0 465 0 20: 245 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -957: -747 -867 -55 -25 -120 0 65 0 10 0 -10: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 76.2 24.2 12.3 8.7 0.0 2.5 0.0 2.7 0.0 0.1: 1.4 0.1
Old : 100.0: 62.8 76.2 24.2 12.3 8.7 0.0 2.5 0.0 2.7 0.0 0.1: 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 : 20: 12 7 . . . 0 . 0 . 0 .:
Old : 20: 12 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 : 66.7 81.3 86.6 96.9 57.2 74.1 72.9 79.7
Old : 66.7 81.3 86.6 96.9 57.2 74.1 72.9 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 112,595: 94,910 87,673 3,175 10,352 11,850 2,135 575 30 400 1,950 65: 30 100
Old : 112,595: 94,910 87,673 3,175 10,352 11,850 2,135 575 30 400 1,950 65: 30 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,161: 542 -2,071 -590 1,413 -723 90 -25 0 -450 295 -45: 15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 77.9 2.8 9.2 10.5 1.9 0.5 0.0 0.4 1.7 0.1: 0.0 0.1
Old : 100.0: 84.3 77.9 2.8 9.2 10.5 1.9 0.5 0.0 0.4 1.7 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 : 50: 30 25 . . 5 . . . . 4 .:
Old : 50: 30 25 . . 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 : 46.7 66.5 68.3 87.0 46.1 55.6 59.5 67.2
Old : 46.7 66.5 68.3 87.0 46.1 55.6 59.5 67.2
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 131,640: 106,637 101,805 7,210 8,012 13,893 3,260 4,305 175 200 3,080 265: 0 105
Old : 131,640: 106,637 101,805 7,210 8,012 13,893 3,260 4,305 175 200 3,080 265: 0 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -4,589: -2,638 -5,431 717 3,248 -2,298 148 -400 -138 -350 460 -30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 77.3 5.5 6.1 10.6 2.5 3.3 0.1 0.2 2.3 0.2: 0.0 0.1
Old : 100.0: 81.0 77.3 5.5 6.1 10.6 2.5 3.3 0.1 0.2 2.3 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 : 56: 38 30 4 . 4 . . . . 5 4:
Old : 56: 38 30 4 . 4 . . . . 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 : 41.2 64.3 61.3 80.5 39.8 54.7 53.3 64.8
Old : 41.2 64.3 61.3 80.5 39.8 54.7 53.3 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 183,536: 135,839 138,372 16,611 4,620 12,269 5,793 5,727 5,942 4,591 14,136 2,440: 51 30
Old : 183,536: 135,839 138,372 16,611 4,620 12,269 5,793 5,727 5,942 4,591 14,136 2,440: 51 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -6,588: 1,783 -3,456 -7,158 -2,384 80 -205 228 -250 123 178 -959: -2 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 75.4 9.1 2.5 6.7 3.2 3.1 3.2 2.5 7.7 1.3: 0.0 0.0
Old : 100.0: 74.0 75.4 9.1 2.5 6.7 3.2 3.1 3.2 2.5 7.7 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 74: 39 43 . . 4 4 . . 6 8 8:
Old : 74: 39 43 . . 4 4 . . 6 8 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 58.7 56.6 69.8 36.6 48.8 51.9 56.8
Old : 39.1 58.7 56.6 69.8 36.6 48.8 51.9 56.8
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 124,300: 106,401 101,326 5,312 12,337 4,136 5,197 789 1,799 1,106 3,617 291: 58 5
Old : 124,300: 106,401 101,326 5,312 12,337 4,136 5,197 789 1,799 1,106 3,617 291: 58 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -3,404: -937 -5,024 -1,140 2,261 -706 -400 20 -20 -129 125 -65: -7 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 81.5 4.3 9.9 3.3 4.2 0.6 1.4 0.9 2.9 0.2: 0.0 0.0
Old : 100.0: 85.6 81.5 4.3 9.9 3.3 4.2 0.6 1.4 0.9 2.9 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 35 30 . . 4 . . . . 4 .:
Old : 52: 35 30 . . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 64.9 57.4 80.1 34.2 54.9 50.3 66.0
Old : 36.6 64.9 57.4 80.1 34.2 54.9 50.3 66.0
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,435: 29,895 27,795 2,650 5,465 1,970 540 1,075 0 1,270 50 80: 30 0
Old : 36,435: 29,895 27,795 2,650 5,465 1,970 540 1,075 0 1,270 50 80: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,075: -1,365 -215 -475 -1,565 655 -35 0 0 125 50 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 76.3 7.3 15.0 5.4 1.5 3.0 0.0 3.5 0.1 0.2: 0.1 0.0
Old : 100.0: 82.1 76.3 7.3 15.0 5.4 1.5 3.0 0.0 3.5 0.1 0.2: 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 : 30: 19 13 . . . . . 0 . . .:
Old : 30: 19 13 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 88.7 78.4 96.6 56.9 82.3 75.8 87.7
Old : 58.5 88.7 78.4 96.6 56.9 82.3 75.8 87.7
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,720: 25,655 28,610 2,275 30 3,830 0 220 30 875 0 0: 55 0
Old : 32,720: 25,655 28,610 2,275 30 3,830 0 220 30 875 0 0: 55 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -510: -1,040 -190 -425 -1,225 905 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 87.4 7.0 0.1 11.7 0.0 0.7 0.1 2.7 0.0 0.0: 0.2 0.0
Old : 100.0: 78.4 87.4 7.0 0.1 11.7 0.0 0.7 0.1 2.7 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 13 . . . 0 . . . 0 0:
Old : 28: 18 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 : 60.9 90.5 82.9 97.9 56.4 79.4 73.7 81.5
Old : 60.9 90.5 82.9 97.9 56.4 79.4 73.7 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,691: 27,382 24,141 50 4,425 2,670 1,100 200 250 100 0 0: 139 5
Old : 31,691: 27,382 24,141 50 4,425 2,670 1,100 200 250 100 0 0: 139 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,255: -1,015 -545 50 -475 -230 0 0 0 -50 0 0: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 76.2 0.2 14.0 8.4 3.5 0.6 0.8 0.3 0.0 0.0: 0.4 0.0
Old : 100.0: 86.4 76.2 0.2 14.0 8.4 3.5 0.6 0.8 0.3 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 25 . . . . . . . 0 0:
Old : 40: 26 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 : 44.9 54.9 66.6 76.8 39.9 47.7 58.9 65.3
Old : 44.9 54.9 66.6 76.8 39.9 47.7 58.9 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,176: 15,571 17,036 2,555 2,020 2,000 900 0 0 150 0 0: 0 120
Old : 21,176: 15,571 17,036 2,555 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 29, 2016 :
: 525: 425 525 100 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 80.4 12.1 9.5 9.4 4.3 0.0 0.0 0.7 0.0 0.0: 0.0 0.6
Old : 100.0: 73.5 80.4 12.1 9.5 9.4 4.3 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 : 43.7 56.1 65.8 86.0 35.1 48.4 50.9 63.0
Old : 43.7 56.1 65.8 86.0 35.1 48.4 50.9 63.0
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 152,330: 96,147 101,089 0 19,878 28,753 24,820 0 2,610 0 0 0: 0 0
Old : 152,330: 96,147 101,089 0 19,878 28,753 24,820 0 2,610 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 29, 2016 :
: -12,943: -14,551 -9,664 0 -6,513 2,565 -1,710 0 774 0 -105 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 66.4 0.0 13.0 18.9 16.3 0.0 1.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 63.1 66.4 0.0 13.0 18.9 16.3 0.0 1.7 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 : 23: 15 13 0 . . . 0 . 0 0 0:
Old : 23: 15 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 : 61.6 76.1 84.0 91.5 41.5 48.1 50.6 52.5
