COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 132,795: 31,727 31,617 6,699 12,163 12,919 11,610 46,919 10,759 51,343 10,898 6,088: 1,650 1,432
Old : 132,795: 31,727 31,617 6,699 12,163 12,919 11,610 46,919 10,759 51,343 10,898 6,088: 1,650 1,432
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 4,991: 1,982 1,070 -780 -159 1,352 -9 2,844 329 1,454 -1,100 667: -4 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 23.8 5.0 9.2 9.7 8.7 35.3 8.1 38.7 8.2 4.6: 1.2 1.1
Old : 100.0: 23.9 23.8 5.0 9.2 9.7 8.7 35.3 8.1 38.7 8.2 4.6: 1.2 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 17 . . 5 . 4 5 17 9 18:
Old : 55: 17 17 . . 5 . 4 5 17 9 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 : 38.8 47.9 62.8 70.9 31.4 41.2 48.0 50.5
Old : 38.8 47.9 62.8 70.9 31.4 41.2 48.0 50.5
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,464: 5,302 11,015 0 6,119 1,020 828 2,715 1,152 15,251 1,799 2,449: 462 195
Old : 26,464: 5,302 11,015 0 6,119 1,020 828 2,715 1,152 15,251 1,799 2,449: 462 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 682: 36 316 0 15 126 150 85 -5 250 75 25: 100 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 41.6 0.0 23.1 3.9 3.1 10.3 4.4 57.6 6.8 9.3: 1.7 0.7
Old : 100.0: 20.0 41.6 0.0 23.1 3.9 3.1 10.3 4.4 57.6 6.8 9.3: 1.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 12 10 0 4 . . . . 15 5 8:
Old : 40: 12 10 0 4 . . . . 15 5 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 : 44.6 46.2 60.1 72.2 44.1 41.1 56.2 61.4
Old : 44.6 46.2 60.1 72.2 44.1 41.1 56.2 61.4
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,019: 1,179 455 1,175 502 2,158 360 1,403 1,384 524 879 1,237: 1 0
Old : 8,019: 1,179 455 1,175 502 2,158 360 1,403 1,384 524 879 1,237: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 346: 191 53 66 142 -3 -95 -33 140 51 51 56: -59 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 5.7 14.6 6.3 26.9 4.5 17.5 17.3 6.5 11.0 15.4: 0.0 0.0
Old : 100.0: 14.7 5.7 14.6 6.3 26.9 4.5 17.5 17.3 6.5 11.0 15.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 8 7 . . 4 . . . 9 6 11:
Old : 32: 8 7 . . 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 : 50.6 61.7 75.5 85.9 25.5 30.4 32.0 34.4
Old : 50.6 61.7 75.5 85.9 25.5 30.4 32.0 34.4
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,751: 193 138 1,009 475 2,309 5,580 5,031 7,460 58 1,198 1,140: 1 0
Old : 17,751: 193 138 1,009 475 2,309 5,580 5,031 7,460 58 1,198 1,140: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 683: 58 -47 -401 299 196 -175 -920 984 55 204 -34: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.8 5.7 2.7 13.0 31.4 28.3 42.0 0.3 6.7 6.4: 0.0 0.0
Old : 100.0: 1.1 0.8 5.7 2.7 13.0 31.4 28.3 42.0 0.3 6.7 6.4: 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 : 22: . 5 . . . . . . . 7 5:
Old : 22: . 5 . . . . . . . 7 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 : 87.2 80.6 97.8 97.5 37.1 35.6 38.3 38.2
Old : 87.2 80.6 97.8 97.5 37.1 35.6 38.3 38.2
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 167,349: 100,503 128,790 12,100 953 9,346 19,713 2,123 4,106 7,825 8,341 13,077: 680 614
Old : 167,349: 100,503 128,790 12,100 953 9,346 19,713 2,123 4,106 7,825 8,341 13,077: 680 614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 796: -2,811 1,002 2,550 -295 -455 812 720 -291 -101 -970 1,199: -107 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 77.0 7.2 0.6 5.6 11.8 1.3 2.5 4.7 5.0 7.8: 0.4 0.4
Old : 100.0: 60.1 77.0 7.2 0.6 5.6 11.8 1.3 2.5 4.7 5.0 7.8: 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 : 87: 47 48 . . 4 6 . 6 11 11 16:
Old : 87: 47 48 . . 4 6 . 6 11 11 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 : 48.3 28.0 61.2 46.6 34.3 20.2 41.2 33.4
Old : 48.3 28.0 61.2 46.6 34.3 20.2 41.2 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,920: 43,092 37,764 0 5,295 1,773 179 421 8 1,612 1,403 256: 0 0
Old : 46,920: 43,092 37,764 0 5,295 1,773 179 421 8 1,612 1,403 256: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,196: 842 766 0 357 -54 0 108 -4 389 0 23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 80.5 0.0 11.3 3.8 0.4 0.9 0.0 3.4 3.0 0.5: 0.0 0.0
Old : 100.0: 91.8 80.5 0.0 11.3 3.8 0.4 0.9 0.0 3.4 3.0 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 : 37: 28 24 0 . . . . . . . .:
Old : 37: 28 24 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 44.7 74.7 73.3 45.5 31.4 52.6 46.8
Old : 55.6 44.7 74.7 73.3 45.5 31.4 52.6 46.8
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 402,102: 363,674 331,323 0 47,255 20,180 2,248 0 0 12,656 0 3,344: 0 0
Old : 402,102: 363,674 331,323 0 47,255 20,180 2,248 0 0 12,656 0 3,344: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 8,763: 10,347 5,683 0 1,256 0 304 0 0 -3,712 0 3,344: -1,520 -1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 82.4 0.0 11.8 5.0 0.6 0.0 0.0 3.1 0.0 0.8: 0.0 0.0
Old : 100.0: 90.4 82.4 0.0 11.8 5.0 0.6 0.0 0.0 3.1 0.0 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 : 31: 23 23 0 . . . 0 0 . 0 .:
Old : 31: 23 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 : 48.4 55.7 69.8 76.5 38.8 40.2 48.5 53.2
Old : 48.4 55.7 69.8 76.5 38.8 40.2 48.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,578,900: 1,301,817 1,379,017 167,192 51,108 7,336 12,968 66,851 47,183 37,708 22,709 4,696: 0 0
Old : 1,578,900: 1,301,817 1,379,017 167,192 51,108 7,336 12,968 66,851 47,183 37,708 22,709 4,696: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 16,471: -5,674 1,222 8,592 775 -775 384 921 13,944 0 384 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 87.3 10.6 3.2 0.5 0.8 4.2 3.0 2.4 1.4 0.3: 0.0 0.0
Old : 100.0: 82.5 87.3 10.6 3.2 0.5 0.8 4.2 3.0 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 : 60: 36 38 . . . . . . . 7 .:
Old : 60: 36 38 . . . . . . . 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 : 54.5 44.8 69.0 65.0 45.9 40.2 57.3 52.6
Old : 54.5 44.8 69.0 65.0 45.9 40.2 57.3 52.6
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,430: 54,884 52,910 0 918 6,125 0 3,886 874 4,834 2,005 712: 0 0
Old : 67,430: 54,884 52,910 0 918 6,125 0 3,886 874 4,834 2,005 712: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 2,363: 2,309 1,633 0 234 203 0 81 -45 101 462 -206: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 78.5 0.0 1.4 9.1 0.0 5.8 1.3 7.2 3.0 1.1: 0.0 0.0
Old : 100.0: 81.4 78.5 0.0 1.4 9.1 0.0 5.8 1.3 7.2 3.0 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 24 0 . . 0 . . 6 5 4:
Old : 41: 24 24 0 . . 0 . . 6 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 53.8 80.0 73.0 44.6 45.2 59.9 55.5
