COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,368: 29,413 32,241 6,863 9,664 12,077 8,503 37,047 12,715 47,220 12,790 5,591: 986 1,243
Old : 123,368: 29,413 32,241 6,863 9,664 12,077 8,503 37,047 12,715 47,220 12,790 5,591: 986 1,243
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -595: -2,291 1,123 336 -692 -98 2,244 -1,005 245 -1,171 -313 175: -35 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 26.1 5.6 7.8 9.8 6.9 30.0 10.3 38.3 10.4 4.5: 0.8 1.0
Old : 100.0: 23.8 26.1 5.6 7.8 9.8 6.9 30.0 10.3 38.3 10.4 4.5: 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: 17 16 . . 5 . 4 5 15 13 21:
Old : 57: 17 16 . . 5 . 4 5 15 13 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 44.9 61.7 68.1 28.1 36.0 44.9 46.6
Old : 39.1 44.9 61.7 68.1 28.1 36.0 44.9 46.6
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,214: 3,974 10,388 226 3,549 749 788 3,455 421 13,602 1,546 1,936: 518 170
Old : 22,214: 3,974 10,388 226 3,549 749 788 3,455 421 13,602 1,546 1,936: 518 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 158: 173 253 65 310 -190 35 150 -95 450 70 -325: 45 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 46.8 1.0 16.0 3.4 3.5 15.6 1.9 61.2 7.0 8.7: 2.3 0.8
Old : 100.0: 17.9 46.8 1.0 16.0 3.4 3.5 15.6 1.9 61.2 7.0 8.7: 2.3 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: 11 8 . . . . . . 14 . 9:
Old : 36: 11 8 . . . . . . 14 . 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 : 48.4 49.1 64.3 76.2 47.5 46.9 62.1 69.8
Old : 48.4 49.1 64.3 76.2 47.5 46.9 62.1 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,233: 1,414 783 1,190 637 2,213 442 1,467 1,810 600 760 1,563: 0 0
Old : 9,233: 1,414 783 1,190 637 2,213 442 1,467 1,810 600 760 1,563: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -29: -61 -87 23 -54 14 80 183 -56 -54 -54 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 8.5 12.9 6.9 24.0 4.8 15.9 19.6 6.5 8.2 16.9: 0.0 0.0
Old : 100.0: 15.3 8.5 12.9 6.9 24.0 4.8 15.9 19.6 6.5 8.2 16.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 49.6 60.5 75.0 82.9 22.4 24.6 28.0 30.9
Old : 49.6 60.5 75.0 82.9 22.4 24.6 28.0 30.9
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 165,021: 95,959 125,148 12,768 917 9,772 18,857 2,158 3,714 9,398 9,012 13,891: 662 409
Old : 165,021: 95,959 125,148 12,768 917 9,772 18,857 2,158 3,714 9,398 9,012 13,891: 662 409
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,022: 283 -135 -20 154 592 -467 -197 189 402 307 126: -83 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 75.8 7.7 0.6 5.9 11.4 1.3 2.3 5.7 5.5 8.4: 0.4 0.2
Old : 100.0: 58.1 75.8 7.7 0.6 5.9 11.4 1.3 2.3 5.7 5.5 8.4: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 90: 49 47 . . 4 6 4 8 11 12 17:
Old : 90: 49 47 . . 4 6 4 8 11 12 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 27.6 61.1 46.4 32.4 21.2 39.5 32.4
Old : 46.4 27.6 61.1 46.4 32.4 21.2 39.5 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,832: 39,653 37,686 0 1,802 2,536 156 360 0 1,281 1,242 206: 0 0
Old : 43,832: 39,653 37,686 0 1,802 2,536 156 360 0 1,281 1,242 206: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -2,413: -2,209 -1,941 0 112 -202 0 -3 0 50 -327 -52: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 86.0 0.0 4.1 5.8 0.4 0.8 0.0 2.9 2.8 0.5: 0.0 0.0
Old : 100.0: 90.5 86.0 0.0 4.1 5.8 0.4 0.8 0.0 2.9 2.8 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 23 0 . . . . 0 5 . .:
