COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 123,963: 31,703 31,118 6,527 10,356 12,175 6,259 38,051 12,471 48,391 13,103 5,416: 1,021 1,273
Old : 123,963: 31,703 31,118 6,527 10,356 12,175 6,259 38,051 12,471 48,391 13,103 5,416: 1,021 1,273
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -11,294: -1,460 -49 -2,689 117 -410 -3,378 -11,339 1,156 -3,556 301 -598: -359 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 25.1 5.3 8.4 9.8 5.0 30.7 10.1 39.0 10.6 4.4: 0.8 1.0
Old : 100.0: 25.6 25.1 5.3 8.4 9.8 5.0 30.7 10.1 39.0 10.6 4.4: 0.8 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 : 57: 18 17 . . 5 . 4 5 15 13 19:
Old : 57: 18 17 . . 5 . 4 5 15 13 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 45.2 60.0 68.8 29.1 37.1 43.8 47.0
Old : 36.6 45.2 60.0 68.8 29.1 37.1 43.8 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,056: 3,801 10,135 161 3,239 939 753 3,305 516 13,152 1,476 2,261: 473 185
Old : 22,056: 3,801 10,135 161 3,239 939 753 3,305 516 13,152 1,476 2,261: 473 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -4,988: -1,602 -651 161 -3,225 -135 90 455 -706 -2,329 -338 -363: -104 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 46.0 0.7 14.7 4.3 3.4 15.0 2.3 59.6 6.7 10.3: 2.1 0.8
Old : 100.0: 17.2 46.0 0.7 14.7 4.3 3.4 15.0 2.3 59.6 6.7 10.3: 2.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 9 8 . . . . . . 14 . 8:
Old : 36: 9 8 . . . . . . 14 . 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 : 49.2 46.8 64.8 74.0 47.4 45.3 60.7 67.7
Old : 49.2 46.8 64.8 74.0 47.4 45.3 60.7 67.7
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,261: 1,475 870 1,167 691 2,199 363 1,284 1,866 654 814 1,539: 0 0
Old : 9,261: 1,475 870 1,167 691 2,199 363 1,284 1,866 654 814 1,539: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 742: 212 322 -23 52 109 52 -107 182 29 1 183: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 9.4 12.6 7.5 23.7 3.9 13.9 20.1 7.1 8.8 16.6: 0.0 0.0
Old : 100.0: 15.9 9.4 12.6 7.5 23.7 3.9 13.9 20.1 7.1 8.8 16.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 8 8 . . 4 . . . 10 5 11:
Old : 32: 8 8 . . 4 . . . 10 5 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 : 49.2 60.3 74.8 82.8 21.2 24.0 27.3 30.0
Old : 49.2 60.3 74.8 82.8 21.2 24.0 27.3 30.0
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 163,999: 95,675 125,283 12,789 762 9,180 19,324 2,356 3,526 8,996 8,705 13,764: 745 422
Old : 163,999: 95,675 125,283 12,789 762 9,180 19,324 2,356 3,526 8,996 8,705 13,764: 745 422
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -3,581: -2,865 -3,253 61 -199 -1 -246 492 -133 -191 -53 -100: -106 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 76.4 7.8 0.5 5.6 11.8 1.4 2.1 5.5 5.3 8.4: 0.5 0.3
Old : 100.0: 58.3 76.4 7.8 0.5 5.6 11.8 1.4 2.1 5.5 5.3 8.4: 0.5 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 : 88: 47 46 . . 4 6 4 7 12 10 16:
Old : 88: 47 46 . . 4 6 4 7 12 10 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 : 46.6 27.8 61.1 46.9 32.9 22.5 40.0 33.9
Old : 46.6 27.8 61.1 46.9 32.9 22.5 40.0 33.9
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,245: 41,862 39,626 0 1,690 2,738 156 364 0 1,231 1,569 258: 0 0
Old : 46,245: 41,862 39,626 0 1,690 2,738 156 364 0 1,231 1,569 258: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -4,905: -4,328 -2,845 0 -1,867 81 -75 24 0 -360 -325 27: -250 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 85.7 0.0 3.7 5.9 0.3 0.8 0.0 2.7 3.4 0.6: 0.0 0.0
Old : 100.0: 90.5 85.7 0.0 3.7 5.9 0.3 0.8 0.0 2.7 3.4 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 25 22 0 . . . . 0 4 . .:
Old : 36: 25 22 0 . . . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 46.0 76.3 74.6 45.3 29.6 51.7 43.9
Old : 54.1 46.0 76.3 74.6 45.3 29.6 51.7 43.9
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 378,646: 346,756 312,267 0 43,049 22,722 1,904 0 0 7,264 608 0: 0 0
Old : 378,646: 346,756 312,267 0 43,049 22,722 1,904 0 0 7,264 608 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -34,927: -24,263 -30,369 0 -4,558 0 -344 0 0 -344 0 0: -9,976 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 82.5 0.0 11.4 6.0 0.5 0.0 0.0 1.9 0.2 0.0: 0.0 0.0
Old : 100.0: 91.6 82.5 0.0 11.4 6.0 0.5 0.0 0.0 1.9 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 22 20 0 . . . 0 0 . . 0:
Old : 29: 22 20 0 . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 59.2 75.9 82.0 52.0 48.2 64.1 67.0
Old : 53.4 59.2 75.9 82.0 52.0 48.2 64.1 67.0
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,547,474: 1,246,858 1,347,764 179,060 39,540 11,896 10,504 43,501 57,976 36,491 42,108 4,689: 0 0
Old : 1,547,474: 1,246,858 1,347,764 179,060 39,540 11,896 10,504 43,501 57,976 36,491 42,108 4,689: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -53,823: -51,119 -47,071 -3,576 -11,920 4,560 -2,464 -2,408 0 -1,217 3,023 -7: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 87.1 11.6 2.6 0.8 0.7 2.8 3.7 2.4 2.7 0.3: 0.0 0.0
Old : 100.0: 80.6 87.1 11.6 2.6 0.8 0.7 2.8 3.7 2.4 2.7 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 : 63: 37 39 . . . . . . . 7 .:
Old : 63: 37 39 . . . . . . . 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 : 54.9 41.9 69.8 63.8 46.0 37.8 56.6 50.6
Old : 54.9 41.9 69.8 63.8 46.0 37.8 56.6 50.6
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 66,288: 55,381 50,330 0 3,046 6,240 0 4,496 94 4,112 1,621 461: 0 0
Old : 66,288: 55,381 50,330 0 3,046 6,240 0 4,496 94 4,112 1,621 461: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -5,886: -4,471 -5,018 0 -164 89 0 407 -509 -948 -644 -47: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 75.9 0.0 4.6 9.4 0.0 6.8 0.1 6.2 2.4 0.7: 0.0 0.0
Old : 100.0: 83.5 75.9 0.0 4.6 9.4 0.0 6.8 0.1 6.2 2.4 0.7: 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: 21 24 0 . . 0 . . 5 5 4:
Old : 41: 21 24 0 . . 0 . . 5 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 : 53.6 57.9 81.3 75.7 47.7 47.1 65.5 59.0
Old : 53.6 57.9 81.3 75.7 47.7 47.1 65.5 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 403,033: 239,602 347,217 104,327 0 54,880 0 608 0 3,904 8 320: 0 0
Old : 403,033: 239,602 347,217 104,327 0 54,880 0 608 0 3,904 8 320: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -24,616: -31,768 -20,488 6,864 0 -688 0 0 0 976 -3,440 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 86.2 25.9 0.0 13.6 0.0 0.2 0.0 1.0 0.0 0.1: 0.0 0.0
Old : 100.0: 59.4 86.2 25.9 0.0 13.6 0.0 0.2 0.0 1.0 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 17 . 0 . 0 . 0 . . .:
Old : 27: 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 : 66.1 70.4 87.5 88.8 48.8 55.4 63.4 65.5
Old : 66.1 70.4 87.5 88.8 48.8 55.4 63.4 65.5
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 399,481: 350,508 333,449 7,269 23,600 33,072 0 728 8,632 0 0 0: 0 0
Old : 399,481: 350,508 333,449 7,269 23,600 33,072 0 728 8,632 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 31, 2016 :
: -16,808: -13,952 -16,808 0 1,632 -1,632 0 0 0 -1,224 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 83.5 1.8 5.9 8.3 0.0 0.2 2.2 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.7 83.5 1.8 5.9 8.3 0.0 0.2 2.2 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 : 38: 24 25 . . . 0 . . 0 0 0:
