COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 128,393: 28,842 29,860 9,821 12,372 11,050 7,186 40,489 11,822 51,405 14,498 7,190: 1,078 1,113
Old : 128,393: 28,842 29,860 9,821 12,372 11,050 7,186 40,489 11,822 51,405 14,498 7,190: 1,078 1,113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 5,451: 1,117 5,450 442 1,165 205 -1,868 1,299 928 5,287 -2,791 -512: -147 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 23.3 7.6 9.6 8.6 5.6 31.5 9.2 40.0 11.3 5.6: 0.8 0.9
Old : 100.0: 22.5 23.3 7.6 9.6 8.6 5.6 31.5 9.2 40.0 11.3 5.6: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 16 15 . . 5 . 4 5 16 13 22:
Old : 58: 16 15 . . 5 . 4 5 16 13 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 46.0 61.8 67.7 30.6 37.7 46.4 48.0
Old : 34.6 46.0 61.8 67.7 30.6 37.7 46.4 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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,160: 5,290 11,030 0 7,932 816 883 2,095 1,627 16,665 2,027 2,478: 401 155
Old : 28,160: 5,290 11,030 0 7,932 816 883 2,095 1,627 16,665 2,027 2,478: 401 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 1,017: 674 1,996 0 -330 180 145 -325 -95 635 128 -522: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 39.2 0.0 28.2 2.9 3.1 7.4 5.8 59.2 7.2 8.8: 1.4 0.6
Old : 100.0: 18.8 39.2 0.0 28.2 2.9 3.1 7.4 5.8 59.2 7.2 8.8: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 14 11 0 4 . . . . 14 7 8:
Old : 43: 14 11 0 4 . . . . 14 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 : 45.8 47.8 63.2 71.7 45.0 43.1 57.6 63.8
Old : 45.8 47.8 63.2 71.7 45.0 43.1 57.6 63.8
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,768: 1,059 453 1,139 464 2,047 176 1,067 1,636 419 808 1,290: 1 1
Old : 7,768: 1,059 453 1,139 464 2,047 176 1,067 1,636 419 808 1,290: 1 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 462: 308 164 -14 131 -33 65 -119 230 -97 86 2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 5.8 14.7 6.0 26.4 2.3 13.7 21.1 5.4 10.4 16.6: 0.0 0.0
Old : 100.0: 13.6 5.8 14.7 6.0 26.4 2.3 13.7 21.1 5.4 10.4 16.6: 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 : 28: 7 5 . . 4 . . . 9 6 9:
Old : 28: 7 5 . . 4 . . . 9 6 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 61.9 78.7 86.2 23.2 26.3 28.2 29.9
Old : 52.2 61.9 78.7 86.2 23.2 26.3 28.2 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465G
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,808: 59 235 976 87 2,305 5,084 5,037 6,278 69 828 1,037: 0 0
Old : 15,808: 59 235 976 87 2,305 5,084 5,037 6,278 69 828 1,037: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.5 6.2 0.6 14.6 32.2 31.9 39.7 0.4 5.2 6.6: 0.0 0.0
Old : 100.0: 0.4 1.5 6.2 0.6 14.6 32.2 31.9 39.7 0.4 5.2 6.6: 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 : 20: . 4 . . . . . . . 6 5:
Old : 20: . 4 . . . . . . . 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.9 82.2 99.0 96.9 38.3 36.6 38.9 38.7
Old : 85.9 82.2 99.0 96.9 38.3 36.6 38.9 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 168,621: 103,575 131,689 11,176 1,255 9,019 18,216 1,097 4,563 8,667 7,741 12,449: 956 809
Old : 168,621: 103,575 131,689 11,176 1,255 9,019 18,216 1,097 4,563 8,667 7,741 12,449: 956 809
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 6,997: 3,900 4,904 -253 -354 487 1,649 -659 -367 1,120 2,418 547: -85 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 78.1 6.6 0.7 5.3 10.8 0.7 2.7 5.1 4.6 7.4: 0.6 0.5
Old : 100.0: 61.4 78.1 6.6 0.7 5.3 10.8 0.7 2.7 5.1 4.6 7.4: 0.6 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 : 86: 46 48 . . 4 6 . 8 12 11 14:
Old : 86: 46 48 . . 4 6 . 8 12 11 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 29.0 59.3 49.0 31.1 21.0 39.6 33.6
Old : 46.6 29.0 59.3 49.0 31.1 21.0 39.6 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,585: 45,631 41,934 0 4,448 2,614 257 295 11 2,764 1,975 308: 0 0
Old : 51,585: 45,631 41,934 0 4,448 2,614 257 295 11 2,764 1,975 308: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 366: 690 1,154 0 -816 -74 76 3 -2 -325 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 81.3 0.0 8.6 5.1 0.5 0.6 0.0 5.4 3.8 0.6: 0.0 0.0
Old : 100.0: 88.5 81.3 0.0 8.6 5.1 0.5 0.6 0.0 5.4 3.8 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: 27 26 0 . . . . . 4 . .:
Old : 39: 27 26 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 : 51.7 49.0 73.7 75.9 40.0 32.1 48.8 49.4
Old : 51.7 49.0 73.7 75.9 40.0 32.1 48.8 49.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 442,324: 373,111 371,985 0 50,598 17,309 952 2,432 0 50,952 0 0: 0 0
Old : 442,324: 373,111 371,985 0 50,598 17,309 952 2,432 0 50,952 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 7,112: 5,392 4,344 0 2,768 0 344 0 0 1,376 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 84.1 0.0 11.4 3.9 0.2 0.5 0.0 11.5 0.0 0.0: 0.0 0.0
Old : 100.0: 84.4 84.1 0.0 11.4 3.9 0.2 0.5 0.0 11.5 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 : 32: 25 23 0 . . . . 0 . 0 0:
Old : 32: 25 23 0 . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 55.6 64.9 78.3 36.1 41.2 45.9 51.1
Old : 43.1 55.6 64.9 78.3 36.1 41.2 45.9 51.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,550,522: 1,226,226 1,396,459 199,210 53,661 8,111 17,960 21,515 51,212 46,627 18,388 1,176: 0 0
Old : 1,550,522: 1,226,226 1,396,459 199,210 53,661 8,111 17,960 21,515 51,212 46,627 18,388 1,176: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 3,394: -614 5,716 -7,081 -1,937 0 0 -9,480 9,480 2,810 816 -1,201: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 90.1 12.8 3.5 0.5 1.2 1.4 3.3 3.0 1.2 0.1: 0.0 0.0
Old : 100.0: 79.1 90.1 12.8 3.5 0.5 1.2 1.4 3.3 3.0 1.2 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 37 38 . . . . . . . 5 .:
Old : 58: 37 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 : 58.3 46.5 70.6 64.5 46.7 39.6 56.2 51.4
Old : 58.3 46.5 70.6 64.5 46.7 39.6 56.2 51.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,048: 55,501 58,586 2,927 0 5,521 0 3,411 1,318 5,271 1,702 1,509: 0 0
Old : 72,048: 55,501 58,586 2,927 0 5,521 0 3,411 1,318 5,271 1,702 1,509: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 518: 345 354 177 0 0 0 87 -78 50 130 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 81.3 4.1 0.0 7.7 0.0 4.7 1.8 7.3 2.4 2.1: 0.0 0.0
Old : 100.0: 77.0 81.3 4.1 0.0 7.7 0.0 4.7 1.8 7.3 2.4 2.1: 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 : 42: 26 25 . 0 . 0 . . 6 5 5:
Old : 42: 26 25 . 0 . 0 . . 6 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 : 51.7 53.0 75.1 73.1 35.2 48.4 51.7 58.6
Old : 51.7 53.0 75.1 73.1 35.2 48.4 51.7 58.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 433,343: 277,672 363,239 96,951 0 55,792 0 1,904 0 2,928 12,408 0: 0 0
Old : 433,343: 277,672 363,239 96,951 0 55,792 0 1,904 0 2,928 12,408 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 2,096: 2,760 2,760 -664 0 0 0 -344 0 0 -320 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 83.8 22.4 0.0 12.9 0.0 0.4 0.0 0.7 2.9 0.0: 0.0 0.0
Old : 100.0: 64.1 83.8 22.4 0.0 12.9 0.0 0.4 0.0 0.7 2.9 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 : 30: 18 16 . 0 . 0 . 0 . . 0:
Old : 30: 18 16 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 65.2 88.1 85.9 43.7 48.6 58.6 60.3
