COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 123,310: 43,532 23,168 11,893 6,570 8,038 2,412 33,469 8,509 38,344 32,797 9,617: 965 1,142
Old : 123,310: 43,532 23,168 11,893 6,570 8,038 2,412 33,469 8,509 38,344 32,797 9,617: 965 1,142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 3,673: 230 -3,054 -1,531 1,604 915 -1,140 430 667 1,568 -123 2,949: 15 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 18.8 9.6 5.3 6.5 2.0 27.1 6.9 31.1 26.6 7.8: 0.8 0.9
Old : 100.0: 35.3 18.8 9.6 5.3 6.5 2.0 27.1 6.9 31.1 26.6 7.8: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 18 18 . . 4 . 6 4 12 16 12:
Old : 58: 18 18 . . 4 . 6 4 12 16 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 34.3 63.4 56.3 30.2 31.4 50.1 50.3
Old : 39.1 34.3 63.4 56.3 30.2 31.4 50.1 50.3
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 30,846: 8,594 13,136 0 7,426 198 684 4,436 1,127 17,906 2,444 1,714: 623 365
Old : 30,846: 8,594 13,136 0 7,426 198 684 4,436 1,127 17,906 2,444 1,714: 623 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 381: -385 190 0 80 78 684 -26 -174 443 518 -345: 80 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 42.6 0.0 24.1 0.6 2.2 14.4 3.7 58.0 7.9 5.6: 2.0 1.2
Old : 100.0: 27.9 42.6 0.0 24.1 0.6 2.2 14.4 3.7 58.0 7.9 5.6: 2.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 12 6 0 4 . . 4 . 12 4 7:
Old : 38: 12 6 0 4 . . 4 . 12 4 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 : 56.2 56.8 71.1 79.7 55.5 45.7 65.4 66.6
Old : 56.2 56.8 71.1 79.7 55.5 45.7 65.4 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 TONS) :
: : Positions :
All : 3,507: 342 883 562 329 1,068 93 55 261 461 191 721: 0 0
Old : 3,507: 342 883 562 329 1,068 93 55 261 461 191 721: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 699: 229 247 4 -14 57 93 9 130 -37 45 223: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 25.2 16.0 9.4 30.5 2.6 1.6 7.4 13.1 5.4 20.6: 0.0 0.0
Old : 100.0: 9.8 25.2 16.0 9.4 30.5 2.6 1.6 7.4 13.1 5.4 20.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: . 4 . . . . . . 7 5 7:
Old : 23: . 4 . . . . . . 7 5 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 : 64.6 70.5 84.5 90.5 31.4 31.1 36.4 36.0
Old : 64.6 70.5 84.5 90.5 31.4 31.1 36.4 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465G
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 TONS) :
: : Positions :
All : 17,702: 561 167 2,362 0 2,119 1,326 5,691 6,528 2,201 592 2,605: 0 0
Old : 17,702: 561 167 2,362 0 2,119 1,326 5,691 6,528 2,201 592 2,605: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.9 13.3 0.0 12.0 7.5 32.2 36.9 12.4 3.3 14.7: 0.0 0.0
Old : 100.0: 3.2 0.9 13.3 0.0 12.0 7.5 32.2 36.9 12.4 3.3 14.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 4 . 4 0 4 . . . 6 . 7:
Old : 20: 4 . 4 0 4 . . . 6 . 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 : 56.2 78.5 84.0 92.2 24.2 35.5 33.9 35.5
Old : 56.2 78.5 84.0 92.2 24.2 35.5 33.9 35.5
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 157,976: 104,192 122,304 8,756 1,479 8,241 17,134 2,151 5,295 4,168 8,396 9,398: 792 712
Old : 157,976: 104,192 122,304 8,756 1,479 8,241 17,134 2,151 5,295 4,168 8,396 9,398: 792 712
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -2,615: -3,125 -1,338 -433 93 66 68 -587 78 196 -120 391: 144 -1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 77.4 5.5 0.9 5.2 10.8 1.4 3.4 2.6 5.3 5.9: 0.5 0.5
Old : 100.0: 66.0 77.4 5.5 0.9 5.2 10.8 1.4 3.4 2.6 5.3 5.9: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 78: 44 46 . . 4 . 4 7 11 8 14:
Old : 78: 44 46 . . 4 . 4 7 11 8 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 29.0 62.1 47.1 28.1 17.2 35.9 27.4
Old : 46.8 29.0 62.1 47.1 28.1 17.2 35.9 27.4
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 49,910: 43,362 45,412 1,498 0 3,738 33 31 166 783 233 305: 25 25
Old : 49,910: 43,362 45,412 1,498 0 3,738 33 31 166 783 233 305: 25 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 514: 3,531 273 -3,406 0 264 -23 8 44 54 -125 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 91.0 3.0 0.0 7.5 0.1 0.1 0.3 1.6 0.5 0.6: 0.0 0.0
Old : 100.0: 86.9 91.0 3.0 0.0 7.5 0.1 0.1 0.3 1.6 0.5 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 26 . 0 . . . . . . .:
Old : 37: 26 26 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 41.6 75.5 70.8 33.4 29.7 42.1 43.1
Old : 52.6 41.6 75.5 70.8 33.4 29.7 42.1 43.1
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 425,836: 401,619 374,301 0 29,635 15,257 0 867 1,376 5,080 1,896 1,816: 688 688
Old : 425,836: 401,619 374,301 0 29,635 15,257 0 867 1,376 5,080 1,896 1,816: 688 688
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 2,333: 3,509 -4,529 0 6,138 0 0 0 0 -4 1,896 -908: -264 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 87.9 0.0 7.0 3.6 0.0 0.2 0.3 1.2 0.4 0.4: 0.2 0.2
Old : 100.0: 94.3 87.9 0.0 7.0 3.6 0.0 0.2 0.3 1.2 0.4 0.4: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 18 0 . . 0 . . . . .:
Old : 28: 18 18 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 57.7 76.8 83.3 50.8 52.0 62.8 64.2
Old : 54.6 57.7 76.8 83.3 50.8 52.0 62.8 64.2
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,528,904: 1,229,789 1,358,843 204,931 75,632 8,087 9,752 45,167 17,984 54,441 19,271 3,920: 0 0
Old : 1,528,904: 1,229,789 1,358,843 204,931 75,632 8,087 9,752 45,167 17,984 54,441 19,271 3,920: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -66,463: -63,672 -69,127 4,265 1,160 -5,096 -720 1,176 -456 784 7,840 -1,568: 0 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 88.9 13.4 4.9 0.5 0.6 3.0 1.2 3.6 1.3 0.3: 0.0 0.0
Old : 100.0: 80.4 88.9 13.4 4.9 0.5 0.6 3.0 1.2 3.6 1.3 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 34 37 . . . . . . . 4 .:
Old : 56: 34 37 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 48.0 76.9 67.3 48.4 37.7 59.9 49.2
Old : 62.7 48.0 76.9 67.3 48.4 37.7 59.9 49.2
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 66,173: 58,347 54,671 0 2,395 2,906 0 2,193 993 3,756 2,829 77: 94 110
Old : 66,173: 58,347 54,671 0 2,395 2,906 0 2,193 993 3,756 2,829 77: 94 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -4,231: -4,745 -2,376 0 -3,377 133 0 91 -69 588 1,490 -207: 69 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 82.6 0.0 3.6 4.4 0.0 3.3 1.5 5.7 4.3 0.1: 0.1 0.2
Old : 100.0: 88.2 82.6 0.0 3.6 4.4 0.0 3.3 1.5 5.7 4.3 0.1: 0.1 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 : 35: 19 20 0 . . 0 . . 4 . .:
Old : 35: 19 20 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 : 64.5 59.0 82.1 80.3 56.5 52.0 69.5 64.0
Old : 64.5 59.0 82.1 80.3 56.5 52.0 69.5 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 484,437: 307,429 446,613 150,678 0 19,240 0 0 0 0 11,494 7,090: 0 0