Old : 38: 24 25 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 55.6 74.2 74.8 47.2 46.2 65.1 59.4
Old : 48.7 55.6 74.2 74.8 47.2 46.2 65.1 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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 39,030: 34,348 34,658 1,526 2,624 539 890 0 467 580 85 126: 554 531
Old : 39,030: 34,348 34,658 1,526 2,624 539 890 0 467 580 85 126: 554 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,489: -1,686 -1,276 -42 -280 151 42 0 -42 23 0 0: 65 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 88.8 3.9 6.7 1.4 2.3 0.0 1.2 1.5 0.2 0.3: 1.4 1.4
Old : 100.0: 88.0 88.8 3.9 6.7 1.4 2.3 0.0 1.2 1.5 0.2 0.3: 1.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 28 26 . . . . 0 . . . .:
Old : 41: 28 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 : 49.0 51.9 68.0 75.6 46.2 48.0 62.5 68.9
Old : 49.0 51.9 68.0 75.6 46.2 48.0 62.5 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 53,903: 50,076 44,732 2,990 9,140 0 0 0 0 290 0 0: 547 31
Old : 53,903: 50,076 44,732 2,990 9,140 0 0 0 0 290 0 0: 547 31
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -2,911: -2,865 -3,005 290 565 -315 0 0 0 0 -150 0: -21 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 83.0 5.5 17.0 0.0 0.0 0.0 0.0 0.5 0.0 0.0: 1.0 0.1
Old : 100.0: 92.9 83.0 5.5 17.0 0.0 0.0 0.0 0.0 0.5 0.0 0.0: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 29 29 . . 0 0 0 0 . 0 0:
Old : 42: 29 29 . . 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 51.2 74.5 72.7 58.9 47.5 71.6 65.1
Old : 59.8 51.2 74.5 72.7 58.9 47.5 71.6 65.1
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,865: 73,791 66,433 2,460 10,940 395 0 50 0 579 0 0: 640 47
Old : 77,865: 73,791 66,433 2,460 10,940 395 0 50 0 579 0 0: 640 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -4,506: -3,885 -5,195 -180 1,090 -390 0 0 0 -30 0 0: -21 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 85.3 3.2 14.0 0.5 0.0 0.1 0.0 0.7 0.0 0.0: 0.8 0.1
Old : 100.0: 94.8 85.3 3.2 14.0 0.5 0.0 0.1 0.0 0.7 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 28 . . . 0 . 0 . 0 0:
Old : 44: 30 28 . . . 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 : 55.3 55.6 72.8 73.7 54.7 52.9 68.7 67.1
Old : 55.3 55.6 72.8 73.7 54.7 52.9 68.7 67.1
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,460: 16,219 17,815 925 0 1,970 0 0 0 550 675 0: 796 0
Old : 20,460: 16,219 17,815 925 0 1,970 0 0 0 550 675 0: 796 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 405: 175 405 0 0 0 0 0 0 0 0 0: 230 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 87.1 4.5 0.0 9.6 0.0 0.0 0.0 2.7 3.3 0.0: 3.9 0.0
Old : 100.0: 79.3 87.1 4.5 0.0 9.6 0.0 0.0 0.0 2.7 3.3 0.0: 3.9 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 15 . 0 . 0 0 0 . . 0:
Old : 30: 18 15 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 58.8 69.8 84.5 39.6 52.5 56.3 63.3
Old : 48.7 58.8 69.8 84.5 39.6 52.5 56.3 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 334,120: 251,968 332,552 76,896 0 0 0 0 0 2,464 0 752: 2,040 816
Old : 334,120: 251,968 332,552 76,896 0 0 0 0 0 2,464 0 752: 2,040 816
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -2,024: -7,384 -2,840 3,320 0 0 0 0 0 0 0 0: 2,040 816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 99.5 23.0 0.0 0.0 0.0 0.0 0.0 0.7 0.0 0.2: 0.6 0.2
Old : 100.0: 75.4 99.5 23.0 0.0 0.0 0.0 0.0 0.0 0.7 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 : 30: 23 18 . 0 0 0 0 0 . 0 .:
Old : 30: 23 18 . 0 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 82.2 67.5 91.9 42.2 71.6 59.6 75.4
Old : 45.4 82.2 67.5 91.9 42.2 71.6 59.6 75.4
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,046: 8,494 9,489 0 40 130 1,262 71 86 724 693 84: 266 453
Old : 11,046: 8,494 9,489 0 40 130 1,262 71 86 724 693 84: 266 453
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 190: 129 106 0 0 0 21 0 0 -42 -274 0: 82 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 85.9 0.0 0.4 1.2 11.4 0.6 0.8 6.6 6.3 0.8: 2.4 4.1
Old : 100.0: 76.9 85.9 0.0 0.4 1.2 11.4 0.6 0.8 6.6 6.3 0.8: 2.4 4.1
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 : 31: 21 17 0 . . . . . . . .:
Old : 31: 21 17 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 60.3 62.7 77.8 36.7 50.3 60.7 63.9
Old : 37.3 60.3 62.7 77.8 36.7 50.3 60.7 63.9
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,605: 7,045 13,785 0 400 0 1,800 0 0 5,700 0 0: 60 420
Old : 14,605: 7,045 13,785 0 400 0 1,800 0 0 5,700 0 0: 60 420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 60: 60 -150 0 0 0 0 0 0 150 0 -150: 0 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 94.4 0.0 2.7 0.0 12.3 0.0 0.0 39.0 0.0 0.0: 0.4 2.9
Old : 100.0: 48.2 94.4 0.0 2.7 0.0 12.3 0.0 0.0 39.0 0.0 0.0: 0.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 14 0 . 0 . 0 0 . 0 0:
Old : 22: 12 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 : 62.3 59.2 87.0 81.4 62.0 56.7 85.6 71.5
Old : 62.3 59.2 87.0 81.4 62.0 56.7 85.6 71.5
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,270: 8,815 10,745 645 550 50 0 150 0 1,600 300 475: 685 0
Old : 12,270: 8,815 10,745 645 550 50 0 150 0 1,600 300 475: 685 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -215: -130 -140 -75 0 0 0 0 0 150 50 -125: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 87.6 5.3 4.5 0.4 0.0 1.2 0.0 13.0 2.4 3.9: 5.6 0.0
Old : 100.0: 71.8 87.6 5.3 4.5 0.4 0.0 1.2 0.0 13.0 2.4 3.9: 5.6 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 : 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 : 72.0 59.5 86.4 78.9 59.4 57.2 69.6 70.0
Old : 72.0 59.5 86.4 78.9 59.4 57.2 69.6 70.0
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,168: 7,888 7,985 175 0 0 0 0 0 0 0 0: 105 183
Old : 8,168: 7,888 7,985 175 0 0 0 0 0 0 0 0: 105 183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -985: -945 -975 -25 0 0 0 0 0 0 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.6 97.8 2.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 2.2
Old : 100.0: 96.6 97.8 2.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 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 : 20: 13 11 . 0 0 0 0 0 0 0 0:
Old : 20: 13 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 : 77.6 85.7 90.6 94.7 77.6 85.7 88.1 89.0
Old : 77.6 85.7 90.6 94.7 77.6 85.7 88.1 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,361: 23,651 23,806 1,020 110 2,090 0 0 0 250 1,300 0: 350 55
Old : 27,361: 23,651 23,806 1,020 110 2,090 0 0 0 250 1,300 0: 350 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -85: 165 -115 -600 -20 0 0 0 0 0 0 0: 350 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 87.0 3.7 0.4 7.6 0.0 0.0 0.0 0.9 4.8 0.0: 1.3 0.2
Old : 100.0: 86.4 87.0 3.7 0.4 7.6 0.0 0.0 0.0 0.9 4.8 0.0: 1.3 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 : 36: 23 23 . . . 0 0 0 . . 0:
Old : 36: 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 : 41.2 45.8 66.3 68.2 35.7 39.4 52.9 54.8
Old : 41.2 45.8 66.3 68.2 35.7 39.4 52.9 54.8