Old : 38: 26 23 0 . . . . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 47.9 74.5 74.0 47.1 30.5 53.9 45.0
Old : 53.0 47.9 74.5 74.0 47.1 30.5 53.9 45.0
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 377,565: 344,434 311,484 0 41,808 23,665 1,560 0 0 7,906 608 0: 0 0
Old : 377,565: 344,434 311,484 0 41,808 23,665 1,560 0 0 7,906 608 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,081: -2,322 -783 0 -1,241 943 -344 0 0 642 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 82.5 0.0 11.1 6.3 0.4 0.0 0.0 2.1 0.2 0.0: 0.0 0.0
Old : 100.0: 91.2 82.5 0.0 11.1 6.3 0.4 0.0 0.0 2.1 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 : 54.1 57.8 76.6 81.7 51.4 47.0 63.8 66.9
Old : 54.1 57.8 76.6 81.7 51.4 47.0 63.8 66.9
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,550,173: 1,233,413 1,344,365 195,573 39,491 11,896 10,504 49,217 57,607 36,491 42,908 4,689: 0 0
Old : 1,550,173: 1,233,413 1,344,365 195,573 39,491 11,896 10,504 49,217 57,607 36,491 42,908 4,689: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,698: -13,446 -3,400 16,513 -49 0 0 5,716 -369 0 800 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 86.7 12.6 2.5 0.8 0.7 3.2 3.7 2.4 2.8 0.3: 0.0 0.0
Old : 100.0: 79.6 86.7 12.6 2.5 0.8 0.7 3.2 3.7 2.4 2.8 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 : 54.7 40.4 69.6 62.7 45.7 36.0 55.9 49.7
Old : 54.7 40.4 69.6 62.7 45.7 36.0 55.9 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,056: 58,293 51,529 0 4,625 5,103 460 4,378 213 3,527 1,747 461: 0 0
Old : 68,056: 58,293 51,529 0 4,625 5,103 460 4,378 213 3,527 1,747 461: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,769: 2,912 1,200 0 1,579 -1,137 460 -118 119 -585 126 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 75.7 0.0 6.8 7.5 0.7 6.4 0.3 5.2 2.6 0.7: 0.0 0.0
Old : 100.0: 85.7 75.7 0.0 6.8 7.5 0.7 6.4 0.3 5.2 2.6 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 : 42: 22 24 0 . . . . . 4 6 4:
Old : 42: 22 24 0 . . . . . 4 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 57.2 81.6 76.5 50.8 46.5 67.3 61.4
Old : 55.6 57.2 81.6 76.5 50.8 46.5 67.3 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 404,025: 238,298 348,209 106,623 0 54,880 0 608 0 3,904 8 320: 0 0
Old : 404,025: 238,298 348,209 106,623 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: June 7, 2016 :
: 992: -1,304 992 2,296 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 86.2 26.4 0.0 13.6 0.0 0.2 0.0 1.0 0.0 0.1: 0.0 0.0
Old : 100.0: 59.0 86.2 26.4 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 : 66.5 70.5 87.6 88.8 49.2 55.5 63.6 65.7
Old : 66.5 70.5 87.6 88.8 49.2 55.5 63.6 65.7
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 402,982: 350,009 336,175 7,269 21,975 35,472 1,600 728 8,632 0 0 0: 0 0
Old : 402,982: 350,009 336,175 7,269 21,975 35,472 1,600 728 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: June 7, 2016 :
: 3,501: -499 2,726 0 -1,625 2,400 1,600 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 83.4 1.8 5.5 8.8 0.4 0.2 2.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.9 83.4 1.8 5.5 8.8 0.4 0.2 2.1 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 24 27 . . . . . . 0 0 0:
Old : 39: 24 27 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 55.0 72.5 74.6 44.1 45.5 61.3 58.5
Old : 46.3 55.0 72.5 74.6 44.1 45.5 61.3 58.5
