COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 127,803: 29,744 30,547 7,479 12,322 11,567 11,620 44,075 10,429 49,889 11,998 5,421: 1,654 1,444
Old : 127,803: 29,744 30,547 7,479 12,322 11,567 11,620 44,075 10,429 49,889 11,998 5,421: 1,654 1,444
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 2,868: 1,740 -737 -383 -448 469 2,169 6,025 -992 57 -1,139 -505: 313 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 23.9 5.9 9.6 9.1 9.1 34.5 8.2 39.0 9.4 4.2: 1.3 1.1
Old : 100.0: 23.3 23.9 5.9 9.6 9.1 9.1 34.5 8.2 39.0 9.4 4.2: 1.3 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 : 55: 17 16 . . 5 . 4 5 16 10 18:
Old : 55: 17 16 . . 5 . 4 5 16 10 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 49.3 63.5 71.4 32.3 41.9 48.6 51.5
Old : 39.2 49.3 63.5 71.4 32.3 41.9 48.6 51.5
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 25,782: 5,266 10,699 0 6,104 894 678 2,630 1,157 15,001 1,724 2,424: 362 150
Old : 25,782: 5,266 10,699 0 6,104 894 678 2,630 1,157 15,001 1,724 2,424: 362 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 39: 123 168 0 30 -4 -15 210 -235 290 -55 -105: -15 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 41.5 0.0 23.7 3.5 2.6 10.2 4.5 58.2 6.7 9.4: 1.4 0.6
Old : 100.0: 20.4 41.5 0.0 23.7 3.5 2.6 10.2 4.5 58.2 6.7 9.4: 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 : 41: 13 10 0 4 . . . . 17 . 8:
Old : 41: 13 10 0 4 . . . . 17 . 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 : 46.0 46.8 61.6 72.4 44.5 41.2 56.5 62.5
Old : 46.0 46.8 61.6 72.4 44.5 41.2 56.5 62.5
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,673: 988 402 1,109 360 2,162 456 1,435 1,244 472 829 1,182: 60 60
Old : 7,673: 988 402 1,109 360 2,162 456 1,435 1,244 472 829 1,182: 60 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -57: -105 -30 -25 -63 51 268 275 -315 -14 -59 25: 59 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 5.2 14.5 4.7 28.2 5.9 18.7 16.2 6.2 10.8 15.4: 0.8 0.8
Old : 100.0: 12.9 5.2 14.5 4.7 28.2 5.9 18.7 16.2 6.2 10.8 15.4: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 8 6 . . 4 . . . 9 6 11:
Old : 31: 8 6 . . 4 . . . 9 6 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 60.9 76.7 85.0 26.5 30.5 32.1 33.3
Old : 51.7 60.9 76.7 85.0 26.5 30.5 32.1 33.3
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 TONS) :
: : Positions :
All : 17,068: 135 185 1,411 176 2,113 5,756 5,950 6,476 3 993 1,175: 0 0
Old : 17,068: 135 185 1,411 176 2,113 5,756 5,950 6,476 3 993 1,175: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 367: 99 -82 -575 171 -39 319 -472 538 2 228 23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.1 8.3 1.0 12.4 33.7 34.9 37.9 0.0 5.8 6.9: 0.0 0.0
Old : 100.0: 0.8 1.1 8.3 1.0 12.4 33.7 34.9 37.9 0.0 5.8 6.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 4 4 . . . . . . . 7 6:
Old : 21: 4 4 . . . . . . . 7 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 80.0 98.5 97.0 42.0 40.1 42.5 42.4
Old : 85.8 80.0 98.5 97.0 42.0 40.1 42.5 42.4
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 166,553: 103,314 127,788 9,550 1,247 9,800 18,901 1,402 4,397 7,926 9,311 11,879: 788 730
Old : 166,553: 103,314 127,788 9,550 1,247 9,800 18,901 1,402 4,397 7,926 9,311 11,879: 788 730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -4,000: -1,107 -3,374 -2,219 -190 365 453 -8 -262 118 725 -1,134: -214 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 76.7 5.7 0.7 5.9 11.3 0.8 2.6 4.8 5.6 7.1: 0.5 0.4
Old : 100.0: 62.0 76.7 5.7 0.7 5.9 11.3 0.8 2.6 4.8 5.6 7.1: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 86: 47 47 . . 4 6 . 6 9 13 16:
Old : 86: 47 47 . . 4 6 . 6 9 13 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 28.2 61.0 47.8 33.0 20.0 40.4 33.8
Old : 48.1 28.2 61.0 47.8 33.0 20.0 40.4 33.8
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 45,724: 42,250 36,998 0 4,938 1,827 179 313 12 1,223 1,403 233: 0 0
Old : 45,724: 42,250 36,998 0 4,938 1,827 179 313 12 1,223 1,403 233: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 2,454: 2,024 2,335 0 380 -105 52 76 -1 687 -28 -203: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 80.9 0.0 10.8 4.0 0.4 0.7 0.0 2.7 3.1 0.5: 0.0 0.0
Old : 100.0: 92.4 80.9 0.0 10.8 4.0 0.4 0.7 0.0 2.7 3.1 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 28 24 0 . . . . . 4 . .:
Old : 40: 28 24 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 : 55.7 43.9 76.0 73.9 45.0 31.8 52.4 46.3
Old : 55.7 43.9 76.0 73.9 45.0 31.8 52.4 46.3
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 393,339: 353,327 325,640 0 45,999 20,180 1,944 0 0 16,368 0 0: 1,520 1,520
Old : 393,339: 353,327 325,640 0 45,999 20,180 1,944 0 0 16,368 0 0: 1,520 1,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 11,735: 11,448 5,207 0 5,025 -17 608 0 0 -1,824 0 0: 1,520 1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 82.8 0.0 11.7 5.1 0.5 0.0 0.0 4.2 0.0 0.0: 0.4 0.4
Old : 100.0: 89.8 82.8 0.0 11.7 5.1 0.5 0.0 0.0 4.2 0.0 0.0: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 22 22 0 . . . 0 0 . 0 0:
Old : 29: 22 22 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 : 48.8 57.0 71.0 77.1 38.5 40.7 48.3 53.1
Old : 48.8 57.0 71.0 77.1 38.5 40.7 48.3 53.1
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,562,429: 1,307,491 1,377,795 158,600 50,333 8,111 12,584 65,930 33,239 37,708 22,325 4,696: 0 0
Old : 1,562,429: 1,307,491 1,377,795 158,600 50,333 8,111 12,584 65,930 33,239 37,708 22,325 4,696: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -41,361: 35,120 -61,283 -53,874 -2,224 0 -5,376 38,225 -15,695 -2,671 -1,519 1,135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 88.2 10.2 3.2 0.5 0.8 4.2 2.1 2.4 1.4 0.3: 0.0 0.0
Old : 100.0: 83.7 88.2 10.2 3.2 0.5 0.8 4.2 2.1 2.4 1.4 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 : 59: 35 37 . . . . . . . 7 .:
Old : 59: 35 37 . . . . . . . 7 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 44.7 69.9 63.6 46.1 39.6 58.5 53.7
Old : 54.8 44.7 69.9 63.6 46.1 39.6 58.5 53.7
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,067: 52,575 51,276 0 684 5,922 0 3,804 919 4,733 1,543 918: 0 0
Old : 65,067: 52,575 51,276 0 684 5,922 0 3,804 919 4,733 1,543 918: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -7,088: -4,519 -6,781 -1,121 684 -218 0 373 -478 -368 -285 -384: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 78.8 0.0 1.1 9.1 0.0 5.8 1.4 7.3 2.4 1.4: 0.0 0.0
Old : 100.0: 80.8 78.8 0.0 1.1 9.1 0.0 5.8 1.4 7.3 2.4 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 23 0 . . 0 . . 6 5 .:
Old : 41: 22 23 0 . . 0 . . 6 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 54.8 79.3 73.2 44.7 46.3 59.4 56.4
Old : 55.7 54.8 79.3 73.2 44.7 46.3 59.4 56.4
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 419,025: 263,306 357,473 97,223 0 55,568 0 0 0 1,952 5,008 0: 976 976
Old : 419,025: 263,306 357,473 97,223 0 55,568 0 0 0 1,952 5,008 0: 976 976
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -14,894: -18,518 -6,686 5,512 0 -912 0 -1,216 0 -1,952 -7,056 0: 976 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 85.3 23.2 0.0 13.3 0.0 0.0 0.0 0.5 1.2 0.0: 0.2 0.2
Old : 100.0: 62.8 85.3 23.2 0.0 13.3 0.0 0.0 0.0 0.5 1.2 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 16 . 0 . 0 0 0 . . 0:
Old : 26: 16 16 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 69.5 90.0 88.1 48.3 51.7 62.4 61.9
Old : 65.6 69.5 90.0 88.1 48.3 51.7 62.4 61.9
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 388,699: 339,894 328,899 7,269 18,760 31,680 0 728 8,632 1,224 0 0: 0 0
Old : 388,699: 339,894 328,899 7,269 18,760 31,680 0 728 8,632 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: May 3, 2016 :
: -14,954: -22,818 -18,858 0 -3,928 -768 0 -32 8,632 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 84.6 1.9 4.8 8.2 0.0 0.2 2.2 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 87.4 84.6 1.9 4.8 8.2 0.0 0.2 2.2 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 26 . . . 0 . . . 0 0:
Old : 38: 24 26 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 52.2 72.2 74.4 44.7 46.5 62.9 58.8
Old : 47.0 52.2 72.2 74.4 44.7 46.5 62.9 58.8
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 39,429: 35,058 35,186 1,568 2,440 322 613 0 827 296 82 43: 702 529
Old : 39,429: 35,058 35,186 1,568 2,440 322 613 0 827 296 82 43: 702 529
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -86: -366 -254 0 -72 -61 -44 -63 468 0 0 0: -83 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 89.2 4.0 6.2 0.8 1.6 0.0 2.1 0.8 0.2 0.1: 1.8 1.3
Old : 100.0: 88.9 89.2 4.0 6.2 0.8 1.6 0.0 2.1 0.8 0.2 0.1: 1.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 25 . . . . 0 . . . .:
Old : 39: 25 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 : 50.0 51.6 68.5 73.7 47.4 49.5 63.5 68.4
Old : 50.0 51.6 68.5 73.7 47.4 49.5 63.5 68.4
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,944: 49,266 46,132 2,395 5,975 1,645 0 0 0 140 150 0: 498 42
Old : 53,944: 49,266 46,132 2,395 5,975 1,645 0 0 0 140 150 0: 498 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -2,498: -1,959 -2,491 -50 440 -440 0 0 0 15 0 0: -64 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 85.5 4.4 11.1 3.0 0.0 0.0 0.0 0.3 0.3 0.0: 0.9 0.1
Old : 100.0: 91.3 85.5 4.4 11.1 3.0 0.0 0.0 0.0 0.3 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: 30 31 . . . 0 0 0 . . 0:
Old : 45: 30 31 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 51.4 72.1 73.4 54.2 45.3 66.7 62.7
Old : 57.6 51.4 72.1 73.4 54.2 45.3 66.7 62.7
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,377: 69,751 66,483 2,455 6,750 2,090 0 0 0 424 0 1: 656 53
Old : 75,377: 69,751 66,483 2,455 6,750 2,090 0 0 0 424 0 1: 656 53
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -5,026: -4,302 -5,239 -75 755 -535 0 0 0 -21 0 0: -93 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 88.2 3.3 9.0 2.8 0.0 0.0 0.0 0.6 0.0 0.0: 0.9 0.1
Old : 100.0: 92.5 88.2 3.3 9.0 2.8 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 : 44: 32 30 . . . 0 0 0 . 0 .:
Old : 44: 32 30 . . . 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 : 53.4 54.7 70.4 74.9 52.1 49.4 66.8 65.3
Old : 53.4 54.7 70.4 74.9 52.1 49.4 66.8 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,858: 12,782 14,813 990 0 1,970 0 0 0 550 75 0: 566 0
Old : 16,858: 12,782 14,813 990 0 1,970 0 0 0 550 75 0: 566 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,520: -2,156 -1,520 -250 0 0 0 0 0 350 0 0: 536 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 87.9 5.9 0.0 11.7 0.0 0.0 0.0 3.3 0.4 0.0: 3.4 0.0
Old : 100.0: 75.8 87.9 5.9 0.0 11.7 0.0 0.0 0.0 3.3 0.4 0.0: 3.4 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 : 27: 16 14 . 0 . 0 0 0 . . 0:
Old : 27: 16 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 : 50.8 62.6 73.5 89.2 39.1 50.1 59.0 66.8
Old : 50.8 62.6 73.5 89.2 39.1 50.1 59.0 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 323,640: 246,848 322,888 73,576 0 0 0 0 0 2,464 0 752: 0 0
Old : 323,640: 246,848 322,888 73,576 0 0 0 0 0 2,464 0 752: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 13,864: -15,032 18,544 33,576 0 -4,680 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 99.8 22.7 0.0 0.0 0.0 0.0 0.0 0.8 0.0 0.2: 0.0 0.0
Old : 100.0: 76.3 99.8 22.7 0.0 0.0 0.0 0.0 0.0 0.8 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 22 16 . 0 0 0 0 0 . 0 .:
Old : 29: 22 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 : 49.1 85.6 70.2 95.7 45.9 75.6 64.4 81.5
Old : 49.1 85.6 70.2 95.7 45.9 75.6 64.4 81.5
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,398: 7,699 8,563 0 84 86 611 0 0 810 559 84: 108 22
Old : 9,398: 7,699 8,563 0 84 86 611 0 0 810 559 84: 108 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -983: -594 -1,290 0 84 86 21 0 0 -212 548 -242: -42 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 91.1 0.0 0.9 0.9 6.5 0.0 0.0 8.6 5.9 0.9: 1.1 0.2
Old : 100.0: 81.9 91.1 0.0 0.9 0.9 6.5 0.0 0.0 8.6 5.9 0.9: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 16 0 . . . 0 0 . . .:
Old : 33: 23 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 : 40.7 63.9 65.0 82.9 40.0 55.7 63.4 72.7
Old : 40.7 63.9 65.0 82.9 40.0 55.7 63.4 72.7
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,550: 9,620 11,450 720 100 600 0 50 0 600 0 350: 660 0
Old : 12,550: 9,620 11,450 720 100 600 0 50 0 600 0 350: 660 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -855: -745 -510 0 0 0 0 50 0 350 0 -350: -110 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 91.2 5.7 0.8 4.8 0.0 0.4 0.0 4.8 0.0 2.8: 5.3 0.0
Old : 100.0: 76.7 91.2 5.7 0.8 4.8 0.0 0.4 0.0 4.8 0.0 2.8: 5.3 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 : 22: 12 13 . . . 0 . 0 . 0 .:
Old : 22: 12 13 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 70.0 83.5 86.9 60.4 67.2 71.9 77.2
Old : 66.1 70.0 83.5 86.9 60.4 67.2 71.9 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV Code-0643AU
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,113: 8,793 8,920 200 0 0 0 0 0 0 0 0: 120 193
Old : 9,113: 8,793 8,920 200 0 0 0 0 0 0 0 0: 120 193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -745: -705 -735 -25 0 0 0 0 0 0 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.5 97.9 2.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 2.1
Old : 100.0: 96.5 97.9 2.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 11 . 0 0 0 0 0 0 0 0:
Old : 20: 14 11 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 86.7 89.3 94.6 74.8 86.1 86.1 88.9
Old : 74.9 86.7 89.3 94.6 74.8 86.1 86.1 88.9
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,021: 20,961 22,121 1,620 105 2,090 0 0 0 350 700 0: 0 5
Old : 25,021: 20,961 22,121 1,620 105 2,090 0 0 0 350 700 0: 0 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -510: -1,335 -415 475 -25 0 0 0 0 350 -75 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 88.4 6.5 0.4 8.4 0.0 0.0 0.0 1.4 2.8 0.0: 0.0 0.0
Old : 100.0: 83.8 88.4 6.5 0.4 8.4 0.0 0.0 0.0 1.4 2.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 22 . . . 0 0 0 . . 0:
Old : 35: 22 22 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 48.3 76.4 73.2 44.8 41.8 59.8 57.1
Old : 53.3 48.3 76.4 73.2 44.8 41.8 59.8 57.1
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,220: 19,475 20,125 735 195 2,180 50 0 0 0 75 600: 180 45
Old : 23,220: 19,475 20,125 735 195 2,180 50 0 0 0 75 600: 180 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -922: -897 -842 125 25 -150 0 0 0 0 0 0: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 86.7 3.2 0.8 9.4 0.2 0.0 0.0 0.0 0.3 2.6: 0.8 0.2