Old : 64.1 65.2 88.1 85.9 43.7 48.6 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 OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 396,379: 355,438 340,483 7,269 22,688 32,448 0 760 0 1,224 0 0: 0 0
Old : 396,379: 355,438 340,483 7,269 22,688 32,448 0 760 0 1,224 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -1,952: -3,176 -1,952 0 0 0 0 0 0 1,224 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 85.9 1.8 5.7 8.2 0.0 0.2 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 89.7 85.9 1.8 5.7 8.2 0.0 0.2 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 28 27 . . . 0 . 0 . 0 0:
Old : 40: 28 27 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 52.7 70.1 75.3 41.4 47.9 59.1 59.6
Old : 44.5 52.7 70.1 75.3 41.4 47.9 59.1 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,298: 34,312 33,883 1,568 2,512 383 657 63 359 296 0 43: 680 1,055
Old : 38,298: 34,312 33,883 1,568 2,512 383 657 63 359 296 0 43: 680 1,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 599: 834 620 0 0 0 0 0 0 -44 0 0: -191 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 88.5 4.1 6.6 1.0 1.7 0.2 0.9 0.8 0.0 0.1: 1.8 2.8
Old : 100.0: 89.6 88.5 4.1 6.6 1.0 1.7 0.2 0.9 0.8 0.0 0.1: 1.8 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 27 25 . . . . . . . 0 .:
Old : 39: 27 25 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 53.0 68.2 76.6 45.0 51.3 63.2 69.4
Old : 47.0 53.0 68.2 76.6 45.0 51.3 63.2 69.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 56,192: 50,750 48,323 2,495 5,235 2,435 0 0 0 0 150 0: 512 49
Old : 56,192: 50,750 48,323 2,495 5,235 2,435 0 0 0 0 150 0: 512 49
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 1,792: 1,761 1,530 0 120 0 0 0 0 0 150 0: 31 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 86.0 4.4 9.3 4.3 0.0 0.0 0.0 0.0 0.3 0.0: 0.9 0.1
Old : 100.0: 90.3 86.0 4.4 9.3 4.3 0.0 0.0 0.0 0.0 0.3 0.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 31 32 . . . 0 0 0 0 . 0:
Old : 45: 31 32 . . . 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 : 55.5 50.9 70.8 74.2 52.1 43.3 64.0 61.9
Old : 55.5 50.9 70.8 74.2 52.1 43.3 64.0 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,613: 71,968 69,882 2,585 5,730 2,940 0 0 0 445 0 1: 674 60
Old : 78,613: 71,968 69,882 2,585 5,730 2,940 0 0 0 445 0 1: 674 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 2,391: 2,346 2,275 0 120 0 0 0 0 49 0 -4: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 88.9 3.3 7.3 3.7 0.0 0.0 0.0 0.6 0.0 0.0: 0.9 0.1
Old : 100.0: 91.5 88.9 3.3 7.3 3.7 0.0 0.0 0.0 0.6 0.0 0.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 33 29 . . . 0 0 0 . 0 .:
Old : 45: 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 : 52.3 51.8 68.6 74.7 51.0 45.7 65.8 64.0
Old : 52.3 51.8 68.6 74.7 51.0 45.7 65.8 64.0
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,038: 15,598 16,993 1,240 0 1,970 0 0 0 200 75 0: 30 0
Old : 19,038: 15,598 16,993 1,240 0 1,970 0 0 0 200 75 0: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 595: 145 595 350 0 0 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 89.3 6.5 0.0 10.3 0.0 0.0 0.0 1.1 0.4 0.0: 0.2 0.0
Old : 100.0: 81.9 89.3 6.5 0.0 10.3 0.0 0.0 0.0 1.1 0.4 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 13 . 0 . 0 0 0 . . 0:
Old : 28: 18 13 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 62.3 80.1 91.0 44.4 60.4 68.6 76.3
Old : 53.5 62.3 80.1 91.0 44.4 60.4 68.6 76.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 316,864: 266,568 311,432 41,200 0 4,680 0 0 0 3,664 0 752: 0 0
Old : 316,864: 266,568 311,432 41,200 0 4,680 0 0 0 3,664 0 752: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -2,008: -1,600 -2,008 -1,200 0 0 0 0 0 792 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 98.3 13.0 0.0 1.5 0.0 0.0 0.0 1.2 0.0 0.2: 0.0 0.0
Old : 100.0: 84.1 98.3 13.0 0.0 1.5 0.0 0.0 0.0 1.2 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: 26 15 . 0 . 0 0 0 . 0 .:
Old : 31: 26 15 . 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 : 41.9 81.1 63.0 92.7 37.2 68.7 53.7 71.9
Old : 41.9 81.1 63.0 92.7 37.2 68.7 53.7 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,441: 8,353 9,956 0 0 0 590 0 0 1,054 0 294: 150 191
Old : 10,441: 8,353 9,956 0 0 0 590 0 0 1,054 0 294: 150 191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 442: 589 169 0 0 0 84 0 0 -483 0 294: -42 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 95.4 0.0 0.0 0.0 5.7 0.0 0.0 10.1 0.0 2.8: 1.4 1.8
Old : 100.0: 80.0 95.4 0.0 0.0 0.0 5.7 0.0 0.0 10.1 0.0 2.8: 1.4 1.8
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 : 31: 21 17 0 0 0 . 0 0 4 0 .:
Old : 31: 21 17 0 0 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 : 39.8 63.4 64.7 79.8 38.2 56.3 61.9 71.9
Old : 39.8 63.4 64.7 79.8 38.2 56.3 61.9 71.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,270: 7,360 12,610 0 450 0 0 0 0 5,700 0 150: 60 60
Old : 13,270: 7,360 12,610 0 450 0 0 0 0 5,700 0 150: 60 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 300: 300 150 0 0 0 0 0 0 -150 0 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 95.0 0.0 3.4 0.0 0.0 0.0 0.0 43.0 0.0 1.1: 0.5 0.5
Old : 100.0: 55.5 95.0 0.0 3.4 0.0 0.0 0.0 0.0 43.0 0.0 1.1: 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 : 20: 11 14 0 . 0 0 0 0 . 0 .:
Old : 20: 11 14 0 . 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 57.6 93.1 81.8 70.1 57.2 84.0 73.1
Old : 71.2 57.6 93.1 81.8 70.1 57.2 84.0 73.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,265: 10,515 10,825 795 700 0 0 0 0 50 400 340: 565 0
Old : 12,265: 10,515 10,825 795 700 0 0 0 0 50 400 340: 565 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 205: 195 345 0 0 0 0 0 0 0 -50 0: 10 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 88.3 6.5 5.7 0.0 0.0 0.0 0.0 0.4 3.3 2.8: 4.6 0.0
Old : 100.0: 85.7 88.3 6.5 5.7 0.0 0.0 0.0 0.0 0.4 3.3 2.8: 4.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 12 . . 0 0 0 0 . . .:
Old : 21: 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 : 69.5 61.3 82.8 83.8 64.0 58.7 70.9 74.0
Old : 69.5 61.3 82.8 83.8 64.0 58.7 70.9 74.0
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,546: 23,311 23,576 1,145 105 2,090 0 0 0 0 775 0: 0 0
Old : 26,546: 23,311 23,576 1,145 105 2,090 0 0 0 0 775 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 730: 505 955 600 0 -375 0 0 0 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 88.8 4.3 0.4 7.9 0.0 0.0 0.0 0.0 2.9 0.0: 0.0 0.0
Old : 100.0: 87.8 88.8 4.3 0.4 7.9 0.0 0.0 0.0 0.0 2.9 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 : 34: 22 19 . . . 0 0 0 0 . 0:
Old : 34: 22 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 : 56.2 54.4 80.2 80.0 51.1 49.4 68.4 69.6
Old : 56.2 54.4 80.2 80.0 51.1 49.4 68.4 69.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,117: 20,372 20,917 585 195 2,330 50 0 0 0 75 600: 180 0
Old : 24,117: 20,372 20,917 585 195 2,330 50 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: April 19, 2016 :
: 615: 615 615 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 86.7 2.4 0.8 9.7 0.2 0.0 0.0 0.0 0.3 2.5: 0.7 0.0
Old : 100.0: 84.5 86.7 2.4 0.8 9.7 0.2 0.0 0.0 0.0 0.3 2.5: 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 : 33: 22 21 . . . . 0 0 0 . .:
Old : 33: 22 21 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 63.3 64.6 82.2 33.0 47.0 47.9 56.6
Old : 43.3 63.3 64.6 82.2 33.0 47.0 47.9 56.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,510: 19,832 18,195 2,292 5,001 0 1,277 0 0 42 126 0: 1,067 1,188
Old : 24,510: 19,832 18,195 2,292 5,001 0 1,277 0 0 42 126 0: 1,067 1,188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 70: -37 4 0 45 0 276 0 0 42 0 0: -211 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 74.2 9.4 20.4 0.0 5.2 0.0 0.0 0.2 0.5 0.0: 4.4 4.8
Old : 100.0: 80.9 74.2 9.4 20.4 0.0 5.2 0.0 0.0 0.2 0.5 0.0: 4.4 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 24 21 . . 0 . 0 0 . . 0:
Old : 33: 24 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 : 35.0 59.6 60.2 77.7 30.5 52.3 49.2 61.2
Old : 35.0 59.6 60.2 77.7 30.5 52.3 49.2 61.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 56,682: 51,342 47,231 1,148 1,954 3,056 0 412 21 510 3,458 420: 185 130
Old : 56,682: 51,342 47,231 1,148 1,954 3,056 0 412 21 510 3,458 420: 185 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -58: -107 303 0 -35 55 0 -80 4 120 -185 -120: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 83.3 2.0 3.4 5.4 0.0 0.7 0.0 0.9 6.1 0.7: 0.3 0.2
Old : 100.0: 90.6 83.3 2.0 3.4 5.4 0.0 0.7 0.0 0.9 6.1 0.7: 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 : 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 : 48.8 46.1 71.2 67.6 47.6 45.2 67.1 64.7
Old : 48.8 46.1 71.2 67.6 47.6 45.2 67.1 64.7
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 71,502: 61,554 60,745 820 2,279 3,413 120 268 512 3,380 2,542 1,673: 30 70
Old : 71,502: 61,554 60,745 820 2,279 3,413 120 268 512 3,380 2,542 1,673: 30 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 934: 378 817 0 -55 195 0 -180 129 239 65 -17: 10 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 85.0 1.1 3.2 4.8 0.2 0.4 0.7 4.7 3.6 2.3: 0.0 0.1
Old : 100.0: 86.1 85.0 1.1 3.2 4.8 0.2 0.4 0.7 4.7 3.6 2.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 31 31 . . . . . . . 5 5:
Old : 53: 31 31 . . . . . . . 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 : 41.4 47.6 61.9 63.5 41.0 45.7 58.2 57.1
Old : 41.4 47.6 61.9 63.5 41.0 45.7 58.2 57.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,097: 49,612 49,827 1,800 2,650 620 0 0 0 1,065 0 0: 0 0
Old : 53,097: 49,612 49,827 1,800 2,650 620 0 0 0 1,065 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 9,687: 9,514 9,842 0 -300 175 0 0 0 10 0 0: -12 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 93.8 3.4 5.0 1.2 0.0 0.0 0.0 2.0 0.0 0.0: 0.0 0.0
Old : 100.0: 93.4 93.8 3.4 5.0 1.2 0.0 0.0 0.0 2.0 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 : 32: 25 15 . . . 0 0 0 . 0 0:
Old : 32: 25 15 . . . 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 : 55.0 95.9 73.4 98.6 54.2 92.6 69.9 93.4
Old : 55.0 95.9 73.4 98.6 54.2 92.6 69.9 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,915: 54,420 55,345 2,385 3,020 550 0 0 0 1,515 0 0: 45 0
Old : 58,915: 54,420 55,345 2,385 3,020 550 0 0 0 1,515 0 0: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 9,502: 9,027 9,627 100 -500 375 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 93.9 4.0 5.1 0.9 0.0 0.0 0.0 2.6 0.0 0.0: 0.1 0.0
Old : 100.0: 92.4 93.9 4.0 5.1 0.9 0.0 0.0 0.0 2.6 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 16 . . . 0 0 0 . 0 0:
Old : 31: 25 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 : 56.3 91.5 73.1 97.8 54.9 89.3 69.7 91.1
Old : 56.3 91.5 73.1 97.8 54.9 89.3 69.7 91.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 342,002: 314,947 285,514 2,248 12,345 8,241 0 9,368 0 7,427 17,395 9,139: 0 0
Old : 342,002: 314,947 285,514 2,248 12,345 8,241 0 9,368 0 7,427 17,395 9,139: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 2,073: 4,536 4,048 0 0 0 0 0 0 -2,072 -1,584 -391: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 83.5 0.7 3.6 2.4 0.0 2.7 0.0 2.2 5.1 2.7: 0.0 0.0
Old : 100.0: 92.1 83.5 0.7 3.6 2.4 0.0 2.7 0.0 2.2 5.1 2.7: 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 : 43: 27 30 . . . 0 . 0 . . .:
Old : 43: 27 30 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 34.4 69.8 57.7 40.8 30.9 52.2 45.1
Old : 48.1 34.4 69.8 57.7 40.8 30.9 52.2 45.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,061: 21,704 22,703 298 361 574 256 382 703 2,320 1,195 1,100: 106 43
Old : 27,061: 21,704 22,703 298 361 574 256 382 703 2,320 1,195 1,100: 106 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 631: 564 313 1 0 -22 0 0 0 -208 108 296: 0 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 83.9 1.1 1.3 2.1 0.9 1.4 2.6 8.6 4.4 4.1: 0.4 0.2
Old : 100.0: 80.2 83.9 1.1 1.3 2.1 0.9 1.4 2.6 8.6 4.4 4.1: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 25 33 . . . . . . . 4 5:
Old : 46: 25 33 . . . . . . . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 37.1 71.9 52.8 37.4 36.9 58.5 48.9
Old : 46.7 37.1 71.9 52.8 37.4 36.9 58.5 48.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 39,761: 22,001 35,305 16,658 0 77 77 1,773 0 516 2,174 432: 0 0
Old : 39,761: 22,001 35,305 16,658 0 77 77 1,773 0 516 2,174 432: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 64: 1,080 65 -1,117 0 0 0 0 0 101 -1 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 88.8 41.9 0.0 0.2 0.2 4.5 0.0 1.3 5.5 1.1: 0.0 0.0
Old : 100.0: 55.3 88.8 41.9 0.0 0.2 0.2 4.5 0.0 1.3 5.5 1.1: 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 : 31: 12 17 . 0 . . . 0 . 4 .:
Old : 31: 12 17 . 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 : 78.3 61.8 93.9 81.5 68.5 61.2 74.1 71.5
Old : 78.3 61.8 93.9 81.5 68.5 61.2 74.1 71.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 322,512: 272,402 309,448 38,566 0 11,544 0 0 0 0 1,520 0: 0 0
Old : 322,512: 272,402 309,448 38,566 0 11,544 0 0 0 0 1,520 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 304: 304 304 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 95.9 12.0 0.0 3.6 0.0 0.0 0.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 84.5 95.9 12.0 0.0 3.6 0.0 0.0 0.0 0.0 0.5 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: 11 10 . 0 . 0 0 0 0 . 0:
Old : 20: 11 10 . 0 . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 89.7 98.3 98.5 71.5 86.7 86.6 88.0
Old : 76.3 89.7 98.3 98.5 71.5 86.7 86.6 88.0
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 331,244: 265,856 321,500 56,168 140 9,220 0 0 0 0 384 0: 0 0
Old : 331,244: 265,856 321,500 56,168 140 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: April 19, 2016 :
: -29,696: -25,016 -29,696 -4,680 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 97.1 17.0 0.0 2.8 0.0 0.0 0.0 0.0 0.1 0.0: 0.0 0.0
Old : 100.0: 80.3 97.1 17.0 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 : 27: 16 16 . . . 0 0 0 0 . 0:
Old : 27: 16 16 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 69.8 79.5 85.8 56.4 61.4 68.4 68.5
Old : 61.9 69.8 79.5 85.8 56.4 61.4 68.4 68.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,613: 21,352 24,766 3,224 0 148 676 0 0 172 84 0: 41 615
Old : 25,613: 21,352 24,766 3,224 0 148 676 0 0 172 84 0: 41 615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -2,579: -2,283 -2,241 -105 0 -43 -105 0 0 0 0 0: -43 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 96.7 12.6 0.0 0.6 2.6 0.0 0.0 0.7 0.3 0.0: 0.2 2.4
