COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,847: 27,077 22,398 9,694 11,508 9,748 8,444 32,867 9,651 41,253 19,444 7,716: 1,264 1,515
Old : 114,847: 27,077 22,398 9,694 11,508 9,748 8,444 32,867 9,651 41,253 19,444 7,716: 1,264 1,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 2,993: 2,164 -1,595 -456 1,095 -315 1,085 3,514 -1,270 1,565 924 210: 10 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 19.5 8.4 10.0 8.5 7.4 28.6 8.4 35.9 16.9 6.7: 1.1 1.3
Old : 100.0: 23.6 19.5 8.4 10.0 8.5 7.4 28.6 8.4 35.9 16.9 6.7: 1.1 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 : 54: 15 13 . . 4 . 5 5 14 12 16:
Old : 54: 15 13 . . 4 . 5 5 14 12 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 43.6 65.3 64.2 30.1 37.3 45.8 48.0
Old : 37.8 43.6 65.3 64.2 30.1 37.3 45.8 48.0
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,767: 4,646 8,479 96 8,538 322 738 3,070 972 16,128 1,727 2,419: 446 240
Old : 25,767: 4,646 8,479 96 8,538 322 738 3,070 972 16,128 1,727 2,419: 446 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 75: -546 -41 -45 715 43 0 45 -180 1,325 15 -502: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 32.9 0.4 33.1 1.2 2.9 11.9 3.8 62.6 6.7 9.4: 1.7 0.9
Old : 100.0: 18.0 32.9 0.4 33.1 1.2 2.9 11.9 3.8 62.6 6.7 9.4: 1.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 12 9 . . . . . . 15 6 10:
Old : 41: 12 9 . . . . . . 15 6 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 53.1 66.7 77.3 47.3 48.3 63.3 69.3
Old : 48.9 53.1 66.7 77.3 47.3 48.3 63.3 69.3
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,872: 546 234 1,144 163 2,108 168 1,236 1,257 431 656 1,218: 1 0
Old : 6,872: 546 234 1,144 163 2,108 168 1,236 1,257 431 656 1,218: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 98: 21 17 -18 -48 49 -2 -5 8 58 95 -18: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.4 16.6 2.4 30.7 2.4 18.0 18.3 6.3 9.5 17.7: 0.0 0.0
Old : 100.0: 7.9 3.4 16.6 2.4 30.7 2.4 18.0 18.3 6.3 9.5 17.7: 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 : 27: 6 4 . . 4 . . . 9 6 10:
Old : 27: 6 4 . . 4 . . . 9 6 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 63.2 80.3 87.3 21.7 26.9 26.5 29.8
Old : 52.9 63.2 80.3 87.3 21.7 26.9 26.5 29.8
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 157,520: 92,437 125,586 12,505 1,751 7,842 21,006 1,232 4,329 8,196 5,674 10,723: 483 383
Old : 157,520: 92,437 125,586 12,505 1,751 7,842 21,006 1,232 4,329 8,196 5,674 10,723: 483 383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -9,857: -8,977 -5,821 35 357 -253 612 -182 -692 1,710 -1,063 -2,259: -33 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 79.7 7.9 1.1 5.0 13.3 0.8 2.7 5.2 3.6 6.8: 0.3 0.2
Old : 100.0: 58.7 79.7 7.9 1.1 5.0 13.3 0.8 2.7 5.2 3.6 6.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 85: 47 47 . . 4 5 . 7 14 8 13:
Old : 85: 47 47 . . 4 5 . 7 14 8 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 28.4 61.7 47.5 35.4 21.6 42.8 33.7
Old : 50.0 28.4 61.7 47.5 35.4 21.6 42.8 33.7
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,082: 43,415 39,049 0 5,412 2,460 232 105 2 2,665 1,746 308: 0 0
Old : 49,082: 43,415 39,049 0 5,412 2,460 232 105 2 2,665 1,746 308: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -5,831: -5,322 -4,580 0 -953 308 -78 -486 0 -388 231 -351: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 79.6 0.0 11.0 5.0 0.5 0.2 0.0 5.4 3.6 0.6: 0.0 0.0
Old : 100.0: 88.5 79.6 0.0 11.0 5.0 0.5 0.2 0.0 5.4 3.6 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 26 24 0 . . . . . 5 . .:
Old : 39: 26 24 0 . . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 51.3 73.0 77.7 41.9 34.6 50.3 52.2
Old : 53.4 51.3 73.0 77.7 41.9 34.6 50.3 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 418,139: 363,976 353,696 0 44,112 17,555 2,896 2,432 0 33,368 0 344: 0 0
Old : 418,139: 363,976 353,696 0 44,112 17,555 2,896 2,432 0 33,368 0 344: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -49,928: -46,337 -32,930 0 -9,567 0 -695 0 0 4,535 0 -7,431: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 84.6 0.0 10.5 4.2 0.7 0.6 0.0 8.0 0.0 0.1: 0.0 0.0
Old : 100.0: 87.0 84.6 0.0 10.5 4.2 0.7 0.6 0.0 8.0 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 24 20 0 . . . . 0 4 0 .:
Old : 33: 24 20 0 . . . . 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 58.0 68.2 82.9 41.9 45.9 53.4 58.2
Old : 47.8 58.0 68.2 82.9 41.9 45.9 53.4 58.2
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,483,367: 1,162,003 1,337,090 211,045 54,958 8,111 17,960 28,325 34,526 46,177 16,812 3,545: 0 0
Old : 1,483,367: 1,162,003 1,337,090 211,045 54,958 8,111 17,960 28,325 34,526 46,177 16,812 3,545: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -83,608: -89,567 -68,819 -2,768 -7,178 744 -384 -14,838 9,483 -741 -2,625 -375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 90.1 14.2 3.7 0.5 1.2 1.9 2.3 3.1 1.1 0.2: 0.0 0.0
Old : 100.0: 78.3 90.1 14.2 3.7 0.5 1.2 1.9 2.3 3.1 1.1 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 33 38 . . . . . . . 5 .:
Old : 57: 33 38 . . . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 46.4 73.3 64.9 47.5 37.2 56.3 50.1
Old : 61.1 46.4 73.3 64.9 47.5 37.2 56.3 50.1
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,412: 56,506 57,599 2,677 0 5,342 0 3,483 1,634 3,657 1,543 1,542: 54 270
Old : 71,412: 56,506 57,599 2,677 0 5,342 0 3,483 1,634 3,657 1,543 1,542: 54 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 1,133: 459 1,058 327 0 -1 0 498 -246 361 -624 178: 54 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 80.7 3.7 0.0 7.5 0.0 4.9 2.3 5.1 2.2 2.2: 0.1 0.4
Old : 100.0: 79.1 80.7 3.7 0.0 7.5 0.0 4.9 2.3 5.1 2.2 2.2: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 23 . 0 . 0 . . 5 5 5:
Old : 40: 24 23 . 0 . 0 . . 5 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 54.7 74.4 77.6 39.8 49.0 56.1 59.1
Old : 53.5 54.7 74.4 77.6 39.8 49.0 56.1 59.1
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 465,445: 304,509 386,886 100,135 0 58,591 0 2,248 0 344 15,854 1,866: 0 0
Old : 465,445: 304,509 386,886 100,135 0 58,591 0 2,248 0 344 15,854 1,866: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 3,953: 3,953 3,265 0 0 0 0 1,032 0 0 -344 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 83.1 21.5 0.0 12.6 0.0 0.5 0.0 0.1 3.4 0.4: 0.0 0.0
Old : 100.0: 65.4 83.1 21.5 0.0 12.6 0.0 0.5 0.0 0.1 3.4 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 16 . 0 . 0 . 0 . 4 .:
Old : 32: 19 16 . 0 . 0 . 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 65.8 85.4 84.6 43.7 49.5 60.8 61.4
Old : 62.7 65.8 85.4 84.6 43.7 49.5 60.8 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 379,088: 339,371 323,192 7,269 17,992 32,448 0 5,456 0 0 0 0: 0 0
Old : 379,088: 339,371 323,192 7,269 17,992 32,448 0 5,456 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: March 29, 2016 :
: -8,201: -1,623 -14,098 -3,875 8,600 -2,703 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 85.3 1.9 4.7 8.6 0.0 1.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.5 85.3 1.9 4.7 8.6 0.0 1.4 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 26 28 . . . 0 . 0 0 0 0:
Old : 39: 26 28 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 52.8 70.7 75.7 39.6 48.0 58.6 60.3