Old : 61.6 76.1 84.0 91.5 41.5 48.1 50.6 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,107: 19,122 22,207 2,980 300 0 0 0 0 0 0 0: 1,005 600
Old : 23,107: 19,122 22,207 2,980 300 0 0 0 0 0 0 0: 1,005 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 96.1 12.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 2.6
Old : 100.0: 82.8 96.1 12.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 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 : 20: 11 13 . . 0 0 0 0 0 0 0:
Old : 20: 11 13 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 60.3 92.5 86.1 75.8 59.0 88.8 79.5
Old : 75.8 60.3 92.5 86.1 75.8 59.0 88.8 79.5
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 172,704: 160,608 75,024 5,040 90,720 0 6,720 0 0 0 6,960 0: 336 0
Old : 172,704: 160,608 75,024 5,040 90,720 0 6,720 0 0 0 6,960 0: 336 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 164,800: 153,280 71,520 4,800 86,720 0 6,400 0 0 0 6,560 0: 320 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 43.4 2.9 52.5 0.0 3.9 0.0 0.0 0.0 4.0 0.0: 0.2 0.0
Old : 100.0: 93.0 43.4 2.9 52.5 0.0 3.9 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 : 72.8 86.8 90.7 98.8 72.8 86.8 90.7 98.8
Old : 72.8 86.8 90.7 98.8 72.8 86.8 90.7 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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,481: 17,221 18,577 4,744 4,486 2,406 85 1,390 0 2,350 216 324: 351 82
Old : 27,481: 17,221 18,577 4,744 4,486 2,406 85 1,390 0 2,350 216 324: 351 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -692: -314 -646 41 42 -106 -25 40 0 -64 84 -185: -39 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 67.6 17.3 16.3 8.8 0.3 5.1 0.0 8.6 0.8 1.2: 1.3 0.3
Old : 100.0: 62.7 67.6 17.3 16.3 8.8 0.3 5.1 0.0 8.6 0.8 1.2: 1.3 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 : 36: 19 17 . . . . . 0 4 . .:
Old : 36: 19 17 . . . . . 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 : 43.1 53.1 70.4 74.3 39.0 46.2 59.2 65.7
Old : 43.1 53.1 70.4 74.3 39.0 46.2 59.2 65.7
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,630: 14,441 15,148 2,408 3,247 894 410 0 0 1,330 0 7: 140 334
Old : 19,630: 14,441 15,148 2,408 3,247 894 410 0 0 1,330 0 7: 140 334
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -544: -192 -374 -90 -152 -55 -50 0 0 -138 0 -7: -12 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 77.2 12.3 16.5 4.6 2.1 0.0 0.0 6.8 0.0 0.0: 0.7 1.7
Old : 100.0: 73.6 77.2 12.3 16.5 4.6 2.1 0.0 0.0 6.8 0.0 0.0: 0.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 18 . . . . 0 0 . 0 .:
Old : 30: 17 18 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 52.3 70.4 74.7 44.3 52.3 61.9 71.4
Old : 47.3 52.3 70.4 74.7 44.3 52.3 61.9 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,082: 31,861 16,994 2,036 13,648 1,109 0 4,007 50 2,110 1,549 705: 211 20
Old : 38,082: 31,861 16,994 2,036 13,648 1,109 0 4,007 50 2,110 1,549 705: 211 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,251: -2,579 -447 543 -1,423 152 0 -10 0 -220 -418 -125: -22 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 44.6 5.3 35.8 2.9 0.0 10.5 0.1 5.5 4.1 1.9: 0.6 0.1
Old : 100.0: 83.7 44.6 5.3 35.8 2.9 0.0 10.5 0.1 5.5 4.1 1.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 20 . . . 0 . . . . 4:
Old : 41: 24 20 . . . 0 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 49.0 67.7 76.3 50.7 46.3 63.0 68.2
Old : 52.8 49.0 67.7 76.3 50.7 46.3 63.0 68.2