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,733: 34,838 35,340 1,526 2,473 711 974 0 467 580 85 126: 511 531
Old : 39,733: 34,838 35,340 1,526 2,473 711 974 0 467 580 85 126: 511 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 703: 490 682 0 -151 172 84 0 0 0 0 0: -43 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 88.9 3.8 6.2 1.8 2.5 0.0 1.2 1.5 0.2 0.3: 1.3 1.3
Old : 100.0: 87.7 88.9 3.8 6.2 1.8 2.5 0.0 1.2 1.5 0.2 0.3: 1.3 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 : 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 : 48.2 51.6 66.8 75.1 45.5 47.8 61.5 68.4
Old : 48.2 51.6 66.8 75.1 45.5 47.8 61.5 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 55,098: 51,271 45,627 2,990 9,440 0 0 0 0 290 0 0: 547 31
Old : 55,098: 51,271 45,627 2,990 9,440 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: June 7, 2016 :
: 1,195: 1,195 895 0 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 82.8 5.4 17.1 0.0 0.0 0.0 0.0 0.5 0.0 0.0: 1.0 0.1
Old : 100.0: 93.1 82.8 5.4 17.1 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 30 . . 0 0 0 0 . 0 0:
Old : 42: 29 30 . . 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 50.4 74.5 71.9 59.1 48.0 71.9 64.7
Old : 60.0 50.4 74.5 71.9 59.1 48.0 71.9 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 78,730: 74,601 66,958 2,460 11,280 395 0 50 0 929 0 0: 345 47
Old : 78,730: 74,601 66,958 2,460 11,280 395 0 50 0 929 0 0: 345 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 865: 810 525 0 340 0 0 0 0 350 0 0: -295 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 85.0 3.1 14.3 0.5 0.0 0.1 0.0 1.2 0.0 0.0: 0.4 0.1
Old : 100.0: 94.8 85.0 3.1 14.3 0.5 0.0 0.1 0.0 1.2 0.0 0.0: 0.4 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 : 45: 31 29 . . . 0 . 0 . 0 0:
Old : 45: 31 29 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 55.9 72.4 73.9 53.7 53.2 67.5 67.4
Old : 54.4 55.9 72.4 73.9 53.7 53.2 67.5 67.4
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,995: 15,038 16,230 875 0 1,970 0 0 0 550 675 0: 562 120
Old : 18,995: 15,038 16,230 875 0 1,970 0 0 0 550 675 0: 562 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,465: -1,181 -1,585 -50 0 0 0 0 0 0 0 0: -234 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 85.4 4.6 0.0 10.4 0.0 0.0 0.0 2.9 3.6 0.0: 3.0 0.6
Old : 100.0: 79.2 85.4 4.6 0.0 10.4 0.0 0.0 0.0 2.9 3.6 0.0: 3.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 13 . 0 . 0 0 0 . . 0:
Old : 28: 18 13 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 60.3 71.6 84.5 41.5 53.1 58.1 64.8
Old : 51.8 60.3 71.6 84.5 41.5 53.1 58.1 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 324,288: 243,016 323,536 77,256 0 0 0 0 0 3,264 0 752: 0 0
Old : 324,288: 243,016 323,536 77,256 0 0 0 0 0 3,264 0 752: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -9,832: -8,952 -9,016 360 0 0 0 0 0 800 0 0: -2,040 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 99.8 23.8 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.2: 0.0 0.0
Old : 100.0: 74.9 99.8 23.8 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 22 17 . 0 0 0 0 0 . 0 .:
Old : 29: 22 17 . 0 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 82.7 68.2 92.9 43.1 73.7 60.7 77.6
Old : 45.5 82.7 68.2 92.9 43.1 73.7 60.7 77.6
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 9,747: 7,534 8,480 0 19 130 1,137 93 84 640 822 84: 138 35