Old : 42.8 52.8 70.7 75.7 39.6 48.0 58.6 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,987: 31,448 31,638 1,568 2,470 425 977 63 315 426 0 0: 828 1,076
Old : 35,987: 31,448 31,638 1,568 2,470 425 977 63 315 426 0 0: 828 1,076
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,913: -1,466 -1,986 -23 625 -201 46 0 -46 63 0 0: -286 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 87.9 4.4 6.9 1.2 2.7 0.2 0.9 1.2 0.0 0.0: 2.3 3.0
Old : 100.0: 87.4 87.9 4.4 6.9 1.2 2.7 0.2 0.9 1.2 0.0 0.0: 2.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 25 . . . . . . . 0 0:
Old : 37: 25 25 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 57.7 66.1 75.2 42.9 55.1 60.8 68.9
Old : 45.3 57.7 66.1 75.2 42.9 55.1 60.8 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,200: 42,499 41,793 2,195 3,315 3,035 0 0 0 0 0 0: 471 57
Old : 48,200: 42,499 41,793 2,195 3,315 3,035 0 0 0 0 0 0: 471 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -2,791: -2,454 -2,727 -120 185 -185 0 0 0 0 -8 -86: 54 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 86.7 4.6 6.9 6.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.1
Old : 100.0: 88.2 86.7 4.6 6.9 6.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 32 32 . . . 0 0 0 0 0 0:
Old : 44: 32 32 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 49.3 68.3 75.4 50.3 38.8 59.2 60.8
Old : 53.3 49.3 68.3 75.4 50.3 38.8 59.2 60.8
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,377: 59,892 59,212 2,285 3,810 3,290 0 0 0 346 0 5: 559 60
Old : 66,377: 59,892 59,212 2,285 3,810 3,290 0 0 0 346 0 5: 559 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -2,817: -2,384 -2,767 -220 250 -250 0 0 0 99 0 -53: -9 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 89.2 3.4 5.7 5.0 0.0 0.0 0.0 0.5 0.0 0.0: 0.8 0.1
Old : 100.0: 90.2 89.2 3.4 5.7 5.0 0.0 0.0 0.0 0.5 0.0 0.0: 0.8 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 : 44: 33 29 . . . 0 0 0 . 0 .:
Old : 44: 33 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 : 47.5 47.5 64.7 75.5 47.5 41.5 59.8 62.3
Old : 47.5 47.5 64.7 75.5 47.5 41.5 59.8 62.3
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,793: 17,063 17,823 540 0 1,970 0 0 0 100 0 0: 120 0
Old : 19,793: 17,063 17,823 540 0 1,970 0 0 0 100 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 320: 320 320 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 90.0 2.7 0.0 10.0 0.0 0.0 0.0 0.5 0.0 0.0: 0.6 0.0
Old : 100.0: 86.2 90.0 2.7 0.0 10.0 0.0 0.0 0.0 0.5 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 : 26: 17 13 . 0 . 0 0 0 . 0 0:
Old : 26: 17 13 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 64.7 78.8 93.3 47.1 60.2 67.7 76.8
Old : 51.8 64.7 78.8 93.3 47.1 60.2 67.7 76.8
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 327,216: 274,376 325,704 49,280 0 760 0 0 0 2,048 0 752: 0 0
Old : 327,216: 274,376 325,704 49,280 0 760 0 0 0 2,048 0 752: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 1,168: 760 784 0 0 0 0 0 0 24 0 384: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 99.5 15.1 0.0 0.2 0.0 0.0 0.0 0.6 0.0 0.2: 0.0 0.0
Old : 100.0: 83.9 99.5 15.1 0.0 0.2 0.0 0.0 0.0 0.6 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 25 18 . 0 . 0 0 0 . 0 .:
Old : 31: 25 18 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 81.3 62.0 92.9 38.5 70.2 54.9 72.7
Old : 42.3 81.3 62.0 92.9 38.5 70.2 54.9 72.7
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,661: 8,565 10,403 0 0 0 168 0 0 1,734 0 0: 194 258
Old : 10,661: 8,565 10,403 0 0 0 168 0 0 1,734 0 0: 194 258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 212: 191 212 0 0 0 0 0 0 0 0 0: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 97.6 0.0 0.0 0.0 1.6 0.0 0.0 16.3 0.0 0.0: 1.8 2.4
Old : 100.0: 80.3 97.6 0.0 0.0 0.0 1.6 0.0 0.0 16.3 0.0 0.0: 1.8 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 : 28: 18 18 0 0 0 . 0 0 4 0 0:
Old : 28: 18 18 0 0 0 . 0 0 4 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 62.2 65.3 81.3 34.8 54.9 61.4 72.6
Old : 38.2 62.2 65.3 81.3 34.8 54.9 61.4 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,310: 7,750 12,750 0 500 0 0 0 0 5,500 0 0: 60 60
Old : 13,310: 7,750 12,750 0 500 0 0 0 0 5,500 0 0: 60 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 150: 150 150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 95.8 0.0 3.8 0.0 0.0 0.0 0.0 41.3 0.0 0.0: 0.5 0.5
Old : 100.0: 58.2 95.8 0.0 3.8 0.0 0.0 0.0 0.0 41.3 0.0 0.0: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 15 0 . 0 0 0 0 . 0 0:
Old : 22: 10 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 : 71.4 58.6 93.9 84.1 71.4 58.6 86.8 76.6
Old : 71.4 58.6 93.9 84.1 71.4 58.6 86.8 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,615: 8,695 9,100 795 700 0 0 0 0 50 205 520: 555 90
Old : 10,615: 8,695 9,100 795 700 0 0 0 0 50 205 520: 555 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -765: 140 -655 -75 430 -430 0 -200 0 -375 50 0: -25 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 85.7 7.5 6.6 0.0 0.0 0.0 0.0 0.5 1.9 4.9: 5.2 0.8
Old : 100.0: 81.9 85.7 7.5 6.6 0.0 0.0 0.0 0.0 0.5 1.9 4.9: 5.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 11 . . 0 0 0 0 . . .:
Old : 20: 13 11 . . 0 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 57.9 82.3 83.0 58.6 54.6 68.0 72.7
Old : 64.6 57.9 82.3 83.0 58.6 54.6 68.0 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,226: 24,816 23,981 0 185 2,410 0 0 0 0 650 0: 0 0
Old : 27,226: 24,816 23,981 0 185 2,410 0 0 0 0 650 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 370: 370 370 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 88.1 0.0 0.7 8.9 0.0 0.0 0.0 0.0 2.4 0.0: 0.0 0.0
Old : 100.0: 91.1 88.1 0.0 0.7 8.9 0.0 0.0 0.0 0.0 2.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 20 0 . . 0 0 0 0 . 0:
Old : 33: 21 20 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 : 54.8 55.8 78.2 83.4 52.6 49.2 68.0 70.6
Old : 54.8 55.8 78.2 83.4 52.6 49.2 68.0 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,497: 20,657 21,147 555 170 2,505 0 0 0 0 75 600: 180 0
Old : 24,497: 20,657 21,147 555 170 2,505 0 0 0 0 75 600: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 50: 50 55 0 0 0 0 0 0 0 0 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 86.3 2.3 0.7 10.2 0.0 0.0 0.0 0.0 0.3 2.4: 0.7 0.0
Old : 100.0: 84.3 86.3 2.3 0.7 10.2 0.0 0.0 0.0 0.0 0.3 2.4: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 21 . . . 0 0 0 0 . .:
Old : 32: 23 21 . . . 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 : 42.4 62.1 65.2 81.2 31.3 44.3 46.9 53.7
Old : 42.4 62.1 65.2 81.2 31.3 44.3 46.9 53.7
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,322: 22,336 19,262 2,430 5,056 0 215 0 0 0 212 0: 341 792
Old : 25,322: 22,336 19,262 2,430 5,056 0 215 0 0 0 212 0: 341 792
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 1,168: 1,167 467 0 615 0 0 0 0 0 86 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 76.1 9.6 20.0 0.0 0.8 0.0 0.0 0.0 0.8 0.0: 1.3 3.1
Old : 100.0: 88.2 76.1 9.6 20.0 0.0 0.8 0.0 0.0 0.0 0.8 0.0: 1.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 26 24 . . 0 . 0 0 0 . 0:
Old : 36: 26 24 . . 0 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 59.5 62.7 78.6 33.4 52.5 53.8 64.0