Old : 55.3 53.8 80.0 73.0 44.6 45.2 59.9 55.5
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 423,785: 269,650 361,689 95,703 0 56,480 0 0 0 1,952 5,616 0: 0 0
Old : 423,785: 269,650 361,689 95,703 0 56,480 0 0 0 1,952 5,616 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 4,760: 6,344 4,216 -1,520 0 912 0 0 0 0 608 0: -976 -976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 85.3 22.6 0.0 13.3 0.0 0.0 0.0 0.5 1.3 0.0: 0.0 0.0
Old : 100.0: 63.6 85.3 22.6 0.0 13.3 0.0 0.0 0.0 0.5 1.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 16 . 0 . 0 0 0 . . 0:
Old : 27: 17 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 : 64.7 69.2 88.9 88.0 47.4 52.1 61.5 61.8
Old : 64.7 69.2 88.9 88.0 47.4 52.1 61.5 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 400,860: 352,055 331,700 7,269 28,120 31,680 0 728 8,632 1,224 0 0: 0 0
Old : 400,860: 352,055 331,700 7,269 28,120 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 10, 2016 :
: 12,161: 12,161 2,801 0 9,360 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 82.7 1.8 7.0 7.9 0.0 0.2 2.2 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 87.8 82.7 1.8 7.0 7.9 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 25 . . . 0 . . . 0 0:
Old : 38: 24 25 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 52.9 73.1 74.4 46.1 45.1 63.9 59.4
Old : 47.6 52.9 73.1 74.4 46.1 45.1 63.9 59.4
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,192: 35,821 35,225 1,568 3,205 322 676 0 764 296 82 43: 702 551
Old : 40,192: 35,821 35,225 1,568 3,205 322 676 0 764 296 82 43: 702 551
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 763: 763 39 0 765 0 63 0 -63 0 0 0: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 87.6 3.9 8.0 0.8 1.7 0.0 1.9 0.7 0.2 0.1: 1.7 1.4
Old : 100.0: 89.1 87.6 3.9 8.0 0.8 1.7 0.0 1.9 0.7 0.2 0.1: 1.7 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 : 39: 26 26 . . . . 0 . . . .:
Old : 39: 26 26 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 52.2 68.8 74.7 46.7 50.2 63.7 69.4
Old : 49.4 52.2 68.8 74.7 46.7 50.2 63.7 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,703: 50,666 47,892 2,695 5,975 1,645 0 0 0 140 150 0: 557 41
Old : 55,703: 50,666 47,892 2,695 5,975 1,645 0 0 0 140 150 0: 557 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,759: 1,400 1,760 300 0 0 0 0 0 0 0 0: 59 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 86.0 4.8 10.7 3.0 0.0 0.0 0.0 0.3 0.3 0.0: 1.0 0.1
Old : 100.0: 91.0 86.0 4.8 10.7 3.0 0.0 0.0 0.0 0.3 0.3 0.0: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 29 31 . . . 0 0 0 . . 0:
Old : 45: 29 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 : 57.4 50.8 72.3 72.9 55.7 44.1 68.7 61.9
Old : 57.4 50.8 72.3 72.9 55.7 44.1 68.7 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 78,471: 72,541 69,483 2,580 6,750 2,185 0 0 0 509 0 0: 656 53
Old : 78,471: 72,541 69,483 2,580 6,750 2,185 0 0 0 509 0 0: 656 53
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 3,094: 2,790 3,000 125 0 95 0 0 0 85 0 -1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 88.5 3.3 8.6 2.8 0.0 0.0 0.0 0.6 0.0 0.0: 0.8 0.1
Old : 100.0: 92.4 88.5 3.3 8.6 2.8 0.0 0.0 0.0 0.6 0.0 0.0: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 30 30 . . . 0 0 0 . 0 0:
Old : 44: 30 30 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 52.9 70.2 73.2 53.3 48.0 67.6 63.3
Old : 53.7 52.9 70.2 73.2 53.3 48.0 67.6 63.3
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,580: 14,504 15,935 990 0 1,970 0 0 0 550 675 0: 566 0
Old : 18,580: 14,504 15,935 990 0 1,970 0 0 0 550 675 0: 566 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,722: 1,722 1,122 0 0 0 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 85.8 5.3 0.0 10.6 0.0 0.0 0.0 3.0 3.6 0.0: 3.0 0.0
Old : 100.0: 78.1 85.8 5.3 0.0 10.6 0.0 0.0 0.0 3.0 3.6 0.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 14 . 0 . 0 0 0 . . 0:
Old : 28: 17 14 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 59.8 70.3 85.3 36.8 51.0 54.9 62.9
Old : 48.8 59.8 70.3 85.3 36.8 51.0 54.9 62.9
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 324,312: 247,520 323,560 73,576 0 0 0 0 0 2,464 0 752: 0 0
Old : 324,312: 247,520 323,560 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 10, 2016 :
: 672: 672 672 0 0 0 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 : 30: 22 16 . 0 0 0 0 0 . 0 .:
Old : 30: 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 : 48.9 82.9 70.0 93.7 44.7 72.8 63.2 79.2
Old : 48.9 82.9 70.0 93.7 44.7 72.8 63.2 79.2
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,553: 7,835 8,457 0 84 86 525 4 42 810 774 84: 171 22
Old : 9,553: 7,835 8,457 0 84 86 525 4 42 810 774 84: 171 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 155: 136 -106 0 0 0 -86 4 42 0 215 0: 63 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 88.5 0.0 0.9 0.9 5.5 0.0 0.4 8.5 8.1 0.9: 1.8 0.2
Old : 100.0: 82.0 88.5 0.0 0.9 0.9 5.5 0.0 0.4 8.5 8.1 0.9: 1.8 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 : 34: 24 16 0 . . . . . . . .:
Old : 34: 24 16 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 63.3 63.9 82.2 38.9 54.0 62.1 70.9
Old : 39.6 63.3 63.9 82.2 38.9 54.0 62.1 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,570: 6,810 11,960 0 400 0 0 0 0 5,550 0 150: 60 60
Old : 12,570: 6,810 11,960 0 400 0 0 0 0 5,550 0 150: 60 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 95.1 0.0 3.2 0.0 0.0 0.0 0.0 44.2 0.0 1.2: 0.5 0.5
Old : 100.0: 54.2 95.1 0.0 3.2 0.0 0.0 0.0 0.0 44.2 0.0 1.2: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 14 0 . 0 0 0 0 . 0 .:
Old : 20: 11 14 0 . 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 58.1 93.5 81.2 69.6 56.8 82.7 72.4
Old : 71.2 58.1 93.5 81.2 69.6 56.8 82.7 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,280: 8,650 10,920 720 100 500 0 150 0 1,400 200 350: 660 60
Old : 12,280: 8,650 10,920 720 100 500 0 150 0 1,400 200 350: 660 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -270: -970 -530 0 0 -100 0 100 0 800 200 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 88.9 5.9 0.8 4.1 0.0 1.2 0.0 11.4 1.6 2.9: 5.4 0.5
Old : 100.0: 70.4 88.9 5.9 0.8 4.1 0.0 1.2 0.0 11.4 1.6 2.9: 5.4 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 : 24: 11 15 . . . 0 . 0 . . .:
Old : 24: 11 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 : 70.2 65.9 84.5 82.2 59.6 62.3 69.1 69.5
Old : 70.2 65.9 84.5 82.2 59.6 62.3 69.1 69.5