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,980: 19,216 19,780 685 190 2,185 50 0 0 0 75 600: 244 150
Old : 22,980: 19,216 19,780 685 190 2,185 50 0 0 0 75 600: 244 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -200: -244 -275 0 20 -20 0 0 0 0 0 0: 64 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 86.1 3.0 0.8 9.5 0.2 0.0 0.0 0.0 0.3 2.6: 1.1 0.7
Old : 100.0: 83.6 86.1 3.0 0.8 9.5 0.2 0.0 0.0 0.0 0.3 2.6: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 44.2 63.8 65.7 81.0 34.8 49.1 49.7 57.0
Old : 44.2 63.8 65.7 81.0 34.8 49.1 49.7 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,340: 20,617 19,198 2,061 3,904 1,072 668 0 0 411 189 64: 447 913
Old : 25,340: 20,617 19,198 2,061 3,904 1,072 668 0 0 411 189 64: 447 913
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 184: 14 -114 -105 86 0 -22 0 0 0 -85 0: 297 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 75.8 8.1 15.4 4.2 2.6 0.0 0.0 1.6 0.7 0.3: 1.8 3.6
Old : 100.0: 81.4 75.8 8.1 15.4 4.2 2.6 0.0 0.0 1.6 0.7 0.3: 1.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 27 21 . . . . 0 0 . . .:
Old : 40: 27 21 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 60.8 57.7 77.3 32.8 47.3 52.4 59.5
Old : 33.8 60.8 57.7 77.3 32.8 47.3 52.4 59.5
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,255: 50,743 47,280 1,221 1,741 2,813 18 222 51 1,211 3,949 1,058: 140 141
Old : 57,255: 50,743 47,280 1,221 1,741 2,813 18 222 51 1,211 3,949 1,058: 140 141
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -2,967: -2,969 -2,530 -15 -228 -52 18 -152 21 -40 -116 90: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 82.6 2.1 3.0 4.9 0.0 0.4 0.1 2.1 6.9 1.8: 0.2 0.2
Old : 100.0: 88.6 82.6 2.1 3.0 4.9 0.0 0.4 0.1 2.1 6.9 1.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 29 26 . . . . . . . . 4:
Old : 43: 29 26 . . . . . . . . 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 : 46.5 43.6 66.5 66.7 44.4 41.9 61.1 62.7
Old : 46.5 43.6 66.5 66.7 44.4 41.9 61.1 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 73,311: 63,200 60,302 1,153 2,579 2,688 126 588 343 1,203 2,168 4,568: 30 75
Old : 73,311: 63,200 60,302 1,153 2,579 2,688 126 588 343 1,203 2,168 4,568: 30 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -4,972: -2,964 -5,365 207 -137 -404 126 34 35 -2,580 222 643: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 82.3 1.6 3.5 3.7 0.2 0.8 0.5 1.6 3.0 6.2: 0.0 0.1
Old : 100.0: 86.2 82.3 1.6 3.5 3.7 0.2 0.8 0.5 1.6 3.0 6.2: 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 : 56: 32 30 . . . . . . . 6 7:
Old : 56: 32 30 . . . . . . . 6 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 42.5 56.2 63.5 38.6 39.6 52.9 53.2
Old : 38.7 42.5 56.2 63.5 38.6 39.6 52.9 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,385: 43,810 44,405 1,720 2,360 620 0 0 0 880 0 0: 355 0
Old : 47,385: 43,810 44,405 1,720 2,360 620 0 0 0 880 0 0: 355 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -4,047: -3,902 -3,897 -40 -145 0 0 0 0 -105 0 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 93.7 3.6 5.0 1.3 0.0 0.0 0.0 1.9 0.0 0.0: 0.7 0.0
Old : 100.0: 92.5 93.7 3.6 5.0 1.3 0.0 0.0 0.0 1.9 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 22 12 . . . 0 0 0 . 0 0:
Old : 30: 22 12 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 95.1 78.2 98.8 54.1 91.7 74.2 92.9
Old : 55.2 95.1 78.2 98.8 54.1 91.7 74.2 92.9
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,570: 50,305 51,350 2,155 2,670 550 0 0 0 1,525 0 0: 35 0
Old : 54,570: 50,305 51,350 2,155 2,670 550 0 0 0 1,525 0 0: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -4,197: -4,002 -4,022 -65 -175 0 0 0 0 -125 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 94.1 3.9 4.9 1.0 0.0 0.0 0.0 2.8 0.0 0.0: 0.1 0.0
Old : 100.0: 92.2 94.1 3.9 4.9 1.0 0.0 0.0 0.0 2.8 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 24 19 . . . 0 0 0 . 0 0:
Old : 33: 24 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 : 55.4 87.2 73.3 95.7 54.3 86.1 70.5 90.4
Old : 55.4 87.2 73.3 95.7 54.3 86.1 70.5 90.4
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 341,682: 283,193 282,484 2,181 14,335 13,348 0 4,208 0 38,678 23,025 4,282: 0 0
Old : 341,682: 283,193 282,484 2,181 14,335 13,348 0 4,208 0 38,678 23,025 4,282: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -30,617: -33,320 -23,321 488 1,672 -2,120 0 -2,856 0 7,511 -816 -3,176: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 82.7 0.6 4.2 3.9 0.0 1.2 0.0 11.3 6.7 1.3: 0.0 0.0
Old : 100.0: 82.9 82.7 0.6 4.2 3.9 0.0 1.2 0.0 11.3 6.7 1.3: 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 : 41: 26 25 . . . 0 . 0 4 . .:
Old : 41: 26 25 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 43.8 67.0 66.5 42.8 40.3 61.6 59.6
Old : 44.4 43.8 67.0 66.5 42.8 40.3 61.6 59.6
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,013: 22,258 22,001 465 485 621 276 400 937 1,755 1,718 1,596: 105 255
Old : 28,013: 22,258 22,001 465 485 621 276 400 937 1,755 1,718 1,596: 105 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,520: -1,668 -1,189 -86 170 2 0 -148 0 673 -147 -420: -21 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 78.5 1.7 1.7 2.2 1.0 1.4 3.3 6.3 6.1 5.7: 0.4 0.9
Old : 100.0: 79.5 78.5 1.7 1.7 2.2 1.0 1.4 3.3 6.3 6.1 5.7: 0.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 24 30 . . . . . . . . 4:
Old : 45: 24 30 . . . . . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 43.5 71.3 59.1 42.0 42.4 60.9 54.2
Old : 47.3 43.5 71.3 59.1 42.0 42.4 60.9 54.2
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 38,934: 24,624 36,714 13,024 0 0 77 648 0 1,082 1,445 127: 0 0
Old : 38,934: 24,624 36,714 13,024 0 0 77 648 0 1,082 1,445 127: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -3,661: -1,528 -2,487 -1,798 0 0 0 -450 0 -160 -549 -175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 94.3 33.5 0.0 0.0 0.2 1.7 0.0 2.8 3.7 0.3: 0.0 0.0
Old : 100.0: 63.2 94.3 33.5 0.0 0.0 0.2 1.7 0.0 2.8 3.7 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 : 30: 18 12 . 0 0 . . 0 . . .:
Old : 30: 18 12 . 0 0 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 75.5 90.9 92.9 64.5 71.1 74.6 78.0
Old : 68.5 75.5 90.9 92.9 64.5 71.1 74.6 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 293,297: 232,996 283,553 51,081 140 9,220 0 384 0 0 0 0: 0 0
Old : 293,297: 232,996 283,553 51,081 140 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 31, 2016 :
: -23,272: -20,824 -23,272 -2,448 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 96.7 17.4 0.0 3.1 0.0 0.1 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.4 96.7 17.4 0.0 3.1 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 : 27: 20 16 . . . 0 . 0 0 0 0:
Old : 27: 20 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 : 62.2 72.4 78.7 87.2 53.1 65.5 63.9 71.8
Old : 62.2 72.4 78.7 87.2 53.1 65.5 63.9 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,456: 18,535 21,774 2,967 0 106 403 0 0 172 129 0: 273 447
Old : 22,456: 18,535 21,774 2,967 0 106 403 0 0 172 129 0: 273 447
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,848: -1,722 -1,807 -105 0 -21 -42 0 0 -43 0 0: 85 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 97.0 13.2 0.0 0.5 1.8 0.0 0.0 0.8 0.6 0.0: 1.2 2.0