Old : 36.4 59.5 62.7 78.6 33.4 52.5 53.8 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,938: 53,484 49,641 1,115 2,016 3,047 0 269 73 363 3,011 641: 215 240
Old : 58,938: 53,484 49,641 1,115 2,016 3,047 0 269 73 363 3,011 641: 215 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 242: 336 230 -45 -250 0 0 -132 61 30 373 -140: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 84.2 1.9 3.4 5.2 0.0 0.5 0.1 0.6 5.1 1.1: 0.4 0.4
Old : 100.0: 90.7 84.2 1.9 3.4 5.2 0.0 0.5 0.1 0.6 5.1 1.1: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 30 30 . . . 0 . . . . 4:
Old : 44: 30 30 . . . 0 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 46.8 70.8 68.3 46.9 45.9 67.2 65.1
Old : 47.9 46.8 70.8 68.3 46.9 45.9 67.2 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 73,906: 64,919 60,901 793 2,179 3,502 260 243 560 328 2,698 3,544: 0 279
Old : 73,906: 64,919 60,901 793 2,179 3,502 260 243 560 328 2,698 3,544: 0 279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 558: 560 544 0 30 140 260 -341 -89 -3 410 -310: 0 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 82.4 1.1 2.9 4.7 0.4 0.3 0.8 0.4 3.7 4.8: 0.0 0.4
Old : 100.0: 87.8 82.4 1.1 2.9 4.7 0.4 0.3 0.8 0.4 3.7 4.8: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 31 30 . . . . . . . 5 5:
Old : 52: 31 30 . . . . . . . 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 47.2 60.4 63.9 41.3 44.2 56.7 56.2
Old : 41.8 47.2 60.4 63.9 41.3 44.2 56.7 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 38,900: 35,803 35,400 1,560 3,070 385 0 0 0 1,060 0 0: 92 45
Old : 38,900: 35,803 35,400 1,560 3,070 385 0 0 0 1,060 0 0: 92 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -4,750: -4,570 -4,605 -40 -145 0 0 0 0 -130 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 91.0 4.0 7.9 1.0 0.0 0.0 0.0 2.7 0.0 0.0: 0.2 0.1
Old : 100.0: 92.0 91.0 4.0 7.9 1.0 0.0 0.0 0.0 2.7 0.0 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 : 30: 24 13 . . . 0 0 0 . 0 0:
Old : 30: 24 13 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 95.9 71.2 98.7 50.5 91.1 65.9 91.3
Old : 53.9 95.9 71.2 98.7 50.5 91.1 65.9 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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,358: 40,603 40,543 2,105 3,640 175 0 0 0 1,430 0 0: 45 0
Old : 44,358: 40,603 40,543 2,105 3,640 175 0 0 0 1,430 0 0: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -3,890: -3,725 -3,715 -45 -175 0 0 0 0 -115 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 91.4 4.7 8.2 0.4 0.0 0.0 0.0 3.2 0.0 0.0: 0.1 0.0
Old : 100.0: 91.5 91.4 4.7 8.2 0.4 0.0 0.0 0.0 3.2 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 25 14 . . . 0 0 0 . 0 0:
Old : 31: 25 14 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 91.9 71.5 97.4 51.4 88.5 66.9 89.6
Old : 54.7 91.9 71.5 97.4 51.4 88.5 66.9 89.6
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 359,366: 317,934 311,432 3,373 12,279 8,241 408 9,368 0 23,506 12,142 5,904: 0 0
Old : 359,366: 317,934 311,432 3,373 12,279 8,241 408 9,368 0 23,506 12,142 5,904: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 9,273: 7,409 9,289 0 -4,696 5,064 0 -384 0 -3,200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 86.7 0.9 3.4 2.3 0.1 2.6 0.0 6.5 3.4 1.6: 0.0 0.0
Old : 100.0: 88.5 86.7 0.9 3.4 2.3 0.1 2.6 0.0 6.5 3.4 1.6: 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 : 45: 27 27 . . . . . 0 . . .:
Old : 45: 27 27 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 37.4 68.5 60.9 38.7 34.7 52.6 50.1
Old : 46.3 37.4 68.5 60.9 38.7 34.7 52.6 50.1
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 27,846: 21,872 24,066 211 541 619 168 478 703 3,803 967 364: 106 108
Old : 27,846: 21,872 24,066 211 541 619 168 478 703 3,803 967 364: 106 108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 209: 976 -4 -43 128 -42 0 0 0 -724 0 63: -21 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 86.4 0.8 1.9 2.2 0.6 1.7 2.5 13.7 3.5 1.3: 0.4 0.4
Old : 100.0: 78.5 86.4 0.8 1.9 2.2 0.6 1.7 2.5 13.7 3.5 1.3: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 25 30 . . . . . . . 5 5:
Old : 45: 25 30 . . . . . . . 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 35.6 76.9 52.8 45.3 34.7 67.5 50.6
Old : 50.7 35.6 76.9 52.8 45.3 34.7 67.5 50.6
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,701: 23,078 36,257 16,926 0 590 77 1,750 75 186 2,044 769: 0 216
Old : 41,701: 23,078 36,257 16,926 0 590 77 1,750 75 186 2,044 769: 0 216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 710: 876 686 -61 0 0 0 1 -27 159 71 -237: 0 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 86.9 40.6 0.0 1.4 0.2 4.2 0.2 0.4 4.9 1.8: 0.0 0.5
Old : 100.0: 55.3 86.9 40.6 0.0 1.4 0.2 4.2 0.2 0.4 4.9 1.8: 0.0 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 : 31: 15 16 . 0 . . . . . 4 .:
Old : 31: 15 16 . 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 : 77.5 64.1 91.6 80.9 69.1 61.6 75.7 74.0
Old : 77.5 64.1 91.6 80.9 69.1 61.6 75.7 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 344,671: 293,628 328,393 39,499 0 11,544 0 0 0 0 4,112 0: 0 622
Old : 344,671: 293,628 328,393 39,499 0 11,544 0 0 0 0 4,112 0: 0 622
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 688: 0 688 688 0 0 0 0 0 0 -622 0: 0 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 95.3 11.5 0.0 3.3 0.0 0.0 0.0 0.0 1.2 0.0: 0.0 0.2
Old : 100.0: 85.2 95.3 11.5 0.0 3.3 0.0 0.0 0.0 0.0 1.2 0.0: 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 : 20: 11 11 . 0 . 0 0 0 0 . 0:
Old : 20: 11 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 : 75.0 89.4 97.4 98.1 70.2 87.2 86.4 88.5
Old : 75.0 89.4 97.4 98.1 70.2 87.2 86.4 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 323,653: 253,585 313,909 60,848 140 9,220 0 0 0 0 384 0: 0 0
Old : 323,653: 253,585 313,909 60,848 140 9,220 0 0 0 0 384 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -27,676: -25,801 -27,301 -1,875 0 0 0 0 0 0 -375 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 97.0 18.8 0.0 2.8 0.0 0.0 0.0 0.0 0.1 0.0: 0.0 0.0
Old : 100.0: 78.4 97.0 18.8 0.0 2.8 0.0 0.0 0.0 0.0 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 14 . . . 0 0 0 0 . 0:
Old : 26: 17 14 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 79.5 79.6 92.2 56.6 67.4 68.7 70.5
Old : 62.4 79.5 79.6 92.2 56.6 67.4 68.7 70.5
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,988: 22,514 25,846 3,544 0 191 655 0 0 0 84 0: 84 867
Old : 26,988: 22,514 25,846 3,544 0 191 655 0 0 0 84 0: 84 867
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -2,145: -1,846 -2,065 -207 0 -23 -46 0 0 0 -413 0: -23 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 95.8 13.1 0.0 0.7 2.4 0.0 0.0 0.0 0.3 0.0: 0.3 3.2
Old : 100.0: 83.4 95.8 13.1 0.0 0.7 2.4 0.0 0.0 0.0 0.3 0.0: 0.3 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 16 . 0 . . 0 0 0 . 0:
Old : 24: 14 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 : 60.6 80.9 81.8 88.8 54.0 72.8 70.7 78.2
Old : 60.6 80.9 81.8 88.8 54.0 72.8 70.7 78.2
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 128,419: 61,273 124,106 67,146 768 0 0 3,545 0 0 0 0: 0 0