Old : 100.0: 83.4 96.7 12.6 0.0 0.6 2.6 0.0 0.0 0.7 0.3 0.0: 0.2 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 19 . 0 . . 0 0 . . 0:
Old : 28: 18 19 . 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 78.0 81.2 86.0 55.7 70.3 69.6 76.3
Old : 64.6 78.0 81.2 86.0 55.7 70.3 69.6 76.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 132,380: 65,234 128,067 67,146 768 0 0 3,545 0 0 0 0: 0 0
Old : 132,380: 65,234 128,067 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: April 19, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 96.7 50.7 0.6 0.0 0.0 2.7 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 49.3 96.7 50.7 0.6 0.0 0.0 2.7 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 : 77.3 88.2 97.9 98.0 77.3 87.9 97.9 97.6
Old : 77.3 88.2 97.9 98.0 77.3 87.9 97.9 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,931: 9,648 11,254 456 730 424 1,488 0 0 1,239 125 467: 209 931
Old : 13,931: 9,648 11,254 456 730 424 1,488 0 0 1,239 125 467: 209 931
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 237: -107 215 -106 0 43 43 0 0 301 0 0: 63 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 80.8 3.3 5.2 3.0 10.7 0.0 0.0 8.9 0.9 3.4: 1.5 6.7
Old : 100.0: 69.3 80.8 3.3 5.2 3.0 10.7 0.0 0.0 8.9 0.9 3.4: 1.5 6.7
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: 15 16 . . . . 0 0 . . .:
Old : 28: 15 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 : 42.3 54.0 67.5 72.3 34.8 38.2 51.6 52.1
Old : 42.3 54.0 67.5 72.3 34.8 38.2 51.6 52.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 155,905: 126,043 126,524 4,002 15,705 9,746 12,945 0 0 3,169 3,930 0: 0 0
Old : 155,905: 126,043 126,524 4,002 15,705 9,746 12,945 0 0 3,169 3,930 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -816: 0 -816 0 816 -816 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 81.2 2.6 10.1 6.3 8.3 0.0 0.0 2.0 2.5 0.0: 0.0 0.0
Old : 100.0: 80.8 81.2 2.6 10.1 6.3 8.3 0.0 0.0 2.0 2.5 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: 15 14 . . . . 0 0 . . 0:
Old : 28: 15 14 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 54.4 81.3 76.3 62.4 52.1 74.3 69.0
Old : 65.5 54.4 81.3 76.3 62.4 52.1 74.3 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,478: 15,594 11,909 2,074 3,617 123 194 2,275 0 257 172 107: 129 275
Old : 18,478: 15,594 11,909 2,074 3,617 123 194 2,275 0 257 172 107: 129 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 190: 529 505 0 -21 -254 0 107 0 22 0 107: -214 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 64.4 11.2 19.6 0.7 1.0 12.3 0.0 1.4 0.9 0.6: 0.7 1.5
Old : 100.0: 84.4 64.4 11.2 19.6 0.7 1.0 12.3 0.0 1.4 0.9 0.6: 0.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 23 . . . . . 0 5 . .:
Old : 37: 23 23 . . . . . 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 : 59.0 46.7 79.4 67.7 52.9 42.9 64.5 58.4
Old : 59.0 46.7 79.4 67.7 52.9 42.9 64.5 58.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 202,703: 186,240 124,082 15,286 66,549 0 0 11,279 793 384 0 0: 0 0
Old : 202,703: 186,240 124,082 15,286 66,549 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: April 19, 2016 :
: 2,616: 2,616 8,112 0 -5,496 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 61.2 7.5 32.8 0.0 0.0 5.6 0.4 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 91.9 61.2 7.5 32.8 0.0 0.0 5.6 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 : 30: 17 20 . . 0 0 . . . 0 0:
Old : 30: 17 20 . . 0 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 59.6 82.8 80.3 48.0 58.2 61.6 69.4
Old : 62.3 59.6 82.8 80.3 48.0 58.2 61.6 69.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,055: 7,740 8,230 1,185 0 0 0 300 0 0 410 70: 60 45
Old : 9,055: 7,740 8,230 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: April 19, 2016 :
: 440: 440 490 0 0 0 0 0 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 90.9 13.1 0.0 0.0 0.0 3.3 0.0 0.0 4.5 0.8: 0.7 0.5
Old : 100.0: 85.5 90.9 13.1 0.0 0.0 0.0 3.3 0.0 0.0 4.5 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 13 . 0 0 0 . 0 0 . .:
Old : 23: 15 13 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 75.7 79.6 91.7 42.6 57.9 63.1 71.7
Old : 50.7 75.7 79.6 91.7 42.6 57.9 63.1 71.7
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,097: 14,281 18,097 3,731 0 4,489 0 0 0 596 511 0: 0 0
Old : 23,097: 14,281 18,097 3,731 0 4,489 0 0 0 596 511 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 1,929: 179 2,286 2,288 0 -382 0 0 0 -156 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 78.4 16.2 0.0 19.4 0.0 0.0 0.0 2.6 2.2 0.0: 0.0 0.0
Old : 100.0: 61.8 78.4 16.2 0.0 19.4 0.0 0.0 0.0 2.6 2.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 17 . 0 . 0 0 0 . . 0:
Old : 25: 16 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 : 78.9 52.4 90.0 79.5 47.5 38.7 53.1 52.6
Old : 78.9 52.4 90.0 79.5 47.5 38.7 53.1 52.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,480: 8,155 9,335 200 100 0 0 0 0 420 0 0: 705 45
Old : 9,480: 8,155 9,335 200 100 0 0 0 0 420 0 0: 705 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 98.5 2.1 1.1 0.0 0.0 0.0 0.0 4.4 0.0 0.0: 7.4 0.5
Old : 100.0: 86.0 98.5 2.1 1.1 0.0 0.0 0.0 0.0 4.4 0.0 0.0: 7.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 11 . . 0 0 0 0 . 0 0:
Old : 21: 14 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 : 64.1 79.3 79.5 94.5 56.0 76.1 70.7 82.3
Old : 64.1 79.3 79.5 94.5 56.0 76.1 70.7 82.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,150: 9,620 9,080 250 140 0 0 1,730 0 450 100 100: 730 0
Old : 11,150: 9,620 9,080 250 140 0 0 1,730 0 450 100 100: 730 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 400: 300 200 0 0 0 0 100 0 100 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 81.4 2.2 1.3 0.0 0.0 15.5 0.0 4.0 0.9 0.9: 6.5 0.0
Old : 100.0: 86.3 81.4 2.2 1.3 0.0 0.0 15.5 0.0 4.0 0.9 0.9: 6.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 16 . . 0 0 . 0 . . .:
Old : 26: 15 16 . . 0 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 71.4 76.2 86.5 51.7 64.4 64.7 76.4
Old : 59.6 71.4 76.2 86.5 51.7 64.4 64.7 76.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 635,680: 424,232 368,322 10,925 30,035 52,582 0 7,785 33,095 29,053 59,908 83,953: 1,840 0
Old : 635,680: 424,232 368,322 10,925 30,035 52,582 0 7,785 33,095 29,053 59,908 83,953: 1,840 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 23,858: 22,875 15,776 297 -915 762 0 -84 -39 2,559 8,879 -521: -2,075 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 57.9 1.7 4.7 8.3 0.0 1.2 5.2 4.6 9.4 13.2: 0.3 0.0
Old : 100.0: 66.7 57.9 1.7 4.7 8.3 0.0 1.2 5.2 4.6 9.4 13.2: 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 : 26: 17 14 . . . 0 . . . . .:
Old : 26: 17 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 : 60.0 65.2 83.4 88.2 29.0 32.3 33.3 35.0
Old : 60.0 65.2 83.4 88.2 29.0 32.3 33.3 35.0
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,005: 11,030 18,885 7,800 0 120 0 0 0 0 0 0: 55 0
Old : 19,005: 11,030 18,885 7,800 0 120 0 0 0 0 0 0: 55 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 600: 0 600 600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 99.4 41.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 58.0 99.4 41.0 0.0 0.6 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: 14 11 . 0 . 0 0 0 0 0 0:
Old : 20: 14 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 : 78.9 78.3 93.8 97.3 77.6 77.2 90.2 91.0
Old : 78.9 78.3 93.8 97.3 77.6 77.2 90.2 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,605: 20,200 10,995 1,150 10,430 0 0 150 0 0 0 0: 255 30
Old : 21,605: 20,200 10,995 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: April 19, 2016 :
: 25: 25 25 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 50.9 5.3 48.3 0.0 0.0 0.7 0.0 0.0 0.0 0.0: 1.2 0.1
Old : 100.0: 93.5 50.9 5.3 48.3 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 78.4 90.3 91.8 62.4 77.6 83.2 87.7
Old : 66.7 78.4 90.3 91.8 62.4 77.6 83.2 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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: April 19, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,872: 21,772 19,282 0 3,435 155 825 0 0 0 0 0: 120 0
Old : 22,872: 21,772 19,282 0 3,435 155 825 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: April 19, 2016 :
: 910: 910 860 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 84.3 0.0 15.0 0.7 3.6 0.0 0.0 0.0 0.0 0.0: 0.5 0.0
Old : 100.0: 95.2 84.3 0.0 15.0 0.7 3.6 0.0 0.0 0.0 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 13 0 . . . 0 0 0 0 0:
Old : 27: 16 13 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 74.2 85.0 92.8 62.5 72.0 76.8 84.2
Old : 68.5 74.2 85.0 92.8 62.5 72.0 76.8 84.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,383: 17,620 14,343 0 3,885 155 225 0 0 0 0 0: 383 0
Old : 18,383: 17,620 14,343 0 3,885 155 225 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: April 19, 2016 :
: 180: 180 130 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 78.0 0.0 21.1 0.8 1.2 0.0 0.0 0.0 0.0 0.0: 2.1 0.0
Old : 100.0: 95.8 78.0 0.0 21.1 0.8 1.2 0.0 0.0 0.0 0.0 0.0: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 69.8 74.7 87.4 93.9 61.7 69.5 75.9 81.3
Old : 69.8 74.7 87.4 93.9 61.7 69.5 75.9 81.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,710: 21,510 21,525 325 145 470 0 300 0 0 250 0: 405 20
Old : 22,710: 21,510 21,525 325 145 470 0 300 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: April 19, 2016 :
: -175: -250 225 -100 -575 175 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 94.8 1.4 0.6 2.1 0.0 1.3 0.0 0.0 1.1 0.0: 1.8 0.1
Old : 100.0: 94.7 94.8 1.4 0.6 2.1 0.0 1.3 0.0 0.0 1.1 0.0: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 13 . . . 0 . 0 0 . 0:
Old : 25: 14 13 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 80.8 88.0 91.5 62.0 74.5 76.0 81.2
Old : 70.3 80.8 88.0 91.5 62.0 74.5 76.0 81.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,170: 21,710 22,010 50 0 50 0 0 0 0 0 0: 360 110
Old : 22,170: 21,710 22,010 50 0 50 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: April 19, 2016 :
: -480: -480 -480 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.9 99.3 0.2 0.0 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 0.5
Old : 100.0: 97.9 99.3 0.2 0.0 0.2 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 10 . 0 . 0 0 0 0 0 0:
Old : 24: 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 : 66.6 92.4 81.2 99.1 61.2 82.5 73.0 83.9
Old : 66.6 92.4 81.2 99.1 61.2 82.5 73.0 83.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,852: 21,157 21,762 100 0 0 200 0 0 0 0 0: 395 90
Old : 21,852: 21,157 21,762 100 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: April 19, 2016 :
: -35: -35 -35 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.8 99.6 0.5 0.0 0.0 0.9 0.0 0.0 0.0 0.0 0.0: 1.8 0.4
Old : 100.0: 96.8 99.6 0.5 0.0 0.0 0.9 0.0 0.0 0.0 0.0 0.0: 1.8 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: 19 11 . 0 0 . 0 0 0 0 0:
Old : 25: 19 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 : 63.4 92.9 80.0 99.2 51.9 77.8 67.3 80.0
Old : 63.4 92.9 80.0 99.2 51.9 77.8 67.3 80.0
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,742: 102,602 107,347 4,885 2,815 5,320 515 750 0 3,200 380 100: 120 30
Old : 116,742: 102,602 107,347 4,885 2,815 5,320 515 750 0 3,200 380 100: 120 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -2,185: -2,225 -2,725 150 800 -260 0 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 92.0 4.2 2.4 4.6 0.4 0.6 0.0 2.7 0.3 0.1: 0.1 0.0
Old : 100.0: 87.9 92.0 4.2 2.4 4.6 0.4 0.6 0.0 2.7 0.3 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 : 52: 33 32 . . . . . 0 . . .:
Old : 52: 33 32 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 54.8 61.1 77.3 29.4 52.3 48.0 65.2
Old : 38.5 54.8 61.1 77.3 29.4 52.3 48.0 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 134,887: 120,362 123,239 5,740 2,195 5,225 1,630 3,108 450 1,180 350 300: 0 20
Old : 134,887: 120,362 123,239 5,740 2,195 5,225 1,630 3,108 450 1,180 350 300: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 1,536: 1,751 798 155 800 -365 -200 103 200 -105 -100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 91.4 4.3 1.6 3.9 1.2 2.3 0.3 0.9 0.3 0.2: 0.0 0.0
Old : 100.0: 89.2 91.4 4.3 1.6 3.9 1.2 2.3 0.3 0.9 0.3 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 : 61: 38 32 . . . . 4 . 4 . .:
Old : 61: 38 32 . . . . 4 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 53.2 62.0 76.6 38.3 50.5 54.4 64.1
Old : 41.8 53.2 62.0 76.6 38.3 50.5 54.4 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 173,064: 143,813 131,905 9,112 12,704 2,933 6,155 12,418 680 4,493 6,612 5,784: 94 28
Old : 173,064: 143,813 131,905 9,112 12,704 2,933 6,155 12,418 680 4,493 6,612 5,784: 94 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 2,201: 1,101 2,111 1,291 -65 -612 -87 225 -50 946 817 -219: -169 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 76.2 5.3 7.3 1.7 3.6 7.2 0.4 2.6 3.8 3.3: 0.1 0.0
Old : 100.0: 83.1 76.2 5.3 7.3 1.7 3.6 7.2 0.4 2.6 3.8 3.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 75: 42 42 . . 4 4 4 . 5 10 8:
Old : 75: 42 42 . . 4 4 4 . 5 10 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 : 36.3 55.8 52.5 69.3 35.8 51.0 50.0 61.6
Old : 36.3 55.8 52.5 69.3 35.8 51.0 50.0 61.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 124,771: 109,569 111,564 8,764 8,145 1,287 685 0 2,450 1,415 800 525: 76 0
Old : 124,771: 109,569 111,564 8,764 8,145 1,287 685 0 2,450 1,415 800 525: 76 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 6,306: 6,040 6,861 211 -900 45 300 0 -300 0 600 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 89.4 7.0 6.5 1.0 0.5 0.0 2.0 1.1 0.6 0.4: 0.1 0.0
Old : 100.0: 87.8 89.4 7.0 6.5 1.0 0.5 0.0 2.0 1.1 0.6 0.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 38 31 . . . . 0 . . . .:
Old : 52: 38 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 : 30.5 66.2 49.0 81.4 29.6 59.7 43.4 66.4
Old : 30.5 66.2 49.0 81.4 29.6 59.7 43.4 66.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,915: 35,675 33,820 300 1,715 250 370 600 280 0 230 10: 30 10
Old : 36,915: 35,675 33,820 300 1,715 250 370 600 280 0 230 10: 30 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 150: 100 125 0 -75 0 50 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.6 91.6 0.8 4.6 0.7 1.0 1.6 0.8 0.0 0.6 0.0: 0.1 0.0