Old : 484,437: 307,429 446,613 150,678 0 19,240 0 0 0 0 11,494 7,090: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -50,948: -49,707 -42,748 7,615 0 -8,200 0 0 0 0 656 -656: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 92.2 31.1 0.0 4.0 0.0 0.0 0.0 0.0 2.4 1.5: 0.0 0.0
Old : 100.0: 63.5 92.2 31.1 0.0 4.0 0.0 0.0 0.0 0.0 2.4 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 : 26: 16 16 . 0 . 0 0 0 0 . .:
Old : 26: 16 16 . 0 . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 66.8 84.8 87.0 54.1 61.5 68.9 73.8
Old : 66.6 66.8 84.8 87.0 54.1 61.5 68.9 73.8
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 430,036: 403,854 396,869 2,729 8,594 23,029 0 760 0 424 784 0: 0 0
Old : 430,036: 403,854 396,869 2,729 8,594 23,029 0 760 0 424 784 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 219: 12,347 -4,477 -11,742 5,082 -386 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 92.3 0.6 2.0 5.4 0.0 0.2 0.0 0.1 0.2 0.0: 0.0 0.0
Old : 100.0: 93.9 92.3 0.6 2.0 5.4 0.0 0.2 0.0 0.1 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 26 25 . . . 0 . 0 . . 0:
Old : 39: 26 25 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 49.9 74.1 73.5 46.5 47.7 66.8 66.5
Old : 48.7 49.9 74.1 73.5 46.5 47.7 66.8 66.5
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 39,283: 35,057 35,149 1,718 1,589 641 86 319 254 209 0 20: 1,298 1,311
Old : 39,283: 35,057 35,149 1,718 1,589 641 86 319 254 209 0 20: 1,298 1,311
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -2,132: -1,923 -1,777 22 264 -286 -64 0 0 -49 -97 -275: 443 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 89.5 4.4 4.0 1.6 0.2 0.8 0.6 0.5 0.0 0.1: 3.3 3.3
Old : 100.0: 89.2 89.5 4.4 4.0 1.6 0.2 0.8 0.6 0.5 0.0 0.1: 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 : 34: 23 20 . . . . . . . 0 .:
Old : 34: 23 20 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 59.1 71.7 79.7 45.6 58.5 65.9 75.1
Old : 48.3 59.1 71.7 79.7 45.6 58.5 65.9 75.1
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,526: 40,974 45,102 2,725 0 3,285 0 0 0 995 6 92: 455 41
Old : 48,526: 40,974 45,102 2,725 0 3,285 0 0 0 995 6 92: 455 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -3,041: -4,185 -3,780 -795 0 745 0 0 0 988 6 -6: 212 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 92.9 5.6 0.0 6.8 0.0 0.0 0.0 2.1 0.0 0.2: 0.9 0.1
Old : 100.0: 84.4 92.9 5.6 0.0 6.8 0.0 0.0 0.0 2.1 0.0 0.2: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 32 29 . 0 . 0 0 0 . . .:
Old : 44: 32 29 . 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 : 54.2 46.5 70.3 72.1 47.8 38.8 56.5 57.2
Old : 54.2 46.5 70.3 72.1 47.8 38.8 56.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,804: 57,020 62,516 3,750 0 3,165 0 0 0 1,255 6 92: 522 25
Old : 65,804: 57,020 62,516 3,750 0 3,165 0 0 0 1,255 6 92: 522 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -4,199: -5,457 -4,891 -905 0 795 -50 0 0 1,243 6 -6: 181 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 95.0 5.7 0.0 4.8 0.0 0.0 0.0 1.9 0.0 0.1: 0.8 0.0
Old : 100.0: 86.7 95.0 5.7 0.0 4.8 0.0 0.0 0.0 1.9 0.0 0.1: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 30 29 . 0 . 0 0 0 . . .:
Old : 42: 30 29 . 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 : 46.5 46.9 67.8 72.1 45.6 43.4 59.4 60.9
Old : 46.5 46.9 67.8 72.1 45.6 43.4 59.4 60.9
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,105: 14,875 15,015 140 0 1,970 0 0 0 0 0 0: 120 120
Old : 17,105: 14,875 15,015 140 0 1,970 0 0 0 0 0 0: 120 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,127: -1,117 -1,117 10 0 -10 0 0 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 87.8 0.8 0.0 11.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.7
Old : 100.0: 87.0 87.8 0.8 0.0 11.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 11 . 0 . 0 0 0 0 0 0:
Old : 23: 16 11 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 72.9 85.7 93.9 57.4 72.9 73.3 82.4
Old : 64.6 72.9 85.7 93.9 57.4 72.9 73.3 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 273,272: 212,208 272,088 60,304 0 760 0 424 0 0 0 0: 0 0
Old : 273,272: 212,208 272,088 60,304 0 760 0 424 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: January 5, 2016 :
: 5,264: 7,656 4,504 -2,760 0 760 0 0 0 -392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 99.6 22.1 0.0 0.3 0.0 0.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 77.7 99.6 22.1 0.0 0.3 0.0 0.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 18 . 0 . 0 . 0 0 0 0:
Old : 31: 23 18 . 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 75.1 61.0 90.2 37.2 67.5 58.0 74.1
Old : 37.6 75.1 61.0 90.2 37.2 67.5 58.0 74.1
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 7,914: 6,784 7,451 0 378 0 0 0 0 1,020 0 0: 110 85
Old : 7,914: 6,784 7,451 0 378 0 0 0 0 1,020 0 0: 110 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -864: -842 -710 0 22 -22 0 0 0 -88 -44 0: 88 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 94.1 0.0 4.8 0.0 0.0 0.0 0.0 12.9 0.0 0.0: 1.4 1.1
Old : 100.0: 85.7 94.1 0.0 4.8 0.0 0.0 0.0 0.0 12.9 0.0 0.0: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 15 0 . 0 0 0 0 . 0 0:
Old : 22: 15 15 0 . 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 61.6 80.9 86.0 50.6 55.3 76.2 74.7
Old : 53.7 61.6 80.9 86.0 50.6 55.3 76.2 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,320: 17,435 17,490 840 300 2,045 0 0 0 0 350 0: 0 135
Old : 20,320: 17,435 17,490 840 300 2,045 0 0 0 0 350 0: 0 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,855: -1,815 -1,705 -35 0 0 0 0 0 0 -150 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 86.1 4.1 1.5 10.1 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.7
Old : 100.0: 85.8 86.1 4.1 1.5 10.1 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 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 : 31: 20 13 . . . 0 0 0 0 . 0:
Old : 31: 20 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 : 57.8 63.1 84.2 85.9 52.4 60.2 73.9 73.5
Old : 57.8 63.1 84.2 85.9 52.4 60.2 73.9 73.5
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,275: 17,930 18,775 950 150 2,215 0 0 0 0 75 0: 180 60
Old : 21,275: 17,930 18,775 950 150 2,215 0 0 0 0 75 0: 180 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -290: -290 -240 30 0 -30 0 0 0 0 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 88.2 4.5 0.7 10.4 0.0 0.0 0.0 0.0 0.4 0.0: 0.8 0.3
Old : 100.0: 84.3 88.2 4.5 0.7 10.4 0.0 0.0 0.0 0.0 0.4 0.0: 0.8 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 : 28: 21 17 . . . 0 0 0 0 . 0:
Old : 28: 21 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 : 46.7 65.1 68.2 85.5 31.4 48.4 47.2 58.7
Old : 46.7 65.1 68.2 85.5 31.4 48.4 47.2 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 18,867: 15,584 13,341 2,573 4,320 229 163 0 0 0 126 0: 318 851
Old : 18,867: 15,584 13,341 2,573 4,320 229 163 0 0 0 126 0: 318 851