Old : 128,419: 61,273 124,106 67,146 768 0 0 3,545 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -4,071: -3,373 -2,946 -698 -750 0 0 -375 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 96.6 52.3 0.6 0.0 0.0 2.8 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 47.7 96.6 52.3 0.6 0.0 0.0 2.8 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 9 . . 0 0 . 0 0 0 0:
Old : 20: 8 9 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 88.4 97.9 98.5 76.8 88.1 97.9 98.2
Old : 76.8 88.4 97.9 98.5 76.8 88.1 97.9 98.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,644: 9,687 9,880 562 707 404 1,273 0 0 361 256 336: 21 1,061
Old : 12,644: 9,687 9,880 562 707 404 1,273 0 0 361 256 336: 21 1,061
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -987: -585 -534 45 -67 -23 -187 0 0 25 -263 79: -341 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 78.1 4.4 5.6 3.2 10.1 0.0 0.0 2.9 2.0 2.7: 0.2 8.4
Old : 100.0: 76.6 78.1 4.4 5.6 3.2 10.1 0.0 0.0 2.9 2.0 2.7: 0.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 16 . . . . 0 0 . . .:
Old : 28: 16 16 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 50.8 72.2 68.8 35.6 35.5 52.2 48.9
Old : 47.9 50.8 72.2 68.8 35.6 35.5 52.2 48.9
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 148,776: 121,323 120,596 4,002 13,688 10,562 12,129 0 0 760 3,930 0: 0 0
Old : 148,776: 121,323 120,596 4,002 13,688 10,562 12,129 0 0 760 3,930 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -16,125: -10,875 -15,375 -750 0 -750 -1,875 0 0 0 1,875 -1,875: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 81.1 2.7 9.2 7.1 8.2 0.0 0.0 0.5 2.6 0.0: 0.0 0.0
Old : 100.0: 81.5 81.1 2.7 9.2 7.1 8.2 0.0 0.0 0.5 2.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 13 . . . . 0 0 . . 0:
Old : 26: 12 13 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 54.6 84.4 76.8 64.1 52.5 75.8 67.6
Old : 67.3 54.6 84.4 76.8 64.1 52.5 75.8 67.6
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 17,363: 14,015 10,652 2,244 3,724 377 194 1,888 0 171 131 41: 321 550
Old : 17,363: 14,015 10,652 2,244 3,724 377 194 1,888 0 171 131 41: 321 550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,589: -1,591 -1,652 -253 20 0 0 -209 0 0 -41 41: 214 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 61.3 12.9 21.4 2.2 1.1 10.9 0.0 1.0 0.8 0.2: 1.8 3.2
Old : 100.0: 80.7 61.3 12.9 21.4 2.2 1.1 10.9 0.0 1.0 0.8 0.2: 1.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 19 . . . . . 0 . . .:
Old : 31: 19 19 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 46.6 77.9 66.2 54.4 40.1 60.9 55.2
Old : 57.7 46.6 77.9 66.2 54.4 40.1 60.9 55.2
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 188,093: 171,630 102,441 15,286 73,580 0 0 11,279 793 384 0 0: 0 0
Old : 188,093: 171,630 102,441 15,286 73,580 0 0 11,279 793 384 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -2,377: -1,275 -913 -343 -348 -375 0 -741 0 -384 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 54.5 8.1 39.1 0.0 0.0 6.0 0.4 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 91.2 54.5 8.1 39.1 0.0 0.0 6.0 0.4 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 14 . . 0 0 . . . 0 0:
Old : 28: 17 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 : 64.0 69.1 85.8 84.0 52.8 62.7 71.5 74.6
Old : 64.0 69.1 85.8 84.0 52.8 62.7 71.5 74.6
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,465: 7,150 7,640 1,185 0 0 0 300 0 0 410 70: 60 45
Old : 8,465: 7,150 7,640 1,185 0 0 0 300 0 0 410 70: 60 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -425: -410 -470 -15 0 0 0 0 0 0 210 20: -20 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 90.3 14.0 0.0 0.0 0.0 3.5 0.0 0.0 4.8 0.8: 0.7 0.5
Old : 100.0: 84.5 90.3 14.0 0.0 0.0 0.0 3.5 0.0 0.0 4.8 0.8: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 12 . 0 0 0 . 0 0 . .:
Old : 23: 15 12 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 74.1 80.5 88.8 44.4 55.9 62.2 68.0
Old : 52.3 74.1 80.5 88.8 44.4 55.9 62.2 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,401: 13,592 15,398 1,340 0 4,821 0 0 0 648 182 0: 0 0
Old : 20,401: 13,592 15,398 1,340 0 4,821 0 0 0 648 182 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,063: -883 -1,271 -105 0 26 0 0 0 -101 182 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 75.5 6.6 0.0 23.6 0.0 0.0 0.0 3.2 0.9 0.0: 0.0 0.0
Old : 100.0: 66.6 75.5 6.6 0.0 23.6 0.0 0.0 0.0 3.2 0.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 17 . 0 . 0 0 0 . . 0:
Old : 24: 15 17 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.8 58.2 91.5 81.2 40.3 36.0 48.1 46.4
Old : 77.8 58.2 91.5 81.2 40.3 36.0 48.1 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,100: 7,905 8,955 200 100 0 0 0 0 300 0 0: 695 45
Old : 9,100: 7,905 8,955 200 100 0 0 0 0 300 0 0: 695 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -470: -425 -415 -25 -50 0 0 0 0 0 0 0: -20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 98.4 2.2 1.1 0.0 0.0 0.0 0.0 3.3 0.0 0.0: 7.6 0.5
Old : 100.0: 86.9 98.4 2.2 1.1 0.0 0.0 0.0 0.0 3.3 0.0 0.0: 7.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 11 . . 0 0 0 0 . 0 0:
Old : 21: 13 11 . . 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 82.0 81.5 95.1 58.4 82.0 72.3 85.0
Old : 66.8 82.0 81.5 95.1 58.4 82.0 72.3 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,800: 9,370 8,930 250 140 0 0 1,630 0 350 0 100: 730 0
Old : 10,800: 9,370 8,930 250 140 0 0 1,630 0 350 0 100: 730 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -655: -735 -605 -50 -50 0 0 0 0 150 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 82.7 2.3 1.3 0.0 0.0 15.1 0.0 3.2 0.0 0.9: 6.8 0.0
Old : 100.0: 86.8 82.7 2.3 1.3 0.0 0.0 15.1 0.0 3.2 0.0 0.9: 6.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 16 . . 0 0 . 0 . 0 .:
Old : 25: 14 16 . . 0 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 72.8 78.1 87.7 53.8 68.5 66.3 78.5
Old : 61.8 72.8 78.1 87.7 53.8 68.5 66.3 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 548,214: 357,289 307,358 9,749 36,396 48,092 0 17,324 32,745 12,322 19,699 86,601: 1,416 0
Old : 548,214: 357,289 307,358 9,749 36,396 48,092 0 17,324 32,745 12,322 19,699 86,601: 1,416 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -446: -5,263 -2,353 -267 1,669 -985 0 711 -86 -419 -6,065 6,664: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 56.1 1.8 6.6 8.8 0.0 3.2 6.0 2.2 3.6 15.8: 0.3 0.0
Old : 100.0: 65.2 56.1 1.8 6.6 8.8 0.0 3.2 6.0 2.2 3.6 15.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 14 . . . 0 . . . . .:
Old : 27: 16 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 59.6 86.7 86.8 24.5 25.4 28.8 30.5
Old : 63.4 59.6 86.7 86.8 24.5 25.4 28.8 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,855: 9,495 16,855 7,320 0 0 0 0 0 0 0 0: 40 0
Old : 16,855: 9,495 16,855 7,320 0 0 0 0 0 0 0 0: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,775: -1,230 -1,775 -525 0 0 0 0 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 100.0 43.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 56.3 100.0 43.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 12 . 0 0 0 0 0 0 0 0:
Old : 20: 14 12 . 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 : 75.7 76.5 91.9 95.6 75.0 73.2 85.9 85.3
Old : 75.7 76.5 91.9 95.6 75.0 73.2 85.9 85.3
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,455: 20,050 10,845 1,150 10,430 0 0 150 0 0 0 0: 255 30