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,988: 17,994 12,864 105 5,108 2,531 25 0 75 0 352 58: 200 0
Old : 20,988: 17,994 12,864 105 5,108 2,531 25 0 75 0 352 58: 200 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,552: -1,792 -640 0 -1,085 315 -5 0 5 0 -92 -55: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 61.3 0.5 24.3 12.1 0.1 0.0 0.4 0.0 1.7 0.3: 1.0 0.0
Old : 100.0: 85.7 61.3 0.5 24.3 12.1 0.1 0.0 0.4 0.0 1.7 0.3: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 18 . 4 . . 0 . 0 . .:
Old : 34: 22 18 . 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 : 53.6 55.7 72.7 78.3 47.5 47.1 59.5 66.5
Old : 53.6 55.7 72.7 78.3 47.5 47.1 59.5 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,949: 15,221 19,131 5,987 675 2,205 100 370 0 65 1,423 145: 226 0
Old : 23,949: 15,221 19,131 5,987 675 2,205 100 370 0 65 1,423 145: 226 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -982: -765 -947 -132 -100 20 0 -70 0 0 189 -74: -31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 79.9 25.0 2.8 9.2 0.4 1.5 0.0 0.3 5.9 0.6: 0.9 0.0
Old : 100.0: 63.6 79.9 25.0 2.8 9.2 0.4 1.5 0.0 0.3 5.9 0.6: 0.9 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 : 29: 16 15 4 . . . . 0 . . .:
Old : 29: 16 15 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 : 55.6 63.3 81.8 82.4 55.3 57.4 75.5 74.9
Old : 55.6 63.3 81.8 82.4 55.3 57.4 75.5 74.9
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,935: 11,531 11,881 1,508 1,340 445 0 25 0 0 25 0: 451 219
Old : 13,935: 11,531 11,881 1,508 1,340 445 0 25 0 0 25 0: 451 219
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -985: -567 -887 -368 0 -40 0 -25 0 0 -25 0: -10 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 85.3 10.8 9.6 3.2 0.0 0.2 0.0 0.0 0.2 0.0: 3.2 1.6
Old : 100.0: 82.7 85.3 10.8 9.6 3.2 0.0 0.2 0.0 0.0 0.2 0.0: 3.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 10 . . 4 0 . 0 0 . 0:
Old : 25: 16 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 : 60.3 79.1 83.1 93.1 60.3 77.3 80.6 89.7
Old : 60.3 79.1 83.1 93.1 60.3 77.3 80.6 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,805: 32,871 27,319 570 6,004 1,815 135 450 0 100 200 0: 314 17
Old : 35,805: 32,871 27,319 570 6,004 1,815 135 450 0 100 200 0: 314 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -617: -437 -1,154 -175 550 0 0 0 0 0 0 0: -5 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 76.3 1.6 16.8 5.1 0.4 1.3 0.0 0.3 0.6 0.0: 0.9 0.0
Old : 100.0: 91.8 76.3 1.6 16.8 5.1 0.4 1.3 0.0 0.3 0.6 0.0: 0.9 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 : 38: 25 24 . . . . . 0 . . 0:
Old : 38: 25 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 : 41.1 54.9 65.8 76.5 37.0 50.9 59.2 67.9
Old : 41.1 54.9 65.8 76.5 37.0 50.9 59.2 67.9
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,051: 14,074 12,811 1,010 2,660 1,460 0 0 0 427 50 70: 10 0
Old : 17,051: 14,074 12,811 1,010 2,660 1,460 0 0 0 427 50 70: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 108: 130 -178 0 310 0 0 0 0 -38 -50 26: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 75.1 5.9 15.6 8.6 0.0 0.0 0.0 2.5 0.3 0.4: 0.1 0.0
Old : 100.0: 82.5 75.1 5.9 15.6 8.6 0.0 0.0 0.0 2.5 0.3 0.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 21 16 . . . 0 0 0 . . .:
Old : 28: 21 16 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 80.0 65.2 93.3 40.8 71.9 59.3 75.8
Old : 44.1 80.0 65.2 93.3 40.8 71.9 59.3 75.8