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -869: -625 -816 44 207 -86 -67 0 -22 0 44 -44: -69 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 70.7 13.6 22.9 1.2 0.9 0.0 0.0 0.0 0.7 0.0: 1.7 4.5
Old : 100.0: 82.6 70.7 13.6 22.9 1.2 0.9 0.0 0.0 0.0 0.7 0.0: 1.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 20 . . . . 0 0 0 . 0:
Old : 31: 21 20 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 59.5 64.8 78.1 38.7 55.5 59.0 67.7
Old : 41.9 59.5 64.8 78.1 38.7 55.5 59.0 67.7
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 58,477: 55,070 48,025 1,039 3,067 1,764 0 0 0 300 5,339 30: 274 252
Old : 58,477: 55,070 48,025 1,039 3,067 1,764 0 0 0 300 5,339 30: 274 252
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -4,745: -4,503 -3,468 194 289 -453 -50 0 0 25 -1,095 30: 12 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 82.1 1.8 5.2 3.0 0.0 0.0 0.0 0.5 9.1 0.1: 0.5 0.4
Old : 100.0: 94.2 82.1 1.8 5.2 3.0 0.0 0.0 0.0 0.5 9.1 0.1: 0.5 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 : 41: 27 27 . . . 0 0 0 . . .:
Old : 41: 27 27 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 41.7 76.5 66.3 54.6 41.2 74.4 63.9
Old : 55.2 41.7 76.5 66.3 54.6 41.2 74.4 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 71,885: 67,045 53,949 1,030 1,873 3,060 0 2,153 95 0 9,958 655: 0 142
Old : 71,885: 67,045 53,949 1,030 1,873 3,060 0 2,153 95 0 9,958 655: 0 142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -4,374: -3,913 -3,151 -177 -87 -75 -131 -27 -47 0 -1,049 -25: -6 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 75.0 1.4 2.6 4.3 0.0 3.0 0.1 0.0 13.9 0.9: 0.0 0.2
Old : 100.0: 93.3 75.0 1.4 2.6 4.3 0.0 3.0 0.1 0.0 13.9 0.9: 0.0 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 : 51: 30 32 . . . 0 4 . 0 7 .:
Old : 51: 30 32 . . . 0 4 . 0 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 : 48.7 45.3 68.3 63.4 48.6 41.7 63.6 58.3
Old : 48.7 45.3 68.3 63.4 48.6 41.7 63.6 58.3
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 45,765: 42,475 42,165 1,190 2,905 385 0 0 0 1,285 0 310: 120 0
Old : 45,765: 42,475 42,165 1,190 2,905 385 0 0 0 1,285 0 310: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -4,275: -5,045 -4,460 -25 -125 0 0 0 0 375 0 310: 110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 92.1 2.6 6.3 0.8 0.0 0.0 0.0 2.8 0.0 0.7: 0.3 0.0
Old : 100.0: 92.8 92.1 2.6 6.3 0.8 0.0 0.0 0.0 2.8 0.0 0.7: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 21 12 . . . 0 0 0 . 0 .:
Old : 28: 21 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 : 61.2 95.7 79.2 98.4 59.9 91.2 74.2 91.3
Old : 61.2 95.7 79.2 98.4 59.9 91.2 74.2 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 52,070: 46,995 48,415 1,860 2,965 525 0 0 0 2,275 0 165: 250 0
Old : 52,070: 46,995 48,415 1,860 2,965 525 0 0 0 2,275 0 165: 250 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -3,230: -5,040 -3,215 -40 -180 0 0 0 0 1,495 0 165: 190 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 93.0 3.6 5.7 1.0 0.0 0.0 0.0 4.4 0.0 0.3: 0.5 0.0
Old : 100.0: 90.3 93.0 3.6 5.7 1.0 0.0 0.0 0.0 4.4 0.0 0.3: 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 : 29: 22 13 . . . 0 0 0 . 0 .:
Old : 29: 22 13 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 92.8 76.9 97.6 59.2 89.3 72.7 89.5
Old : 63.1 92.8 76.9 97.6 59.2 89.3 72.7 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 351,589: 309,165 299,085 3,373 18,009 3,943 0 8,120 0 29,099 16,423 6,009: 0 0
Old : 351,589: 309,165 299,085 3,373 18,009 3,943 0 8,120 0 29,099 16,423 6,009: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -19,910: -20,447 -17,190 0 -1,159 -17 0 -392 0 113 -1,593 441: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 85.1 1.0 5.1 1.1 0.0 2.3 0.0 8.3 4.7 1.7: 0.0 0.0
Old : 100.0: 87.9 85.1 1.0 5.1 1.1 0.0 2.3 0.0 8.3 4.7 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 27 . . . 0 . 0 . . .:
Old : 40: 22 27 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 41.9 72.7 64.6 37.1 40.2 57.4 59.3
Old : 44.2 41.9 72.7 64.6 37.1 40.2 57.4 59.3
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,946: 19,133 21,788 418 578 726 109 836 106 4,950 1,445 401: 103 66
Old : 25,946: 19,133 21,788 418 578 726 109 836 106 4,950 1,445 401: 103 66
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -514: -55 -498 -238 133 21 44 -107 20 -329 -214 109: -86 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 84.0 1.6 2.2 2.8 0.4 3.2 0.4 19.1 5.6 1.5: 0.4 0.3
Old : 100.0: 73.7 84.0 1.6 2.2 2.8 0.4 3.2 0.4 19.1 5.6 1.5: 0.4 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 : 44: 23 27 . . . . . . . . 4:
Old : 44: 23 27 . . . . . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 34.8 80.0 54.7 49.0 34.0 72.6 53.8
Old : 53.0 34.8 80.0 54.7 49.0 34.0 72.6 53.8
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 32,725: 21,104 27,714 10,052 0 158 77 847 0 52 2,724 1,282: 0 0
Old : 32,725: 21,104 27,714 10,052 0 158 77 847 0 52 2,724 1,282: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -480: 1,045 -739 -1,451 0 158 -78 0 0 0 255 -154: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 84.7 30.7 0.0 0.5 0.2 2.6 0.0 0.2 8.3 3.9: 0.0 0.0
Old : 100.0: 64.5 84.7 30.7 0.0 0.5 0.2 2.6 0.0 0.2 8.3 3.9: 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 : 29: 13 13 . 0 . . . 0 . 4 .:
Old : 29: 13 13 . 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 : 71.0 73.7 89.0 89.3 66.7 71.9 77.6 79.1
Old : 71.0 73.7 89.0 89.3 66.7 71.9 77.6 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 325,249: 252,000 325,249 73,249 0 0 0 0 0 0 0 0: 0 0
Old : 325,249: 252,000 325,249 73,249 0 0 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -22,096: -30,712 -21,312 8,616 0 0 0 0 0 0 -784 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 100.0 22.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 77.5 100.0 22.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 15 . 0 0 0 0 0 0 0 0:
Old : 26: 16 15 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 83.8 87.6 95.4 64.7 77.5 81.3 83.8
Old : 68.5 83.8 87.6 95.4 64.7 77.5 81.3 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 28,204: 22,905 27,613 3,948 0 0 615 0 0 124 0 0: 612 591
Old : 28,204: 22,905 27,613 3,948 0 0 615 0 0 124 0 0: 612 591
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -2,092: -2,597 -1,870 277 -44 -22 0 0 0 -1 -217 0: 251 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 97.9 14.0 0.0 0.0 2.2 0.0 0.0 0.4 0.0 0.0: 2.2 2.1
Old : 100.0: 81.2 97.9 14.0 0.0 0.0 2.2 0.0 0.0 0.4 0.0 0.0: 2.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 16 . 0 0 . 0 0 . 0 0:
Old : 24: 14 16 . 0 0 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 83.2 81.9 92.1 57.0 72.5 71.9 77.8
Old : 62.5 83.2 81.9 92.1 57.0 72.5 71.9 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 119,706: 70,574 111,916 49,132 1,518 0 0 6,272 0 0 0 0: 0 0