Old : 9,747: 7,534 8,480 0 19 130 1,137 93 84 640 822 84: 138 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,299: -961 -1,008 0 -21 0 -125 22 -2 -84 129 0: -127 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 87.0 0.0 0.2 1.3 11.7 1.0 0.9 6.6 8.4 0.9: 1.4 0.4
Old : 100.0: 77.3 87.0 0.0 0.2 1.3 11.7 1.0 0.9 6.6 8.4 0.9: 1.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 16 0 . . . . . . . .:
Old : 30: 20 16 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 63.2 64.1 80.6 39.6 51.1 63.6 65.5
Old : 39.6 63.2 64.1 80.6 39.6 51.1 63.6 65.5
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,505: 6,095 13,035 0 350 0 1,800 0 0 5,550 0 0: 60 120
Old : 13,505: 6,095 13,035 0 350 0 1,800 0 0 5,550 0 0: 60 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,100: -950 -750 0 -50 0 0 0 0 -150 0 0: 0 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 96.5 0.0 2.6 0.0 13.3 0.0 0.0 41.1 0.0 0.0: 0.4 0.9
Old : 100.0: 45.1 96.5 0.0 2.6 0.0 13.3 0.0 0.0 41.1 0.0 0.0: 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 : 22: 11 14 0 . 0 . 0 0 . 0 0:
Old : 22: 11 14 0 . 0 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 61.5 89.6 82.8 64.1 58.0 86.6 74.3
Old : 65.2 61.5 89.6 82.8 64.1 58.0 86.6 74.3
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,260: 8,555 10,185 645 1,150 50 350 0 100 1,400 300 475: 685 0
Old : 12,260: 8,555 10,185 645 1,150 50 350 0 100 1,400 300 475: 685 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -10: -260 -560 0 600 0 350 -150 100 -200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 83.1 5.3 9.4 0.4 2.9 0.0 0.8 11.4 2.4 3.9: 5.6 0.0
Old : 100.0: 69.8 83.1 5.3 9.4 0.4 2.9 0.0 0.8 11.4 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 : 23: 10 15 . . . . 0 . . . .:
Old : 23: 10 15 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 61.4 85.6 80.9 38.6 40.0 50.0 52.8
Old : 68.0 61.4 85.6 80.9 38.6 40.0 50.0 52.8
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,193: 7,913 8,010 175 0 0 0 0 0 0 0 0: 105 183
Old : 8,193: 7,913 8,010 175 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: June 7, 2016 :
: 25: 25 25 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 : 77.4 85.4 90.4 94.6 77.4 85.4 87.9 88.9
Old : 77.4 85.4 90.4 94.6 77.4 85.4 87.9 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,031: 21,846 22,441 1,845 130 2,090 0 0 0 250 1,250 0: 0 120
Old : 26,031: 21,846 22,441 1,845 130 2,090 0 0 0 250 1,250 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,330: -1,805 -1,365 825 20 0 0 0 0 0 -50 0: -350 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 86.2 7.1 0.5 8.0 0.0 0.0 0.0 1.0 4.8 0.0: 0.0 0.5
Old : 100.0: 83.9 86.2 7.1 0.5 8.0 0.0 0.0 0.0 1.0 4.8 0.0: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 22 . . . 0 0 0 . . 0:
Old : 35: 22 22 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 45.5 70.7 67.3 37.9 38.8 57.5 54.2
Old : 46.3 45.5 70.7 67.3 37.9 38.8 57.5 54.2
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,736: 19,286 19,691 485 170 2,135 50 0 0 0 75 600: 180 65
Old : 22,736: 19,286 19,691 485 170 2,135 50 0 0 0 75 600: 180 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -244: 70 -89 -200 -20 -50 0 0 0 0 0 0: -64 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 86.6 2.1 0.7 9.4 0.2 0.0 0.0 0.0 0.3 2.6: 0.8 0.3