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 10, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,746: 21,686 22,246 1,620 105 2,090 0 0 0 350 1,300 0: 0 5
Old : 25,746: 21,686 22,246 1,620 105 2,090 0 0 0 350 1,300 0: 0 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 725: 725 125 0 0 0 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 86.4 6.3 0.4 8.1 0.0 0.0 0.0 1.4 5.0 0.0: 0.0 0.0
Old : 100.0: 84.2 86.4 6.3 0.4 8.1 0.0 0.0 0.0 1.4 5.0 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 : 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 : 47.6 47.1 73.5 69.5 36.8 41.6 55.0 55.7
Old : 47.6 47.1 73.5 69.5 36.8 41.6 55.0 55.7
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,390: 19,695 20,265 685 195 2,180 50 0 0 0 75 600: 180 75
Old : 23,390: 19,695 20,265 685 195 2,180 50 0 0 0 75 600: 180 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 170: 220 140 -50 0 0 0 0 0 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 86.6 2.9 0.8 9.3 0.2 0.0 0.0 0.0 0.3 2.6: 0.8 0.3
Old : 100.0: 84.2 86.6 2.9 0.8 9.3 0.2 0.0 0.0 0.0 0.3 2.6: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 43.3 65.1 64.7 83.4 33.9 50.6 49.6 59.9
Old : 43.3 65.1 64.7 83.4 33.9 50.6 49.6 59.9
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,134: 20,840 19,117 2,166 3,908 1,028 691 0 0 238 274 21: 150 786
Old : 25,134: 20,840 19,117 2,166 3,908 1,028 691 0 0 238 274 21: 150 786
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 109: 41 -77 0 123 0 22 0 0 46 63 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 76.1 8.6 15.5 4.1 2.7 0.0 0.0 0.9 1.1 0.1: 0.6 3.1
Old : 100.0: 82.9 76.1 8.6 15.5 4.1 2.7 0.0 0.0 0.9 1.1 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 19 . . . . 0 0 . . .:
Old : 39: 27 19 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 61.6 58.8 79.3 33.0 47.4 53.2 59.9
Old : 33.5 61.6 58.8 79.3 33.0 47.4 53.2 59.9
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,065: 50,856 46,721 1,280 2,289 2,940 0 385 20 1,036 3,817 773: 160 120
Old : 57,065: 50,856 46,721 1,280 2,289 2,940 0 385 20 1,036 3,817 773: 160 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,055: 282 1,747 -22 -500 393 0 -19 -45 176 -782 271: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 81.9 2.2 4.0 5.2 0.0 0.7 0.0 1.8 6.7 1.4: 0.3 0.2
Old : 100.0: 89.1 81.9 2.2 4.0 5.2 0.0 0.7 0.0 1.8 6.7 1.4: 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 : 45.5 44.2 67.5 68.1 44.1 43.4 62.6 63.3
Old : 45.5 44.2 67.5 68.1 44.1 43.4 62.6 63.3
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,079: 63,684 62,545 984 3,009 3,119 0 544 317 3,248 1,803 3,702: 25 40
Old : 75,079: 63,684 62,545 984 3,009 3,119 0 544 317 3,248 1,803 3,702: 25 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 2,996: 2,440 2,722 5 465 -240 0 183 -134 815 -60 95: 15 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 83.3 1.3 4.0 4.2 0.0 0.7 0.4 4.3 2.4 4.9: 0.0 0.1
Old : 100.0: 84.8 83.3 1.3 4.0 4.2 0.0 0.7 0.4 4.3 2.4 4.9: 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: 31 29 . . . 0 . . . 7 6:
Old : 54: 31 29 . . . 0 . . . 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 : 40.2 44.4 59.9 62.4 38.2 42.3 55.2 56.1
Old : 40.2 44.4 59.9 62.4 38.2 42.3 55.2 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,967: 46,322 46,837 1,760 2,505 620 0 0 0 945 0 0: 320 5
Old : 49,967: 46,322 46,837 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 10, 2016 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : 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 : 32: 24 13 . . . 0 0 0 . 0 0:
Old : 32: 24 13 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 96.0 74.9 98.8 54.6 92.5 71.7 93.2
Old : 55.4 96.0 74.9 98.8 54.6 92.5 71.7 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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,937: 53,657 54,542 2,120 2,845 550 0 0 0 1,570 0 0: 40 0
Old : 57,937: 53,657 54,542 2,120 2,845 550 0 0 0 1,570 0 0: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 480: 430 480 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 94.1 3.7 4.9 0.9 0.0 0.0 0.0 2.7 0.0 0.0: 0.1 0.0
Old : 100.0: 92.6 94.1 3.7 4.9 0.9 0.0 0.0 0.0 2.7 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 : 34: 25 19 . . . 0 0 0 . 0 0:
Old : 34: 25 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 : 55.6 88.2 73.0 96.3 54.9 87.2 69.8 91.1
Old : 55.6 88.2 73.0 96.3 54.9 87.2 69.8 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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 360,727: 313,088 294,333 2,078 13,423 15,083 0 7,064 0 24,263 24,609 6,215: 0 0
Old : 360,727: 313,088 294,333 2,078 13,423 15,083 0 7,064 0 24,263 24,609 6,215: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 24,483: 12,155 15,819 -4,696 -736 4,696 0 0 0 18,757 11,133 -6,429: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 81.6 0.6 3.7 4.2 0.0 2.0 0.0 6.7 6.8 1.7: 0.0 0.0
Old : 100.0: 86.8 81.6 0.6 3.7 4.2 0.0 2.0 0.0 6.7 6.8 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 44.4 35.9 66.3 58.4 38.6 33.1 54.8 50.5
Old : 44.4 35.9 66.3 58.4 38.6 33.1 54.8 50.5
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,756: 22,320 22,130 572 161 792 276 402 937 1,306 1,864 1,427: 126 43
Old : 27,756: 22,320 22,130 572 161 792 276 402 937 1,306 1,864 1,427: 126 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 377: 55 -713 0 -24 42 -1 147 254 157 801 -130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 79.7 2.1 0.6 2.9 1.0 1.4 3.4 4.7 6.7 5.1: 0.5 0.2
Old : 100.0: 80.4 79.7 2.1 0.6 2.9 1.0 1.4 3.4 4.7 6.7 5.1: 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:
Old : 47: 24 33 . . . . . . . . 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 : 46.1 40.2 68.4 56.5 43.2 39.8 58.8 52.4
Old : 46.1 40.2 68.4 56.5 43.2 39.8 58.8 52.4
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,717: 23,656 37,299 15,830 0 0 77 1,098 0 852 1,581 302: 0 437
Old : 40,717: 23,656 37,299 15,830 0 0 77 1,098 0 852 1,581 302: 0 437
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 2,404: 1,150 2,429 1,254 0 0 0 0 0 0 -462 0: 0 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 91.6 38.9 0.0 0.0 0.2 2.7 0.0 2.1 3.9 0.7: 0.0 1.1
Old : 100.0: 58.1 91.6 38.9 0.0 0.0 0.2 2.7 0.0 2.1 3.9 0.7: 0.0 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 : 30: 12 15 . 0 0 . . 0 . . .:
Old : 30: 12 15 . 0 0 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 71.3 93.3 89.2 67.5 67.8 76.0 75.1
Old : 73.0 71.3 93.3 89.2 67.5 67.8 76.0 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 320,441: 256,540 310,697 54,681 140 9,220 0 384 0 0 0 0: 0 0