Old : 100.0: 83.9 86.7 3.2 0.8 9.4 0.2 0.0 0.0 0.0 0.3 2.6: 0.8 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 : 31: 20 20 . . . . 0 0 0 . .:
Old : 31: 20 20 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 65.3 66.9 84.2 34.2 50.7 50.4 61.0
Old : 43.8 65.3 66.9 84.2 34.2 50.7 50.4 61.0
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,025: 20,799 19,194 2,166 3,785 1,028 669 0 0 192 211 21: 150 786
Old : 25,025: 20,799 19,194 2,166 3,785 1,028 669 0 0 192 211 21: 150 786
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 295: 921 716 -126 -1,174 1,028 -695 0 0 106 0 21: -960 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 76.7 8.7 15.1 4.1 2.7 0.0 0.0 0.8 0.8 0.1: 0.6 3.1
Old : 100.0: 83.1 76.7 8.7 15.1 4.1 2.7 0.0 0.0 0.8 0.8 0.1: 0.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 27 20 . . . . 0 0 . . .:
Old : 39: 27 20 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 61.3 58.5 78.9 32.8 47.0 53.2 60.2
Old : 33.5 61.3 58.5 78.9 32.8 47.0 53.2 60.2
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,010: 50,574 44,974 1,302 2,789 2,547 0 404 65 860 4,599 502: 160 130
Old : 56,010: 50,574 44,974 1,302 2,789 2,547 0 404 65 860 4,599 502: 160 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -2,194: -2,505 -2,721 154 -140 -139 0 -8 19 400 893 -98: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 80.3 2.3 5.0 4.5 0.0 0.7 0.1 1.5 8.2 0.9: 0.3 0.2
Old : 100.0: 90.3 80.3 2.3 5.0 4.5 0.0 0.7 0.1 1.5 8.2 0.9: 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 : 43: 29 28 . . . 0 . . . . 4:
Old : 43: 29 28 . . . 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 : 46.6 44.4 69.4 69.2 45.5 43.5 64.6 64.4
Old : 46.6 44.4 69.4 69.2 45.5 43.5 64.6 64.4
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,083: 61,244 59,823 979 2,544 3,359 0 361 451 2,433 1,863 3,607: 10 75
Old : 72,083: 61,244 59,823 979 2,544 3,359 0 361 451 2,433 1,863 3,607: 10 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,726: -2,462 -1,918 159 -138 -96 -50 115 -78 -240 -657 1,051: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 83.0 1.4 3.5 4.7 0.0 0.5 0.6 3.4 2.6 5.0: 0.0 0.1
Old : 100.0: 85.0 83.0 1.4 3.5 4.7 0.0 0.5 0.6 3.4 2.6 5.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 30 28 . . . 0 . . . 7 7:
Old : 54: 30 28 . . . 0 . . . 7 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 46.0 59.3 62.0 38.5 43.8 54.5 55.6
Old : 39.6 46.0 59.3 62.0 38.5 43.8 54.5 55.6
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,917: 46,272 46,787 1,760 2,505 620 0 0 0 945 0 0: 320 5
Old : 49,917: 46,272 46,787 1,760 2,505 620 0 0 0 945 0 0: 320 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -4,070: -4,230 -3,930 -40 -145 0 0 0 0 -120 0 0: 320 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 93.7 3.5 5.0 1.2 0.0 0.0 0.0 1.9 0.0 0.0: 0.6 0.0
Old : 100.0: 92.7 93.7 3.5 5.0 1.2 0.0 0.0 0.0 1.9 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 24 12 . . . 0 0 0 . 0 0:
Old : 31: 24 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 : 55.5 96.1 74.9 98.9 54.6 92.6 71.6 93.2
Old : 55.5 96.1 74.9 98.9 54.6 92.6 71.6 93.2
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 57,457: 53,227 54,062 2,120 2,845 550 0 0 0 1,520 0 0: 40 0
Old : 57,457: 53,227 54,062 2,120 2,845 550 0 0 0 1,520 0 0: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -2,598: -2,533 -2,423 -65 -175 0 0 0 0 5 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 94.1 3.7 5.0 1.0 0.0 0.0 0.0 2.6 0.0 0.0: 0.1 0.0
Old : 100.0: 92.6 94.1 3.7 5.0 1.0 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 : 33: 25 18 . . . 0 0 0 . 0 0:
Old : 33: 25 18 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 88.9 73.2 96.7 55.4 88.0 70.3 91.1
Old : 56.1 88.9 73.2 96.7 55.4 88.0 70.3 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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 336,244: 300,933 278,514 6,774 14,159 10,387 0 7,064 0 5,506 13,476 12,644: 0 0
Old : 336,244: 300,933 278,514 6,774 14,159 10,387 0 7,064 0 5,506 13,476 12,644: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -24,913: -20,665 -26,184 -2,304 4,344 -384 0 -2,304 0 -1,536 -361 -24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 82.8 2.0 4.2 3.1 0.0 2.1 0.0 1.6 4.0 3.8: 0.0 0.0
Old : 100.0: 89.5 82.8 2.0 4.2 3.1 0.0 2.1 0.0 1.6 4.0 3.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 26 29 . . . 0 . 0 . . .:
Old : 41: 26 29 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.0 66.7 56.9 39.8 29.1 52.3 46.3
Old : 45.8 34.0 66.7 56.9 39.8 29.1 52.3 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,379: 22,265 22,843 572 185 750 277 255 683 1,149 1,063 1,557: 126 43
Old : 27,379: 22,265 22,843 572 185 750 277 255 683 1,149 1,063 1,557: 126 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,731: -995 -1,393 -149 -154 67 21 -156 -32 -709 -150 87: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 83.4 2.1 0.7 2.7 1.0 0.9 2.5 4.2 3.9 5.7: 0.5 0.2
Old : 100.0: 81.3 83.4 2.1 0.7 2.7 1.0 0.9 2.5 4.2 3.9 5.7: 0.5 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 : 47: 24 33 . . . . . . . 4 5:
Old : 47: 24 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 : 47.9 40.7 70.6 56.4 43.6 39.9 58.1 51.7
Old : 47.9 40.7 70.6 56.4 43.6 39.9 58.1 51.7
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,313: 22,506 34,870 14,576 0 0 77 1,098 0 852 2,043 302: 0 0
Old : 38,313: 22,506 34,870 14,576 0 0 77 1,098 0 852 2,043 302: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,846: -231 -936 -1,667 0 0 0 -650 0 182 -130 -130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 91.0 38.0 0.0 0.0 0.2 2.9 0.0 2.2 5.3 0.8: 0.0 0.0
Old : 100.0: 58.7 91.0 38.0 0.0 0.0 0.2 2.9 0.0 2.2 5.3 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 12 17 . 0 0 . . 0 . 4 .:
Old : 32: 12 17 . 0 0 . . 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 68.1 92.6 87.2 65.9 64.5 73.4 72.7
Old : 73.1 68.1 92.6 87.2 65.9 64.5 73.4 72.7
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 311,449: 247,548 302,089 54,681 140 9,220 0 0 0 0 0 0: 0 0
Old : 311,449: 247,548 302,089 54,681 140 9,220 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: May 3, 2016 :
: -18,777: -17,290 -18,393 -1,487 0 0 0 0 0 0 -384 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 97.0 17.6 0.0 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.5 97.0 17.6 0.0 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 17 . . . 0 0 0 0 0 0:
Old : 25: 16 17 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 71.4 79.2 86.3 54.2 63.8 64.6 69.1
Old : 61.1 71.4 79.2 86.3 54.2 63.8 64.6 69.1
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,985: 20,191 23,412 2,989 0 127 445 0 0 86 0 0: 147 446
Old : 23,985: 20,191 23,412 2,989 0 127 445 0 0 86 0 0: 147 446
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,769: -1,600 -1,495 20 0 -21 -231 0 0 0 -84 0: 63 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 97.6 12.5 0.0 0.5 1.9 0.0 0.0 0.4 0.0 0.0: 0.6 1.9
Old : 100.0: 84.2 97.6 12.5 0.0 0.5 1.9 0.0 0.0 0.4 0.0 0.0: 0.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 20 . 0 . . 0 0 . 0 0:
Old : 26: 17 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 : 62.3 79.7 80.0 87.7 53.6 71.0 68.3 75.2