Old : 100.0: 84.8 86.6 2.1 0.7 9.4 0.2 0.0 0.0 0.0 0.3 2.6: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 18 . . . . 0 0 0 . .:
Old : 30: 21 18 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 66.1 65.4 83.4 36.3 52.6 53.2 60.9
Old : 40.2 66.1 65.4 83.4 36.3 52.6 53.2 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 23,803: 19,461 18,271 2,040 3,504 1,072 497 0 0 432 252 43: 258 661
Old : 23,803: 19,461 18,271 2,040 3,504 1,072 497 0 0 432 252 43: 258 661
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,537: -1,156 -927 -21 -400 0 -171 0 0 21 63 -21: -189 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 76.8 8.6 14.7 4.5 2.1 0.0 0.0 1.8 1.1 0.2: 1.1 2.8
Old : 100.0: 81.8 76.8 8.6 14.7 4.5 2.1 0.0 0.0 1.8 1.1 0.2: 1.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 21 . . . . 0 0 . . .:
Old : 38: 24 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 : 34.4 61.6 59.3 78.1 32.8 47.9 54.0 60.7
Old : 34.4 61.6 59.3 78.1 32.8 47.9 54.0 60.7
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 56,956: 50,859 46,733 1,221 1,761 2,803 0 232 41 1,211 4,559 676: 145 151
Old : 56,956: 50,859 46,733 1,221 1,761 2,803 0 232 41 1,211 4,559 676: 145 151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -299: 116 -547 0 20 -10 -18 10 -10 0 610 -382: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 82.1 2.1 3.1 4.9 0.0 0.4 0.1 2.1 8.0 1.2: 0.3 0.3
Old : 100.0: 89.3 82.1 2.1 3.1 4.9 0.0 0.4 0.1 2.1 8.0 1.2: 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 : 43: 29 26 . . . 0 . . . . 4:
Old : 43: 29 26 . . . 0 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 44.2 67.4 67.4 45.2 43.1 62.2 63.8
Old : 47.3 44.2 67.4 67.4 45.2 43.1 62.2 63.8
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 72,980: 62,929 59,663 1,153 2,459 2,813 110 711 288 1,093 2,447 4,564: 30 35
Old : 72,980: 62,929 59,663 1,153 2,459 2,813 110 711 288 1,093 2,447 4,564: 30 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -331: -271 -639 0 -120 125 -16 123 -55 -110 279 -4: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 81.8 1.6 3.4 3.9 0.2 1.0 0.4 1.5 3.4 6.3: 0.0 0.0
Old : 100.0: 86.2 81.8 1.6 3.4 3.9 0.2 1.0 0.4 1.5 3.4 6.3: 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 : 57: 31 33 . . . . 4 . . 6 8:
Old : 57: 31 33 . . . . 4 . . 6 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 : 38.9 42.8 56.0 64.2 38.8 39.8 52.4 53.4
Old : 38.9 42.8 56.0 64.2 38.8 39.8 52.4 53.4
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,585: 44,010 44,605 1,720 2,360 620 0 0 0 880 0 0: 355 0
Old : 47,585: 44,010 44,605 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: June 7, 2016 :
: 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 93.7 3.6 5.0 1.3 0.0 0.0 0.0 1.8 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 1.8 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 : 55.0 95.2 77.9 98.8 53.9 91.8 73.9 92.9
Old : 55.0 95.2 77.9 98.8 53.9 91.8 73.9 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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 55,170: 50,905 51,950 2,155 2,670 550 0 0 0 1,525 0 0: 35 0
Old : 55,170: 50,905 51,950 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: June 7, 2016 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 94.2 3.9 4.8 1.0 0.0 0.0 0.0 2.8 0.0 0.0: 0.1 0.0
Old : 100.0: 92.3 94.2 3.9 4.8 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 : 54.8 87.4 73.2 95.8 53.7 86.3 69.7 90.5