Old : 21,455: 20,050 10,845 1,150 10,430 0 0 150 0 0 0 0: 255 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,080: -990 -560 -75 -430 0 0 -75 0 0 0 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 50.5 5.4 48.6 0.0 0.0 0.7 0.0 0.0 0.0 0.0: 1.2 0.1
Old : 100.0: 93.5 50.5 5.4 48.6 0.0 0.0 0.7 0.0 0.0 0.0 0.0: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 13 . . 0 0 . 0 0 0 0:
Old : 27: 17 13 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 79.2 90.3 91.8 62.4 78.0 83.3 87.7
Old : 66.7 79.2 90.3 91.8 62.4 78.0 83.3 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,140: 18,050 8,910 625 10,080 0 0 150 0 0 0 0: 465 0
Old : 19,140: 18,050 8,910 625 10,080 0 0 150 0 0 0 0: 465 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -850: -800 -335 -25 -430 0 0 -75 0 0 0 0: -25 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 46.6 3.3 52.7 0.0 0.0 0.8 0.0 0.0 0.0 0.0: 2.4 0.0
Old : 100.0: 94.3 46.6 3.3 52.7 0.0 0.0 0.8 0.0 0.0 0.0 0.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 12 . . 0 0 . 0 0 0 0:
Old : 23: 14 12 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 88.6 90.6 96.6 71.3 87.9 86.3 93.1
Old : 75.7 88.6 90.6 96.6 71.3 87.9 86.3 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,227: 20,127 17,642 0 3,430 155 825 0 0 0 0 0: 120 0
Old : 21,227: 20,127 17,642 0 3,430 155 825 0 0 0 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,376: -1,326 -941 0 -350 -25 -25 0 0 0 -50 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 83.1 0.0 16.2 0.7 3.9 0.0 0.0 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 94.8 83.1 0.0 16.2 0.7 3.9 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 : 28: 17 13 0 . . . 0 0 0 0 0:
Old : 28: 17 13 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 74.1 83.7 92.3 62.5 70.4 78.0 84.8
Old : 67.2 74.1 83.7 92.3 62.5 70.4 78.0 84.8
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,323: 16,560 13,333 0 3,835 155 225 0 0 0 0 0: 383 0
Old : 17,323: 16,560 13,333 0 3,835 155 225 0 0 0 0 0: 383 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -950: -880 -550 0 -375 -25 -25 0 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.6 77.0 0.0 22.1 0.9 1.3 0.0 0.0 0.0 0.0 0.0: 2.2 0.0
Old : 100.0: 95.6 77.0 0.0 22.1 0.9 1.3 0.0 0.0 0.0 0.0 0.0: 2.2 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 : 24: 15 12 0 . . . 0 0 0 0 0:
Old : 24: 15 12 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 78.7 86.8 95.4 66.0 74.7 81.1 87.7
Old : 69.9 78.7 86.8 95.4 66.0 74.7 81.1 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,150: 20,150 19,940 375 720 220 0 0 0 0 250 0: 405 20
Old : 21,150: 20,150 19,940 375 720 220 0 0 0 0 250 0: 405 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,025: -905 -450 -25 -600 -25 0 0 0 0 50 0: -70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.3 94.3 1.8 3.4 1.0 0.0 0.0 0.0 0.0 1.2 0.0: 1.9 0.1
Old : 100.0: 95.3 94.3 1.8 3.4 1.0 0.0 0.0 0.0 0.0 1.2 0.0: 1.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 13 . . . 0 0 0 0 . 0:
Old : 24: 14 13 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 79.1 89.2 92.4 64.9 73.7 77.4 82.7
Old : 74.5 79.1 89.2 92.4 64.9 73.7 77.4 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,080: 21,620 21,970 100 0 0 0 0 0 0 0 0: 360 110
Old : 22,080: 21,620 21,970 100 0 0 0 0 0 0 0 0: 360 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,030: -910 -995 25 0 -25 0 0 0 0 0 0: -120 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.9 99.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 0.5
Old : 100.0: 97.9 99.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 20 9 . 0 0 0 0 0 0 0 0:
Old : 24: 20 9 . 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 : 68.8 93.9 84.1 99.4 66.0 89.7 79.8 90.8
Old : 68.8 93.9 84.1 99.4 66.0 89.7 79.8 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,282: 20,587 21,192 100 0 0 200 0 0 0 0 0: 395 90
Old : 21,282: 20,587 21,192 100 0 0 200 0 0 0 0 0: 395 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -935: -915 -850 75 0 -75 0 0 0 0 0 0: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.7 99.6 0.5 0.0 0.0 0.9 0.0 0.0 0.0 0.0 0.0: 1.9 0.4
Old : 100.0: 96.7 99.6 0.5 0.0 0.0 0.9 0.0 0.0 0.0 0.0 0.0: 1.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 20 10 . 0 0 . 0 0 0 0 0:
Old : 25: 20 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 : 65.8 93.1 81.9 99.3 56.7 82.5 71.5 84.4
Old : 65.8 93.1 81.9 99.3 56.7 82.5 71.5 84.4
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,262: 100,262 103,912 4,810 3,815 4,365 515 750 0 3,050 260 140: 120 20
Old : 113,262: 100,262 103,912 4,810 3,815 4,365 515 750 0 3,050 260 140: 120 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -6,788: -5,908 -6,258 -805 -495 0 40 75 0 -100 -85 -15: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 91.7 4.2 3.4 3.9 0.5 0.7 0.0 2.7 0.2 0.1: 0.1 0.0
Old : 100.0: 88.5 91.7 4.2 3.4 3.9 0.5 0.7 0.0 2.7 0.2 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 33 31 . . . . . 0 . . .:
Old : 51: 33 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 : 39.0 52.4 59.6 77.3 25.5 49.8 42.7 63.9
Old : 39.0 52.4 59.6 77.3 25.5 49.8 42.7 63.9
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 126,491: 113,151 115,136 6,030 3,195 4,185 1,390 3,005 300 1,235 450 200: 0 20
Old : 126,491: 113,151 115,136 6,030 3,195 4,185 1,390 3,005 300 1,235 450 200: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -11,148: -10,163 -8,308 -485 275 -10 175 -30 -500 -165 -2,565 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 91.0 4.8 2.5 3.3 1.1 2.4 0.2 1.0 0.4 0.2: 0.0 0.0
Old : 100.0: 89.5 91.0 4.8 2.5 3.3 1.1 2.4 0.2 1.0 0.4 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 39 33 . . . . . . . . .:
Old : 60: 39 33 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 53.2 60.3 74.2 35.4 50.3 49.8 62.9
Old : 40.4 53.2 60.3 74.2 35.4 50.3 49.8 62.9
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 162,110: 134,223 125,288 7,725 14,184 3,050 6,211 7,933 2,490 2,182 3,071 6,070: 158 24
Old : 162,110: 134,223 125,288 7,725 14,184 3,050 6,211 7,933 2,490 2,182 3,071 6,070: 158 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -6,737: -4,943 -5,321 -187 1,459 -536 -457 -577 -172 49 -1,118 -470: -21 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 77.3 4.8 8.7 1.9 3.8 4.9 1.5 1.3 1.9 3.7: 0.1 0.0
Old : 100.0: 82.8 77.3 4.8 8.7 1.9 3.8 4.9 1.5 1.3 1.9 3.7: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 72: 41 41 . . 4 5 . . 6 7 8:
Old : 72: 41 41 . . 4 5 . . 6 7 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 55.8 52.6 68.5 36.4 50.1 50.4 59.8
Old : 36.6 55.8 52.6 68.5 36.4 50.1 50.4 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,510: 100,086 98,735 8,838 10,125 1,275 25 1,370 2,280 1,415 200 525: 66 0
Old : 114,510: 100,086 98,735 8,838 10,125 1,275 25 1,370 2,280 1,415 200 525: 66 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -3,553: -2,510 -3,129 -768 -385 -15 0 50 -50 -116 50 -74: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 86.2 7.7 8.8 1.1 0.0 1.2 2.0 1.2 0.2 0.5: 0.1 0.0
Old : 100.0: 87.4 86.2 7.7 8.8 1.1 0.0 1.2 2.0 1.2 0.2 0.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 38 31 . . . . . . . . .:
Old : 50: 38 31 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 69.0 48.3 83.8 28.8 62.1 42.9 68.2