Old : 320,441: 256,540 310,697 54,681 140 9,220 0 384 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 10, 2016 :
: 8,992: 8,992 8,608 0 0 0 0 384 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 97.0 17.1 0.0 2.9 0.0 0.1 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.1 97.0 17.1 0.0 2.9 0.0 0.1 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 17 . . . 0 . 0 0 0 0:
Old : 26: 16 17 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 72.0 79.9 86.5 55.7 64.6 65.7 69.7
Old : 62.3 72.0 79.9 86.5 55.7 64.6 65.7 69.7
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 24,514: 20,682 23,920 3,027 0 127 445 0 0 86 0 0: 147 467
Old : 24,514: 20,682 23,920 3,027 0 127 445 0 0 86 0 0: 147 467
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 529: 491 508 38 0 0 0 0 0 0 0 0: 0 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 97.6 12.3 0.0 0.5 1.8 0.0 0.0 0.4 0.0 0.0: 0.6 1.9
Old : 100.0: 84.4 97.6 12.3 0.0 0.5 1.8 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: 18 20 . 0 . . 0 0 . 0 0:
Old : 26: 18 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 : 63.2 80.9 79.8 88.3 54.5 71.6 68.2 74.6
Old : 63.2 80.9 79.8 88.3 54.5 71.6 68.2 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 14,857: 11,238 11,920 331 1,132 258 1,364 0 0 476 0 469: 721 1,078
Old : 14,857: 11,238 11,920 331 1,132 258 1,364 0 0 476 0 469: 721 1,078
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,119: 1,133 1,142 215 41 -256 44 0 0 -252 -126 213: 22 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 80.2 2.2 7.6 1.7 9.2 0.0 0.0 3.2 0.0 3.2: 4.9 7.3
Old : 100.0: 75.6 80.2 2.2 7.6 1.7 9.2 0.0 0.0 3.2 0.0 3.2: 4.9 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 17 . . . . 0 0 . 0 .:
Old : 28: 16 17 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 56.8 72.7 73.7 40.3 46.7 57.9 59.9
Old : 54.1 56.8 72.7 73.7 40.3 46.7 57.9 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 156,105: 132,836 133,340 7,914 13,769 4,698 9,489 0 0 416 3,546 752: 0 0
Old : 156,105: 132,836 133,340 7,914 13,769 4,698 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 10, 2016 :
: 4,328: 4,696 4,328 0 368 -368 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 85.4 5.1 8.8 3.0 6.1 0.0 0.0 0.3 2.3 0.5: 0.0 0.0
Old : 100.0: 85.1 85.4 5.1 8.8 3.0 6.1 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 : 66.7 55.9 83.2 76.7 61.5 53.3 76.6 68.2
Old : 66.7 55.9 83.2 76.7 61.5 53.3 76.6 68.2
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,297: 16,622 11,918 1,758 3,517 123 68 2,108 104 0 739 364: 258 424
Old : 19,297: 16,622 11,918 1,758 3,517 123 68 2,108 104 0 739 364: 258 424
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 114: 70 -361 0 216 0 0 0 0 -42 89 43: 43 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 61.8 9.1 18.2 0.6 0.4 10.9 0.5 0.0 3.8 1.9: 1.3 2.2
Old : 100.0: 86.1 61.8 9.1 18.2 0.6 0.4 10.9 0.5 0.0 3.8 1.9: 1.3 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 : 34: 22 22 . . . . . . 0 . .:
Old : 34: 22 22 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 41.9 80.9 62.0 59.1 40.3 71.3 56.5
Old : 64.1 41.9 80.9 62.0 59.1 40.3 71.3 56.5
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 190,807: 176,680 117,218 13,334 63,477 0 0 7,823 793 0 1,496 0: 0 0
Old : 190,807: 176,680 117,218 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 10, 2016 :
: -3,936: -3,936 -3,936 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 61.4 7.0 33.3 0.0 0.0 4.1 0.4 0.0 0.8 0.0: 0.0 0.0
Old : 100.0: 92.6 61.4 7.0 33.3 0.0 0.0 4.1 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 : 62.0 63.4 83.1 82.0 49.2 59.7 61.5 67.1
Old : 62.0 63.4 83.1 82.0 49.2 59.7 61.5 67.1
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 6,795 7,325 1,170 0 0 0 300 0 100 460 20: 60 40
Old : 8,145: 6,795 7,325 1,170 0 0 0 300 0 100 460 20: 60 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 0: -100 0 0 0 0 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 89.9 14.4 0.0 0.0 0.0 3.7 0.0 1.2 5.6 0.2: 0.7 0.5
Old : 100.0: 83.4 89.9 14.4 0.0 0.0 0.0 3.7 0.0 1.2 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 : 22: 13 12 . 0 0 0 . 0 . . .:
Old : 22: 13 12 . 0 0 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 73.7 82.5 91.1 41.3 54.5 63.4 70.9
Old : 52.0 73.7 82.5 91.1 41.3 54.5 63.4 70.9
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 24,188: 13,744 19,993 6,190 0 3,684 0 0 0 570 511 0: 0 0
Old : 24,188: 13,744 19,993 6,190 0 3,684 0 0 0 570 511 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 538: 284 538 98 0 0 0 0 0 156 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 82.7 25.6 0.0 15.2 0.0 0.0 0.0 2.4 2.1 0.0: 0.0 0.0
Old : 100.0: 56.8 82.7 25.6 0.0 15.2 0.0 0.0 0.0 2.4 2.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 16 . 0 . 0 0 0 . . 0:
Old : 23: 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 : 81.1 48.9 92.2 76.2 54.5 42.0 60.9 57.5
Old : 81.1 48.9 92.2 76.2 54.5 42.0 60.9 57.5
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,215: 8,415 9,125 175 50 0 0 0 0 420 0 0: 205 40
Old : 9,215: 8,415 9,125 175 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 10, 2016 :
: -20: -20 -20 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 99.0 1.9 0.5 0.0 0.0 0.0 0.0 4.6 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 4.6 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 : 67.0 80.0 84.3 95.0 59.3 76.7 76.0 83.7
Old : 67.0 80.0 84.3 95.0 59.3 76.7 76.0 83.7
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 10, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 52.9 67.1 69.2 78.4
Old : 62.8 72.0 80.3 89.0 52.9 67.1 69.2 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 666,960: 424,227 373,017 7,060 36,290 53,573 0 42,943 33,505 39,494 20,132 107,319: 1,782 181
Old : 666,960: 424,227 373,017 7,060 36,290 53,573 0 42,943 33,505 39,494 20,132 107,319: 1,782 181
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -13,590: -22,886 3,243 -3,753 5,316 1,218 0 -1,065 -237 67 -34,279 12,032: -32 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 55.9 1.1 5.4 8.0 0.0 6.4 5.0 5.9 3.0 16.1: 0.3 0.0
Old : 100.0: 63.6 55.9 1.1 5.4 8.0 0.0 6.4 5.0 5.9 3.0 16.1: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 14 . . . 0 . . . . .:
Old : 26: 16 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 59.7 84.0 89.6 28.7 30.2 32.8 34.2
Old : 61.1 59.7 84.0 89.6 28.7 30.2 32.8 34.2
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 10, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,090: 19,775 10,305 1,050 10,645 25 0 75 0 0 25 0: 240 15