Old : 62.3 79.7 80.0 87.7 53.6 71.0 68.3 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,738: 10,105 10,778 116 1,091 514 1,320 0 0 728 126 256: 699 973
Old : 13,738: 10,105 10,778 116 1,091 514 1,320 0 0 728 126 256: 699 973
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -815: -332 -672 -147 106 -82 -168 0 0 -451 -42 -167: 532 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 78.5 0.8 7.9 3.7 9.6 0.0 0.0 5.3 0.9 1.9: 5.1 7.1
Old : 100.0: 73.6 78.5 0.8 7.9 3.7 9.6 0.0 0.0 5.3 0.9 1.9: 5.1 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 : 28: 15 17 . . . . 0 0 . . .:
Old : 28: 15 17 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 54.8 67.9 73.2 40.4 42.4 57.6 57.2
Old : 45.6 54.8 67.9 73.2 40.4 42.4 57.6 57.2
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 151,777: 128,140 129,012 7,914 13,401 5,066 9,489 0 0 416 3,546 752: 0 0
Old : 151,777: 128,140 129,012 7,914 13,401 5,066 9,489 0 0 416 3,546 752: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -12,352: -6,127 -10,416 -768 -2,304 0 -3,456 0 0 -2,753 -384 752: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 85.0 5.2 8.8 3.3 6.3 0.0 0.0 0.3 2.3 0.5: 0.0 0.0
Old : 100.0: 84.4 85.0 5.2 8.8 3.3 6.3 0.0 0.0 0.3 2.3 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 15 . . . . 0 0 . . .:
Old : 28: 15 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 57.1 83.2 77.5 61.1 54.4 76.7 69.7
Old : 66.2 57.1 83.2 77.5 61.1 54.4 76.7 69.7
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,183: 16,552 12,279 1,758 3,301 123 68 2,108 104 42 650 321: 215 297
Old : 19,183: 16,552 12,279 1,758 3,301 123 68 2,108 104 42 650 321: 215 297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -973: -614 -737 -274 -403 0 0 -209 0 -171 332 43: 43 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 64.0 9.2 17.2 0.6 0.4 11.0 0.5 0.2 3.4 1.7: 1.1 1.5
Old : 100.0: 86.3 64.0 9.2 17.2 0.6 0.4 11.0 0.5 0.2 3.4 1.7: 1.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 22 . . . . . . . . .:
Old : 34: 22 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 : 63.3 42.0 81.3 64.9 59.1 40.3 70.8 56.9
Old : 63.3 42.0 81.3 64.9 59.1 40.3 70.8 56.9
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 194,743: 180,616 121,154 13,334 63,477 0 0 7,823 793 0 1,496 0: 0 0
Old : 194,743: 180,616 121,154 13,334 63,477 0 0 7,823 793 0 1,496 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -13,024: -10,320 -7,624 -2,320 -3,072 0 0 -3,456 0 -384 1,128 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 62.2 6.8 32.6 0.0 0.0 4.0 0.4 0.0 0.8 0.0: 0.0 0.0
Old : 100.0: 92.7 62.2 6.8 32.6 0.0 0.0 4.0 0.4 0.0 0.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 19 . . 0 0 . . 0 . 0:
Old : 30: 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 : 62.7 62.1 83.4 81.5 49.1 58.5 62.3 68.1
Old : 62.7 62.1 83.4 81.5 49.1 58.5 62.3 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,145: 6,895 7,325 1,170 0 0 0 300 0 0 460 20: 60 40
Old : 8,145: 6,895 7,325 1,170 0 0 0 300 0 0 460 20: 60 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -850: -785 -845 0 0 0 0 0 0 0 50 -50: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 89.9 14.4 0.0 0.0 0.0 3.7 0.0 0.0 5.6 0.2: 0.7 0.5
Old : 100.0: 84.7 89.9 14.4 0.0 0.0 0.0 3.7 0.0 0.0 5.6 0.2: 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 : 21: 13 12 . 0 0 0 . 0 0 . .:
Old : 21: 13 12 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 73.7 84.3 91.1 42.8 54.4 65.2 71.6
Old : 52.0 73.7 84.3 91.1 42.8 54.4 65.2 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,650: 13,460 19,455 6,092 0 3,684 0 0 0 414 511 0: 0 0
Old : 23,650: 13,460 19,455 6,092 0 3,684 0 0 0 414 511 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 1,200: 305 1,148 843 0 52 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 82.3 25.8 0.0 15.6 0.0 0.0 0.0 1.8 2.2 0.0: 0.0 0.0
Old : 100.0: 56.9 82.3 25.8 0.0 15.6 0.0 0.0 0.0 1.8 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 : 22: 15 16 . 0 . 0 0 0 . . 0:
Old : 22: 15 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 : 80.5 51.4 92.0 78.6 52.8 43.3 59.2 59.6
Old : 80.5 51.4 92.0 78.6 52.8 43.3 59.2 59.6
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,235: 8,435 9,145 175 50 0 0 0 0 420 0 0: 205 40
Old : 9,235: 8,435 9,145 175 50 0 0 0 0 420 0 0: 205 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -470: -425 -415 -25 -50 0 0 0 0 0 0 0: -20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 99.0 1.9 0.5 0.0 0.0 0.0 0.0 4.5 0.0 0.0: 2.2 0.4
Old : 100.0: 91.3 99.0 1.9 0.5 0.0 0.0 0.0 0.0 4.5 0.0 0.0: 2.2 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 : 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 : 66.9 80.1 84.1 95.3 58.9 76.8 75.6 83.3
Old : 66.9 80.1 84.1 95.3 58.9 76.8 75.6 83.3
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,915: 9,935 8,905 200 90 0 0 1,730 0 500 100 50: 230 40
Old : 10,915: 9,935 8,905 200 90 0 0 1,730 0 500 100 50: 230 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -310: -240 -250 -50 -50 0 0 0 0 50 0 -50: -20 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 81.6 1.8 0.8 0.0 0.0 15.8 0.0 4.6 0.9 0.5: 2.1 0.4
Old : 100.0: 91.0 81.6 1.8 0.8 0.0 0.0 15.8 0.0 4.6 0.9 0.5: 2.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 15 . . 0 0 . 0 . . .:
Old : 25: 15 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 : 62.8 72.0 80.3 89.0 52.7 66.9 69.0 78.2
Old : 62.8 72.0 80.3 89.0 52.7 66.9 69.0 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 680,550: 447,113 369,774 10,814 30,974 52,355 0 44,008 33,741 39,427 54,411 95,287: 1,814 0
Old : 680,550: 447,113 369,774 10,814 30,974 52,355 0 44,008 33,741 39,427 54,411 95,287: 1,814 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 619: -4,844 4,556 -280 1,952 -1,065 0 1,024 310 2,251 -10,508 4,350: -102 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 54.3 1.6 4.6 7.7 0.0 6.5 5.0 5.8 8.0 14.0: 0.3 0.0
Old : 100.0: 65.7 54.3 1.6 4.6 7.7 0.0 6.5 5.0 5.8 8.0 14.0: 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 : 27: 17 15 . . . 0 . . 4 . .:
Old : 27: 17 15 . . . 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 : 60.7 63.9 84.2 89.9 31.0 35.0 35.7 37.8
Old : 60.7 63.9 84.2 89.9 31.0 35.0 35.7 37.8
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,105: 9,475 16,985 7,475 0 120 0 0 0 0 0 0: 35 0
Old : 17,105: 9,475 16,985 7,475 0 120 0 0 0 0 0 0: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,900: -1,355 -1,900 -525 0 0 0 0 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 99.3 43.7 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 55.4 99.3 43.7 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 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 : 79.6 78.5 94.4 97.6 78.7 77.3 90.1 90.6
Old : 79.6 78.5 94.4 97.6 78.7 77.3 90.1 90.6
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,885: 19,570 10,320 1,050 10,425 25 0 75 0 0 25 0: 240 15
Old : 20,885: 19,570 10,320 1,050 10,425 25 0 75 0 0 25 0: 240 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -720: -630 -675 -100 -5 25 0 -75 0 0 25 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 49.4 5.0 49.9 0.1 0.0 0.4 0.0 0.0 0.1 0.0: 1.1 0.1
Old : 100.0: 93.7 49.4 5.0 49.9 0.1 0.0 0.4 0.0 0.0 0.1 0.0: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 13 . . . 0 . 0 0 . 0:
Old : 28: 17 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 : 66.5 79.8 91.0 92.5 62.9 79.5 84.6 89.0
Old : 66.5 79.8 91.0 92.5 62.9 79.5 84.6 89.0
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,630: 17,590 8,480 600 10,075 0 0 75 0 0 0 0: 440 0
Old : 18,630: 17,590 8,480 600 10,075 0 0 75 0 0 0 0: 440 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -510: -460 -430 -25 -5 0 0 -75 0 0 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 45.5 3.2 54.1 0.0 0.0 0.4 0.0 0.0 0.0 0.0: 2.4 0.0
Old : 100.0: 94.4 45.5 3.2 54.1 0.0 0.0 0.4 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 : 78.3 90.1 91.8 97.7 74.4 89.7 87.9 94.1
Old : 78.3 90.1 91.8 97.7 74.4 89.7 87.9 94.1
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,179: 22,804 20,539 150 3,510 130 800 0 0 175 0 0: 120 0
Old : 24,179: 22,804 20,539 150 3,510 130 800 0 0 175 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,150: -1,300 -600 150 -525 -25 -25 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 84.9 0.6 14.5 0.5 3.3 0.0 0.0 0.7 0.0 0.0: 0.5 0.0
Old : 100.0: 94.3 84.9 0.6 14.5 0.5 3.3 0.0 0.0 0.7 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 : 30: 18 13 . . . . 0 0 . 0 0:
Old : 30: 18 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 : 68.0 81.4 82.2 94.9 63.1 77.1 76.9 87.2
Old : 68.0 81.4 82.2 94.9 63.1 77.1 76.9 87.2
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,183: 16,255 13,143 0 3,910 130 200 0 0 0 0 0: 598 0
Old : 17,183: 16,255 13,143 0 3,910 130 200 0 0 0 0 0: 598 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -2,265: -2,190 -1,665 0 -575 -25 -25 0 0 0 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 76.5 0.0 22.8 0.8 1.2 0.0 0.0 0.0 0.0 0.0: 3.5 0.0
Old : 100.0: 94.6 76.5 0.0 22.8 0.8 1.2 0.0 0.0 0.0 0.0 0.0: 3.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 12 0 . . . 0 0 0 0 0:
Old : 24: 16 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 : 70.1 77.5 85.1 95.6 61.8 75.2 76.1 84.2
Old : 70.1 77.5 85.1 95.6 61.8 75.2 76.1 84.2
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,860: 24,025 24,820 1,200 0 270 0 400 0 0 350 0: 365 20
Old : 25,860: 24,025 24,820 1,200 0 270 0 400 0 0 350 0: 365 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,015: -975 -990 95 -30 -95 0 0 0 0 100 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 96.0 4.6 0.0 1.0 0.0 1.5 0.0 0.0 1.4 0.0: 1.4 0.1
Old : 100.0: 92.9 96.0 4.6 0.0 1.0 0.0 1.5 0.0 0.0 1.4 0.0: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 14 . 0 . 0 . 0 0 . 0:
Old : 27: 14 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 : 70.3 81.0 89.7 91.3 60.4 74.7 77.7 82.5
Old : 70.3 81.0 89.7 91.3 60.4 74.7 77.7 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,715: 15,850 17,370 1,280 155 190 0 0 0 0 0 0: 395 0
Old : 17,715: 15,850 17,370 1,280 155 190 0 0 0 0 0 0: 395 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -980: -890 -955 -50 -25 0 0 0 0 0 0 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 98.1 7.2 0.9 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 0.0
Old : 100.0: 89.5 98.1 7.2 0.9 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 10 . . . 0 0 0 0 0 0:
Old : 20: 14 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 : 68.3 89.3 88.8 98.4 62.9 80.2 77.3 84.5
Old : 68.3 89.3 88.8 98.4 62.9 80.2 77.3 84.5
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,265: 21,445 22,055 50 0 50 0 0 0 230 0 70: 420 90
Old : 22,265: 21,445 22,055 50 0 50 0 0 0 230 0 70: 420 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,420: -1,780 -1,470 0 0 0 0 0 0 230 0 70: 60 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 99.1 0.2 0.0 0.2 0.0 0.0 0.0 1.0 0.0 0.3: 1.9 0.4
Old : 100.0: 96.3 99.1 0.2 0.0 0.2 0.0 0.0 0.0 1.0 0.0 0.3: 1.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 10 . 0 . 0 0 0 . 0 .:
Old : 24: 18 10 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 88.3 83.0 98.0 64.4 83.2 76.5 86.2
Old : 69.1 88.3 83.0 98.0 64.4 83.2 76.5 86.2
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,302: 21,952 23,152 100 0 0 200 0 0 530 0 70: 450 80
Old : 23,302: 21,952 23,152 100 0 0 200 0 0 530 0 70: 450 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 390: -265 330 0 0 0 0 0 0 530 0 70: 55 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 99.4 0.4 0.0 0.0 0.9 0.0 0.0 2.3 0.0 0.3: 1.9 0.3
Old : 100.0: 94.2 99.4 0.4 0.0 0.0 0.9 0.0 0.0 2.3 0.0 0.3: 1.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 10 . 0 0 . 0 0 . 0 .:
Old : 24: 18 10 . 0 0 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 88.7 80.8 97.9 56.6 79.7 70.1 82.8
Old : 67.1 88.7 80.8 97.9 56.6 79.7 70.1 82.8
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,410: 95,818 101,200 4,557 2,110 5,290 230 200 0 3,250 435 145: 120 30
Old : 109,410: 95,818 101,200 4,557 2,110 5,290 230 200 0 3,250 435 145: 120 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -8,268: -7,288 -6,738 -440 -1,020 0 -335 -560 0 -250 5 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 92.5 4.2 1.9 4.8 0.2 0.2 0.0 3.0 0.4 0.1: 0.1 0.0
Old : 100.0: 87.6 92.5 4.2 1.9 4.8 0.2 0.2 0.0 3.0 0.4 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 30 31 . . . . . 0 4 . .:
Old : 52: 30 31 . . . . . 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 : 38.7 51.4 62.8 75.9 30.6 48.5 49.1 59.8
Old : 38.7 51.4 62.8 75.9 30.6 48.5 49.1 59.8
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 130,326: 116,186 119,080 4,925 1,965 5,390 1,439 2,540 591 1,400 355 395: 0 10
Old : 130,326: 116,186 119,080 4,925 1,965 5,390 1,439 2,540 591 1,400 355 395: 0 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -5,953: -5,108 -4,918 -760 -630 150 -300 -670 150 -100 -40 15: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 91.4 3.8 1.5 4.1 1.1 1.9 0.5 1.1 0.3 0.3: 0.0 0.0
Old : 100.0: 89.2 91.4 3.8 1.5 4.1 1.1 1.9 0.5 1.1 0.3 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 36 35 . . . . 5 . . . .:
Old : 59: 36 35 . . . . 5 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 50.5 62.4 72.9 39.2 46.2 53.9 59.3
Old : 45.5 50.5 62.4 72.9 39.2 46.2 53.9 59.3
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 175,084: 143,588 135,030 7,491 11,758 3,475 5,700 7,251 5,765 3,408 6,281 5,496: 162 28
Old : 175,084: 143,588 135,030 7,491 11,758 3,475 5,700 7,251 5,765 3,408 6,281 5,496: 162 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -7,128: -2,885 -3,465 -1,311 -1,031 257 -250 537 -1,760 297 -120 -1,425: -52 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 77.1 4.3 6.7 2.0 3.3 4.1 3.3 1.9 3.6 3.1: 0.1 0.0
Old : 100.0: 82.0 77.1 4.3 6.7 2.0 3.3 4.1 3.3 1.9 3.6 3.1: 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 : 74: 40 44 4 . 4 . 4 . 7 7 8:
Old : 74: 40 44 4 . 4 . 4 . 7 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 : 37.0 56.8 51.7 70.9 36.3 52.3 49.7 60.8
Old : 37.0 56.8 51.7 70.9 36.3 52.3 49.7 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 124,901: 108,654 112,684 9,007 5,523 1,674 610 0 2,450 1,840 1,980 590: 76 0
Old : 124,901: 108,654 112,684 9,007 5,523 1,674 610 0 2,450 1,840 1,980 590: 76 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -2,656: -2,566 -1,666 -325 -1,520 -55 -85 0 0 520 730 -145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 90.2 7.2 4.4 1.3 0.5 0.0 2.0 1.5 1.6 0.5: 0.1 0.0