Old : 119,706: 70,574 111,916 49,132 1,518 0 0 6,272 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: January 5, 2016 :
: -8,624: -8,232 -8,232 -392 0 0 0 -392 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 93.5 41.0 1.3 0.0 0.0 5.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 59.0 93.5 41.0 1.3 0.0 0.0 5.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 10 . . 0 0 . 0 0 0 0:
Old : 20: 8 10 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 82.4 96.4 97.4 73.0 82.4 95.1 94.7
Old : 73.0 82.4 96.4 97.4 73.0 82.4 95.1 94.7
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 14,753: 11,133 12,287 805 1,326 523 1,065 0 0 902 0 239: 86 378
Old : 14,753: 11,133 12,287 805 1,326 523 1,065 0 0 902 0 239: 86 378
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,296: -810 -1,164 63 88 -132 -64 0 0 -374 0 0: 21 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 83.3 5.5 9.0 3.5 7.2 0.0 0.0 6.1 0.0 1.6: 0.6 2.6
Old : 100.0: 75.5 83.3 5.5 9.0 3.5 7.2 0.0 0.0 6.1 0.0 1.6: 0.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 16 . . . . 0 0 . 0 .:
Old : 29: 17 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 : 48.4 47.3 71.2 67.3 40.9 40.2 57.1 55.6
Old : 48.4 47.3 71.2 67.3 40.9 40.2 57.1 55.6
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 175,808: 138,793 155,045 9,793 8,642 10,535 8,940 0 0 6,161 0 1,586: 0 0
Old : 175,808: 138,793 155,045 9,793 8,642 10,535 8,940 0 0 6,161 0 1,586: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -23,928: -19,666 -22,752 784 784 -1,960 -784 0 0 -2,302 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 88.2 5.6 4.9 6.0 5.1 0.0 0.0 3.5 0.0 0.9: 0.0 0.0
Old : 100.0: 78.9 88.2 5.6 4.9 6.0 5.1 0.0 0.0 3.5 0.0 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 18 . . . . 0 0 . 0 .:
Old : 28: 13 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 : 63.7 56.2 81.5 75.3 57.1 52.4 69.1 68.8
Old : 63.7 56.2 81.5 75.3 57.1 52.4 69.1 68.8
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 14,212: 10,855 8,670 2,931 3,941 105 0 879 0 258 216 63: 0 338
Old : 14,212: 10,855 8,670 2,931 3,941 105 0 879 0 258 216 63: 0 338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -551: -805 -143 -65 -508 61 0 18 0 258 -22 0: 0 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 61.0 20.6 27.7 0.7 0.0 6.2 0.0 1.8 1.5 0.4: 0.0 2.4
Old : 100.0: 76.4 61.0 20.6 27.7 0.7 0.0 6.2 0.0 1.8 1.5 0.4: 0.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 20 . . . 0 . 0 . . .:
Old : 32: 20 20 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 47.9 76.7 68.5 50.3 43.5 62.0 60.2
Old : 56.4 47.9 76.7 68.5 50.3 43.5 62.0 60.2
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 162,746: 136,760 105,653 19,697 53,976 360 2,884 0 1,125 288 0 1,632: 0 0
Old : 162,746: 136,760 105,653 19,697 53,976 360 2,884 0 1,125 288 0 1,632: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -6,193: -5,786 -8,513 -759 2,352 -32 0 0 0 288 -96 96: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 64.9 12.1 33.2 0.2 1.8 0.0 0.7 0.2 0.0 1.0: 0.0 0.0
Old : 100.0: 84.0 64.9 12.1 33.2 0.2 1.8 0.0 0.7 0.2 0.0 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 15 . . . . 0 . . 0 .:
Old : 28: 18 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 : 63.7 68.2 84.9 85.1 54.4 61.7 69.5 72.3
Old : 63.7 68.2 84.9 85.1 54.4 61.7 69.5 72.3
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,815: 8,275 7,855 300 0 0 0 300 0 0 600 0: 240 60
Old : 8,815: 8,275 7,855 300 0 0 0 300 0 0 600 0: 240 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 265: 275 -325 0 0 0 0 0 0 0 600 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 89.1 3.4 0.0 0.0 0.0 3.4 0.0 0.0 6.8 0.0: 2.7 0.7
Old : 100.0: 93.9 89.1 3.4 0.0 0.0 0.0 3.4 0.0 0.0 6.8 0.0: 2.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 11 . 0 0 0 . 0 0 . 0:
Old : 20: 13 11 . 0 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 73.9 85.6 94.3 40.4 47.7 61.2 68.1
Old : 59.4 73.9 85.6 94.3 40.4 47.7 61.2 68.1
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 18,171: 10,883 13,975 3,067 0 4,196 0 0 0 25 0 0: 0 0
Old : 18,171: 10,883 13,975 3,067 0 4,196 0 0 0 25 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 1,259: 292 1,413 1,121 0 -154 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 76.9 16.9 0.0 23.1 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 59.9 76.9 16.9 0.0 23.1 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 18 . 0 . 0 0 0 . 0 0:
Old : 23: 12 18 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.7 59.1 96.6 83.7 52.1 40.8 56.2 53.1
Old : 87.7 59.1 96.6 83.7 52.1 40.8 56.2 53.1
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,395: 10,625 9,665 650 250 0 0 1,480 0 0 0 0: 120 0
Old : 11,395: 10,625 9,665 650 250 0 0 1,480 0 0 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -125: -120 -170 0 -50 0 0 100 0 0 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 84.8 5.7 2.2 0.0 0.0 13.0 0.0 0.0 0.0 0.0: 1.1 0.0
Old : 100.0: 93.2 84.8 5.7 2.2 0.0 0.0 13.0 0.0 0.0 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 21 15 . . 0 0 . 0 0 0 0:
Old : 27: 21 15 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 75.6 80.5 89.6 56.7 64.3 70.5 77.6
Old : 60.4 75.6 80.5 89.6 56.7 64.3 70.5 77.6
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 440,814: 285,168 255,822 13,802 32,248 42,732 0 25,391 22,606 11,156 0 61,380: 3,969 634
Old : 440,814: 285,168 255,822 13,802 32,248 42,732 0 25,391 22,606 11,156 0 61,380: 3,969 634
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 13,851: 5,866 9,285 -998 2,468 1,032 0 655 546 5,600 -2,336 1,565: 240 634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 58.0 3.1 7.3 9.7 0.0 5.8 5.1 2.5 0.0 13.9: 0.9 0.1
Old : 100.0: 64.7 58.0 3.1 7.3 9.7 0.0 5.8 5.1 2.5 0.0 13.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 . . . 0 . . 4 0 .:
Old : 22: 13 10 . . . 0 . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 50.3 88.3 86.2 22.6 25.2 26.1 27.8
Old : 65.1 50.3 88.3 86.2 22.6 25.2 26.1 27.8
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,215: 20,615 10,370 1,300 11,395 0 0 375 0 0 0 0: 300 75
Old : 22,215: 20,615 10,370 1,300 11,395 0 0 375 0 0 0 0: 300 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -705: -615 -190 0 -440 -75 0 -75 0 0 0 0: -15 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 46.7 5.9 51.3 0.0 0.0 1.7 0.0 0.0 0.0 0.0: 1.4 0.3
Old : 100.0: 92.8 46.7 5.9 51.3 0.0 0.0 1.7 0.0 0.0 0.0 0.0: 1.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 13 . . 0 0 . 0 0 0 0:
Old : 27: 18 13 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 78.6 83.5 92.5 56.9 74.0 75.7 82.9
Old : 60.4 78.6 83.5 92.5 56.9 74.0 75.7 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,860: 17,665 7,065 675 11,370 0 0 375 0 0 0 0: 520 50