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,260: 9,885 8,150 575 3,064 2,025 0 0 0 749 0 21: 5 0
Old : 13,260: 9,885 8,150 575 3,064 2,025 0 0 0 749 0 21: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -629: -570 -406 -50 -203 0 0 0 0 -4 0 0: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 61.5 4.3 23.1 15.3 0.0 0.0 0.0 5.6 0.0 0.2: 0.0 0.0
Old : 100.0: 74.5 61.5 4.3 23.1 15.3 0.0 0.0 0.0 5.6 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 : 26: 19 18 . . . 0 0 0 . 0 .:
Old : 26: 19 18 . . . 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 : 43.0 74.4 68.3 90.6 36.0 52.4 55.0 63.6
Old : 43.0 74.4 68.3 90.6 36.0 52.4 55.0 63.6
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,214: 26,834 32,814 11,010 4,215 40 0 0 0 0 700 0: 3,330 3,445
Old : 41,214: 26,834 32,814 11,010 4,215 40 0 0 0 0 700 0: 3,330 3,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,123: -2,680 -2,565 430 -245 0 0 0 0 0 600 0: 127 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 79.6 26.7 10.2 0.1 0.0 0.0 0.0 0.0 1.7 0.0: 8.1 8.4
Old : 100.0: 65.1 79.6 26.7 10.2 0.1 0.0 0.0 0.0 0.0 1.7 0.0: 8.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 17 . . . 0 0 0 0 . 0:
Old : 25: 14 17 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 48.8 90.1 75.0 76.3 48.5 82.6 73.1
Old : 77.6 48.8 90.1 75.0 76.3 48.5 82.6 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,415: 23,808 28,558 9,920 4,375 0 0 0 0 0 700 0: 3,687 3,782
Old : 37,415: 23,808 28,558 9,920 4,375 0 0 0 0 0 700 0: 3,687 3,782
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,036: -2,590 -2,485 440 -245 0 0 0 0 0 600 0: 114 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 76.3 26.5 11.7 0.0 0.0 0.0 0.0 0.0 1.9 0.0: 9.9 10.1
Old : 100.0: 63.6 76.3 26.5 11.7 0.0 0.0 0.0 0.0 0.0 1.9 0.0: 9.9 10.1
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: 11 17 . . 0 0 0 0 0 . 0:
Old : 24: 11 17 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 47.4 88.9 74.4 75.2 47.3 81.9 72.8
Old : 76.5 47.4 88.9 74.4 75.2 47.3 81.9 72.8
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,805: 32,330 5,310 250 4,455 650 0 14,510 0 0 8,725 30: 1,545 1,125
Old : 34,805: 32,330 5,310 250 4,455 650 0 14,510 0 0 8,725 30: 1,545 1,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 485: 1,250 -1,230 0 2,600 -510 0 330 -50 0 -700 0: -205 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 15.3 0.7 12.8 1.9 0.0 41.7 0.0 0.0 25.1 0.1: 4.4 3.2
Old : 100.0: 92.9 15.3 0.7 12.8 1.9 0.0 41.7 0.0 0.0 25.1 0.1: 4.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 10 . . . 0 . 0 0 4 .:
Old : 26: 14 10 . . . 0 . 0 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 77.2 86.8 87.7 69.2 75.3 82.4 82.8
Old : 73.4 77.2 86.8 87.7 69.2 75.3 82.4 82.8
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,725: 29,490 5,945 0 6,255 195 0 13,435 360 0 4,155 0: 1,680 1,380
Old : 31,725: 29,490 5,945 0 6,255 195 0 13,435 360 0 4,155 0: 1,680 1,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 615: 1,165 -715 0 1,325 -140 0 480 -130 0 -175 0: -280 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 18.7 0.0 19.7 0.6 0.0 42.3 1.1 0.0 13.1 0.0: 5.3 4.3
Old : 100.0: 93.0 18.7 0.0 19.7 0.6 0.0 42.3 1.1 0.0 13.1 0.0: 5.3 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 : 24: 13 11 0 . . 0 . . 0 . 0:
Old : 24: 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 : 75.8 75.1 85.4 86.5 70.5 71.8 78.1 79.9