Old : 100.0: 82.5 97.0 13.2 0.0 0.5 1.8 0.0 0.0 0.8 0.6 0.0: 1.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 19 . 0 . . 0 0 . . 0:
Old : 27: 17 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 : 60.7 81.5 78.0 89.2 51.5 72.4 67.6 75.9
Old : 60.7 81.5 78.0 89.2 51.5 72.4 67.6 75.9
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 12,511: 9,206 9,744 504 1,027 20 1,259 0 0 753 0 619: 150 1,101
Old : 12,511: 9,206 9,744 504 1,027 20 1,259 0 0 753 0 619: 150 1,101
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,787: -1,515 -1,492 -19 -825 -45 -105 0 0 -127 0 23: 1 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 77.9 4.0 8.2 0.2 10.1 0.0 0.0 6.0 0.0 4.9: 1.2 8.8
Old : 100.0: 73.6 77.9 4.0 8.2 0.2 10.1 0.0 0.0 6.0 0.0 4.9: 1.2 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 16 . . . . 0 0 . 0 .:
Old : 27: 15 16 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 53.4 70.1 72.9 36.2 40.6 54.9 55.6
Old : 49.4 53.4 70.1 72.9 36.2 40.6 54.9 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 146,263: 125,194 129,042 7,098 7,057 4,290 7,777 0 0 736 4,706 760: 408 408
Old : 146,263: 125,194 129,042 7,098 7,057 4,290 7,777 0 0 736 4,706 760: 408 408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -10,872: -7,200 -5,328 -816 -6,712 -408 -2,448 0 0 -416 1,160 8: 408 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 88.2 4.9 4.8 2.9 5.3 0.0 0.0 0.5 3.2 0.5: 0.3 0.3
Old : 100.0: 85.6 88.2 4.9 4.8 2.9 5.3 0.0 0.0 0.5 3.2 0.5: 0.3 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: 15 14 . . . . 0 0 . . .:
Old : 31: 15 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 58.8 83.2 79.2 56.4 52.8 70.3 64.8
Old : 66.6 58.8 83.2 79.2 56.4 52.8 70.3 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 18,082: 15,875 10,523 1,569 3,553 104 0 2,112 43 0 875 341: 150 531
Old : 18,082: 15,875 10,523 1,569 3,553 104 0 2,112 43 0 875 341: 150 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,428: -1,178 -1,217 -189 189 -19 0 -251 -43 0 -67 22: -21 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 58.2 8.7 19.6 0.6 0.0 11.7 0.2 0.0 4.8 1.9: 0.8 2.9
Old : 100.0: 87.8 58.2 8.7 19.6 0.6 0.0 11.7 0.2 0.0 4.8 1.9: 0.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 24 . . . 0 . . 0 . .:
Old : 34: 24 24 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 42.3 79.9 61.6 61.2 40.7 70.9 55.6
Old : 65.7 42.3 79.9 61.6 61.2 40.7 70.9 55.6
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 180,079: 167,192 108,602 12,094 60,989 0 0 7,399 793 0 2,296 0: 0 0
Old : 180,079: 167,192 108,602 12,094 60,989 0 0 7,399 793 0 2,296 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -11,144: -9,104 -8,664 -2,040 -2,856 0 0 -424 0 0 800 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 60.3 6.7 33.9 0.0 0.0 4.1 0.4 0.0 1.3 0.0: 0.0 0.0
Old : 100.0: 92.8 60.3 6.7 33.9 0.0 0.0 4.1 0.4 0.0 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 : 30: 18 16 . . 0 0 . . 0 . 0:
Old : 30: 18 16 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 65.8 83.7 82.7 52.3 61.6 65.6 68.1
Old : 63.3 65.8 83.7 82.7 52.3 61.6 65.6 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :MW :
: : Positions :
All : 8,625: 7,125 7,775 825 0 0 0 100 0 0 500 150: 525 100
Old : 8,625: 7,125 7,775 825 0 0 0 100 0 0 500 150: 525 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 575: 515 725 -75 0 0 0 -100 0 0 -200 150: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 90.1 9.6 0.0 0.0 0.0 1.2 0.0 0.0 5.8 1.7: 6.1 1.2
Old : 100.0: 82.6 90.1 9.6 0.0 0.0 0.0 1.2 0.0 0.0 5.8 1.7: 6.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 15 . 0 0 0 . 0 0 . .:
Old : 20: 12 15 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 51.4 84.8 78.5 35.2 28.4 44.4 44.4
Old : 66.3 51.4 84.8 78.5 35.2 28.4 44.4 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,575: 6,260 6,760 1,155 0 0 0 300 0 100 480 0: 60 35
Old : 7,575: 6,260 6,760 1,155 0 0 0 300 0 100 480 0: 60 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -520: -505 -515 -15 0 0 0 0 0 0 0 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 89.2 15.2 0.0 0.0 0.0 4.0 0.0 1.3 6.3 0.0: 0.8 0.5
Old : 100.0: 82.6 89.2 15.2 0.0 0.0 0.0 4.0 0.0 1.3 6.3 0.0: 0.8 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 11 . 0 0 0 . 0 . . 0:
Old : 22: 13 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 : 51.6 73.4 80.5 91.8 44.0 57.0 64.3 73.9
Old : 51.6 73.4 80.5 91.8 44.0 57.0 64.3 73.9
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,822: 13,675 20,933 7,379 0 3,378 0 0 0 390 511 0: 0 0
Old : 24,822: 13,675 20,933 7,379 0 3,378 0 0 0 390 511 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -294: -97 -294 -172 0 0 0 0 0 0 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 84.3 29.7 0.0 13.6 0.0 0.0 0.0 1.6 2.1 0.0: 0.0 0.0
Old : 100.0: 55.1 84.3 29.7 0.0 13.6 0.0 0.0 0.0 1.6 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: 15 16 . 0 . 0 0 0 . . 0:
Old : 23: 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 : 82.5 46.8 93.3 75.6 58.7 40.7 63.5 59.6
Old : 82.5 46.8 93.3 75.6 58.7 40.7 63.5 59.6
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,710: 12,710 10,205 150 0 0 0 3,130 0 350 100 200: 300 75
Old : 13,710: 12,710 10,205 150 0 0 0 3,130 0 350 100 200: 300 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -380: -450 -325 -50 -90 0 0 100 0 150 0 -100: 70 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 74.4 1.1 0.0 0.0 0.0 22.8 0.0 2.6 0.7 1.5: 2.2 0.5
Old : 100.0: 92.7 74.4 1.1 0.0 0.0 0.0 22.8 0.0 2.6 0.7 1.5: 2.2 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: 14 12 . 0 0 0 . 0 . . .:
Old : 22: 14 12 . 0 0 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 77.3 84.0 92.0 60.3 74.0 73.0 83.5
Old : 67.6 77.3 84.0 92.0 60.3 74.0 73.0 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 728,590: 478,345 420,629 7,047 33,203 55,500 0 35,773 33,281 40,191 38,713 111,305: 2,920 186
Old : 728,590: 478,345 420,629 7,047 33,203 55,500 0 35,773 33,281 40,191 38,713 111,305: 2,920 186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 22,473: 18,691 8,788 356 -2,263 2,016 0 1,298 134 3,858 16,997 -3,755: 1,173 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 57.7 1.0 4.6 7.6 0.0 4.9 4.6 5.5 5.3 15.3: 0.4 0.0
Old : 100.0: 65.7 57.7 1.0 4.6 7.6 0.0 4.9 4.6 5.5 5.3 15.3: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 15 . . . 0 . . . . 4:
Old : 27: 16 15 . . . 0 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 60.8 82.9 88.2 27.5 29.8 31.2 33.0
Old : 60.5 60.8 82.9 88.2 27.5 29.8 31.2 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,900: 18,655 9,715 1,000 10,140 0 0 0 0 0 45 0: 245 0
Old : 19,900: 18,655 9,715 1,000 10,140 0 0 0 0 0 45 0: 245 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,185: -1,095 -615 -50 -455 -25 0 -75 0 0 0 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 48.8 5.0 51.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0: 1.2 0.0
Old : 100.0: 93.7 48.8 5.0 51.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0: 1.2 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 : 26: 15 12 . . 0 0 0 0 0 . 0:
Old : 26: 15 12 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 82.0 91.7 94.0 63.8 82.0 86.1 91.1
Old : 66.9 82.0 91.7 94.0 63.8 82.0 86.1 91.1
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,406: 21,806 19,741 0 3,060 405 875 0 0 200 200 0: 120 0
Old : 23,406: 21,806 19,741 0 3,060 405 875 0 0 200 200 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,525: -1,625 -1,125 0 -525 125 -25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 84.3 0.0 13.1 1.7 3.7 0.0 0.0 0.9 0.9 0.0: 0.5 0.0
Old : 100.0: 93.2 84.3 0.0 13.1 1.7 3.7 0.0 0.0 0.9 0.9 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: 16 14 0 . . . 0 0 . . 0:
Old : 30: 16 14 0 . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 77.4 83.3 92.3 65.8 73.1 77.7 84.7
Old : 70.1 77.4 83.3 92.3 65.8 73.1 77.7 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,270: 15,492 12,360 0 3,430 255 175 0 0 50 225 0: 298 0
Old : 16,270: 15,492 12,360 0 3,430 255 175 0 0 50 225 0: 298 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,020: -1,100 -740 0 -555 125 -25 0 0 0 150 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 76.0 0.0 21.1 1.6 1.1 0.0 0.0 0.3 1.4 0.0: 1.8 0.0
Old : 100.0: 95.2 76.0 0.0 21.1 1.6 1.1 0.0 0.0 0.3 1.4 0.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 12 0 . . . 0 0 . . 0:
Old : 27: 16 12 0 . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 72.7 85.6 91.5 62.2 68.3 77.3 80.7
Old : 69.4 72.7 85.6 91.5 62.2 68.3 77.3 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,620: 21,825 22,680 1,300 0 170 0 400 0 0 350 0: 325 20
Old : 23,620: 21,825 22,680 1,300 0 170 0 400 0 0 350 0: 325 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,440: -1,400 -1,340 100 0 -100 0 0 0 0 0 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 96.0 5.5 0.0 0.7 0.0 1.7 0.0 0.0 1.5 0.0: 1.4 0.1
Old : 100.0: 92.4 96.0 5.5 0.0 0.7 0.0 1.7 0.0 0.0 1.5 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 : 26: 13 13 . 0 . 0 . 0 0 . 0:
Old : 26: 13 13 . 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 82.6 90.0 92.0 60.1 76.4 78.8 83.6
Old : 68.7 82.6 90.0 92.0 60.1 76.4 78.8 83.6
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,130: 21,340 21,990 100 0 0 0 0 0 230 0 70: 390 70
Old : 22,130: 21,340 21,990 100 0 0 0 0 0 230 0 70: 390 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,135: -1,105 -1,065 50 0 -50 0 0 0 0 0 0: -30 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.4 99.4 0.5 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.3: 1.8 0.3
Old : 100.0: 96.4 99.4 0.5 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.3: 1.8 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 : 22: 16 11 . 0 0 0 0 0 . 0 .:
Old : 22: 16 11 . 0 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 86.2 85.9 97.9 59.7 79.2 70.5 80.1
Old : 71.7 86.2 85.9 97.9 59.7 79.2 70.5 80.1
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,482: 22,167 23,342 100 0 0 200 0 0 530 0 70: 415 70
Old : 23,482: 22,167 23,342 100 0 0 200 0 0 530 0 70: 415 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,065: -1,030 -1,055 0 0 0 0 0 0 0 0 0: -35 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 99.4 0.4 0.0 0.0 0.9 0.0 0.0 2.3 0.0 0.3: 1.8 0.3
Old : 100.0: 94.4 99.4 0.4 0.0 0.0 0.9 0.0 0.0 2.3 0.0 0.3: 1.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 11 . 0 0 . 0 0 . 0 .:
Old : 23: 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 : 66.0 91.5 82.0 98.2 49.0 77.9 64.8 78.7
Old : 66.0 91.5 82.0 98.2 49.0 77.9 64.8 78.7
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 112,343: 99,023 103,598 3,825 1,995 4,895 1,620 175 80 2,775 1,285 125: 0 190
Old : 112,343: 99,023 103,598 3,825 1,995 4,895 1,620 175 80 2,775 1,285 125: 0 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -6,252: -3,985 -7,182 -747 1,050 -895 -210 -25 80 -475 580 -20: 0 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 92.2 3.4 1.8 4.4 1.4 0.2 0.1 2.5 1.1 0.1: 0.0 0.2
Old : 100.0: 88.1 92.2 3.4 1.8 4.4 1.4 0.2 0.1 2.5 1.1 0.1: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 33 30 . . . . . . . . .:
Old : 49: 33 30 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 49.2 60.1 72.3 26.3 42.5 43.5 52.3
Old : 36.7 49.2 60.1 72.3 26.3 42.5 43.5 52.3
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 129,391: 114,494 115,821 4,722 1,665 5,035 1,575 3,225 1,705 1,300 1,200 560: 0 180
Old : 129,391: 114,494 115,821 4,722 1,665 5,035 1,575 3,225 1,705 1,300 1,200 560: 0 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -7,157: -5,684 -8,431 -313 1,125 -855 291 170 -341 -160 1,090 -95: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 89.5 3.6 1.3 3.9 1.2 2.5 1.3 1.0 0.9 0.4: 0.0 0.1
Old : 100.0: 88.5 89.5 3.6 1.3 3.9 1.2 2.5 1.3 1.0 0.9 0.4: 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 : 59: 38 33 . . . . 5 . . 4 .:
Old : 59: 38 33 . . . . 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 : 43.7 47.6 61.7 67.2 34.3 40.7 48.8 53.8
Old : 43.7 47.6 61.7 67.2 34.3 40.7 48.8 53.8
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 171,998: 140,785 135,731 7,982 7,491 3,573 6,165 7,396 5,655 2,662 7,019 5,110: 66 22
Old : 171,998: 140,785 135,731 7,982 7,491 3,573 6,165 7,396 5,655 2,662 7,019 5,110: 66 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -5,616: -5,137 -3,809 319 -1,387 -387 -55 -5 85 129 440 -544: -26 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 78.9 4.6 4.4 2.1 3.6 4.3 3.3 1.5 4.1 3.0: 0.0 0.0
Old : 100.0: 81.9 78.9 4.6 4.4 2.1 3.6 4.3 3.3 1.5 4.1 3.0: 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 : 78: 43 47 4 . 4 4 4 4 8 7 9:
Old : 78: 43 47 4 . 4 4 4 4 8 7 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 54.7 52.2 68.5 35.9 49.6 49.6 58.0
Old : 36.7 54.7 52.2 68.5 35.9 49.6 49.6 58.0
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,360: 106,435 113,390 8,431 4,335 2,075 3,170 0 900 1,735 2,020 565: 49 75
Old : 123,360: 106,435 113,390 8,431 4,335 2,075 3,170 0 900 1,735 2,020 565: 49 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -4,801: -4,444 -3,109 -436 -1,883 266 -50 0 0 15 50 -125: -27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 91.9 6.8 3.5 1.7 2.6 0.0 0.7 1.4 1.6 0.5: 0.0 0.1
Old : 100.0: 86.3 91.9 6.8 3.5 1.7 2.6 0.0 0.7 1.4 1.6 0.5: 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 : 51: 37 31 . . . . 0 . . . .:
Old : 51: 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 : 29.9 65.8 48.1 81.7 28.3 57.5 42.2 65.1
Old : 29.9 65.8 48.1 81.7 28.3 57.5 42.2 65.1
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,595: 35,970 36,510 365 0 1,735 720 700 200 200 45 405: 0 0
Old : 39,595: 35,970 36,510 365 0 1,735 720 700 200 200 45 405: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,630: -1,730 -1,350 -150 0 0 65 0 -65 0 -475 265: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 92.2 0.9 0.0 4.4 1.8 1.8 0.5 0.5 0.1 1.0: 0.0 0.0
Old : 100.0: 90.8 92.2 0.9 0.0 4.4 1.8 1.8 0.5 0.5 0.1 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 11 . 0 . . . . . . .:
Old : 31: 23 11 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 89.1 77.0 97.2 57.9 83.3 73.1 84.7
Old : 58.9 89.1 77.0 97.2 57.9 83.3 73.1 84.7
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,815: 31,880 32,685 325 0 1,725 50 200 50 610 0 155: 20 0
Old : 34,815: 31,880 32,685 325 0 1,725 50 200 50 610 0 155: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -550: -1,210 -335 -50 0 0 50 -75 50 610 -170 -20: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 93.9 0.9 0.0 5.0 0.1 0.6 0.1 1.8 0.0 0.4: 0.1 0.0
Old : 100.0: 91.6 93.9 0.9 0.0 5.0 0.1 0.6 0.1 1.8 0.0 0.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 10 . 0 . . . . . 0 .:
Old : 27: 20 10 . 0 . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 90.2 79.2 97.3 57.3 79.2 71.4 81.7
Old : 59.3 90.2 79.2 97.3 57.3 79.2 71.4 81.7
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,413: 27,574 26,288 0 2,425 2,245 1,000 0 300 199 0 0: 95 155
Old : 31,413: 27,574 26,288 0 2,425 2,245 1,000 0 300 199 0 0: 95 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -629: -580 -115 0 -475 -25 0 0 0 9 0 -9: -24 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 83.7 0.0 7.7 7.1 3.2 0.0 1.0 0.6 0.0 0.0: 0.3 0.5
Old : 100.0: 87.8 83.7 0.0 7.7 7.1 3.2 0.0 1.0 0.6 0.0 0.0: 0.3 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: 28 26 0 . . . 0 . . 0 0:
Old : 35: 28 26 0 . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 51.3 58.0 71.7 34.8 43.2 47.8 57.9
Old : 39.2 51.3 58.0 71.7 34.8 43.2 47.8 57.9
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,535: 14,330 14,660 285 0 675 0 0 0 225 0 0: 20 200
Old : 15,535: 14,330 14,660 285 0 675 0 0 0 225 0 0: 20 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 0: -20 -50 0 0 0 0 0 0 0 0 0: 20 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 94.4 1.8 0.0 4.3 0.0 0.0 0.0 1.4 0.0 0.0: 0.1 1.3
Old : 100.0: 92.2 94.4 1.8 0.0 4.3 0.0 0.0 0.0 1.4 0.0 0.0: 0.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 20 14 . 0 . 0 0 0 . 0 0:
Old : 23: 20 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 : 34.1 71.5 59.6 89.0 25.2 58.9 40.9 62.5
Old : 34.1 71.5 59.6 89.0 25.2 58.9 40.9 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 264,279: 226,711 233,817 0 11,351 13,985 18,689 0 4,187 277 635 304: 127 0
Old : 264,279: 226,711 233,817 0 11,351 13,985 18,689 0 4,187 277 635 304: 127 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -8,882: -9,789 -5,402 0 -4,726 1,242 -465 0 146 38 -110 -32: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 88.5 0.0 4.3 5.3 7.1 0.0 1.6 0.1 0.2 0.1: 0.0 0.0
Old : 100.0: 85.8 88.5 0.0 4.3 5.3 7.1 0.0 1.6 0.1 0.2 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 14 0 . . . 0 . . . .:
Old : 30: 21 14 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 81.1 77.0 94.4 35.7 49.4 44.7 51.3
Old : 51.9 81.1 77.0 94.4 35.7 49.4 44.7 51.3
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,477,831: 2,841,345 2,275,313 0 938,702 213,706 388,530 0 34,250 0 15,860 0: 0 0
Old : 3,477,831: 2,841,345 2,275,313 0 938,702 213,706 388,530 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 31, 2016 :
: -139,840: -126,960 -44,680 0 -89,640 -5,520 -7,360 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 65.4 0.0 27.0 6.1 11.2 0.0 1.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 81.7 65.4 0.0 27.0 6.1 11.2 0.0 1.0 0.0 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 15 0 . . . 0 . 0 . 0:
Old : 26: 16 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 : 64.0 83.7 83.6 90.8 48.4 61.2 63.1 66.0
Old : 64.0 83.7 83.6 90.8 48.4 61.2 63.1 66.0
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,107,658: 946,265 975,127 119,792 90,930 41,601 0 0 0 0 0 0: 0 0
Old : 1,107,658: 946,265 975,127 119,792 90,930 41,601 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 31, 2016 :
: -18,184: -13,768 -41,584 -2,208 25,608 -2,208 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 88.0 10.8 8.2 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.4 88.0 10.8 8.2 3.8 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: 13 11 . . . 0 0 0 0 0 0:
Old : 20: 13 11 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 77.5 80.8 95.1 42.5 65.1 57.6 68.3
Old : 61.8 77.5 80.8 95.1 42.5 65.1 57.6 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : Positions :
All : 109,440: 99,072 53,280 4,320 56,160 0 5,760 0 0 0 0 0: 288 0
Old : 109,440: 99,072 53,280 4,320 56,160 0 5,760 0 0 0 0 0: 288 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 48.7 3.9 51.3 0.0 5.3 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 90.5 48.7 3.9 51.3 0.0 5.3 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 7 . . 0 . 0 0 0 0 0:
Old : 21: 11 7 . . 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 88.4 92.9 98.7 74.2 88.4 92.9 98.7
Old : 74.2 88.4 92.9 98.7 74.2 88.4 92.9 98.7
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,883: 23,686 21,362 854 3,759 1,863 735 1,550 0 1,996 800 464: 285 85
Old : 29,883: 23,686 21,362 854 3,759 1,863 735 1,550 0 1,996 800 464: 285 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,340: -1,585 -837 200 -182 -215 -75 -35 0 450 -46 -50: -65 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 71.5 2.9 12.6 6.2 2.5 5.2 0.0 6.7 2.7 1.6: 1.0 0.3
Old : 100.0: 79.3 71.5 2.9 12.6 6.2 2.5 5.2 0.0 6.7 2.7 1.6: 1.0 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 : 40: 21 22 . . 4 . . 0 5 . .:
Old : 40: 21 22 . . 4 . . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 37.7 70.5 59.8 36.3 31.4 53.6 51.1
Old : 46.8 37.7 70.5 59.8 36.3 31.4 53.6 51.1
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,464: 18,003 14,823 210 4,810 580 360 0 0 705 0 221: 385 30
Old : 20,464: 18,003 14,823 210 4,810 580 360 0 0 705 0 221: 385 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -938: -1,073 -128 30 -890 140 0 0 0 30 -30 -30: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 72.4 1.0 23.5 2.8 1.8 0.0 0.0 3.4 0.0 1.1: 1.9 0.1
Old : 100.0: 88.0 72.4 1.0 23.5 2.8 1.8 0.0 0.0 3.4 0.0 1.1: 1.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 21 . . . . 0 0 . 0 .:
Old : 35: 21 21 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 50.2 73.7 75.5 48.5 49.3 62.9 64.7
Old : 56.8 50.2 73.7 75.5 48.5 49.3 62.9 64.7
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,125: 35,221 22,703 1,495 12,917 270 50 3,915 45 3,384 610 635: 25 30
Old : 41,125: 35,221 22,703 1,495 12,917 270 50 3,915 45 3,384 610 635: 25 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -536: -1,269 -266 -102 -510 -65 0 -50 0 755 195 190: -45 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 55.2 3.6 31.4 0.7 0.1 9.5 0.1 8.2 1.5 1.5: 0.1 0.1
Old : 100.0: 85.6 55.2 3.6 31.4 0.7 0.1 9.5 0.1 8.2 1.5 1.5: 0.1 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 : 45: 30 26 . . . . . . . . .:
Old : 45: 30 26 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 54.4 69.3 76.6 47.8 53.9 62.0 73.1
Old : 51.0 54.4 69.3 76.6 47.8 53.9 62.0 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,519: 19,944 14,983 72 5,767 634 265 0 0 0 62 0: 604 73