Old : 100.0: 87.0 90.2 7.2 4.4 1.3 0.5 0.0 2.0 1.5 1.6 0.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 37 31 . . . . 0 . . 4 .:
Old : 50: 37 31 . . . . 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 : 30.6 64.7 48.1 80.8 30.1 58.2 45.1 65.7
Old : 30.6 64.7 48.1 80.8 30.1 58.2 45.1 65.7
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,145: 36,150 36,035 375 0 1,725 585 600 265 0 475 30: 15 15
Old : 39,145: 36,150 36,035 375 0 1,725 585 600 265 0 475 30: 15 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 1,820: 15 1,805 75 -1,665 1,475 265 0 -15 0 195 20: -15 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 92.1 1.0 0.0 4.4 1.5 1.5 0.7 0.0 1.2 0.1: 0.0 0.0
Old : 100.0: 92.3 92.1 1.0 0.0 4.4 1.5 1.5 0.7 0.0 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 : 30: 23 12 . 0 . . . . 0 . .:
Old : 30: 23 12 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 90.9 76.3 96.3 57.9 85.4 72.8 87.8
Old : 58.7 90.9 76.3 96.3 57.9 85.4 72.8 87.8
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,035: 31,935 31,870 375 0 1,725 0 75 0 0 365 0: 0 0
Old : 34,035: 31,935 31,870 375 0 1,725 0 75 0 0 365 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 680: -870 705 75 -1,575 1,475 0 -50 0 0 125 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 93.6 1.1 0.0 5.1 0.0 0.2 0.0 0.0 1.1 0.0: 0.0 0.0
Old : 100.0: 93.8 93.6 1.1 0.0 5.1 0.0 0.2 0.0 0.0 1.1 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: 21 11 . 0 . 0 . 0 0 . 0:
Old : 27: 21 11 . 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 91.7 78.8 96.9 59.6 82.2 72.9 84.6
Old : 59.6 91.7 78.8 96.9 59.6 82.2 72.9 84.6
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,947: 26,659 25,098 55 2,780 1,900 1,000 0 0 205 0 9: 119 160
Old : 29,947: 26,659 25,098 55 2,780 1,900 1,000 0 0 205 0 9: 119 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 535: -400 665 55 -125 5 900 0 0 5 0 -5: -25 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 83.8 0.2 9.3 6.3 3.3 0.0 0.0 0.7 0.0 0.0: 0.4 0.5
Old : 100.0: 89.0 83.8 0.2 9.3 6.3 3.3 0.0 0.0 0.7 0.0 0.0: 0.4 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 : 35: 25 24 . . . . 0 0 . 0 .:
Old : 35: 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 : 38.1 54.3 57.6 73.2 35.5 45.4 50.0 60.6
Old : 38.1 54.3 57.6 73.2 35.5 45.4 50.0 60.6
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,610: 14,185 15,120 870 0 330 0 0 0 225 0 0: 0 160
Old : 15,610: 14,185 15,120 870 0 330 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: May 3, 2016 :
: -960: -780 -770 10 0 -190 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 96.9 5.6 0.0 2.1 0.0 0.0 0.0 1.4 0.0 0.0: 0.0 1.0
Old : 100.0: 90.9 96.9 5.6 0.0 2.1 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 : 22: 19 14 . 0 . 0 0 0 . 0 0:
Old : 22: 19 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 : 35.1 71.2 61.0 91.0 27.0 59.3 44.1 67.5
Old : 35.1 71.2 61.0 91.0 27.0 59.3 44.1 67.5
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 271,879: 235,375 233,504 0 20,268 12,770 19,084 0 4,323 0 835 178: 149 0
Old : 271,879: 235,375 233,504 0 20,268 12,770 19,084 0 4,323 0 835 178: 149 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -5,745: -5,657 -3,179 0 -2,507 -22 -22 0 -49 0 7 4: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 85.9 0.0 7.5 4.7 7.0 0.0 1.6 0.0 0.3 0.1: 0.1 0.0
Old : 100.0: 86.6 85.9 0.0 7.5 4.7 7.0 0.0 1.6 0.0 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 : 30: 21 15 0 . . . 0 . 0 . .:
Old : 30: 21 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 : 51.3 81.4 75.7 93.2 37.1 52.4 48.3 54.6
Old : 51.3 81.4 75.7 93.2 37.1 52.4 48.3 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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,530,941: 2,881,535 2,245,953 0 1,015,612 219,266 395,890 0 34,250 0 15,860 0: 0 0
Old : 3,530,941: 2,881,535 2,245,953 0 1,015,612 219,266 395,890 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: May 3, 2016 :
: -298,221: -298,221 -391,981 0 93,760 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 63.6 0.0 28.8 6.2 11.2 0.0 1.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 81.6 63.6 0.0 28.8 6.2 11.2 0.0 1.0 0.0 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 15 0 . . . 0 . 0 . 0:
Old : 26: 17 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 : 63.7 83.4 83.8 90.7 48.0 61.7 63.3 66.5
Old : 63.7 83.4 83.8 90.7 48.0 61.7 63.3 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,224,003: 942,295 1,134,693 192,398 0 89,310 0 0 0 0 0 0: 0 0
Old : 1,224,003: 942,295 1,134,693 192,398 0 89,310 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: May 3, 2016 :
: 6,274: -29,610 17,350 46,960 0 -11,076 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 92.7 15.7 0.0 7.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 77.0 92.7 15.7 0.0 7.3 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 : 62.3 79.7 82.4 95.0 38.7 65.2 54.1 66.3
Old : 62.3 79.7 82.4 95.0 38.7 65.2 54.1 66.3
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,032: 24,878 21,716 803 3,505 1,736 810 1,585 0 831 786 644: 330 60
Old : 30,032: 24,878 21,716 803 3,505 1,736 810 1,585 0 831 786 644: 330 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -844: -916 -1,450 179 201 -134 -75 -35 0 -39 608 -94: 235 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 72.3 2.7 11.7 5.8 2.7 5.3 0.0 2.8 2.6 2.1: 1.1 0.2
Old : 100.0: 82.8 72.3 2.7 11.7 5.8 2.7 5.3 0.0 2.8 2.6 2.1: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 21 . . 4 . . 0 4 . 5:
Old : 39: 23 21 . . 4 . . 0 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 : 49.0 38.8 70.3 61.3 36.4 30.8 50.3 51.3
Old : 49.0 38.8 70.3 61.3 36.4 30.8 50.3 51.3
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,932: 17,941 13,595 180 5,192 480 360 0 0 205 410 120: 646 135
Old : 19,932: 17,941 13,595 180 5,192 480 360 0 0 205 410 120: 646 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,298: -1,673 -1,363 30 40 -30 0 0 0 60 10 -35: 350 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 68.2 0.9 26.0 2.4 1.8 0.0 0.0 1.0 2.1 0.6: 3.2 0.7
Old : 100.0: 90.0 68.2 0.9 26.0 2.4 1.8 0.0 0.0 1.0 2.1 0.6: 3.2 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 : 32: 17 18 . . . . 0 0 . . .:
Old : 32: 17 18 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 51.2 79.5 74.7 54.3 50.9 69.4 69.0
Old : 61.2 51.2 79.5 74.7 54.3 50.9 69.4 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,286: 37,117 23,585 1,587 12,977 212 50 3,865 60 1,833 190 387: 40 10
Old : 41,286: 37,117 23,585 1,587 12,977 212 50 3,865 60 1,833 190 387: 40 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,046: -1,064 -770 -290 -340 -17 0 -60 0 79 -60 251: -5 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 57.1 3.8 31.4 0.5 0.1 9.4 0.1 4.4 0.5 0.9: 0.1 0.0
Old : 100.0: 89.9 57.1 3.8 31.4 0.5 0.1 9.4 0.1 4.4 0.5 0.9: 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 : 44: 29 25 . . . . . . 4 . .:
Old : 44: 29 25 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 54.6 68.1 78.3 51.0 53.4 64.5 74.1
Old : 53.1 54.6 68.1 78.3 51.0 53.4 64.5 74.1
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,010: 20,032 14,486 207 6,277 644 310 0 0 150 25 100: 567 478