Old : 75.8 75.1 85.4 86.5 70.5 71.8 78.1 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,078: 16,716 14,120 70 3,906 3,340 1,445 0 55 1,800 2,005 150: 1,502 1,502
Old : 25,078: 16,716 14,120 70 3,906 3,340 1,445 0 55 1,800 2,005 150: 1,502 1,502
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,375: -1,203 -1,080 -25 -668 -100 -420 0 0 -275 -175 -50: 698 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 56.3 0.3 15.6 13.3 5.8 0.0 0.2 7.2 8.0 0.6: 6.0 6.0
Old : 100.0: 66.7 56.3 0.3 15.6 13.3 5.8 0.0 0.2 7.2 8.0 0.6: 6.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 7 . . . . 0 . . . .:
Old : 25: 16 7 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 87.0 76.2 92.2 43.3 68.4 65.2 72.0
Old : 48.9 87.0 76.2 92.2 43.3 68.4 65.2 72.0
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,918: 14,265 11,413 70 4,393 2,580 1,560 0 50 1,950 2,130 50: 1,393 1,302
Old : 21,918: 14,265 11,413 70 4,393 2,580 1,560 0 50 1,950 2,130 50: 1,393 1,302
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -940: -627 -1,050 -25 -125 -100 -435 0 0 -275 -200 -50: 572 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 52.1 0.3 20.0 11.8 7.1 0.0 0.2 8.9 9.7 0.2: 6.4 5.9
Old : 100.0: 65.1 52.1 0.3 20.0 11.8 7.1 0.0 0.2 8.9 9.7 0.2: 6.4 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 8 . . . . 0 . . . .:
Old : 23: 14 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 : 48.3 86.8 77.9 92.5 45.3 69.7 65.1 71.0
Old : 48.3 86.8 77.9 92.5 45.3 69.7 65.1 71.0
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,845: 24,195 25,830 18,045 190 1,950 0 16,125 0 200 425 0: 455 325
Old : 44,845: 24,195 25,830 18,045 190 1,950 0 16,125 0 200 425 0: 455 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -150: -680 265 1,170 -25 -270 0 -160 0 -200 -50 0: -170 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 57.6 40.2 0.4 4.3 0.0 36.0 0.0 0.4 0.9 0.0: 1.0 0.7
Old : 100.0: 54.0 57.6 40.2 0.4 4.3 0.0 36.0 0.0 0.4 0.9 0.0: 1.0 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 : 26: 12 11 . . . 0 . 0 . . 0:
Old : 26: 12 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 : 80.6 88.8 92.9 96.0 75.1 87.7 87.2 92.0
Old : 80.6 88.8 92.9 96.0 75.1 87.7 87.2 92.0
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,185: 20,610 21,100 16,185 65 1,795 0 15,350 0 0 400 0: 595 475
Old : 39,185: 20,610 21,100 16,185 65 1,795 0 15,350 0 0 400 0: 595 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -955: -490 -445 -30 -25 -50 0 -310 0 0 0 0: -385 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 53.8 41.3 0.2 4.6 0.0 39.2 0.0 0.0 1.0 0.0: 1.5 1.2
Old : 100.0: 52.6 53.8 41.3 0.2 4.6 0.0 39.2 0.0 0.0 1.0 0.0: 1.5 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 : 24: 11 9 . . . 0 . 0 0 . 0:
Old : 24: 11 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 : 78.8 91.0 92.6 96.5 73.2 88.5 87.0 92.1
Old : 78.8 91.0 92.6 96.5 73.2 88.5 87.0 92.1
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,915: 24,650 22,605 50 1,175 2,435 0 1,635 125 1,200 490 280: 1,175 1,170
Old : 29,915: 24,650 22,605 50 1,175 2,435 0 1,635 125 1,200 490 280: 1,175 1,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,430: 280 2,455 25 -1,685 1,055 0 -275 -25 0 -575 75: 20 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 75.6 0.2 3.9 8.1 0.0 5.5 0.4 4.0 1.6 0.9: 3.9 3.9