Old : 21,519: 19,944 14,983 72 5,767 634 265 0 0 0 62 0: 604 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,283: -1,140 -1,125 -105 -35 -25 -45 0 0 0 -113 0: 32 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 69.6 0.3 26.8 2.9 1.2 0.0 0.0 0.0 0.3 0.0: 2.8 0.3
Old : 100.0: 92.7 69.6 0.3 26.8 2.9 1.2 0.0 0.0 0.0 0.3 0.0: 2.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 15 . . . . 0 0 0 . 0:
Old : 31: 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 : 48.0 59.3 68.0 90.2 39.3 49.0 57.7 72.8
Old : 48.0 59.3 68.0 90.2 39.3 49.0 57.7 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,006: 18,973 17,906 2,463 1,701 2,155 0 490 0 0 1,351 398: 17 5
Old : 24,006: 18,973 17,906 2,463 1,701 2,155 0 490 0 0 1,351 398: 17 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -570: -1,430 -385 120 -585 735 0 -70 0 0 -270 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 74.6 10.3 7.1 9.0 0.0 2.0 0.0 0.0 5.6 1.7: 0.1 0.0
Old : 100.0: 79.0 74.6 10.3 7.1 9.0 0.0 2.0 0.0 0.0 5.6 1.7: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 16 . . . 0 . 0 0 . .:
Old : 29: 19 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 : 52.4 52.2 79.7 73.4 51.7 45.2 72.5 63.3
Old : 52.4 52.2 79.7 73.4 51.7 45.2 72.5 63.3
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,752: 13,410 12,494 1,751 2,315 305 0 175 0 154 175 120: 12 168
Old : 15,752: 13,410 12,494 1,751 2,315 305 0 175 0 154 175 120: 12 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -28: 188 -182 75 287 -75 0 -25 0 144 -25 0: -360 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 79.3 11.1 14.7 1.9 0.0 1.1 0.0 1.0 1.1 0.8: 0.1 1.1
Old : 100.0: 85.1 79.3 11.1 14.7 1.9 0.0 1.1 0.0 1.0 1.1 0.8: 0.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . . 0 . 0 . . .:
Old : 26: 13 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 : 62.1 58.9 85.2 81.3 62.1 56.9 82.9 78.6
Old : 62.1 58.9 85.2 81.3 62.1 56.9 82.9 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,698: 33,669 33,113 1,510 2,435 1,160 700 50 300 0 200 0: 359 440
Old : 37,698: 33,669 33,113 1,510 2,435 1,160 700 50 300 0 200 0: 359 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,014: -885 -770 -70 -190 -25 0 0 0 0 0 0: -34 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 87.8 4.0 6.5 3.1 1.9 0.1 0.8 0.0 0.5 0.0: 1.0 1.2
Old : 100.0: 89.3 87.8 4.0 6.5 3.1 1.9 0.1 0.8 0.0 0.5 0.0: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 27 24 . . . . . . 0 . 0:
Old : 38: 27 24 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 49.6 68.4 72.1 47.0 45.8 62.2 63.8
Old : 49.5 49.6 68.4 72.1 47.0 45.8 62.2 63.8
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,152: 14,400 13,799 965 2,265 0 0 0 0 445 0 32: 310 56
Old : 16,152: 14,400 13,799 965 2,265 0 0 0 0 445 0 32: 310 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -657: -935 -540 55 -135 0 0 0 0 7 0 -7: 223 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 85.4 6.0 14.0 0.0 0.0 0.0 0.0 2.8 0.0 0.2: 1.9 0.3
Old : 100.0: 89.2 85.4 6.0 14.0 0.0 0.0 0.0 0.0 2.8 0.0 0.2: 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 : 26: 20 15 . . 0 0 0 0 . 0 .:
Old : 26: 20 15 . . 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 72.7 64.1 86.9 38.3 66.9 57.1 77.3
Old : 42.8 72.7 64.1 86.9 38.3 66.9 57.1 77.3
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,741: 11,920 11,599 625 1,992 59 0 0 0 1,043 0 49: 45 42
Old : 13,741: 11,920 11,599 625 1,992 59 0 0 0 1,043 0 49: 45 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -841: -800 -580 20 -263 0 0 0 0 -54 0 15: -22 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 84.4 4.5 14.5 0.4 0.0 0.0 0.0 7.6 0.0 0.4: 0.3 0.3
Old : 100.0: 86.7 84.4 4.5 14.5 0.4 0.0 0.0 0.0 7.6 0.0 0.4: 0.3 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 : 29: 22 18 . . . 0 0 0 . 0 .:
Old : 29: 22 18 . . . 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 : 34.7 65.4 60.2 84.9 31.9 59.7 52.3 67.4
Old : 34.7 65.4 60.2 84.9 31.9 59.7 52.3 67.4
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,645: 41,834 40,734 0 695 2,600 0 0 0 0 50 0: 3,211 3,566
Old : 47,645: 41,834 40,734 0 695 2,600 0 0 0 0 50 0: 3,211 3,566
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -238: -132 405 0 -570 0 -25 0 0 0 -50 0: -81 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 85.5 0.0 1.5 5.5 0.0 0.0 0.0 0.0 0.1 0.0: 6.7 7.5
Old : 100.0: 87.8 85.5 0.0 1.5 5.5 0.0 0.0 0.0 0.0 0.1 0.0: 6.7 7.5
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 : 26: 15 19 0 . . 0 0 0 0 . 0:
Old : 26: 15 19 0 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 53.4 88.9 79.2 75.8 49.1 79.8 72.1
Old : 75.9 53.4 88.9 79.2 75.8 49.1 79.8 72.1
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,890: 36,938 34,618 0 2,055 1,810 0 0 0 0 50 0: 3,142 3,357
Old : 41,890: 36,938 34,618 0 2,055 1,810 0 0 0 0 50 0: 3,142 3,357
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 213: 236 1,158 0 -570 0 -25 0 0 0 -50 0: 2 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 82.6 0.0 4.9 4.3 0.0 0.0 0.0 0.0 0.1 0.0: 7.5 8.0
Old : 100.0: 88.2 82.6 0.0 4.9 4.3 0.0 0.0 0.0 0.0 0.1 0.0: 7.5 8.0
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: 13 19 0 . . 0 0 0 0 . 0:
Old : 24: 13 19 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 : 74.8 48.0 87.8 78.8 74.5 42.6 79.2 69.5
Old : 74.8 48.0 87.8 78.8 74.5 42.6 79.2 69.5
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,040: 20,150 9,375 0 0 0 0 8,215 0 275 3,745 425: 2,190 1,280
Old : 23,040: 20,150 9,375 0 0 0 0 8,215 0 275 3,745 425: 2,190 1,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -755: -660 -1,030 -45 0 0 0 650 -350 250 -100 100: -50 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 40.7 0.0 0.0 0.0 0.0 35.7 0.0 1.2 16.3 1.8: 9.5 5.6
Old : 100.0: 87.5 40.7 0.0 0.0 0.0 0.0 35.7 0.0 1.2 16.3 1.8: 9.5 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: 14 12 0 0 0 0 . 0 . . .:
Old : 26: 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 : 54.4 71.7 76.3 84.5 33.2 56.1 50.7 63.6
Old : 54.4 71.7 76.3 84.5 33.2 56.1 50.7 63.6
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,910: 18,790 8,165 0 0 0 0 8,030 0 0 3,375 0: 2,120 1,340
Old : 20,910: 18,790 8,165 0 0 0 0 8,030 0 0 3,375 0: 2,120 1,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,165: -570 -1,300 -45 0 0 0 675 -475 0 0 0: -75 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 39.0 0.0 0.0 0.0 0.0 38.4 0.0 0.0 16.1 0.0: 10.1 6.4
Old : 100.0: 89.9 39.0 0.0 0.0 0.0 0.0 38.4 0.0 0.0 16.1 0.0: 10.1 6.4
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: 13 8 0 0 0 0 . 0 0 . 0:
Old : 21: 13 8 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 : 55.3 77.1 78.4 87.6 35.1 60.4 53.8 67.5
Old : 55.3 77.1 78.4 87.6 35.1 60.4 53.8 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,523: 16,651 21,891 0 0 0 1,240 0 485 4,000 0 0: 1,147 1,147
Old : 23,523: 16,651 21,891 0 0 0 1,240 0 485 4,000 0 0: 1,147 1,147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -705: -590 -630 0 0 0 10 0 -10 -50 0 0: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 93.1 0.0 0.0 0.0 5.3 0.0 2.1 17.0 0.0 0.0: 4.9 4.9
Old : 100.0: 70.8 93.1 0.0 0.0 0.0 5.3 0.0 2.1 17.0 0.0 0.0: 4.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 9 0 0 0 . 0 . . 0 0:
Old : 22: 15 9 0 0 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 85.6 76.6 93.7 42.2 73.4 64.7 75.4
Old : 49.6 85.6 76.6 93.7 42.2 73.4 64.7 75.4
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,181: 14,096 19,644 0 0 0 1,345 0 280 4,025 0 0: 1,435 1,257
Old : 21,181: 14,096 19,644 0 0 0 1,345 0 280 4,025 0 0: 1,435 1,257
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -330: -808 -435 0 0 0 -55 0 0 250 0 -50: 333 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 92.7 0.0 0.0 0.0 6.4 0.0 1.3 19.0 0.0 0.0: 6.8 5.9
Old : 100.0: 66.6 92.7 0.0 0.0 0.0 6.4 0.0 1.3 19.0 0.0 0.0: 6.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 8 0 0 0 . 0 . . 0 0:
Old : 22: 17 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 : 50.6 85.8 72.9 93.0 40.8 63.6 57.1 65.8
Old : 50.6 85.8 72.9 93.0 40.8 63.6 57.1 65.8
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,535: 30,740 18,130 0 0 0 0 12,630 0 150 650 0: 645 125
Old : 31,535: 30,740 18,130 0 0 0 0 12,630 0 150 650 0: 645 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -607: -505 -730 -50 0 0 0 -50 0 0 223 0: -52 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.5 57.5 0.0 0.0 0.0 0.0 40.1 0.0 0.5 2.1 0.0: 2.0 0.4
Old : 100.0: 97.5 57.5 0.0 0.0 0.0 0.0 40.1 0.0 0.5 2.1 0.0: 2.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 9 0 0 0 0 . 0 . . 0:
Old : 23: 15 9 0 0 0 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 94.0 90.9 99.1 64.5 87.1 81.2 89.9
Old : 74.1 94.0 90.9 99.1 64.5 87.1 81.2 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,085: 24,330 24,075 0 1,200 0 3,175 0 540 50 2,235 75: 915 960
Old : 29,085: 24,330 24,075 0 1,200 0 3,175 0 540 50 2,235 75: 915 960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -725: -810 -1,605 0 0 0 255 0 -255 0 1,025 75: 10 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 82.8 0.0 4.1 0.0 10.9 0.0 1.9 0.2 7.7 0.3: 3.1 3.3
Old : 100.0: 83.7 82.8 0.0 4.1 0.0 10.9 0.0 1.9 0.2 7.7 0.3: 3.1 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 : 23: 15 10 0 . 0 . 0 . . . .:
Old : 23: 15 10 0 . 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 76.8 82.3 93.6 58.7 76.7 79.5 91.0
Old : 60.6 76.8 82.3 93.6 58.7 76.7 79.5 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,555: 25,830 20,470 0 1,200 0 0 2,025 420 0 2,135 175: 2,130 2,130
Old : 28,555: 25,830 20,470 0 1,200 0 0 2,025 420 0 2,135 175: 2,130 2,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -275: -650 -1,450 0 0 0 0 -180 0 0 1,025 175: 200 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 71.7 0.0 4.2 0.0 0.0 7.1 1.5 0.0 7.5 0.6: 7.5 7.5
Old : 100.0: 90.5 71.7 0.0 4.2 0.0 0.0 7.1 1.5 0.0 7.5 0.6: 7.5 7.5
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: 15 11 0 . 0 0 . . 0 . .:
Old : 24: 15 11 0 . 0 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 73.9 74.2 90.1 48.1 72.4 69.7 85.1
Old : 52.6 73.9 74.2 90.1 48.1 72.4 69.7 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 111,811: 79,719 100,759 0 1,785 1,455 21,285 0 0 3,620 2,265 315: 5,417 5,232
Old : 111,811: 79,719 100,759 0 1,785 1,455 21,285 0 0 3,620 2,265 315: 5,417 5,232
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -2,351: -2,397 -1,362 0 110 -180 60 0 -100 975 75 -102: -607 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 90.1 0.0 1.6 1.3 19.0 0.0 0.0 3.2 2.0 0.3: 4.8 4.7
Old : 100.0: 71.3 90.1 0.0 1.6 1.3 19.0 0.0 0.0 3.2 2.0 0.3: 4.8 4.7
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 : 38: 17 24 0 . . . 0 0 . . .:
Old : 38: 17 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 : 60.8 51.9 86.1 68.7 53.9 51.6 75.6 67.5
Old : 60.8 51.9 86.1 68.7 53.9 51.6 75.6 67.5
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,772: 71,488 95,043 0 2,985 1,330 23,985 0 0 2,850 365 760: 5,359 5,289
Old : 105,772: 71,488 95,043 0 2,985 1,330 23,985 0 0 2,850 365 760: 5,359 5,289
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,526: -1,985 -1,620 0 110 -180 190 0 0 580 365 310: -441 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 89.9 0.0 2.8 1.3 22.7 0.0 0.0 2.7 0.3 0.7: 5.1 5.0
Old : 100.0: 67.6 89.9 0.0 2.8 1.3 22.7 0.0 0.0 2.7 0.3 0.7: 5.1 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 : 37: 15 26 0 . . . 0 0 . . .:
Old : 37: 15 26 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 46.7 86.0 65.3 61.0 42.7 72.2 57.2
Old : 67.5 46.7 86.0 65.3 61.0 42.7 72.2 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,200: 16,885 17,060 0 50 670 50 0 125 0 0 0: 470 295
Old : 18,200: 16,885 17,060 0 50 670 50 0 125 0 0 0: 470 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 93.7 0.0 0.3 3.7 0.3 0.0 0.7 0.0 0.0 0.0: 2.6 1.6
Old : 100.0: 92.8 93.7 0.0 0.3 3.7 0.3 0.0 0.7 0.0 0.0 0.0: 2.6 1.6
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: 17 12 0 . . . 0 . 0 0 0:
Old : 20: 17 12 0 . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 75.1 81.4 89.9 58.8 68.9 70.7 74.6
Old : 62.6 75.1 81.4 89.9 58.8 68.9 70.7 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,785: 14,705 14,385 0 570 300 0 300 0 600 0 0: 180 230
Old : 15,785: 14,705 14,385 0 570 300 0 300 0 600 0 0: 180 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 170: -130 480 0 -600 300 0 0 0 0 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 91.1 0.0 3.6 1.9 0.0 1.9 0.0 3.8 0.0 0.0: 1.1 1.5
Old : 100.0: 93.2 91.1 0.0 3.6 1.9 0.0 1.9 0.0 3.8 0.0 0.0: 1.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 11 0 . . 0 . 0 . 0 0:
Old : 22: 17 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 : 52.8 71.1 75.5 90.1 50.7 62.0 67.4 73.2
Old : 52.8 71.1 75.5 90.1 50.7 62.0 67.4 73.2
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,820: 22,520 21,560 840 5 2,145 0 1,650 125 50 200 0: 2,140 2,135
Old : 27,820: 22,520 21,560 840 5 2,145 0 1,650 125 50 200 0: 2,140 2,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -205: -835 -1,255 -160 5 460 0 450 0 0 -200 0: 330 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 77.5 3.0 0.0 7.7 0.0 5.9 0.4 0.2 0.7 0.0: 7.7 7.7
Old : 100.0: 80.9 77.5 3.0 0.0 7.7 0.0 5.9 0.4 0.2 0.7 0.0: 7.7 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 : 29: 18 15 . . . 0 . . . . 0:
Old : 29: 18 15 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 39.3 71.5 65.3 39.0 37.5 55.9 55.8
Old : 48.8 39.3 71.5 65.3 39.0 37.5 55.9 55.8
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, June 07, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,705: 17,040 16,520 130 350 2,495 0 300 125 0 0 0: 915 915
Old : 20,705: 17,040 16,520 130 350 2,495 0 300 125 0 0 0: 915 915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: -1,270: -1,230 -880 130 -105 -130 0 -100 0 0 0 0: -40 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 79.8 0.6 1.7 12.1 0.0 1.4 0.6 0.0 0.0 0.0: 4.4 4.4
Old : 100.0: 82.3 79.8 0.6 1.7 12.1 0.0 1.4 0.6 0.0 0.0 0.0: 4.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 13 . . . 0 . . 0 0 0:
Old : 23: 14 13 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 47.5 79.0 76.3 42.7 35.1 57.1 52.3
Old : 54.9 47.5 79.0 76.3 42.7 35.1 57.1 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2016