Old : 21,090: 19,775 10,305 1,050 10,645 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 10, 2016 :
: 205: 205 -15 0 220 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 48.9 5.0 50.5 0.1 0.0 0.4 0.0 0.0 0.1 0.0: 1.1 0.1
Old : 100.0: 93.8 48.9 5.0 50.5 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 : 65.6 80.0 91.1 92.6 62.0 79.6 85.0 89.3
Old : 65.6 80.0 91.1 92.6 62.0 79.6 85.0 89.3
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,675: 17,635 8,480 600 10,120 0 0 75 0 0 0 0: 440 0
Old : 18,675: 17,635 8,480 600 10,120 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 10, 2016 :
: 45: 45 0 0 45 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 45.4 3.2 54.2 0.0 0.0 0.4 0.0 0.0 0.0 0.0: 2.4 0.0
Old : 100.0: 94.4 45.4 3.2 54.2 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 : 78.4 90.1 91.8 97.8 74.5 89.7 87.9 94.1
Old : 78.4 90.1 91.8 97.8 74.5 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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,106: 22,731 20,416 100 3,510 180 800 0 0 175 0 0: 120 0
Old : 24,106: 22,731 20,416 100 3,510 180 800 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 10, 2016 :
: -73: -73 -123 -50 0 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 84.7 0.4 14.6 0.7 3.3 0.0 0.0 0.7 0.0 0.0: 0.5 0.0
Old : 100.0: 94.3 84.7 0.4 14.6 0.7 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: 17 13 . . . . 0 0 . 0 0:
Old : 30: 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 : 69.0 78.8 83.2 94.2 64.5 73.8 78.3 86.6
Old : 69.0 78.8 83.2 94.2 64.5 73.8 78.3 86.6
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,070: 16,142 13,030 0 3,910 130 200 0 0 0 0 0: 598 0
Old : 17,070: 16,142 13,030 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 10, 2016 :
: -113: -113 -113 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 76.3 0.0 22.9 0.8 1.2 0.0 0.0 0.0 0.0 0.0: 3.5 0.0
Old : 100.0: 94.6 76.3 0.0 22.9 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 : 71.1 73.9 86.2 95.2 63.3 70.5 77.6 83.8
Old : 71.1 73.9 86.2 95.2 63.3 70.5 77.6 83.8
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,960: 24,125 24,920 1,200 0 270 0 400 0 0 350 0: 365 20
Old : 25,960: 24,125 24,920 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 10, 2016 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 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 1.3 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 1.3 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 : 70.0 81.2 89.6 91.4 59.6 74.2 77.2 82.0
Old : 70.0 81.2 89.6 91.4 59.6 74.2 77.2 82.0
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,765: 15,900 17,420 1,280 155 190 0 0 0 0 0 0: 395 0
Old : 17,765: 15,900 17,420 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 10, 2016 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 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 : 68.1 89.4 88.5 98.4 62.7 80.0 76.8 84.0
Old : 68.1 89.4 88.5 98.4 62.7 80.0 76.8 84.0
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,760: 21,940 22,550 50 0 50 0 0 0 230 0 70: 420 90
Old : 22,760: 21,940 22,550 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 10, 2016 :
: 495: 495 495 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.4 99.1 0.2 0.0 0.2 0.0 0.0 0.0 1.0 0.0 0.3: 1.8 0.4
Old : 100.0: 96.4 99.1 0.2 0.0 0.2 0.0 0.0 0.0 1.0 0.0 0.3: 1.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 11 . 0 . 0 0 0 . 0 .:
Old : 24: 18 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 : 69.3 86.4 83.8 97.9 61.1 78.8 72.9 81.7
Old : 69.3 86.4 83.8 97.9 61.1 78.8 72.9 81.7
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,617: 22,267 23,467 100 0 0 200 0 0 530 0 70: 450 80
Old : 23,617: 22,267 23,467 100 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 10, 2016 :
: 315: 315 315 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 99.4 0.4 0.0 0.0 0.8 0.0 0.0 2.2 0.0 0.3: 1.9 0.3
Old : 100.0: 94.3 99.4 0.4 0.0 0.0 0.8 0.0 0.0 2.2 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 11 . 0 0 . 0 0 . 0 .:
Old : 24: 18 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 : 65.9 89.5 81.0 97.8 53.6 78.6 67.2 80.1
Old : 65.9 89.5 81.0 97.8 53.6 78.6 67.2 80.1
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,870: 97,628 104,405 4,507 895 5,790 430 200 0 3,250 405 145: 120 30
Old : 111,870: 97,628 104,405 4,507 895 5,790 430 200 0 3,250 405 145: 120 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 2,460: 1,810 3,205 -50 -1,215 500 200 0 0 0 -30 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 93.3 4.0 0.8 5.2 0.4 0.2 0.0 2.9 0.4 0.1: 0.1 0.0
Old : 100.0: 87.3 93.3 4.0 0.8 5.2 0.4 0.2 0.0 2.9 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 : 53: 31 32 . . . . . 0 4 . .:
Old : 53: 31 32 . . . . . 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 : 39.8 50.4 63.0 73.3 32.5 47.2 48.3 58.6
Old : 39.8 50.4 63.0 73.3 32.5 47.2 48.3 58.6
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 130,081: 115,166 119,440 5,050 590 5,890 1,539 2,690 641 1,400 425 395: 0 10
Old : 130,081: 115,166 119,440 5,050 590 5,890 1,539 2,690 641 1,400 425 395: 0 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -245: -1,020 360 125 -1,375 500 100 150 50 0 70 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 91.8 3.9 0.5 4.5 1.2 2.1 0.5 1.1 0.3 0.3: 0.0 0.0
Old : 100.0: 88.5 91.8 3.9 0.5 4.5 1.2 2.1 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: 39 36 . . . . 5 . . . .:
Old : 59: 39 36 . . . . 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 48.3 62.2 70.0 38.8 44.0 51.3 58.1
Old : 45.5 48.3 62.2 70.0 38.8 44.0 51.3 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 176,654: 143,267 136,282 8,078 12,468 3,323 5,979 6,863 6,060 3,846 5,854 5,773: 328 31
Old : 176,654: 143,267 136,282 8,078 12,468 3,323 5,979 6,863 6,060 3,846 5,854 5,773: 328 31
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,570: -321 1,252 587 710 -152 279 -388 295 438 -428 278: 166 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 77.1 4.6 7.1 1.9 3.4 3.9 3.4 2.2 3.3 3.3: 0.2 0.0
Old : 100.0: 81.1 77.1 4.6 7.1 1.9 3.4 3.9 3.4 2.2 3.3 3.3: 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 : 77: 41 45 4 . 4 5 . . 6 8 8:
Old : 77: 41 45 4 . 4 5 . . 6 8 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 56.6 51.7 70.3 36.0 51.9 49.5 59.5
Old : 36.7 56.6 51.7 70.3 36.0 51.9 49.5 59.5
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,651: 108,709 112,254 8,822 6,223 1,804 460 0 3,350 1,840 1,425 590: 76 5