Old : 18,860: 17,665 7,065 675 11,370 0 0 375 0 0 0 0: 520 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -765: -725 -185 -175 -490 0 0 -75 0 0 0 0: 135 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 37.5 3.6 60.3 0.0 0.0 2.0 0.0 0.0 0.0 0.0: 2.8 0.3
Old : 100.0: 93.7 37.5 3.6 60.3 0.0 0.0 2.0 0.0 0.0 0.0 0.0: 2.8 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 : 23: 15 12 . . 0 0 . 0 0 0 0:
Old : 23: 15 12 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 88.4 85.1 96.1 61.9 86.4 82.2 92.6
Old : 64.7 88.4 85.1 96.1 61.9 86.4 82.2 92.6
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,969: 18,869 16,309 0 3,380 280 700 0 0 0 0 0: 120 0
Old : 19,969: 18,869 16,309 0 3,380 280 700 0 0 0 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,965: -2,235 -1,415 0 -525 50 100 0 0 0 -75 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 81.7 0.0 16.9 1.4 3.5 0.0 0.0 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 94.5 81.7 0.0 16.9 1.4 3.5 0.0 0.0 0.0 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 13 0 . . . 0 0 0 0 0:
Old : 29: 16 13 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 67.0 76.5 87.7 55.1 65.8 72.9 84.7
Old : 56.8 67.0 76.5 87.7 55.1 65.8 72.9 84.7
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,529: 17,720 14,204 0 4,085 230 250 0 0 0 0 0: 329 10
Old : 18,529: 17,720 14,204 0 4,085 230 250 0 0 0 0 0: 329 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,705: -2,034 -1,340 0 -375 0 0 0 0 0 0 0: 329 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.6 76.7 0.0 22.0 1.2 1.3 0.0 0.0 0.0 0.0 0.0: 1.8 0.1
Old : 100.0: 95.6 76.7 0.0 22.0 1.2 1.3 0.0 0.0 0.0 0.0 0.0: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 11 0 . . . 0 0 0 0 0:
Old : 25: 16 11 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 71.8 80.6 93.9 61.4 69.2 76.2 87.1
Old : 63.3 71.8 80.6 93.9 61.4 69.2 76.2 87.1
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,405: 19,725 20,835 925 470 0 0 100 0 0 0 0: 755 0
Old : 21,405: 19,725 20,835 925 470 0 0 100 0 0 0 0: 755 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,155: -1,310 -800 -10 -155 0 0 -200 0 0 0 0: 165 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 97.3 4.3 2.2 0.0 0.0 0.5 0.0 0.0 0.0 0.0: 3.5 0.0
Old : 100.0: 92.2 97.3 4.3 2.2 0.0 0.0 0.5 0.0 0.0 0.0 0.0: 3.5 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 : 21: 13 11 . . 0 0 . 0 0 0 0:
Old : 21: 13 11 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 94.4 87.9 98.2 74.8 94.4 86.5 96.9
Old : 75.5 94.4 87.9 98.2 74.8 94.4 86.5 96.9
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,305: 15,475 16,135 160 0 0 0 0 0 0 50 0: 670 120
Old : 16,305: 15,475 16,135 160 0 0 0 0 0 0 50 0: 670 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,045: -1,280 -1,045 -50 0 0 0 0 0 0 0 0: 285 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 99.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 4.1 0.7
Old : 100.0: 94.9 99.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 4.1 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 : 25: 18 12 . 0 0 0 0 0 0 . 0:
Old : 25: 18 12 . 0 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 84.3 72.6 95.0 47.9 70.8 63.2 77.3
Old : 54.9 84.3 72.6 95.0 47.9 70.8 63.2 77.3
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,620: 16,695 17,150 295 100 0 0 0 200 0 50 0: 430 120
Old : 17,620: 16,695 17,150 295 100 0 0 0 200 0 50 0: 430 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -825: -1,070 -825 -100 0 0 0 -200 200 0 0 0: 145 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 97.3 1.7 0.6 0.0 0.0 0.0 1.1 0.0 0.3 0.0: 2.4 0.7
Old : 100.0: 94.8 97.3 1.7 0.6 0.0 0.0 0.0 1.1 0.0 0.3 0.0: 2.4 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 : 29: 20 14 . . 0 0 0 . 0 . 0:
Old : 29: 20 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 : 52.4 82.5 71.6 93.0 47.2 72.4 61.6 77.9
Old : 52.4 82.5 71.6 93.0 47.2 72.4 61.6 77.9
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 114,462: 100,752 105,242 7,010 5,085 3,535 1,010 250 0 2,035 300 0: 120 50
Old : 114,462: 100,752 105,242 7,010 5,085 3,535 1,010 250 0 2,035 300 0: 120 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -9,252: -10,487 -9,422 -230 390 -140 50 0 -50 1,485 -80 0: 120 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 91.9 6.1 4.4 3.1 0.9 0.2 0.0 1.8 0.3 0.0: 0.1 0.0
Old : 100.0: 88.0 91.9 6.1 4.4 3.1 0.9 0.2 0.0 1.8 0.3 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 29 31 . . . . . 0 . . 0:
Old : 47: 29 31 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 59.5 61.0 79.6 36.7 52.9 53.6 65.1
Old : 40.0 59.5 61.0 79.6 36.7 52.9 53.6 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 126,530: 111,152 116,105 7,528 4,810 3,510 1,513 1,238 152 2,610 545 25: 40 145
Old : 126,530: 111,152 116,105 7,528 4,810 3,510 1,513 1,238 152 2,610 545 25: 40 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -6,677: -7,273 -6,365 -859 470 -245 125 -190 -325 1,910 -30 -50: 40 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 91.8 5.9 3.8 2.8 1.2 1.0 0.1 2.1 0.4 0.0: 0.0 0.1
Old : 100.0: 87.8 91.8 5.9 3.8 2.8 1.2 1.0 0.1 2.1 0.4 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 33 32 . . . . . . 4 . .:
Old : 54: 33 32 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 59.4 60.6 75.8 38.2 53.3 53.8 64.9
Old : 43.3 59.4 60.6 75.8 38.2 53.3 53.8 64.9
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 148,622: 125,486 116,318 3,375 5,259 5,396 2,908 2,973 6,822 3,106 10,494 1,259: 270 101
Old : 148,622: 125,486 116,318 3,375 5,259 5,396 2,908 2,973 6,822 3,106 10,494 1,259: 270 101
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -7,600: -5,701 -4,331 686 -1,383 -292 -180 -139 -250 -1,108 -13 -645: -109 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 78.3 2.3 3.5 3.6 2.0 2.0 4.6 2.1 7.1 0.8: 0.2 0.1
Old : 100.0: 84.4 78.3 2.3 3.5 3.6 2.0 2.0 4.6 2.1 7.1 0.8: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 71: 42 37 . . 4 . 5 . 4 8 7:
Old : 71: 42 37 . . 4 . 5 . 4 8 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 : 31.3 52.4 49.2 66.6 30.2 44.8 41.2 53.7
Old : 31.3 52.4 49.2 66.6 30.2 44.8 41.2 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 106,033: 90,022 93,234 9,976 6,375 2,069 0 1,975 1,700 1,510 100 500: 256 80
Old : 106,033: 90,022 93,234 9,976 6,375 2,069 0 1,975 1,700 1,510 100 500: 256 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -2,898: -1,880 -2,267 191 560 -846 -275 -110 -25 50 -100 -100: -13 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 87.9 9.4 6.0 2.0 0.0 1.9 1.6 1.4 0.1 0.5: 0.2 0.1
Old : 100.0: 84.9 87.9 9.4 6.0 2.0 0.0 1.9 1.6 1.4 0.1 0.5: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 36 31 . . . 0 . . . . .:
Old : 48: 36 31 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 67.6 47.0 81.8 24.7 60.0 39.5 66.8