Old : 29.9 69.0 48.3 83.8 28.8 62.1 42.9 68.2
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,135: 34,945 32,765 300 2,090 250 320 500 280 0 230 10: 30 10
Old : 36,135: 34,945 32,765 300 2,090 250 320 500 280 0 230 10: 30 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,760: -1,485 -1,695 -25 125 -125 -60 0 0 -50 -65 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.7 90.7 0.8 5.8 0.7 0.9 1.4 0.8 0.0 0.6 0.0: 0.1 0.0
Old : 100.0: 96.7 90.7 0.8 5.8 0.7 0.9 1.4 0.8 0.0 0.6 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 12 . . . . . . 0 . .:
Old : 32: 22 12 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 89.1 78.3 95.1 60.3 83.9 75.3 89.0
Old : 61.0 89.1 78.3 95.1 60.3 83.9 75.3 89.0
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,060: 32,510 30,620 300 1,875 250 0 75 0 0 240 0: 0 0
Old : 33,060: 32,510 30,620 300 1,875 250 0 75 0 0 240 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,100: -1,050 -1,085 -25 0 0 0 25 -25 0 -15 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.3 92.6 0.9 5.7 0.8 0.0 0.2 0.0 0.0 0.7 0.0: 0.0 0.0
Old : 100.0: 98.3 92.6 0.9 5.7 0.8 0.0 0.2 0.0 0.0 0.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 13 . . . 0 . 0 0 . 0:
Old : 29: 21 13 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 90.2 80.7 95.9 60.5 80.1 72.9 84.2
Old : 65.2 90.2 80.7 95.9 60.5 80.1 72.9 84.2
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 28,708: 26,284 23,313 0 2,710 2,150 0 500 0 214 0 5: 55 30
Old : 28,708: 26,284 23,313 0 2,710 2,150 0 500 0 214 0 5: 55 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -955: -885 -855 0 -75 -5 0 0 0 -50 0 -15: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 81.2 0.0 9.4 7.5 0.0 1.7 0.0 0.7 0.0 0.0: 0.2 0.1
Old : 100.0: 91.6 81.2 0.0 9.4 7.5 0.0 1.7 0.0 0.7 0.0 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 : 37: 25 25 0 . . 0 . 0 . 0 .:
Old : 37: 25 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 : 39.8 54.5 60.7 71.1 35.5 44.4 49.8 58.3
Old : 39.8 54.5 60.7 71.1 35.5 44.4 49.8 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 16,880: 15,605 16,125 445 95 660 0 0 0 0 0 0: 170 0
Old : 16,880: 15,605 16,125 445 95 660 0 0 0 0 0 0: 170 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 86: 386 86 -300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 95.5 2.6 0.6 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.0
Old : 100.0: 92.4 95.5 2.6 0.6 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 16 . . . 0 0 0 0 0 0:
Old : 22: 17 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 : 37.1 71.1 62.6 90.1 28.1 54.4 44.7 63.2
Old : 37.1 71.1 62.6 90.1 28.1 54.4 44.7 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 285,799: 251,419 230,314 0 38,131 11,998 17,860 0 4,155 0 1,005 196: 170 0
Old : 285,799: 251,419 230,314 0 38,131 11,998 17,860 0 4,155 0 1,005 196: 170 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -5,031: -9,192 -1,031 0 -2,447 -92 5,643 0 -1,372 0 -92 3: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 80.6 0.0 13.3 4.2 6.2 0.0 1.5 0.0 0.4 0.1: 0.1 0.0
Old : 100.0: 88.0 80.6 0.0 13.3 4.2 6.2 0.0 1.5 0.0 0.4 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 16 0 . . . 0 . 0 . .:
Old : 28: 20 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 : 47.5 78.7 76.2 92.1 35.4 49.6 47.8 52.1
Old : 47.5 78.7 76.2 92.1 35.4 49.6 47.8 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,771,218: 3,137,297 2,538,499 455 955,803 224,931 372,410 0 36,125 0 15,860 0: 0 0
Old : 3,771,218: 3,137,297 2,538,499 455 955,803 224,931 372,410 0 36,125 0 15,860 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -5,270: -81,360 33,248 -5,760 -26,768 0 93,600 0 -11,750 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 67.3 0.0 25.3 6.0 9.9 0.0 1.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 83.2 67.3 0.0 25.3 6.0 9.9 0.0 1.0 0.0 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 15 . . . . 0 . 0 . 0:
Old : 26: 17 15 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 82.5 84.8 90.8 44.3 52.8 55.3 57.3
Old : 58.8 82.5 84.8 90.8 44.3 52.8 55.3 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 71,281: 63,809 61,370 0 3,039 6,872 430 0 0 0 0 0: 170 0
Old : 71,281: 63,809 61,370 0 3,039 6,872 430 0 0 0 0 0: 170 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -3,207: -2,667 -3,781 0 1,093 -519 0 0 0 0 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 86.1 0.0 4.3 9.6 0.6 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 89.5 86.1 0.0 4.3 9.6 0.6 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 16 0 . . . 0 0 0 0 0:
Old : 22: 14 16 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 61.4 87.2 84.9 56.7 46.1 64.8 60.5
Old : 69.1 61.4 87.2 84.9 56.7 46.1 64.8 60.5
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,272,593: 1,014,121 1,172,207 158,086 0 100,386 0 0 0 0 0 0: 0 0
Old : 1,272,593: 1,014,121 1,172,207 158,086 0 100,386 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -56,448: -51,072 -56,448 -4,224 0 0 0 0 0 -1,152 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 92.1 12.4 0.0 7.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.7 92.1 12.4 0.0 7.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 . 0 . 0 0 0 0 0 0:
Old : 20: 12 11 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 78.2 81.2 94.4 41.0 63.0 53.5 65.0
Old : 61.1 78.2 81.2 94.4 41.0 63.0 53.5 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,880: 109,760 53,440 4,800 61,440 0 0 0 0 0 0 0: 320 0
Old : 114,880: 109,760 53,440 4,800 61,440 0 0 0 0 0 0 0: 320 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.5 46.5 4.2 53.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 95.5 46.5 4.2 53.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 7 . . 0 0 0 0 0 0 0:
Old : 20: 10 7 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 79.7 93.3 98.3 73.8 79.7 93.3 98.3
Old : 73.8 79.7 93.3 98.3 73.8 79.7 93.3 98.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,765: 23,578 21,070 785 4,664 285 885 1,620 0 2,021 0 116: 95 10
Old : 27,765: 23,578 21,070 785 4,664 285 885 1,620 0 2,021 0 116: 95 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,079: -1,210 -828 -30 -141 60 0 -50 0 181 -40 -90: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 75.9 2.8 16.8 1.0 3.2 5.8 0.0 7.3 0.0 0.4: 0.3 0.0
Old : 100.0: 84.9 75.9 2.8 16.8 1.0 3.2 5.8 0.0 7.3 0.0 0.4: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 22 . . . . . 0 5 0 4:
Old : 39: 21 22 . . . . . 0 5 0 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 34.2 74.5 60.0 46.2 32.4 60.8 54.6
Old : 56.4 34.2 74.5 60.0 46.2 32.4 60.8 54.6
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,390: 18,814 15,228 0 4,322 600 360 0 0 145 0 115: 356 125
Old : 20,390: 18,814 15,228 0 4,322 600 360 0 0 145 0 115: 356 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,205: -1,291 -865 0 -354 0 -25 0 0 -10 0 0: 121 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 74.7 0.0 21.2 2.9 1.8 0.0 0.0 0.7 0.0 0.6: 1.7 0.6
Old : 100.0: 92.3 74.7 0.0 21.2 2.9 1.8 0.0 0.0 0.7 0.0 0.6: 1.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 18 0 4 . . 0 0 . 0 .:
Old : 30: 16 18 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 : 61.0 49.1 83.0 77.6 50.1 46.7 68.7 69.3