Old : 125,651: 108,709 112,254 8,822 6,223 1,804 460 0 3,350 1,840 1,425 590: 76 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 750: 55 -430 -185 700 130 -150 0 900 0 -555 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 89.3 7.0 5.0 1.4 0.4 0.0 2.7 1.5 1.1 0.5: 0.1 0.0
Old : 100.0: 86.5 89.3 7.0 5.0 1.4 0.4 0.0 2.7 1.5 1.1 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 : 49: 37 31 . . . . 0 . . . .:
Old : 49: 37 31 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 65.1 48.2 80.9 29.9 58.5 45.2 65.9
Old : 30.5 65.1 48.2 80.9 29.9 58.5 45.2 65.9
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,370: 37,285 37,190 375 0 1,725 635 700 305 0 405 30: 15 15
Old : 40,370: 37,285 37,190 375 0 1,725 635 700 305 0 405 30: 15 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,225: 1,135 1,155 0 0 0 50 100 40 0 -70 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 92.1 0.9 0.0 4.3 1.6 1.7 0.8 0.0 1.0 0.1: 0.0 0.0
Old : 100.0: 92.4 92.1 0.9 0.0 4.3 1.6 1.7 0.8 0.0 1.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.2 88.9 75.8 96.9 57.3 83.2 72.9 85.4
Old : 58.2 88.9 75.8 96.9 57.3 83.2 72.9 85.4
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,180: 33,080 32,785 375 0 1,725 0 275 0 0 395 0: 0 0
Old : 35,180: 33,080 32,785 375 0 1,725 0 275 0 0 395 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,145: 1,145 915 0 0 0 0 200 0 0 30 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 93.2 1.1 0.0 4.9 0.0 0.8 0.0 0.0 1.1 0.0: 0.0 0.0
Old : 100.0: 94.0 93.2 1.1 0.0 4.9 0.0 0.8 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 : 28: 21 11 . 0 . 0 . 0 0 . 0:
Old : 28: 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 : 58.9 89.1 78.2 96.7 58.0 79.1 71.8 82.6
Old : 58.9 89.1 78.2 96.7 58.0 79.1 71.8 82.6
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 31,362: 27,484 25,723 0 2,925 2,245 1,000 0 300 205 0 9: 119 160
Old : 31,362: 27,484 25,723 0 2,925 2,245 1,000 0 300 205 0 9: 119 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,415: 825 625 -55 145 345 0 0 300 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 82.0 0.0 9.3 7.2 3.2 0.0 1.0 0.7 0.0 0.0: 0.4 0.5
Old : 100.0: 87.6 82.0 0.0 9.3 7.2 3.2 0.0 1.0 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 : 38.8 53.4 58.7 72.2 36.2 44.9 49.6 58.6
Old : 38.8 53.4 58.7 72.2 36.2 44.9 49.6 58.6
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,430: 14,245 14,580 270 0 690 0 0 0 225 0 0: 0 160
Old : 15,430: 14,245 14,580 270 0 690 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 10, 2016 :
: -180: 60 -540 -600 0 360 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 94.5 1.7 0.0 4.5 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 1.0
Old : 100.0: 92.3 94.5 1.7 0.0 4.5 0.0 0.0 0.0 1.5 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 : 34.4 71.9 59.3 90.1 26.3 59.6 42.1 63.3
Old : 34.4 71.9 59.3 90.1 26.3 59.6 42.1 63.3
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 269,069: 232,774 235,968 0 15,215 12,746 19,144 0 4,065 0 883 191: 149 0
Old : 269,069: 232,774 235,968 0 15,215 12,746 19,144 0 4,065 0 883 191: 149 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -2,810: -2,601 2,463 0 -5,053 -24 60 0 -257 0 48 13: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 87.7 0.0 5.7 4.7 7.1 0.0 1.5 0.0 0.3 0.1: 0.1 0.0
Old : 100.0: 86.5 87.7 0.0 5.7 4.7 7.1 0.0 1.5 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 : 51.2 81.9 75.7 93.7 37.4 52.6 47.0 54.9
Old : 51.2 81.9 75.7 93.7 37.4 52.6 47.0 54.9
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,530,901: 2,881,535 2,245,913 0 1,015,652 219,226 395,890 0 34,250 0 15,860 0: 0 0
Old : 3,530,901: 2,881,535 2,245,913 0 1,015,652 219,226 395,890 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 10, 2016 :
: -40: 0 -40 0 40 -40 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 83.2 83.8 90.7 48.0 61.5 63.3 66.5
Old : 63.7 83.2 83.8 90.7 48.0 61.5 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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 10, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,400: 24,611 21,334 545 3,970 2,079 810 1,585 0 1,561 788 584: 210 60
Old : 30,400: 24,611 21,334 545 3,970 2,079 810 1,585 0 1,561 788 584: 210 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 368: -267 -382 -258 465 343 0 0 0 730 2 -60: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 70.2 1.8 13.1 6.8 2.7 5.2 0.0 5.1 2.6 1.9: 0.7 0.2
Old : 100.0: 81.0 70.2 1.8 13.1 6.8 2.7 5.2 0.0 5.1 2.6 1.9: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 22 . . 4 . . 0 4 . 5:
Old : 41: 24 22 . . 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 : 46.1 37.3 68.7 59.6 36.0 34.4 54.5 54.0
Old : 46.1 37.3 68.7 59.6 36.0 34.4 54.5 54.0
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,490: 18,208 13,400 120 5,984 570 360 0 0 255 120 301: 676 115
Old : 20,490: 18,208 13,400 120 5,984 570 360 0 0 255 120 301: 676 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 558: 267 -195 -60 792 90 0 0 0 50 -290 181: 30 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 65.4 0.6 29.2 2.8 1.8 0.0 0.0 1.2 0.6 1.5: 3.3 0.6
Old : 100.0: 88.9 65.4 0.6 29.2 2.8 1.8 0.0 0.0 1.2 0.6 1.5: 3.3 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 : 32: 17 18 . . 4 . 0 0 . . .:
Old : 32: 17 18 . . 4 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 53.7 78.5 75.9 53.9 53.2 69.1 70.4
Old : 60.1 53.7 78.5 75.9 53.9 53.2 69.1 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,142: 37,003 22,781 1,567 13,237 282 50 3,965 60 1,763 420 377: 40 20
Old : 41,142: 37,003 22,781 1,567 13,237 282 50 3,965 60 1,763 420 377: 40 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -144: -114 -804 -20 260 70 0 100 0 -70 230 -10: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 55.4 3.8 32.2 0.7 0.1 9.6 0.1 4.3 1.0 0.9: 0.1 0.0
Old : 100.0: 89.9 55.4 3.8 32.2 0.7 0.1 9.6 0.1 4.3 1.0 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 . . . . . . . . .:
Old : 44: 29 25 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 53.4 66.4 76.3 47.2 52.7 60.8 71.5
Old : 50.7 53.4 66.4 76.3 47.2 52.7 60.8 71.5
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,350: 20,627 15,411 187 5,842 609 310 0 0 0 150 0: 617 338
Old : 22,350: 20,627 15,411 187 5,842 609 310 0 0 0 150 0: 617 338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 340: 595 925 -20 -435 -35 0 0 0 -150 125 -100: 50 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 69.0 0.8 26.1 2.7 1.4 0.0 0.0 0.0 0.7 0.0: 2.8 1.5