Old : 29.1 67.6 47.0 81.8 24.7 60.0 39.5 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,200: 20,570 18,450 350 1,975 50 95 465 60 0 150 0: 75 50
Old : 21,200: 20,570 18,450 350 1,975 50 95 465 60 0 150 0: 75 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,765: -1,515 -1,300 -50 -210 0 -275 -225 0 0 -20 0: 75 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.0 87.0 1.7 9.3 0.2 0.4 2.2 0.3 0.0 0.7 0.0: 0.4 0.2
Old : 100.0: 97.0 87.0 1.7 9.3 0.2 0.4 2.2 0.3 0.0 0.7 0.0: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 13 . . . . . . 0 . 0:
Old : 32: 20 13 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 85.5 78.3 95.1 59.3 85.2 77.4 90.9
Old : 59.3 85.5 78.3 95.1 59.3 85.2 77.4 90.9
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,030: 16,720 14,755 225 1,975 50 0 175 25 0 0 0: 10 50
Old : 17,030: 16,720 14,755 225 1,975 50 0 175 25 0 0 0: 10 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,305: -1,170 -1,075 0 -200 0 0 125 -125 0 0 0: -10 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.2 86.6 1.3 11.6 0.3 0.0 1.0 0.1 0.0 0.0 0.0: 0.1 0.3
Old : 100.0: 98.2 86.6 1.3 11.6 0.3 0.0 1.0 0.1 0.0 0.0 0.0: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 19 10 . . . 0 . . 0 0 0:
Old : 24: 19 10 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 88.5 78.4 98.0 56.9 86.9 77.4 90.8
Old : 56.9 88.5 78.4 98.0 56.9 86.9 77.4 90.8
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 29,143: 26,214 24,158 0 2,395 2,545 100 0 0 239 0 0: 45 45
Old : 29,143: 26,214 24,158 0 2,395 2,545 100 0 0 239 0 0: 45 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,730: -1,425 -1,380 0 275 -300 0 -300 0 5 0 -5: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 82.9 0.0 8.2 8.7 0.3 0.0 0.0 0.8 0.0 0.0: 0.2 0.2
Old : 100.0: 89.9 82.9 0.0 8.2 8.7 0.3 0.0 0.0 0.8 0.0 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 26 0 . . . 0 0 . 0 0:
Old : 37: 26 26 0 . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 55.2 61.2 71.9 36.5 43.4 48.9 55.4
Old : 42.9 55.2 61.2 71.9 36.5 43.4 48.9 55.4
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 14,100: 13,185 13,565 245 45 490 0 0 0 0 0 0: 180 0
Old : 14,100: 13,185 13,565 245 45 490 0 0 0 0 0 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 715: 535 755 40 0 -40 0 0 0 0 0 0: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 96.2 1.7 0.3 3.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 0.0
Old : 100.0: 93.5 96.2 1.7 0.3 3.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 16 14 . . . 0 0 0 0 0 0:
Old : 21: 16 14 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 73.1 71.0 92.0 41.2 60.6 57.4 67.0
Old : 43.8 73.1 71.0 92.0 41.2 60.6 57.4 67.0
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 167,094: 143,473 121,083 0 32,075 10,187 10,855 0 2,344 0 1,405 0: 235 0
Old : 167,094: 143,473 121,083 0 32,075 10,187 10,855 0 2,344 0 1,405 0: 235 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 624: 589 2,090 0 -1,478 -11 23 0 23 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 72.5 0.0 19.2 6.1 6.5 0.0 1.4 0.0 0.8 0.0: 0.1 0.0
Old : 100.0: 85.9 72.5 0.0 19.2 6.1 6.5 0.0 1.4 0.0 0.8 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 16 0 . . . 0 . 0 . 0:
Old : 28: 20 16 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 74.6 78.1 89.1 44.0 57.5 59.3 64.8
Old : 55.2 74.6 78.1 89.1 44.0 57.5 59.3 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 3,289,132: 2,825,221 2,054,298 17,240 975,363 259,471 187,200 0 0 0 0 0: 0 0
Old : 3,289,132: 2,825,221 2,054,298 17,240 975,363 259,471 187,200 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 38,801: 38,801 35,201 0 3,600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 62.5 0.5 29.7 7.9 5.7 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.9 62.5 0.5 29.7 7.9 5.7 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 13 . . . . 0 0 0 0 0:
Old : 25: 18 13 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 78.1 84.9 89.9 38.8 46.4 50.8 53.7
Old : 63.1 78.1 84.9 89.9 38.8 46.4 50.8 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 74,369: 63,621 69,474 5,534 0 4,895 0 0 0 319 0 0: 0 0
Old : 74,369: 63,621 69,474 5,534 0 4,895 0 0 0 319 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 347: -1,438 1,112 2,550 0 -765 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 93.4 7.4 0.0 6.6 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 85.5 93.4 7.4 0.0 6.6 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 15 . 0 . 0 0 0 . 0 0:
Old : 23: 15 15 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 61.1 85.1 85.2 56.9 55.4 70.0 67.4
Old : 66.3 61.1 85.1 85.2 56.9 55.4 70.0 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,575,713: 1,270,126 1,279,625 131,162 125,020 171,068 0 0 0 3,357 0 0: 0 0
Old : 1,575,713: 1,270,126 1,279,625 131,162 125,020 171,068 0 0 0 3,357 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 13,490: 13,490 60,290 0 -46,800 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 81.2 8.3 7.9 10.9 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 80.6 81.2 8.3 7.9 10.9 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 11 . . . 0 0 0 . 0 0:
Old : 23: 14 11 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 87.2 81.2 96.4 49.4 67.0 64.9 74.8
Old : 59.8 87.2 81.2 96.4 49.4 67.0 64.9 74.8
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : Positions :
All : 99,584: 95,488 45,312 3,840 54,272 0 0 0 0 0 0 0: 256 0
Old : 99,584: 95,488 45,312 3,840 54,272 0 0 0 0 0 0 0: 256 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -34,232: -32,824 -15,576 -1,320 -18,656 0 0 0 0 0 0 0: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 45.5 3.9 54.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 95.9 45.5 3.9 54.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 5 . . 0 0 0 0 0 0 0:
Old : 20: 13 5 . . 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 : 77.9 95.4 92.3 100.0 77.9 95.4 92.3 99.0
Old : 77.9 95.4 92.3 100.0 77.9 95.4 92.3 99.0
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,152: 23,220 19,800 825 4,920 142 1,095 1,770 0 1,575 130 50: 245 340
Old : 27,152: 23,220 19,800 825 4,920 142 1,095 1,770 0 1,575 130 50: 245 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -952: -919 -1,459 25 175 -58 -100 0 0 45 130 -50: 105 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 72.9 3.0 18.1 0.5 4.0 6.5 0.0 5.8 0.5 0.2: 0.9 1.3
Old : 100.0: 85.5 72.9 3.0 18.1 0.5 4.0 6.5 0.0 5.8 0.5 0.2: 0.9 1.3
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 : 39: 17 21 . . . . . 0 4 . .:
Old : 39: 17 21 . . . . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 40.7 76.9 67.8 50.1 40.4 67.1 65.9
Old : 59.5 40.7 76.9 67.8 50.1 40.4 67.1 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,781: 21,525 15,861 0 5,890 600 495 0 0 0 160 40: 121 230