Old : 22,010: 20,032 14,486 207 6,277 644 310 0 0 150 25 100: 567 478
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,024: -1,114 -1,112 -140 -30 65 -45 0 0 -150 -25 100: 260 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 65.8 0.9 28.5 2.9 1.4 0.0 0.0 0.7 0.1 0.5: 2.6 2.2
Old : 100.0: 91.0 65.8 0.9 28.5 2.9 1.4 0.0 0.0 0.7 0.1 0.5: 2.6 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 : 32: 22 15 . . . . 0 0 . . .:
Old : 32: 22 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 60.3 64.9 90.2 40.9 52.9 58.4 73.8
Old : 46.1 60.3 64.9 90.2 40.9 52.9 58.4 73.8
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,124: 19,046 17,134 2,363 2,026 1,420 0 560 0 0 1,699 285: 10 0
Old : 23,124: 19,046 17,134 2,363 2,026 1,420 0 560 0 0 1,699 285: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -20: -540 -12 295 51 -55 0 -70 0 0 -214 280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 74.1 10.2 8.8 6.1 0.0 2.4 0.0 0.0 7.3 1.2: 0.0 0.0
Old : 100.0: 82.4 74.1 10.2 8.8 6.1 0.0 2.4 0.0 0.0 7.3 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 54.9 78.2 77.6 52.3 50.5 75.6 69.4
Old : 53.0 54.9 78.2 77.6 52.3 50.5 75.6 69.4
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,548: 12,102 11,581 1,701 1,883 380 0 200 0 0 200 0: 365 304
Old : 14,548: 12,102 11,581 1,701 1,883 380 0 200 0 0 200 0: 365 304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -802: -640 -712 -80 25 -65 0 -25 0 0 -25 0: -17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 79.6 11.7 12.9 2.6 0.0 1.4 0.0 0.0 1.4 0.0: 2.5 2.1
Old : 100.0: 83.2 79.6 11.7 12.9 2.6 0.0 1.4 0.0 0.0 1.4 0.0: 2.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 . . . 0 . 0 0 . 0:
Old : 24: 13 11 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 62.0 82.3 86.8 54.6 59.5 79.8 83.2
Old : 55.0 62.0 82.3 86.8 54.6 59.5 79.8 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,753: 33,895 33,799 1,425 1,965 1,350 700 0 0 0 200 0: 383 439
Old : 37,753: 33,895 33,799 1,425 1,965 1,350 700 0 0 0 200 0: 383 439
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -373: -648 -58 -115 55 -45 450 -300 0 0 0 0: -15 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 89.5 3.8 5.2 3.6 1.9 0.0 0.0 0.0 0.5 0.0: 1.0 1.2
Old : 100.0: 89.8 89.5 3.8 5.2 3.6 1.9 0.0 0.0 0.0 0.5 0.0: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 23 . . . . 0 0 0 . 0:
Old : 37: 26 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 : 47.7 48.1 66.4 71.9 43.9 44.1 61.0 62.4
Old : 47.7 48.1 66.4 71.9 43.9 44.1 61.0 62.4
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 14,745: 13,365 12,289 850 2,400 0 0 0 0 418 0 25: 87 31
Old : 14,745: 13,365 12,289 850 2,400 0 0 0 0 418 0 25: 87 31
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -520: -478 -353 -5 -150 0 0 0 0 -13 0 -2: -22 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 83.3 5.8 16.3 0.0 0.0 0.0 0.0 2.8 0.0 0.2: 0.6 0.2
Old : 100.0: 90.6 83.3 5.8 16.3 0.0 0.0 0.0 0.0 2.8 0.0 0.2: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 21 17 . . 0 0 0 0 . 0 .:
Old : 27: 21 17 . . 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 71.0 66.0 87.0 39.5 64.4 60.1 77.2
Old : 42.7 71.0 66.0 87.0 39.5 64.4 60.1 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,382: 10,840 11,154 555 2,085 59 0 0 0 1,097 0 24: 807 60
Old : 13,382: 10,840 11,154 555 2,085 59 0 0 0 1,097 0 24: 807 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -897: -790 -693 -40 -268 0 0 0 0 -184 0 24: 93 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 83.4 4.1 15.6 0.4 0.0 0.0 0.0 8.2 0.0 0.2: 6.0 0.4
Old : 100.0: 81.0 83.4 4.1 15.6 0.4 0.0 0.0 0.0 8.2 0.0 0.2: 6.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 23 16 . . . 0 0 0 . 0 .:
Old : 28: 23 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 : 37.6 70.8 60.6 88.4 33.0 65.9 53.4 76.3
Old : 37.6 70.8 60.6 88.4 33.0 65.9 53.4 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 45,088: 39,231 37,594 0 1,265 2,600 25 0 0 0 100 0: 3,232 3,529
Old : 45,088: 39,231 37,594 0 1,265 2,600 25 0 0 0 100 0: 3,232 3,529
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -3,567: -3,355 -2,745 0 -570 0 -25 0 0 0 -50 0: -187 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 83.4 0.0 2.8 5.8 0.1 0.0 0.0 0.0 0.2 0.0: 7.2 7.8
Old : 100.0: 87.0 83.4 0.0 2.8 5.8 0.1 0.0 0.0 0.0 0.2 0.0: 7.2 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 84.0 54.3 89.6 79.8 80.5 53.8 83.1 72.5
Old : 84.0 54.3 89.6 79.8 80.5 53.8 83.1 72.5
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,882: 33,907 30,665 0 2,625 1,810 25 0 0 0 100 0: 3,140 3,682
Old : 38,882: 33,907 30,665 0 2,625 1,810 25 0 0 0 100 0: 3,140 3,682
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -3,190: -2,980 -2,365 0 -570 0 -25 0 0 0 -50 0: -185 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 78.9 0.0 6.8 4.7 0.1 0.0 0.0 0.0 0.3 0.0: 8.1 9.5
Old : 100.0: 87.2 78.9 0.0 6.8 4.7 0.1 0.0 0.0 0.0 0.3 0.0: 8.1 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 81.6 51.2 88.4 80.1 79.2 47.3 82.2 73.6
Old : 81.6 51.2 88.4 80.1 79.2 47.3 82.2 73.6
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,320: 19,210 9,430 45 0 0 0 7,465 350 325 3,620 75: 2,315 1,380
Old : 22,320: 19,210 9,430 45 0 0 0 7,465 350 325 3,620 75: 2,315 1,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,155: -750 -1,295 -45 0 0 0 200 -350 -75 200 75: -10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 42.2 0.2 0.0 0.0 0.0 33.4 1.6 1.5 16.2 0.3: 10.4 6.2
Old : 100.0: 86.1 42.2 0.2 0.0 0.0 0.0 33.4 1.6 1.5 16.2 0.3: 10.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 14 . 0 0 0 . . . . .:
Old : 26: 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 : 52.1 74.1 74.2 88.4 33.1 57.1 47.1 62.4
Old : 52.1 74.1 74.2 88.4 33.1 57.1 47.1 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,225: 18,460 8,865 45 0 0 0 7,355 475 0 3,075 0: 2,245 1,455
Old : 21,225: 18,460 8,865 45 0 0 0 7,355 475 0 3,075 0: 2,245 1,455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,290: -750 -1,205 -45 0 0 0 325 -475 0 75 0: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 41.8 0.2 0.0 0.0 0.0 34.7 2.2 0.0 14.5 0.0: 10.6 6.9
Old : 100.0: 87.0 41.8 0.2 0.0 0.0 0.0 34.7 2.2 0.0 14.5 0.0: 10.6 6.9
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 12 . 0 0 0 . . 0 . 0:
Old : 24: 14 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 : 53.5 75.9 75.5 89.2 34.1 57.6 49.1 62.4
Old : 53.5 75.9 75.5 89.2 34.1 57.6 49.1 62.4
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,033: 14,784 20,304 0 0 0 1,470 0 355 4,050 0 0: 1,374 1,374
Old : 22,033: 14,784 20,304 0 0 0 1,470 0 355 4,050 0 0: 1,374 1,374
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -20: -72 163 0 0 0 -140 0 100 375 0 0: -283 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 92.2 0.0 0.0 0.0 6.7 0.0 1.6 18.4 0.0 0.0: 6.2 6.2
Old : 100.0: 67.1 92.2 0.0 0.0 0.0 6.7 0.0 1.6 18.4 0.0 0.0: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 7 0 0 0 . 0 . . 0 0:
Old : 21: 15 7 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 : 45.7 85.9 72.9 93.8 45.7 72.7 67.2 76.0
Old : 45.7 85.9 72.9 93.8 45.7 72.7 67.2 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,967: 12,550 17,800 0 0 0 1,640 0 140 3,625 0 50: 962 977
Old : 18,967: 12,550 17,800 0 0 0 1,640 0 140 3,625 0 50: 962 977