Old : 100.0: 92.3 69.0 0.8 26.1 2.7 1.4 0.0 0.0 0.0 0.7 0.0: 2.8 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 : 32: 22 15 . . . . 0 0 0 . 0:
Old : 32: 22 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 : 47.8 61.1 66.3 90.6 42.1 51.7 59.6 74.0
Old : 47.8 61.1 66.3 90.6 42.1 51.7 59.6 74.0
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,324: 19,246 17,214 2,363 2,146 1,420 0 560 0 0 1,699 285: 10 0
Old : 23,324: 19,246 17,214 2,363 2,146 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 10, 2016 :
: 200: 200 80 0 120 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 73.8 10.1 9.2 6.1 0.0 2.4 0.0 0.0 7.3 1.2: 0.0 0.0
Old : 100.0: 82.5 73.8 10.1 9.2 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 : 53.3 54.9 78.3 77.7 52.6 50.1 75.7 69.6
Old : 53.3 54.9 78.3 77.7 52.6 50.1 75.7 69.6
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,828: 12,292 11,741 1,691 2,003 380 0 200 0 0 220 100: 365 184
Old : 14,828: 12,292 11,741 1,691 2,003 380 0 200 0 0 220 100: 365 184
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 280: 190 160 -10 120 0 0 0 0 0 20 100: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 79.2 11.4 13.5 2.6 0.0 1.3 0.0 0.0 1.5 0.7: 2.5 1.2
Old : 100.0: 82.9 79.2 11.4 13.5 2.6 0.0 1.3 0.0 0.0 1.5 0.7: 2.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 11 . . . 0 . 0 0 . .:
Old : 25: 13 11 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 62.3 82.0 87.0 54.8 59.9 79.5 83.5
Old : 55.2 62.3 82.0 87.0 54.8 59.9 79.5 83.5
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 38,798: 34,540 34,034 1,545 2,445 1,330 700 50 300 0 200 0: 383 439
Old : 38,798: 34,540 34,034 1,545 2,445 1,330 700 50 300 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 10, 2016 :
: 1,045: 645 235 120 480 -20 0 50 300 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 87.7 4.0 6.3 3.4 1.8 0.1 0.8 0.0 0.5 0.0: 1.0 1.1
Old : 100.0: 89.0 87.7 4.0 6.3 3.4 1.8 0.1 0.8 0.0 0.5 0.0: 1.0 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 : 38: 26 23 . . . . . . 0 . 0:
Old : 38: 26 23 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 48.9 66.3 71.1 45.0 44.9 60.3 62.6
Old : 48.1 48.9 66.3 71.1 45.0 44.9 60.3 62.6
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 15,125: 13,685 12,669 910 2,400 0 0 0 0 418 0 25: 87 31
Old : 15,125: 13,685 12,669 910 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 10, 2016 :
: 380: 320 380 60 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 83.8 6.0 15.9 0.0 0.0 0.0 0.0 2.8 0.0 0.2: 0.6 0.2
Old : 100.0: 90.5 83.8 6.0 15.9 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 : 41.3 70.7 64.8 86.6 38.1 64.3 59.5 76.8
Old : 41.3 70.7 64.8 86.6 38.1 64.3 59.5 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,137: 12,285 11,914 605 2,085 59 0 0 0 1,097 0 24: 67 55
Old : 14,137: 12,285 11,914 605 2,085 59 0 0 0 1,097 0 24: 67 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 755: 1,445 760 50 0 0 0 0 0 0 0 0: -740 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 84.3 4.3 14.7 0.4 0.0 0.0 0.0 7.8 0.0 0.2: 0.5 0.4
Old : 100.0: 86.9 84.3 4.3 14.7 0.4 0.0 0.0 0.0 7.8 0.0 0.2: 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 : 30: 24 19 . . . 0 0 0 . 0 .:
Old : 30: 24 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 : 35.0 67.7 60.8 87.4 32.4 61.2 53.7 70.6
Old : 35.0 67.7 60.8 87.4 32.4 61.2 53.7 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,723: 39,866 38,229 0 1,265 2,600 25 0 0 0 100 0: 3,232 3,529
Old : 45,723: 39,866 38,229 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 10, 2016 :
: 635: 635 635 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 83.6 0.0 2.8 5.7 0.1 0.0 0.0 0.0 0.2 0.0: 7.1 7.7
Old : 100.0: 87.2 83.6 0.0 2.8 5.7 0.1 0.0 0.0 0.0 0.2 0.0: 7.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 20 0 . . . 0 0 0 . 0:
Old : 28: 16 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 : 83.5 54.2 89.0 80.9 80.0 53.7 82.6 73.7
Old : 83.5 54.2 89.0 80.9 80.0 53.7 82.6 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,517: 34,542 31,300 0 2,625 1,810 25 0 0 0 100 0: 3,140 3,682
Old : 39,517: 34,542 31,300 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 10, 2016 :
: 635: 635 635 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 79.2 0.0 6.6 4.6 0.1 0.0 0.0 0.0 0.3 0.0: 7.9 9.3
Old : 100.0: 87.4 79.2 0.0 6.6 4.6 0.1 0.0 0.0 0.0 0.3 0.0: 7.9 9.3
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 : 25: 14 19 0 . . . 0 0 0 . 0:
Old : 25: 14 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 : 81.1 51.1 87.8 81.4 78.7 47.3 81.7 75.0
Old : 81.1 51.1 87.8 81.4 78.7 47.3 81.7 75.0
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,345: 20,360 10,130 45 0 0 0 7,465 350 25 3,770 325: 2,240 1,305
Old : 23,345: 20,360 10,130 45 0 0 0 7,465 350 25 3,770 325: 2,240 1,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,025: 1,150 700 0 0 0 0 0 0 -300 150 250: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 43.4 0.2 0.0 0.0 0.0 32.0 1.5 0.1 16.1 1.4: 9.6 5.6
Old : 100.0: 87.2 43.4 0.2 0.0 0.0 0.0 32.0 1.5 0.1 16.1 1.4: 9.6 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 : 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 : 51.0 73.4 75.0 87.1 33.1 54.6 46.6 60.4
Old : 51.0 73.4 75.0 87.1 33.1 54.6 46.6 60.4
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,875: 19,185 9,290 45 0 0 0 7,355 475 0 3,375 0: 2,170 1,380
Old : 21,875: 19,185 9,290 45 0 0 0 7,355 475 0 3,375 0: 2,170 1,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 650: 725 425 0 0 0 0 0 0 0 300 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 42.5 0.2 0.0 0.0 0.0 33.6 2.2 0.0 15.4 0.0: 9.9 6.3
Old : 100.0: 87.7 42.5 0.2 0.0 0.0 0.0 33.6 2.2 0.0 15.4 0.0: 9.9 6.3
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: 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 : 53.0 76.4 76.3 88.3 34.4 55.9 48.5 62.0
Old : 53.0 76.4 76.3 88.3 34.4 55.9 48.5 62.0
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,993: 15,034 20,314 0 0 0 1,230 0 495 4,050 0 0: 1,184 1,184
Old : 21,993: 15,034 20,314 0 0 0 1,230 0 495 4,050 0 0: 1,184 1,184
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -40: 250 10 0 0 0 -240 0 140 0 0 0: -190 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 92.4 0.0 0.0 0.0 5.6 0.0 2.3 18.4 0.0 0.0: 5.4 5.4
Old : 100.0: 68.4 92.4 0.0 0.0 0.0 5.6 0.0 2.3 18.4 0.0 0.0: 5.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 8 0 0 0 . 0 . . 0 0:
Old : 21: 15 8 0 0 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 85.0 73.6 94.2 45.8 70.7 65.1 74.0
Old : 45.8 85.0 73.6 94.2 45.8 70.7 65.1 74.0