Old : 22,781: 21,525 15,861 0 5,890 600 495 0 0 0 160 40: 121 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,498: -1,152 -1,434 0 -116 -178 -115 0 0 0 90 -90: 37 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 69.6 0.0 25.9 2.6 2.2 0.0 0.0 0.0 0.7 0.2: 0.5 1.0
Old : 100.0: 94.5 69.6 0.0 25.9 2.6 2.2 0.0 0.0 0.0 0.7 0.2: 0.5 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 : 29: 18 15 0 4 . . 0 0 0 . .:
Old : 29: 18 15 0 4 . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 62.7 83.1 81.2 42.6 48.0 60.2 60.0
Old : 59.9 62.7 83.1 81.2 42.6 48.0 60.2 60.0
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,207: 31,657 19,354 1,815 13,829 18 0 330 90 465 456 115: 47 15
Old : 34,207: 31,657 19,354 1,815 13,829 18 0 330 90 465 456 115: 47 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -445: -762 -25 265 -120 -5 0 -350 90 -95 -50 65: -3 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 56.6 5.3 40.4 0.1 0.0 1.0 0.3 1.4 1.3 0.3: 0.1 0.0
Old : 100.0: 92.5 56.6 5.3 40.4 0.1 0.0 1.0 0.3 1.4 1.3 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 28 25 . . . 0 . . . . 4:
Old : 42: 28 25 . . . 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 : 52.7 61.5 69.8 82.5 50.4 60.8 66.0 78.9
Old : 52.7 61.5 69.8 82.5 50.4 60.8 66.0 78.9
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,840: 20,925 16,174 177 5,738 768 510 0 0 0 120 0: 460 40
Old : 22,840: 20,925 16,174 177 5,738 768 510 0 0 0 120 0: 460 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -901: -1,231 -566 -35 -185 0 510 -10 -195 0 25 0: 50 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 70.8 0.8 25.1 3.4 2.2 0.0 0.0 0.0 0.5 0.0: 2.0 0.2
Old : 100.0: 91.6 70.8 0.8 25.1 3.4 2.2 0.0 0.0 0.0 0.5 0.0: 2.0 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 : 32: 22 17 . . . . 0 0 0 . 0:
Old : 32: 22 17 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 70.5 70.9 91.5 43.8 66.1 60.4 78.9
Old : 51.9 70.5 70.9 91.5 43.8 66.1 60.4 78.9
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,117: 17,391 18,237 2,890 1,010 795 0 815 0 0 240 0: 41 20
Old : 21,117: 17,391 18,237 2,890 1,010 795 0 815 0 0 240 0: 41 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 455: 706 117 -200 240 -10 0 225 0 0 240 0: -41 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 86.4 13.7 4.8 3.8 0.0 3.9 0.0 0.0 1.1 0.0: 0.2 0.1
Old : 100.0: 82.4 86.4 13.7 4.8 3.8 0.0 3.9 0.0 0.0 1.1 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 16 . . . 0 . 0 0 . 0:
Old : 28: 16 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 : 53.0 58.2 82.9 77.9 51.6 58.2 76.6 75.9
Old : 53.0 58.2 82.9 77.9 51.6 58.2 76.6 75.9
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,161: 12,214 13,260 2,261 530 600 0 275 0 0 300 0: 86 196
Old : 15,161: 12,214 13,260 2,261 530 600 0 275 0 0 300 0: 86 196
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -352: -202 -580 -122 -29 0 0 275 0 0 0 0: -28 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 87.5 14.9 3.5 4.0 0.0 1.8 0.0 0.0 2.0 0.0: 0.6 1.3
Old : 100.0: 80.6 87.5 14.9 3.5 4.0 0.0 1.8 0.0 0.0 2.0 0.0: 0.6 1.3
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 12 . . . 0 . 0 0 . 0:
Old : 24: 13 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 : 48.3 64.4 79.2 83.1 46.1 64.0 71.8 77.6
Old : 48.3 64.4 79.2 83.1 46.1 64.0 71.8 77.6
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,806: 30,932 31,941 2,440 1,310 1,750 0 600 0 499 0 0: 185 205
Old : 35,806: 30,932 31,941 2,440 1,310 1,750 0 600 0 499 0 0: 185 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,803: -893 -1,178 -20 -5 -300 0 -300 0 -565 0 -10: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 89.2 6.8 3.7 4.9 0.0 1.7 0.0 1.4 0.0 0.0: 0.5 0.6
Old : 100.0: 86.4 89.2 6.8 3.7 4.9 0.0 1.7 0.0 1.4 0.0 0.0: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 25 . . . 0 . 0 . 0 0:
Old : 38: 26 25 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 43.4 63.7 72.8 41.1 39.7 58.7 63.1
Old : 44.5 43.4 63.7 72.8 41.1 39.7 58.7 63.1
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 15,220: 13,439 12,179 810 3,000 20 0 0 0 810 0 21: 120 0
Old : 15,220: 13,439 12,179 810 3,000 20 0 0 0 810 0 21: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -734: -560 -730 -10 -25 0 0 0 0 -185 0 21: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 80.0 5.3 19.7 0.1 0.0 0.0 0.0 5.3 0.0 0.1: 0.8 0.0
Old : 100.0: 88.3 80.0 5.3 19.7 0.1 0.0 0.0 0.0 5.3 0.0 0.1: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 21 14 . . . 0 0 0 . 0 .:
Old : 27: 21 14 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 66.9 74.6 87.2 50.6 61.8 69.1 79.2
Old : 50.6 66.9 74.6 87.2 50.6 61.8 69.1 79.2
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 14,439: 11,716 10,977 610 3,362 0 0 0 0 1,428 100 0: 685 0
Old : 14,439: 11,716 10,977 610 3,362 0 0 0 0 1,428 100 0: 685 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 7: -33 -313 5 350 -5 0 0 0 -515 -25 0: 555 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 76.0 4.2 23.3 0.0 0.0 0.0 0.0 9.9 0.7 0.0: 4.7 0.0
Old : 100.0: 81.1 76.0 4.2 23.3 0.0 0.0 0.0 0.0 9.9 0.7 0.0: 4.7 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 : 27: 22 14 . . 0 0 0 0 . . 0:
Old : 27: 22 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 : 37.5 73.1 62.3 88.6 34.2 70.9 56.0 78.9
Old : 37.5 73.1 62.3 88.6 34.2 70.9 56.0 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,906: 44,681 41,297 0 2,345 2,850 0 275 125 0 0 0: 250 1,014
Old : 47,906: 44,681 41,297 0 2,345 2,850 0 275 125 0 0 0: 250 1,014
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -3,370: -3,135 -2,325 0 -1,345 0 0 45 -45 0 0 0: -190 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 86.2 0.0 4.9 5.9 0.0 0.6 0.3 0.0 0.0 0.0: 0.5 2.1
Old : 100.0: 93.3 86.2 0.0 4.9 5.9 0.0 0.6 0.3 0.0 0.0 0.0: 0.5 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 : 27: 15 20 0 . . 0 . . 0 0 0:
Old : 27: 15 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 : 88.0 60.7 95.6 83.7 82.1 57.3 84.8 75.7
Old : 88.0 60.7 95.6 83.7 82.1 57.3 84.8 75.7
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,977: 38,802 34,492 0 3,705 1,810 125 0 0 0 0 0: 240 970
Old : 40,977: 38,802 34,492 0 3,705 1,810 125 0 0 0 0 0: 240 970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -3,190: -2,980 -1,754 0 -1,470 0 -45 0 0 0 0 0: -165 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 84.2 0.0 9.0 4.4 0.3 0.0 0.0 0.0 0.0 0.0: 0.6 2.4
Old : 100.0: 94.7 84.2 0.0 9.0 4.4 0.3 0.0 0.0 0.0 0.0 0.0: 0.6 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 18 0 . . . 0 0 0 0 0:
Old : 23: 13 18 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.4 61.7 96.3 88.6 85.3 57.5 88.0 79.9
Old : 89.4 61.7 96.3 88.6 85.3 57.5 88.0 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,220: 15,610 11,850 225 0 0 0 3,820 600 0 900 0: 785 50