Old : 61.0 49.1 83.0 77.6 50.1 46.7 68.7 69.3
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,161: 35,654 21,817 2,012 12,956 115 50 3,875 60 1,057 185 153: 60 0
Old : 39,161: 35,654 21,817 2,012 12,956 115 50 3,875 60 1,057 185 153: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,636: -1,074 -1,616 -507 42 -50 0 115 0 55 -57 -55: -5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 55.7 5.1 33.1 0.3 0.1 9.9 0.2 2.7 0.5 0.4: 0.2 0.0
Old : 100.0: 91.0 55.7 5.1 33.1 0.3 0.1 9.9 0.2 2.7 0.5 0.4: 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 : 42: 27 20 . . . . . . . . .:
Old : 42: 27 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 59.8 69.8 83.3 52.5 59.7 66.9 79.9
Old : 53.6 59.8 69.8 83.3 52.5 59.7 66.9 79.9
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,811: 20,576 15,133 322 6,287 254 355 0 0 0 50 0: 304 87
Old : 21,811: 20,576 15,133 322 6,287 254 355 0 0 0 50 0: 304 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,229: -744 -1,105 7 -25 -122 -35 0 0 0 25 0: -335 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 69.4 1.5 28.8 1.2 1.6 0.0 0.0 0.0 0.2 0.0: 1.4 0.4
Old : 100.0: 94.3 69.4 1.5 28.8 1.2 1.6 0.0 0.0 0.0 0.2 0.0: 1.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 14 . . . . 0 0 0 . 0:
Old : 31: 22 14 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 62.4 68.8 91.8 44.2 56.7 62.0 77.2
Old : 49.2 62.4 68.8 91.8 44.2 56.7 62.0 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,512: 17,486 16,194 2,406 1,360 1,620 0 630 0 0 1,708 0: 0 0
Old : 21,512: 17,486 16,194 2,406 1,360 1,620 0 630 0 0 1,708 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -876: -923 -719 100 -81 -30 0 -70 0 0 24 0: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 75.3 11.2 6.3 7.5 0.0 2.9 0.0 0.0 7.9 0.0: 0.0 0.0
Old : 100.0: 81.3 75.3 11.2 6.3 7.5 0.0 2.9 0.0 0.0 7.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 16 . . . 0 . 0 0 . 0:
Old : 29: 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 : 54.7 54.3 82.2 78.2 54.5 52.4 79.0 71.9
Old : 54.7 54.3 82.2 78.2 54.5 52.4 79.0 71.9
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,237: 11,977 11,708 1,798 1,330 445 0 225 0 0 225 0: 17 304
Old : 14,237: 11,977 11,708 1,798 1,330 445 0 225 0 0 225 0: 17 304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -707: -329 -608 -145 166 -215 0 -25 0 0 -25 0: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 82.2 12.6 9.3 3.1 0.0 1.6 0.0 0.0 1.6 0.0: 0.1 2.1
Old : 100.0: 84.1 82.2 12.6 9.3 3.1 0.0 1.6 0.0 0.0 1.6 0.0: 0.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 12 . . . 0 . 0 0 . 0:
Old : 24: 14 12 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 60.9 83.1 86.3 52.4 59.4 81.2 82.2
Old : 52.9 60.9 83.1 86.3 52.4 59.4 81.2 82.2
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,879: 32,055 32,034 1,560 1,510 1,695 150 0 0 50 200 0: 369 440
Old : 35,879: 32,055 32,034 1,560 1,510 1,695 150 0 0 50 200 0: 369 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -975: -780 -960 15 -105 -105 0 0 0 -179 0 -90: 164 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 89.3 4.3 4.2 4.7 0.4 0.0 0.0 0.1 0.6 0.0: 1.0 1.2
Old : 100.0: 89.3 89.3 4.3 4.2 4.7 0.4 0.0 0.0 0.1 0.6 0.0: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 26 25 . . . . 0 0 . . 0:
Old : 36: 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 : 45.7 45.9 65.5 72.7 42.8 41.4 60.8 63.0
Old : 45.7 45.9 65.5 72.7 42.8 41.4 60.8 63.0
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,181: 12,693 11,572 915 2,550 0 0 0 0 451 0 20: 102 39
Old : 14,181: 12,693 11,572 915 2,550 0 0 0 0 451 0 20: 102 39
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -603: -460 -330 -5 -150 0 0 0 0 -28 0 0: -110 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 81.6 6.5 18.0 0.0 0.0 0.0 0.0 3.2 0.0 0.1: 0.7 0.3
Old : 100.0: 89.5 81.6 6.5 18.0 0.0 0.0 0.0 0.0 3.2 0.0 0.1: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 19 . . 0 0 0 0 . 0 .:
Old : 26: 19 19 . . 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 65.4 69.8 85.6 43.8 58.3 62.6 73.1
Old : 44.6 65.4 69.8 85.6 43.8 58.3 62.6 73.1
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,142: 10,480 10,640 595 2,428 59 0 0 0 1,281 0 0: 727 15
Old : 13,142: 10,480 10,640 595 2,428 59 0 0 0 1,281 0 0: 727 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -994: -915 -776 45 -218 0 0 0 0 -89 0 0: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 81.0 4.5 18.5 0.4 0.0 0.0 0.0 9.7 0.0 0.0: 5.5 0.1
Old : 100.0: 79.7 81.0 4.5 18.5 0.4 0.0 0.0 0.0 9.7 0.0 0.0: 5.5 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 : 26: 22 14 . . . 0 0 0 . 0 0:
Old : 26: 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 : 41.2 69.9 65.4 88.3 37.8 63.0 57.4 75.3
Old : 41.2 69.9 65.4 88.3 37.8 63.0 57.4 75.3
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,757: 39,921 38,534 0 635 2,850 75 0 0 0 150 0: 2,911 3,588
Old : 45,757: 39,921 38,534 0 635 2,850 75 0 0 0 150 0: 2,911 3,588
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 0: -400 -258 0 -520 0 0 0 0 0 -50 0: 400 828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 84.2 0.0 1.4 6.2 0.2 0.0 0.0 0.0 0.3 0.0: 6.4 7.8
Old : 100.0: 87.2 84.2 0.0 1.4 6.2 0.2 0.0 0.0 0.0 0.3 0.0: 6.4 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 21 0 . . . 0 0 0 . 0:
Old : 30: 16 21 0 . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.2 55.2 89.6 77.4 76.1 54.6 78.9 69.7
Old : 83.2 55.2 89.6 77.4 76.1 54.6 78.9 69.7
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,102: 34,517 31,650 0 1,995 1,810 75 0 0 0 150 0: 2,700 3,497
Old : 39,102: 34,517 31,650 0 1,995 1,810 75 0 0 0 150 0: 2,700 3,497
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 0: -360 -193 0 -570 0 0 0 0 0 50 0: 360 713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 80.9 0.0 5.1 4.6 0.2 0.0 0.0 0.0 0.4 0.0: 6.9 8.9
Old : 100.0: 88.3 80.9 0.0 5.1 4.6 0.2 0.0 0.0 0.0 0.4 0.0: 6.9 8.9
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 : 25: 13 20 0 . . . 0 0 0 . 0:
Old : 25: 13 20 0 . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.6 53.8 88.8 79.1 75.8 52.6 78.7 70.8
Old : 82.6 53.8 88.8 79.1 75.8 52.6 78.7 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,745: 17,410 9,590 90 0 0 0 5,595 1,050 400 3,720 0: 1,795 790
Old : 20,745: 17,410 9,590 90 0 0 0 5,595 1,050 400 3,720 0: 1,795 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 1,800: 1,605 -15 -45 0 0 0 1,800 0 0 0 0: 240 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 46.2 0.4 0.0 0.0 0.0 27.0 5.1 1.9 17.9 0.0: 8.7 3.8
Old : 100.0: 83.9 46.2 0.4 0.0 0.0 0.0 27.0 5.1 1.9 17.9 0.0: 8.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 15 . 0 0 0 . . . . 0:
Old : 24: 13 15 . 0 0 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 80.4 75.8 91.1 29.1 48.6 42.7 52.9
Old : 50.4 80.4 75.8 91.1 29.1 48.6 42.7 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,685: 16,835 9,085 90 0 0 0 5,235 1,425 0 3,300 0: 1,335 640
Old : 19,685: 16,835 9,085 90 0 0 0 5,235 1,425 0 3,300 0: 1,335 640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 1,800: 1,755 -25 -45 0 0 0 1,800 0 0 0 0: 90 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 46.2 0.5 0.0 0.0 0.0 26.6 7.2 0.0 16.8 0.0: 6.8 3.3