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 20: 395 440 0 0 0 -55 0 0 100 0 -50: -370 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 93.8 0.0 0.0 0.0 8.6 0.0 0.7 19.1 0.0 0.3: 5.1 5.2
Old : 100.0: 66.2 93.8 0.0 0.0 0.0 8.6 0.0 0.7 19.1 0.0 0.3: 5.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 47.7 87.8 72.2 94.4 46.5 71.6 65.7 73.7
Old : 47.7 87.8 72.2 94.4 46.5 71.6 65.7 73.7
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,012: 31,295 18,730 50 0 0 0 12,680 0 0 427 0: 667 175
Old : 32,012: 31,295 18,730 50 0 0 0 12,680 0 0 427 0: 667 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -337: -235 -360 -50 0 0 0 100 0 0 -27 0: -52 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.8 58.5 0.2 0.0 0.0 0.0 39.6 0.0 0.0 1.3 0.0: 2.1 0.5
Old : 100.0: 97.8 58.5 0.2 0.0 0.0 0.0 39.6 0.0 0.0 1.3 0.0: 2.1 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: 13 13 . 0 0 0 . 0 0 . 0:
Old : 23: 13 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 : 72.6 93.1 91.1 97.6 62.5 86.1 80.5 88.7
Old : 72.6 93.1 91.1 97.6 62.5 86.1 80.5 88.7
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,245: 25,550 15,075 50 0 0 0 10,855 0 0 160 0: 645 155
Old : 26,245: 25,550 15,075 50 0 0 0 10,855 0 0 160 0: 645 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -575: -500 -265 -50 0 0 0 -125 0 0 -160 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.4 57.4 0.2 0.0 0.0 0.0 41.4 0.0 0.0 0.6 0.0: 2.5 0.6
Old : 100.0: 97.4 57.4 0.2 0.0 0.0 0.0 41.4 0.0 0.0 0.6 0.0: 2.5 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 : 21: 13 10 . 0 0 0 . 0 0 . 0:
Old : 21: 13 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 : 70.7 93.8 90.2 97.4 62.0 88.0 80.9 90.2
Old : 70.7 93.8 90.2 97.4 62.0 88.0 80.9 90.2
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,870: 25,350 26,690 0 1,200 0 2,770 0 895 0 210 0: 855 875
Old : 29,870: 25,350 26,690 0 1,200 0 2,770 0 895 0 210 0: 855 875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -165: -115 70 0 0 0 480 0 -280 0 60 0: -250 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 89.4 0.0 4.0 0.0 9.3 0.0 3.0 0.0 0.7 0.0: 2.9 2.9
Old : 100.0: 84.9 89.4 0.0 4.0 0.0 9.3 0.0 3.0 0.0 0.7 0.0: 2.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 16 10 0 . 0 . 0 . 0 . 0:
Old : 21: 16 10 0 . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 83.5 82.7 94.8 58.0 82.3 78.4 89.7
Old : 61.7 83.5 82.7 94.8 58.0 82.3 78.4 89.7
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,300: 26,310 22,100 0 1,200 0 0 2,755 70 0 210 0: 1,920 1,965
Old : 28,300: 26,310 22,100 0 1,200 0 0 2,755 70 0 210 0: 1,920 1,965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -820: -800 -530 0 0 0 0 -380 0 0 110 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 78.1 0.0 4.2 0.0 0.0 9.7 0.2 0.0 0.7 0.0: 6.8 6.9
Old : 100.0: 93.0 78.1 0.0 4.2 0.0 0.0 9.7 0.2 0.0 0.7 0.0: 6.8 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 10 0 . 0 0 . . 0 . 0:
Old : 22: 14 10 0 . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 80.3 76.9 91.7 49.1 80.1 70.8 86.5
Old : 54.0 80.3 76.9 91.7 49.1 80.1 70.8 86.5
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 111,372: 80,101 100,231 0 1,675 1,635 21,375 100 0 1,795 1,265 202: 6,264 6,264
Old : 111,372: 80,101 100,231 0 1,675 1,635 21,375 100 0 1,795 1,265 202: 6,264 6,264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 893: 2,265 1,375 0 110 -180 -365 0 0 -75 340 18: -770 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 90.0 0.0 1.5 1.5 19.2 0.1 0.0 1.6 1.1 0.2: 5.6 5.6
Old : 100.0: 71.9 90.0 0.0 1.5 1.5 19.2 0.1 0.0 1.6 1.1 0.2: 5.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 27 0 . . . . 0 . . .:
Old : 41: 22 27 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 52.9 87.4 69.6 59.4 52.5 80.4 69.1
Old : 63.5 52.9 87.4 69.6 59.4 52.5 80.4 69.1
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 103,586: 71,001 93,516 0 2,875 1,510 24,345 0 0 1,510 465 70: 5,150 5,150
Old : 103,586: 71,001 93,516 0 2,875 1,510 24,345 0 0 1,510 465 70: 5,150 5,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 1,612: 2,224 1,279 0 110 -180 -310 0 0 -610 -85 20: 468 468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 90.3 0.0 2.8 1.5 23.5 0.0 0.0 1.5 0.4 0.1: 5.0 5.0
Old : 100.0: 68.5 90.3 0.0 2.8 1.5 23.5 0.0 0.0 1.5 0.4 0.1: 5.0 5.0
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: 20 28 0 . . . 0 0 . . .:
Old : 39: 20 28 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 50.3 87.8 68.0 67.8 47.3 80.1 64.0
Old : 72.0 50.3 87.8 68.0 67.8 47.3 80.1 64.0
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,415: 15,265 13,735 0 1,170 0 0 300 0 0 0 0: 150 210
Old : 15,415: 15,265 13,735 0 1,170 0 0 300 0 0 0 0: 150 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -630: -630 -320 0 -300 0 0 0 0 0 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.0 89.1 0.0 7.6 0.0 0.0 1.9 0.0 0.0 0.0 0.0: 1.0 1.4
Old : 100.0: 99.0 89.1 0.0 7.6 0.0 0.0 1.9 0.0 0.0 0.0 0.0: 1.0 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 : 57.1 66.7 85.5 89.4 55.2 58.7 72.8 73.1
Old : 57.1 66.7 85.5 89.4 55.2 58.7 72.8 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,025: 23,035 22,395 1,300 0 1,685 0 1,600 125 50 400 0: 1,830 1,820
Old : 28,025: 23,035 22,395 1,300 0 1,685 0 1,600 125 50 400 0: 1,830 1,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 1,565: 1,635 2,095 315 0 -315 0 -150 0 0 0 0: -70 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 79.9 4.6 0.0 6.0 0.0 5.7 0.4 0.2 1.4 0.0: 6.5 6.5
Old : 100.0: 82.2 79.9 4.6 0.0 6.0 0.0 5.7 0.4 0.2 1.4 0.0: 6.5 6.5
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 : 29: 17 16 . 0 . 0 . . . . 0:
Old : 29: 17 16 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 40.8 72.5 66.9 38.0 37.1 51.6 55.5
Old : 49.4 40.8 72.5 66.9 38.0 37.1 51.6 55.5
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,225: 17,640 16,975 245 400 2,680 0 500 125 0 0 0: 1,535 1,545
Old : 22,225: 17,640 16,975 245 400 2,680 0 500 125 0 0 0: 1,535 1,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,080: -445 -155 135 -50 -135 0 -100 0 0 0 0: -635 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 76.4 1.1 1.8 12.1 0.0 2.2 0.6 0.0 0.0 0.0: 6.9 7.0
Old : 100.0: 79.4 76.4 1.1 1.8 12.1 0.0 2.2 0.6 0.0 0.0 0.0: 6.9 7.0
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 15 . . . 0 . . 0 0 0:
Old : 23: 14 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 : 52.7 46.0 76.0 74.1 41.8 32.7 55.5 49.6
Old : 52.7 46.0 76.0 74.1 41.8 32.7 55.5 49.6
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,160: 14,615 12,355 0 2,545 1,015 0 25 0 150 0 0: 380 220
Old : 16,160: 14,615 12,355 0 2,545 1,015 0 25 0 150 0 0: 380 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,310: -1,205 -1,245 0 -30 0 0 -25 0 -100 0 0: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 76.5 0.0 15.7 6.3 0.0 0.2 0.0 0.9 0.0 0.0: 2.4 1.4
Old : 100.0: 90.4 76.5 0.0 15.7 6.3 0.0 0.2 0.0 0.9 0.0 0.0: 2.4 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: 14 8 0 . . 0 . 0 . 0 0:
Old : 20: 14 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 : 62.5 89.6 85.9 98.3 55.4 66.6 67.9 72.2
Old : 62.5 89.6 85.9 98.3 55.4 66.6 67.9 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2016