Old : 17,220: 15,610 11,850 225 0 0 0 3,820 600 0 900 0: 785 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -505: -405 -595 -65 0 0 0 0 0 0 100 0: -35 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 68.8 1.3 0.0 0.0 0.0 22.2 3.5 0.0 5.2 0.0: 4.6 0.3
Old : 100.0: 90.7 68.8 1.3 0.0 0.0 0.0 22.2 3.5 0.0 5.2 0.0: 4.6 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 : 21: 15 10 . 0 0 0 . . 0 . 0:
Old : 21: 15 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 : 53.9 84.8 79.2 96.6 38.1 55.1 56.4 64.5
Old : 53.9 84.8 79.2 96.6 38.1 55.1 56.4 64.5
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,066: 23,465 17,440 250 0 0 0 6,150 0 0 395 6: 345 75
Old : 24,066: 23,465 17,440 250 0 0 0 6,150 0 0 395 6: 345 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 1,550: 1,695 260 -50 0 0 0 1,290 0 0 75 -75: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.5 72.5 1.0 0.0 0.0 0.0 25.6 0.0 0.0 1.6 0.0: 1.4 0.3
Old : 100.0: 97.5 72.5 1.0 0.0 0.0 0.0 25.6 0.0 0.0 1.6 0.0: 1.4 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 : 20: 10 11 . 0 0 0 . 0 0 . .:
Old : 20: 10 11 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 88.3 91.7 96.8 63.2 85.3 83.7 88.9
Old : 70.6 88.3 91.7 96.8 63.2 85.3 83.7 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,810: 21,575 18,075 0 1,200 0 0 2,370 165 0 0 0: 70 0
Old : 21,810: 21,575 18,075 0 1,200 0 0 2,370 165 0 0 0: 70 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -910: -900 -750 0 0 0 0 -55 0 0 -100 0: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.9 82.9 0.0 5.5 0.0 0.0 10.9 0.8 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 98.9 82.9 0.0 5.5 0.0 0.0 10.9 0.8 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 14 0 . 0 0 . . 0 0 0:
Old : 24: 17 14 0 . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 81.6 90.1 97.6 62.9 80.7 84.0 91.4
Old : 64.9 81.6 90.1 97.6 62.9 80.7 84.0 91.4
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,775: 20,725 15,855 0 1,200 0 0 3,720 0 0 0 0: 50 0
Old : 20,775: 20,725 15,855 0 1,200 0 0 3,720 0 0 0 0: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,160: -1,150 -970 0 0 0 0 -180 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.8 76.3 0.0 5.8 0.0 0.0 17.9 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 99.8 76.3 0.0 5.8 0.0 0.0 17.9 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 10 0 . 0 0 . 0 0 0 0:
Old : 20: 13 10 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 86.0 90.4 98.7 62.6 86.0 87.3 96.1
Old : 65.6 86.0 90.4 98.7 62.6 86.0 87.3 96.1
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 86,699: 61,073 80,809 2,715 350 350 15,570 0 0 1,801 0 4: 5,186 5,186
Old : 86,699: 61,073 80,809 2,715 350 350 15,570 0 0 1,801 0 4: 5,186 5,186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 2,026: 1,476 2,429 -15 -85 0 1,160 0 0 -277 0 -73: -245 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 93.2 3.1 0.4 0.4 18.0 0.0 0.0 2.1 0.0 0.0: 6.0 6.0
Old : 100.0: 70.4 93.2 3.1 0.4 0.4 18.0 0.0 0.0 2.1 0.0 0.0: 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 : 35: 21 25 . . . . 0 0 . 0 .:
Old : 35: 21 25 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 47.7 83.4 72.6 66.2 47.2 76.0 69.0
Old : 71.3 47.7 83.4 72.6 66.2 47.2 76.0 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 80,165: 57,565 76,730 1,515 350 1,090 15,650 0 0 2,350 0 0: 1,995 1,995
Old : 80,165: 57,565 76,730 1,515 350 1,090 15,650 0 0 2,350 0 0: 1,995 1,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 2,485: 1,581 2,266 -15 -65 0 1,145 0 0 -510 0 0: 284 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 95.7 1.9 0.4 1.4 19.5 0.0 0.0 2.9 0.0 0.0: 2.5 2.5
Old : 100.0: 71.8 95.7 1.9 0.4 1.4 19.5 0.0 0.0 2.9 0.0 0.0: 2.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 22 . . . . 0 0 . 0 0:
Old : 34: 20 22 . . . . 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 : 72.9 50.8 86.6 74.3 69.4 49.4 78.5 71.6
Old : 72.9 50.8 86.6 74.3 69.4 49.4 78.5 71.6
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,265: 19,820 19,540 0 780 420 300 0 125 0 0 0: 600 400
Old : 21,265: 19,820 19,540 0 780 420 300 0 125 0 0 0: 600 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,787: -1,615 -1,545 0 -135 0 250 0 -125 -225 0 0: -72 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 91.9 0.0 3.7 2.0 1.4 0.0 0.6 0.0 0.0 0.0: 2.8 1.9
Old : 100.0: 93.2 91.9 0.0 3.7 2.0 1.4 0.0 0.6 0.0 0.0 0.0: 2.8 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 : 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 : 64.7 73.1 85.8 89.6 59.7 70.3 75.2 81.6
Old : 64.7 73.1 85.8 89.6 59.7 70.3 75.2 81.6
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,970: 17,870 15,670 0 1,800 0 0 300 0 0 0 0: 100 200
Old : 17,970: 17,870 15,670 0 1,800 0 0 300 0 0 0 0: 100 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,830: -1,750 -1,615 0 15 -15 -50 -300 0 0 0 0: -15 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.4 87.2 0.0 10.0 0.0 0.0 1.7 0.0 0.0 0.0 0.0: 0.6 1.1
Old : 100.0: 99.4 87.2 0.0 10.0 0.0 0.0 1.7 0.0 0.0 0.0 0.0: 0.6 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 : 21: 15 12 0 . 0 0 . 0 0 0 0:
Old : 21: 15 12 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 70.1 82.7 90.8 53.0 63.4 73.8 77.8
Old : 56.0 70.1 82.7 90.8 53.0 63.4 73.8 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,565: 19,725 18,470 315 175 2,970 0 1,500 125 180 0 0: 250 325
Old : 23,565: 19,725 18,470 315 175 2,970 0 1,500 125 180 0 0: 250 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -1,755: -1,435 -1,430 115 35 -150 0 300 -125 -70 -275 -45: -45 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 78.4 1.3 0.7 12.6 0.0 6.4 0.5 0.8 0.0 0.0: 1.1 1.4
Old : 100.0: 83.7 78.4 1.3 0.7 12.6 0.0 6.4 0.5 0.8 0.0 0.0: 1.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 17 . . . 0 . . . 0 0:
Old : 26: 14 17 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 44.0 75.9 65.8 46.4 29.8 55.8 47.9
Old : 54.5 44.0 75.9 65.8 46.4 29.8 55.8 47.9
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 - Options and Futures Combined, January 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,930: 19,385 17,700 0 1,295 2,325 0 900 125 180 0 0: 915 585
Old : 22,930: 19,385 17,700 0 1,295 2,325 0 900 125 180 0 0: 915 585
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -900: -405 -960 0 85 -100 0 300 -125 -150 0 0: -120 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 77.2 0.0 5.6 10.1 0.0 3.9 0.5 0.8 0.0 0.0: 4.0 2.6
Old : 100.0: 84.5 77.2 0.0 5.6 10.1 0.0 3.9 0.5 0.8 0.0 0.0: 4.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 15 0 . . 0 . . . 0 0:
Old : 23: 13 15 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 53.8 77.7 78.7 50.0 43.2 64.9 58.7
Old : 55.8 53.8 77.7 78.7 50.0 43.2 64.9 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2016