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,126: 12,899 17,909 0 0 0 1,400 0 280 3,625 0 50: 872 887
Old : 19,126: 12,899 17,909 0 0 0 1,400 0 280 3,625 0 50: 872 887
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 159: 349 109 0 0 0 -240 0 140 0 0 0: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 93.6 0.0 0.0 0.0 7.3 0.0 1.5 19.0 0.0 0.3: 4.6 4.6
Old : 100.0: 67.4 93.6 0.0 0.0 0.0 7.3 0.0 1.5 19.0 0.0 0.3: 4.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 9 0 0 0 . 0 . . 0 .:
Old : 20: 16 9 0 0 0 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 86.4 73.8 94.7 44.8 68.5 62.6 70.6
Old : 48.6 86.4 73.8 94.7 44.8 68.5 62.6 70.6
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,122: 31,245 18,840 50 0 0 0 12,680 0 150 427 0: 677 175
Old : 32,122: 31,245 18,840 50 0 0 0 12,680 0 150 427 0: 677 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 110: -50 110 0 0 0 0 0 0 150 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.3 58.7 0.2 0.0 0.0 0.0 39.5 0.0 0.5 1.3 0.0: 2.1 0.5
Old : 100.0: 97.3 58.7 0.2 0.0 0.0 0.0 39.5 0.0 0.5 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 : 25: 14 13 . 0 0 0 . 0 . . 0:
Old : 25: 14 13 . 0 0 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 93.1 90.4 97.6 63.3 85.8 79.5 88.4
Old : 73.8 93.1 90.4 97.6 63.3 85.8 79.5 88.4
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 10, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 : 72.9 93.8 90.2 97.4 64.2 88.0 80.9 90.1
Old : 72.9 93.8 90.2 97.4 64.2 88.0 80.9 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,435: 24,840 25,805 0 1,200 0 2,920 0 795 0 735 0: 880 900
Old : 29,435: 24,840 25,805 0 1,200 0 2,920 0 795 0 735 0: 880 900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -435: -510 -885 0 0 0 150 0 -100 0 525 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 87.7 0.0 4.1 0.0 9.9 0.0 2.7 0.0 2.5 0.0: 3.0 3.1
Old : 100.0: 84.4 87.7 0.0 4.1 0.0 9.9 0.0 2.7 0.0 2.5 0.0: 3.0 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 : 22: 16 11 0 . 0 . 0 . 0 . 0:
Old : 22: 16 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 : 61.3 81.7 82.6 93.5 57.8 80.8 78.5 89.3
Old : 61.3 81.7 82.6 93.5 57.8 80.8 78.5 89.3
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,505: 26,155 21,970 0 1,200 0 0 2,205 420 0 735 0: 1,930 1,975
Old : 28,505: 26,155 21,970 0 1,200 0 0 2,205 420 0 735 0: 1,930 1,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 205: -155 -130 0 0 0 0 -550 350 0 525 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 77.1 0.0 4.2 0.0 0.0 7.7 1.5 0.0 2.6 0.0: 6.8 6.9
Old : 100.0: 91.8 77.1 0.0 4.2 0.0 0.0 7.7 1.5 0.0 2.6 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 : 23: 14 11 0 . 0 0 . . 0 . 0:
Old : 23: 14 11 0 . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 79.2 75.8 90.8 48.2 77.8 70.4 85.6
Old : 53.0 79.2 75.8 90.8 48.2 77.8 70.4 85.6
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,457: 81,756 102,561 0 1,675 1,635 21,225 100 0 2,320 965 252: 6,269 6,269
Old : 113,457: 81,756 102,561 0 1,675 1,635 21,225 100 0 2,320 965 252: 6,269 6,269
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 2,085: 1,655 2,330 0 0 0 -150 0 0 525 -300 50: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 90.4 0.0 1.5 1.4 18.7 0.1 0.0 2.0 0.9 0.2: 5.5 5.5
Old : 100.0: 72.1 90.4 0.0 1.5 1.4 18.7 0.1 0.0 2.0 0.9 0.2: 5.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.6 53.1 86.2 69.4 55.6 52.7 76.7 68.8
Old : 61.6 53.1 86.2 69.4 55.6 52.7 76.7 68.8
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,191: 72,431 95,221 0 2,875 1,510 23,795 0 0 2,035 165 150: 5,270 5,270
Old : 105,191: 72,431 95,221 0 2,875 1,510 23,795 0 0 2,035 165 150: 5,270 5,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,605: 1,430 1,705 0 0 0 -550 0 0 525 -300 80: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 90.5 0.0 2.7 1.4 22.6 0.0 0.0 1.9 0.2 0.1: 5.0 5.0
Old : 100.0: 68.9 90.5 0.0 2.7 1.4 22.6 0.0 0.0 1.9 0.2 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: 19 28 0 . . . 0 0 . . .:
Old : 39: 19 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 : 69.3 50.3 86.8 68.2 63.1 47.5 77.8 64.0
Old : 69.3 50.3 86.8 68.2 63.1 47.5 77.8 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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 10, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.0 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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,625: 22,955 22,415 1,000 0 1,685 0 1,200 125 50 400 0: 1,810 1,800
Old : 27,625: 22,955 22,415 1,000 0 1,685 0 1,200 125 50 400 0: 1,810 1,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -400: -80 20 -300 0 0 0 -400 0 0 0 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 81.1 3.6 0.0 6.1 0.0 4.3 0.5 0.2 1.4 0.0: 6.6 6.5
Old : 100.0: 83.1 81.1 3.6 0.0 6.1 0.0 4.3 0.5 0.2 1.4 0.0: 6.6 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 : 30: 17 17 . 0 . 0 . . . . 0:
Old : 30: 17 17 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 40.3 72.2 64.7 40.8 37.7 56.3 56.1
Old : 49.8 40.3 72.2 64.7 40.8 37.7 56.3 56.1
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 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,875: 17,895 17,025 0 455 2,625 0 400 125 0 0 0: 1,230 1,245
Old : 21,875: 17,895 17,025 0 455 2,625 0 400 125 0 0 0: 1,230 1,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -350: 255 50 -245 55 -55 0 -100 0 0 0 0: -305 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 77.8 0.0 2.1 12.0 0.0 1.8 0.6 0.0 0.0 0.0: 5.6 5.7
Old : 100.0: 81.8 77.8 0.0 2.1 12.0 0.0 1.8 0.6 0.0 0.0 0.0: 5.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 16 0 . . 0 . . 0 0 0:
Old : 24: 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 : 53.3 46.7 77.0 75.2 42.2 33.2 56.1 49.9
Old : 53.3 46.7 77.0 75.2 42.2 33.2 56.1 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 14,295 12,035 0 2,545 1,015 0 25 0 150 0 0: 700 540
Old : 16,160: 14,295 12,035 0 2,545 1,015 0 25 0 150 0 0: 700 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 0: -320 -320 0 0 0 0 0 0 0 0 0: 320 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 74.5 0.0 15.7 6.3 0.0 0.2 0.0 0.9 0.0 0.0: 4.3 3.3
Old : 100.0: 88.5 74.5 0.0 15.7 6.3 0.0 0.2 0.0 0.9 0.0 0.0: 4.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 9 0 . . 0 . 0 . 0 0:
Old : 21: 15 9 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 85.5 81.6 95.7 51.1 60.1 63.5 67.9
Old : 58.2 85.5 81.6 95.7 51.1 60.1 63.5 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2016