Old : 100.0: 85.5 46.2 0.5 0.0 0.0 0.0 26.6 7.2 0.0 16.8 0.0: 6.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 13 . 0 0 0 . . 0 . 0:
Old : 22: 12 13 . 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 81.5 80.5 92.1 29.9 46.0 43.7 50.5
Old : 52.7 81.5 80.5 92.1 29.9 46.0 43.7 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,968: 13,763 16,748 0 0 0 440 0 380 3,075 0 0: 1,310 1,840
Old : 18,968: 13,763 16,748 0 0 0 440 0 380 3,075 0 0: 1,310 1,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 50: -25 -505 0 0 0 0 0 0 0 -50 0: 75 605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 88.3 0.0 0.0 0.0 2.3 0.0 2.0 16.2 0.0 0.0: 6.9 9.7
Old : 100.0: 72.6 88.3 0.0 0.0 0.0 2.3 0.0 2.0 16.2 0.0 0.0: 6.9 9.7
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 : 21: 13 9 0 0 0 . 0 . . 0 0:
Old : 21: 13 9 0 0 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 72.7 81.3 89.9 48.6 65.1 68.1 70.4
Old : 56.5 72.7 81.3 89.9 48.6 65.1 68.1 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,661: 29,245 19,655 100 0 0 0 9,750 0 0 481 0: 1,316 775
Old : 30,661: 29,245 19,655 100 0 0 0 9,750 0 0 481 0: 1,316 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 1,050: 875 1,050 -50 0 0 0 0 0 0 0 0: 225 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.4 64.1 0.3 0.0 0.0 0.0 31.8 0.0 0.0 1.6 0.0: 4.3 2.5
Old : 100.0: 95.4 64.1 0.3 0.0 0.0 0.0 31.8 0.0 0.0 1.6 0.0: 4.3 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 12 . 0 0 0 . 0 0 . 0:
Old : 22: 11 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 : 74.0 89.0 90.1 94.7 72.2 89.0 86.9 93.9
Old : 74.0 89.0 90.1 94.7 72.2 89.0 86.9 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,870: 25,270 25,125 0 1,200 0 1,160 0 1,850 0 150 0: 1,590 1,545
Old : 29,870: 25,270 25,125 0 1,200 0 1,160 0 1,850 0 150 0: 1,590 1,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 50: -425 -450 0 0 0 0 0 0 -50 0 0: 525 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 84.1 0.0 4.0 0.0 3.9 0.0 6.2 0.0 0.5 0.0: 5.3 5.2
Old : 100.0: 84.6 84.1 0.0 4.0 0.0 3.9 0.0 6.2 0.0 0.5 0.0: 5.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 9 0 . 0 . 0 . 0 . 0:
Old : 21: 15 9 0 . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 81.7 82.7 93.9 56.6 79.1 75.2 84.2
Old : 61.0 81.7 82.7 93.9 56.6 79.1 75.2 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,689: 71,081 90,178 0 1,565 1,815 18,405 100 0 2,197 175 384: 8,807 8,472
Old : 102,689: 71,081 90,178 0 1,565 1,815 18,405 100 0 2,197 175 384: 8,807 8,472
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 462: -913 587 0 110 -180 1,800 0 0 -350 175 200: -95 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 87.8 0.0 1.5 1.8 17.9 0.1 0.0 2.1 0.2 0.4: 8.6 8.3
Old : 100.0: 69.2 87.8 0.0 1.5 1.8 17.9 0.1 0.0 2.1 0.2 0.4: 8.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 25 0 . . . . 0 . . .:
Old : 40: 22 25 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 47.9 82.4 65.8 63.3 47.4 75.5 64.6
Old : 66.5 47.9 82.4 65.8 63.3 47.4 75.5 64.6
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,757: 70,679 90,997 0 2,765 1,690 20,340 0 0 2,655 0 225: 3,168 3,080
Old : 98,757: 70,679 90,997 0 2,765 1,690 20,340 0 0 2,655 0 225: 3,168 3,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 1,080: -1,095 508 0 110 -180 1,800 0 0 -175 0 125: 605 517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 92.1 0.0 2.8 1.7 20.6 0.0 0.0 2.7 0.0 0.2: 3.2 3.1
Old : 100.0: 71.6 92.1 0.0 2.8 1.7 20.6 0.0 0.0 2.7 0.0 0.2: 3.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 26 0 . . . 0 0 4 0 .:
Old : 38: 19 26 0 . . . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 52.0 87.0 70.9 71.1 50.8 82.9 68.2
Old : 73.5 52.0 87.0 70.9 71.1 50.8 82.9 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,065: 18,565 17,780 0 930 390 200 0 125 0 0 0: 785 840
Old : 20,065: 18,565 17,780 0 930 390 200 0 125 0 0 0: 785 840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 0: -260 -515 0 10 -10 0 0 0 0 0 0: 270 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 88.6 0.0 4.6 1.9 1.0 0.0 0.6 0.0 0.0 0.0: 3.9 4.2
Old : 100.0: 92.5 88.6 0.0 4.6 1.9 1.0 0.0 0.6 0.0 0.0 0.0: 3.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 12 0 . . . 0 . 0 0 0:
Old : 20: 16 12 0 . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 70.3 81.9 86.5 58.2 66.6 71.7 74.9
Old : 62.7 70.3 81.9 86.5 58.2 66.6 71.7 74.9
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,595: 16,260 14,280 0 1,470 0 0 300 0 0 0 0: 335 545
Old : 16,595: 16,260 14,280 0 1,470 0 0 300 0 0 0 0: 335 545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 0: -185 -265 0 -50 0 0 0 0 0 0 0: 185 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.0 86.1 0.0 8.9 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 2.0 3.3
Old : 100.0: 98.0 86.1 0.0 8.9 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 2.0 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 : 20: 15 12 0 . 0 0 . 0 0 0 0:
Old : 20: 15 12 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 62.3 84.9 85.6 54.5 55.1 70.8 70.7
Old : 57.6 62.3 84.9 85.6 54.5 55.1 70.8 70.7
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,055: 20,025 18,580 985 0 2,000 0 1,900 125 50 550 0: 870 900
Old : 24,055: 20,025 18,580 985 0 2,000 0 1,900 125 50 550 0: 870 900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 605: 510 580 15 0 -315 0 0 0 0 0 0: 395 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 77.2 4.1 0.0 8.3 0.0 7.9 0.5 0.2 2.3 0.0: 3.6 3.7
Old : 100.0: 83.2 77.2 4.1 0.0 8.3 0.0 7.9 0.5 0.2 2.3 0.0: 3.6 3.7
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 : 28: 18 17 . 0 . 0 . . . . 0:
Old : 28: 18 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 : 51.5 42.8 73.3 69.2 44.7 39.0 60.7 59.9
Old : 51.5 42.8 73.3 69.2 44.7 39.0 60.7 59.9
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,290: 17,595 16,725 410 450 2,515 0 700 125 0 0 0: 645 775
Old : 21,290: 17,595 16,725 410 450 2,515 0 700 125 0 0 0: 645 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 200: 10 90 135 -50 -135 0 0 0 0 0 0: 190 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 78.6 1.9 2.1 11.8 0.0 3.3 0.6 0.0 0.0 0.0: 3.0 3.6
Old : 100.0: 82.6 78.6 1.9 2.1 11.8 0.0 3.3 0.6 0.0 0.0 0.0: 3.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 14 . . . 0 . . 0 0 0:
Old : 23: 16 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 : 52.7 52.8 72.9 77.2 40.8 42.8 56.6 58.9
Old : 52.7 52.8 72.9 77.2 40.8 42.8 56.6 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, April 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,855: 16,730 13,255 0 3,775 0 0 75 0 250 0 0: 875 750
Old : 17,855: 16,730 13,255 0 3,775 0 0 75 0 250 0 0: 875 750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 10: -20 -35 0 -30 0 0 0 0 -100 0 0: 130 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 74.2 0.0 21.1 0.0 0.0 0.4 0.0 1.4 0.0 0.0: 4.9 4.2
Old : 100.0: 93.7 74.2 0.0 21.1 0.0 0.0 0.4 0.0 1.4 0.0 0.0: 4.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 9 0 . 0 0 . 0 . 0 0:
Old : 21: 15 9 0 . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 86.8 82.4 94.8 55.8 69.3 69.7 76.2
Old : 60.5 86.8 82.4 94.8 55.8 69.3 69.7 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2016