Old : 100.0: 82.4 75.6 0.2 3.9 8.1 0.0 5.5 0.4 4.0 1.6 0.9: 3.9 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 : 27: 14 8 . . . 0 . . . . .:
Old : 27: 14 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 : 70.2 82.8 85.5 94.2 67.5 75.7 77.4 81.2
Old : 70.2 82.8 85.5 94.2 67.5 75.7 77.4 81.2
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,105: 24,695 22,180 75 2,080 2,335 0 1,845 115 1,330 0 570: 985 980
Old : 30,105: 24,695 22,180 75 2,080 2,335 0 1,845 115 1,330 0 570: 985 980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,620: -180 2,345 0 -2,100 1,440 0 -285 -15 130 -395 170: 75 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 73.7 0.2 6.9 7.8 0.0 6.1 0.4 4.4 0.0 1.9: 3.3 3.3
Old : 100.0: 82.0 73.7 0.2 6.9 7.8 0.0 6.1 0.4 4.4 0.0 1.9: 3.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 8 . . . 0 . . . 0 .:
Old : 26: 15 8 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 83.6 83.2 95.5 66.1 71.1 74.1 78.4
Old : 69.5 83.6 83.2 95.5 66.1 71.1 74.1 78.4
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,624: 22,675 15,829 25 10,271 3,174 4,850 575 425 615 1,495 480: 1,380 1,375
Old : 33,624: 22,675 15,829 25 10,271 3,174 4,850 575 425 615 1,495 480: 1,380 1,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,075: -1,190 -965 -25 -345 130 -230 0 0 85 -50 0: 155 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 47.1 0.1 30.5 9.4 14.4 1.7 1.3 1.8 4.4 1.4: 4.1 4.1
Old : 100.0: 67.4 47.1 0.1 30.5 9.4 14.4 1.7 1.3 1.8 4.4 1.4: 4.1 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 : 29: 17 10 . . . . . . . . .:
Old : 29: 17 10 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 77.7 76.1 90.6 45.3 61.6 58.9 68.8
Old : 56.6 77.7 76.1 90.6 45.3 61.6 58.9 68.8
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,475: 18,475 14,590 0 3,260 4,325 650 600 195 315 1,000 275: 1,240 1,230
Old : 25,475: 18,475 14,590 0 3,260 4,325 650 600 195 315 1,000 275: 1,240 1,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,070: -1,325 -980 -25 -125 130 195 0 -195 110 50 -50: 90 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 57.3 0.0 12.8 17.0 2.6 2.4 0.8 1.2 3.9 1.1: 4.9 4.8
Old : 100.0: 72.5 57.3 0.0 12.8 17.0 2.6 2.4 0.8 1.2 3.9 1.1: 4.9 4.8
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 : 27: 18 10 0 . . . . . . . .:
Old : 27: 18 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 : 55.4 73.4 73.7 88.7 37.2 46.2 49.9 59.8
Old : 55.4 73.4 73.7 88.7 37.2 46.2 49.9 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 120,744: 54,194 101,846 13,017 1,825 8,889 27,475 0 140 8,985 0 780: 7,264 7,264
Old : 120,744: 54,194 101,846 13,017 1,825 8,889 27,475 0 140 8,985 0 780: 7,264 7,264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,942: -2,710 -5,243 -1,858 -35 1,095 415 0 -125 -1,300 0 0: 2,541 2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 84.3 10.8 1.5 7.4 22.8 0.0 0.1 7.4 0.0 0.6: 6.0 6.0
Old : 100.0: 44.9 84.3 10.8 1.5 7.4 22.8 0.0 0.1 7.4 0.0 0.6: 6.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 17 26 . . . . 0 . 4 0 .:
Old : 40: 17 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 : 62.8 56.5 81.4 73.8 50.9 54.0 69.4 66.9
Old : 62.8 56.5 81.4 73.8 50.9 54.0 69.4 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,074: 50,335 92,552 11,098 3,155 8,620 29,945 0 150 4,365 0 400: 5,161 5,197
Old : 110,074: 50,335 92,552 11,098 3,155 8,620 29,945 0 150 4,365 0 400: 5,161 5,197