Old : 100.0: 96.6 91.6 0.8 4.6 0.7 1.0 1.6 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 : 31: 21 11 . . . . . . 0 . .:
Old : 31: 21 11 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 90.4 78.5 96.0 61.2 85.6 76.0 89.8
Old : 61.4 90.4 78.5 96.0 61.2 85.6 76.0 89.8
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,955: 32,405 30,815 300 1,575 250 0 75 0 0 240 0: 0 0
Old : 32,955: 32,405 30,815 300 1,575 250 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: April 19, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.3 93.5 0.9 4.8 0.8 0.0 0.2 0.0 0.0 0.7 0.0: 0.0 0.0
Old : 100.0: 98.3 93.5 0.9 4.8 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 : 28: 20 12 . . . 0 . 0 0 . 0:
Old : 28: 20 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 : 64.5 90.7 80.3 96.9 61.0 81.7 73.5 85.3
Old : 64.5 90.7 80.3 96.9 61.0 81.7 73.5 85.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 29,112: 26,759 24,133 0 2,905 1,895 100 0 0 200 0 14: 144 165
Old : 29,112: 26,759 24,133 0 2,905 1,895 100 0 0 200 0 14: 144 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 144: 135 155 0 -25 5 0 0 0 -14 0 9: 9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 82.9 0.0 10.0 6.5 0.3 0.0 0.0 0.7 0.0 0.0: 0.5 0.6
Old : 100.0: 91.9 82.9 0.0 10.0 6.5 0.3 0.0 0.0 0.7 0.0 0.0: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 25 25 0 . . . 0 0 . 0 .:
Old : 36: 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 : 39.7 53.2 60.5 72.6 36.6 44.2 54.1 59.6
Old : 39.7 53.2 60.5 72.6 36.6 44.2 54.1 59.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,570: 14,965 15,890 860 0 520 0 0 0 225 0 0: 0 160
Old : 16,570: 14,965 15,890 860 0 520 0 0 0 225 0 0: 0 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 275: -25 275 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 95.9 5.2 0.0 3.1 0.0 0.0 0.0 1.4 0.0 0.0: 0.0 1.0
Old : 100.0: 90.3 95.9 5.2 0.0 3.1 0.0 0.0 0.0 1.4 0.0 0.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 18 15 . 0 . 0 0 0 . 0 0:
Old : 23: 18 15 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 73.1 62.1 92.1 26.8 58.0 45.6 67.7
Old : 37.4 73.1 62.1 92.1 26.8 58.0 45.6 67.7
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 288,265: 251,436 243,676 0 26,387 12,768 19,061 0 4,322 0 935 178: 501 0
Old : 288,265: 251,436 243,676 0 26,387 12,768 19,061 0 4,322 0 935 178: 501 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 2,206: 1,111 9,970 0 -8,526 746 -12 0 34 0 -13 -4: 331 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 84.5 0.0 9.2 4.4 6.6 0.0 1.5 0.0 0.3 0.1: 0.2 0.0
Old : 100.0: 87.2 84.5 0.0 9.2 4.4 6.6 0.0 1.5 0.0 0.3 0.1: 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 : 29: 21 17 0 . . . 0 . 0 . .:
Old : 29: 21 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 : 50.2 81.3 77.1 92.3 36.2 52.1 50.0 54.6
Old : 50.2 81.3 77.1 92.3 36.2 52.1 50.0 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,875,010: 3,219,484 2,667,646 455 932,323 224,931 395,890 0 34,250 0 15,860 0: 0 0
Old : 3,875,010: 3,219,484 2,667,646 455 932,323 224,931 395,890 0 34,250 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: April 19, 2016 :
: 4,800: 4,800 4,800 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 68.8 0.0 24.1 5.8 10.2 0.0 0.9 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 83.1 68.8 0.0 24.1 5.8 10.2 0.0 0.9 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 : 57.9 84.1 83.3 91.2 43.9 53.7 54.7 58.1
Old : 57.9 84.1 83.3 91.2 43.9 53.7 54.7 58.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,270: 67,798 65,359 0 3,039 6,872 430 0 0 0 0 0: 170 0
Old : 75,270: 67,798 65,359 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: April 19, 2016 :
: 2,309: 2,309 2,309 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 86.8 0.0 4.0 9.1 0.6 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 90.1 86.8 0.0 4.0 9.1 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 : 65.4 58.1 84.8 81.2 48.9 40.3 56.6 52.4
Old : 65.4 58.1 84.8 81.2 48.9 40.3 56.6 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,275,665: 1,017,193 1,175,279 158,086 0 100,386 0 0 0 0 0 0: 0 0
Old : 1,275,665: 1,017,193 1,175,279 158,086 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: April 19, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 : 61.2 78.2 81.3 94.4 38.7 62.2 51.2 63.5
Old : 61.2 78.2 81.3 94.4 38.7 62.2 51.2 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,104: 19,208 9,352 840 10,752 0 0 0 0 0 0 0: 56 0
Old : 20,104: 19,208 9,352 840 10,752 0 0 0 0 0 0 0: 56 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -31,592: -30,184 -14,696 -1,320 -16,896 0 0 0 0 0 0 0: -88 0
: : :
: : 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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,051: 24,823 23,640 485 3,160 1,505 885 1,620 0 2,132 0 116: 105 10
Old : 30,051: 24,823 23,640 485 3,160 1,505 885 1,620 0 2,132 0 116: 105 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 248: 358 283 0 -155 115 0 0 0 -225 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 78.7 1.6 10.5 5.0 2.9 5.4 0.0 7.1 0.0 0.4: 0.3 0.0
Old : 100.0: 82.6 78.7 1.6 10.5 5.0 2.9 5.4 0.0 7.1 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: 22 22 . . 4 . . 0 5 0 4:
Old : 39: 22 22 . . 4 . . 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 : 51.0 34.2 70.6 59.3 38.3 30.4 54.1 52.3
Old : 51.0 34.2 70.6 59.3 38.3 30.4 54.1 52.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,557: 18,941 14,985 0 4,702 660 360 0 0 145 0 115: 336 95
Old : 20,557: 18,941 14,985 0 4,702 660 360 0 0 145 0 115: 336 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 92: 92 -33 0 135 0 0 0 0 0 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 72.9 0.0 22.9 3.2 1.8 0.0 0.0 0.7 0.0 0.6: 1.6 0.5
Old : 100.0: 92.1 72.9 0.0 22.9 3.2 1.8 0.0 0.0 0.7 0.0 0.6: 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 : 31: 18 19 0 4 . . 0 0 . 0 .:
Old : 31: 18 19 0 4 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 48.5 80.8 76.1 53.9 47.7 69.5 69.6
Old : 62.6 48.5 80.8 76.1 53.9 47.7 69.5 69.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,585: 37,750 23,720 1,854 13,317 157 50 3,925 60 1,563 250 136: 15 20
Old : 41,585: 37,750 23,720 1,854 13,317 157 50 3,925 60 1,563 250 136: 15 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 917: 729 623 -86 235 30 0 0 0 330 85 -56: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 57.0 4.5 32.0 0.4 0.1 9.4 0.1 3.8 0.6 0.3: 0.0 0.0
Old : 100.0: 90.8 57.0 4.5 32.0 0.4 0.1 9.4 0.1 3.8 0.6 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 29 24 . . . . . . . . .:
Old : 44: 29 24 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 56.7 68.3 79.9 51.8 56.2 65.0 74.9
Old : 53.3 56.7 68.3 79.9 51.8 56.2 65.0 74.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,024: 21,136 15,648 347 6,307 579 355 0 0 300 50 0: 307 440
Old : 23,024: 21,136 15,648 347 6,307 579 355 0 0 300 50 0: 307 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 328: 305 -25 25 5 -5 0 0 0 0 0 0: 3 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 68.0 1.5 27.4 2.5 1.5 0.0 0.0 1.3 0.2 0.0: 1.3 1.9
Old : 100.0: 91.8 68.0 1.5 27.4 2.5 1.5 0.0 0.0 1.3 0.2 0.0: 1.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 14 . . . . 0 0 . . 0:
Old : 32: 22 14 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 60.7 66.2 90.4 42.3 53.9 59.6 74.5
Old : 47.6 60.7 66.2 90.4 42.3 53.9 59.6 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,937: 19,381 16,939 2,066 1,975 1,475 0 630 0 0 1,913 5: 10 0
Old : 22,937: 19,381 16,939 2,066 1,975 1,475 0 630 0 0 1,913 5: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 610: 610 590 -15 0 10 0 0 0 0 5 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 73.9 9.0 8.6 6.4 0.0 2.7 0.0 0.0 8.3 0.0: 0.0 0.0
Old : 100.0: 84.5 73.9 9.0 8.6 6.4 0.0 2.7 0.0 0.0 8.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 16 . . . 0 . 0 0 . .:
Old : 29: 18 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 : 53.0 55.9 79.2 79.4 52.5 53.3 76.9 71.2
Old : 53.0 55.9 79.2 79.4 52.5 53.3 76.9 71.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,125: 12,517 12,068 1,781 1,858 445 0 225 0 0 225 0: 382 304
Old : 15,125: 12,517 12,068 1,781 1,858 445 0 225 0 0 225 0: 382 304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 360: 0 360 -5 0 0 0 0 0 0 0 0: 365 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 79.8 11.8 12.3 2.9 0.0 1.5 0.0 0.0 1.5 0.0: 2.5 2.0
Old : 100.0: 82.8 79.8 11.8 12.3 2.9 0.0 1.5 0.0 0.0 1.5 0.0: 2.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.3 63.2 81.6 87.2 52.9 60.4 79.9 83.3
Old : 53.3 63.2 81.6 87.2 52.9 60.4 79.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,581: 33,978 33,422 1,560 1,800 1,395 250 300 0 0 200 0: 398 464
Old : 37,581: 33,978 33,422 1,560 1,800 1,395 250 300 0 0 200 0: 398 464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 452: 373 428 0 0 0 100 0 0 -50 0 0: 29 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 88.9 4.2 4.8 3.7 0.7 0.8 0.0 0.0 0.5 0.0: 1.1 1.2
Old : 100.0: 90.4 88.9 4.2 4.8 3.7 0.7 0.8 0.0 0.0 0.5 0.0: 1.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 24 . . . . . 0 0 . 0:
Old : 37: 25 24 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 46.3 66.9 71.1 44.7 42.7 62.7 61.7
Old : 47.4 46.3 66.9 71.1 44.7 42.7 62.7 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 15,300: 13,878 12,677 855 2,550 0 0 0 0 431 0 27: 109 46
Old : 15,300: 13,878 12,677 855 2,550 0 0 0 0 431 0 27: 109 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 164: 130 240 120 0 -90 0 0 0 -10 0 7: 7 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 82.9 5.6 16.7 0.0 0.0 0.0 0.0 2.8 0.0 0.2: 0.7 0.3
Old : 100.0: 90.7 82.9 5.6 16.7 0.0 0.0 0.0 0.0 2.8 0.0 0.2: 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 : 27: 21 18 . . 0 0 0 0 . 0 .:
Old : 27: 21 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 : 43.2 67.5 69.1 86.7 40.5 56.5 59.5 72.4
Old : 43.2 67.5 69.1 86.7 40.5 56.5 59.5 72.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,769: 11,020 11,212 595 2,353 59 0 0 0 1,281 0 0: 814 145
Old : 13,769: 11,020 11,212 595 2,353 59 0 0 0 1,281 0 0: 814 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -348: -465 -263 120 -75 -10 0 0 0 0 0 0: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 81.4 4.3 17.1 0.4 0.0 0.0 0.0 9.3 0.0 0.0: 5.9 1.1
Old : 100.0: 80.0 81.4 4.3 17.1 0.4 0.0 0.0 0.0 9.3 0.0 0.0: 5.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 39.7 70.6 61.5 88.1 35.3 64.0 54.2 75.7
Old : 39.7 70.6 61.5 88.1 35.3 64.0 54.2 75.7
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,710: 41,881 39,634 0 1,835 2,600 50 0 0 0 150 0: 3,179 3,491
Old : 47,710: 41,881 39,634 0 1,835 2,600 50 0 0 0 150 0: 3,179 3,491
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 2,005: 1,970 1,970 0 0 0 0 0 0 0 0 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 83.1 0.0 3.8 5.4 0.1 0.0 0.0 0.0 0.3 0.0: 6.7 7.3
Old : 100.0: 87.8 83.1 0.0 3.8 5.4 0.1 0.0 0.0 0.0 0.3 0.0: 6.7 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 20 0 . . . 0 0 0 . 0:
Old : 28: 15 20 0 . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.2 54.2 89.9 79.5 80.5 52.2 83.1 72.4
Old : 84.2 54.2 89.9 79.5 80.5 52.2 83.1 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,127: 36,292 32,495 0 3,195 1,810 50 0 0 0 150 0: 2,975 3,477
Old : 41,127: 36,292 32,495 0 3,195 1,810 50 0 0 0 150 0: 2,975 3,477
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 1,425: 1,265 1,265 0 0 0 0 0 0 0 0 0: 160 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 79.0 0.0 7.8 4.4 0.1 0.0 0.0 0.0 0.4 0.0: 7.2 8.5
Old : 100.0: 88.2 79.0 0.0 7.8 4.4 0.1 0.0 0.0 0.0 0.4 0.0: 7.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 19 0 . . . 0 0 0 . 0:
Old : 25: 13 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 : 82.2 51.6 89.0 80.2 79.2 47.3 82.4 73.8
Old : 82.2 51.6 89.0 80.2 79.2 47.3 82.4 73.8
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,125: 19,610 10,375 90 0 0 0 6,965 700 400 3,720 0: 2,325 1,365
Old : 23,125: 19,610 10,375 90 0 0 0 6,965 700 400 3,720 0: 2,325 1,365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 0: -180 0 0 0 0 0 0 0 0 0 0: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 44.9 0.4 0.0 0.0 0.0 30.1 3.0 1.7 16.1 0.0: 10.1 5.9
Old : 100.0: 84.8 44.9 0.4 0.0 0.0 0.0 30.1 3.0 1.7 16.1 0.0: 10.1 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 14 . 0 0 0 . . . . 0:
Old : 24: 14 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 : 51.0 73.6 74.5 89.6 33.4 54.4 46.5 59.3
Old : 51.0 73.6 74.5 89.6 33.4 54.4 46.5 59.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,165: 18,860 9,720 90 0 0 0 6,730 950 0 3,300 0: 2,265 1,465
Old : 22,165: 18,860 9,720 90 0 0 0 6,730 950 0 3,300 0: 2,265 1,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 0: -180 0 0 0 0 0 0 0 0 0 0: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 43.9 0.4 0.0 0.0 0.0 30.4 4.3 0.0 14.9 0.0: 10.2 6.6
Old : 100.0: 85.1 43.9 0.4 0.0 0.0 0.0 30.4 4.3 0.0 14.9 0.0: 10.2 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 12 . 0 0 0 . . 0 . 0:
Old : 22: 13 12 . 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 74.6 76.0 89.4 34.2 53.8 47.7 58.8
Old : 52.9 74.6 76.0 89.4 34.2 53.8 47.7 58.8
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,163: 14,019 19,544 0 0 0 1,850 0 115 3,675 0 0: 1,504 1,504
Old : 21,163: 14,019 19,544 0 0 0 1,850 0 115 3,675 0 0: 1,504 1,504
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 720: 5 705 0 0 0 650 0 -25 50 0 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 92.3 0.0 0.0 0.0 8.7 0.0 0.5 17.4 0.0 0.0: 7.1 7.1
Old : 100.0: 66.2 92.3 0.0 0.0 0.0 8.7 0.0 0.5 17.4 0.0 0.0: 7.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 8 0 0 0 . 0 . . 0 0:
Old : 21: 14 8 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 : 47.1 82.2 74.7 92.4 47.1 69.6 71.0 76.8
Old : 47.1 82.2 74.7 92.4 47.1 69.6 71.0 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,007: 11,355 16,800 0 0 0 1,935 0 0 3,525 0 100: 1,092 1,107
Old : 18,007: 11,355 16,800 0 0 0 1,935 0 0 3,525 0 100: 1,092 1,107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 93.3 0.0 0.0 0.0 10.7 0.0 0.0 19.6 0.0 0.6: 6.1 6.1
Old : 100.0: 63.1 93.3 0.0 0.0 0.0 10.7 0.0 0.0 19.6 0.0 0.6: 6.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 9 0 0 0 . 0 0 . 0 .:
Old : 20: 14 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 : 51.4 82.7 75.2 93.4 50.7 72.4 69.8 75.2
Old : 51.4 82.7 75.2 93.4 50.7 72.4 69.8 75.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,469: 30,650 18,990 100 0 0 0 11,800 0 0 454 0: 719 225
Old : 31,469: 30,650 18,990 100 0 0 0 11,800 0 0 454 0: 719 225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 75: -105 75 0 0 0 0 0 0 0 0 0: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.4 60.3 0.3 0.0 0.0 0.0 37.5 0.0 0.0 1.4 0.0: 2.3 0.7
Old : 100.0: 97.4 60.3 0.3 0.0 0.0 0.0 37.5 0.0 0.0 1.4 0.0: 2.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 14 . 0 0 0 . 0 0 . 0:
Old : 24: 13 14 . 0 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 91.1 90.0 96.2 61.1 83.8 78.4 87.3
Old : 71.8 91.1 90.0 96.2 61.1 83.8 78.4 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,040: 25,270 15,340 100 0 0 0 10,200 0 0 320 0: 670 180
Old : 26,040: 25,270 15,340 100 0 0 0 10,200 0 0 320 0: 670 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -50: -205 -25 0 0 0 0 0 0 0 0 0: 155 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.0 58.9 0.4 0.0 0.0 0.0 39.2 0.0 0.0 1.2 0.0: 2.6 0.7
Old : 100.0: 97.0 58.9 0.4 0.0 0.0 0.0 39.2 0.0 0.0 1.2 0.0: 2.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 11 . 0 0 0 . 0 0 . 0:
Old : 22: 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 : 69.7 91.3 89.1 95.9 60.7 85.2 78.9 89.1
Old : 69.7 91.3 89.1 95.9 60.7 85.2 78.9 89.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,985: 25,465 26,570 0 1,200 0 2,240 0 1,175 0 150 0: 1,105 890
Old : 29,985: 25,465 26,570 0 1,200 0 2,240 0 1,175 0 150 0: 1,105 890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 55: -15 185 0 0 0 200 0 -195 0 0 0: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 88.6 0.0 4.0 0.0 7.5 0.0 3.9 0.0 0.5 0.0: 3.7 3.0
Old : 100.0: 84.9 88.6 0.0 4.0 0.0 7.5 0.0 3.9 0.0 0.5 0.0: 3.7 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 : 20: 15 8 0 . 0 . 0 . 0 . 0:
Old : 20: 15 8 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 : 61.4 83.8 83.5 96.2 56.8 81.5 78.0 86.0
Old : 61.4 83.8 83.5 96.2 56.8 81.5 78.0 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,020: 27,235 23,005 0 1,200 0 0 2,885 70 0 100 0: 1,715 1,760
Old : 29,020: 27,235 23,005 0 1,200 0 0 2,885 70 0 100 0: 1,715 1,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -230: -145 -145 0 0 0 0 0 0 0 0 0: -85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 79.3 0.0 4.1 0.0 0.0 9.9 0.2 0.0 0.3 0.0: 5.9 6.1
Old : 100.0: 93.8 79.3 0.0 4.1 0.0 0.0 9.9 0.2 0.0 0.3 0.0: 5.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 8 0 . 0 0 . . 0 . 0:
Old : 20: 13 8 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 : 58.1 81.4 81.3 93.5 53.7 81.2 73.7 86.0
Old : 58.1 81.4 81.3 93.5 53.7 81.2 73.7 86.0
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,324: 76,086 96,976 0 1,565 1,815 20,710 100 0 2,170 325 334: 7,209 7,209
Old : 108,324: 76,086 96,976 0 1,565 1,815 20,710 100 0 2,170 325 334: 7,209 7,209
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 3,420: 3,070 2,820 0 0 0 -200 0 0 0 50 0: 550 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 89.5 0.0 1.4 1.7 19.1 0.1 0.0 2.0 0.3 0.3: 6.7 6.7
Old : 100.0: 70.2 89.5 0.0 1.4 1.7 19.1 0.1 0.0 2.0 0.3 0.3: 6.7 6.7
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 : 41: 23 26 0 . . . . 0 . . .:
Old : 41: 23 26 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 51.4 85.0 68.8 62.1 51.0 78.1 68.1
Old : 65.8 51.4 85.0 68.8 62.1 51.0 78.1 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,389: 67,377 90,407 0 2,765 1,690 23,325 0 0 2,470 0 150: 4,377 4,377
Old : 99,389: 67,377 90,407 0 2,765 1,690 23,325 0 0 2,470 0 150: 4,377 4,377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 1,130: -55 -115 0 0 0 0 0 0 0 0 0: 1,185 1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 91.0 0.0 2.8 1.7 23.5 0.0 0.0 2.5 0.0 0.2: 4.4 4.4
Old : 100.0: 67.8 91.0 0.0 2.8 1.7 23.5 0.0 0.0 2.5 0.0 0.2: 4.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 28 0 . . . 0 0 4 0 .:
Old : 39: 19 28 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 : 71.2 50.2 86.1 68.3 68.2 48.4 79.1 64.5
Old : 71.2 50.2 86.1 68.3 68.2 48.4 79.1 64.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,060: 17,795 17,200 0 930 390 150 0 125 0 0 0: 600 415
Old : 19,060: 17,795 17,200 0 930 390 150 0 125 0 0 0: 600 415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 90.2 0.0 4.9 2.0 0.8 0.0 0.7 0.0 0.0 0.0: 3.1 2.2
Old : 100.0: 93.4 90.2 0.0 4.9 2.0 0.8 0.0 0.7 0.0 0.0 0.0: 3.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 17 12 0 . . . 0 . 0 0 0:
Old : 20: 17 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 : 63.4 74.2 81.5 88.6 59.3 68.6 72.3 75.6
Old : 63.4 74.2 81.5 88.6 59.3 68.6 72.3 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, April 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,045: 15,895 14,055 0 1,470 0 0 300 0 0 0 0: 150 220
Old : 16,045: 15,895 14,055 0 1,470 0 0 300 0 0 0 0: 150 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.1 87.6 0.0 9.2 0.0 0.0 1.9 0.0 0.0 0.0 0.0: 0.9 1.4
Old : 100.0: 99.1 87.6 0.0 9.2 0.0 0.0 1.9 0.0 0.0 0.0 0.0: 0.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.4 65.9 85.7 89.1 53.7 58.5 72.6 73.4
Old : 56.4 65.9 85.7 89.1 53.7 58.5 72.6 73.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,560: 21,500 20,300 985 0 2,000 0 1,750 125 50 500 0: 1,900 1,885
Old : 26,560: 21,500 20,300 985 0 2,000 0 1,750 125 50 500 0: 1,900 1,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 2,305: 2,160 2,210 0 0 0 0 0 0 0 -50 0: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 76.4 3.7 0.0 7.5 0.0 6.6 0.5 0.2 1.9 0.0: 7.2 7.1
Old : 100.0: 80.9 76.4 3.7 0.0 7.5 0.0 6.6 0.5 0.2 1.9 0.0: 7.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 18 . 0 . 0 . . . . 0:
Old : 29: 18 18 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 42.1 70.2 67.5 41.5 38.3 56.0 56.2
Old : 50.1 42.1 70.2 67.5 41.5 38.3 56.0 56.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,305: 18,085 17,130 110 450 2,815 0 600 125 0 0 0: 2,170 2,185
Old : 23,305: 18,085 17,130 110 450 2,815 0 600 125 0 0 0: 2,170 2,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 930: 460 460 0 0 0 0 0 0 0 0 0: 470 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 73.5 0.5 1.9 12.1 0.0 2.6 0.5 0.0 0.0 0.0: 9.3 9.4
Old : 100.0: 77.6 73.5 0.5 1.9 12.1 0.0 2.6 0.5 0.0 0.0 0.0: 9.3 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 15 . . . 0 . . 0 0 0:
Old : 23: 15 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 : 52.1 43.7 73.5 71.0 42.3 33.6 55.4 50.3
Old : 52.1 43.7 73.5 71.0 42.3 33.6 55.4 50.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,220: 15,235 13,015 0 2,575 1,015 0 50 0 250 0 0: 720 565
Old : 17,220: 15,235 13,015 0 2,575 1,015 0 50 0 250 0 0: 720 565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 75.6 0.0 15.0 5.9 0.0 0.3 0.0 1.5 0.0 0.0: 4.2 3.3
Old : 100.0: 88.5 75.6 0.0 15.0 5.9 0.0 0.3 0.0 1.5 0.0 0.0: 4.2 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 8 0 . . 0 . 0 . 0 0:
Old : 20: 15 8 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 : 58.1 87.7 81.0 96.3 51.6 66.0 65.3 71.7
Old : 58.1 87.7 81.0 96.3 51.6 66.0 65.3 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2016