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,277: -1,480 -3,713 -1,610 -60 940 -5 0 -125 -910 0 -50: 963 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 84.1 10.1 2.9 7.8 27.2 0.0 0.1 4.0 0.0 0.4: 4.7 4.7
Old : 100.0: 45.7 84.1 10.1 2.9 7.8 27.2 0.0 0.1 4.0 0.0 0.4: 4.7 4.7
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 : 37: 17 25 . . . . 0 . . 0 .:
Old : 37: 17 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 : 68.0 59.1 86.6 75.4 56.5 57.1 74.6 69.2
Old : 68.0 59.1 86.6 75.4 56.5 57.1 74.6 69.2
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,000: 15,985 18,740 2,895 80 760 0 250 25 200 0 0: 1,135 1,145
Old : 21,000: 15,985 18,740 2,895 80 760 0 250 25 200 0 0: 1,135 1,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,085: -1,025 -1,000 50 10 -60 0 25 -25 0 0 0: -25 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 89.2 13.8 0.4 3.6 0.0 1.2 0.1 1.0 0.0 0.0: 5.4 5.5
Old : 100.0: 76.1 89.2 13.8 0.4 3.6 0.0 1.2 0.1 1.0 0.0 0.0: 5.4 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 12 . . . 0 . . . 0 0:
Old : 26: 20 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 : 52.4 76.7 75.9 88.0 52.4 67.2 68.4 72.6
Old : 52.4 76.7 75.9 88.0 52.4 67.2 68.4 72.6
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,230: 13,590 16,820 2,830 390 495 0 150 0 950 0 0: 365 375
Old : 18,230: 13,590 16,820 2,830 390 495 0 150 0 950 0 0: 365 375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,125: -975 -975 15 0 -15 0 -25 0 -50 0 0: -100 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 92.3 15.5 2.1 2.7 0.0 0.8 0.0 5.2 0.0 0.0: 2.0 2.1
Old : 100.0: 74.5 92.3 15.5 2.1 2.7 0.0 0.8 0.0 5.2 0.0 0.0: 2.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 11 . . . 0 . 0 . 0 0:
Old : 24: 17 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 : 53.6 83.0 78.9 92.0 47.0 74.1 67.9 79.1
Old : 53.6 83.0 78.9 92.0 47.0 74.1 67.9 79.1
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,265: 30,835 24,650 1,225 4,055 1,440 0 2,625 0 0 730 0: 3,765 3,765
Old : 37,265: 30,835 24,650 1,225 4,055 1,440 0 2,625 0 0 730 0: 3,765 3,765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -450: -500 -75 40 -110 -160 0 -275 0 0 0 0: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 66.1 3.3 10.9 3.9 0.0 7.0 0.0 0.0 2.0 0.0: 10.1 10.1
Old : 100.0: 82.7 66.1 3.3 10.9 3.9 0.0 7.0 0.0 0.0 2.0 0.0: 10.1 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 16 . . . 0 . 0 0 . 0:
Old : 31: 17 16 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 44.8 79.4 70.0 63.0 39.5 72.9 60.8
Old : 64.1 44.8 79.4 70.0 63.0 39.5 72.9 60.8
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, December 06, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,455: 18,930 15,755 750 2,775 2,725 0 1,150 0 0 0 0: 4,050 4,050
Old : 26,455: 18,930 15,755 750 2,775 2,725 0 1,150 0 0 0 0: 4,050 4,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -515: -425 -40 135 -175 -135 0 -75 0 0 0 0: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 59.6 2.8 10.5 10.3 0.0 4.3 0.0 0.0 0.0 0.0: 15.3 15.3
Old : 100.0: 71.6 59.6 2.8 10.5 10.3 0.0 4.3 0.0 0.0 0.0 0.0: 15.3 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 13 . . . 0 . 0 0 0 0:
Old : 24: 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 : 45.0 46.5 63.8 68.0 34.6 33.3 46.9 49.3
Old : 45.0 46.5 63.8 68.0 34.6 33.3 46.9 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2016