Old : 54.8 87.4 73.2 95.8 53.7 86.3 69.7 90.5
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 349,698: 294,017 292,916 2,181 12,735 13,348 0 3,392 0 35,870 23,025 4,282: 0 0
Old : 349,698: 294,017 292,916 2,181 12,735 13,348 0 3,392 0 35,870 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: June 7, 2016 :
: 8,016: 10,824 10,432 0 -1,600 0 0 -816 0 -2,808 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 83.8 0.6 3.6 3.8 0.0 1.0 0.0 10.3 6.6 1.2: 0.0 0.0
Old : 100.0: 84.1 83.8 0.6 3.6 3.8 0.0 1.0 0.0 10.3 6.6 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 26 26 . . . 0 . 0 4 . .:
Old : 41: 26 26 . . . 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 : 44.2 44.4 67.0 68.1 41.1 41.0 61.6 61.0
Old : 44.2 44.4 67.0 68.1 41.1 41.0 61.6 61.0
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 27,756: 22,295 21,488 465 614 621 234 400 937 1,376 1,718 1,723: 105 255
Old : 27,756: 22,295 21,488 465 614 621 234 400 937 1,376 1,718 1,723: 105 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -257: 37 -513 0 129 0 -42 0 0 -379 0 127: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 77.4 1.7 2.2 2.2 0.8 1.4 3.4 5.0 6.2 6.2: 0.4 0.9
Old : 100.0: 80.3 77.4 1.7 2.2 2.2 0.8 1.4 3.4 5.0 6.2 6.2: 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 44.5 71.6 60.2 43.1 42.9 61.1 54.6
Old : 47.3 44.5 71.6 60.2 43.1 42.9 61.1 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,012: 23,856 35,946 12,870 0 0 77 648 0 1,082 1,291 127: 0 0
Old : 38,012: 23,856 35,946 12,870 0 0 77 648 0 1,082 1,291 127: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -922: -768 -768 -154 0 0 0 0 0 0 -154 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 94.6 33.9 0.0 0.0 0.2 1.7 0.0 2.8 3.4 0.3: 0.0 0.0
Old : 100.0: 62.8 94.6 33.9 0.0 0.0 0.2 1.7 0.0 2.8 3.4 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 69.7 76.6 90.7 93.8 67.0 72.1 77.4 80.9
Old : 69.7 76.6 90.7 93.8 67.0 72.1 77.4 80.9
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 292,497: 232,196 282,753 51,081 140 9,220 0 384 0 0 0 0: 0 0
Old : 292,497: 232,196 282,753 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: June 7, 2016 :
: -800: -800 -800 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 96.7 17.5 0.0 3.2 0.0 0.1 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.4 96.7 17.5 0.0 3.2 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: 19 16 . . . 0 . 0 0 0 0:
Old : 27: 19 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 : 62.4 72.0 78.9 87.1 53.2 64.6 64.1 70.9
Old : 62.4 72.0 78.9 87.1 53.2 64.6 64.1 70.9
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,519: 18,641 21,837 2,967 0 106 403 0 0 172 129 0: 230 447
Old : 22,519: 18,641 21,837 2,967 0 106 403 0 0 172 129 0: 230 447
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 63: 106 63 0 0 0 0 0 0 0 0 0: -43 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 97.0 13.2 0.0 0.5 1.8 0.0 0.0 0.8 0.6 0.0: 1.0 2.0
Old : 100.0: 82.8 97.0 13.2 0.0 0.5 1.8 0.0 0.0 0.8 0.6 0.0: 1.0 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 : 28: 18 19 . 0 . . 0 0 . . 0:
Old : 28: 18 19 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 81.3 77.7 89.3 50.6 71.7 66.6 75.2
Old : 60.5 81.3 77.7 89.3 50.6 71.7 66.6 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 13,463: 9,418 10,653 1,266 1,006 20 1,173 0 0 710 0 662: 214 1,122
Old : 13,463: 9,418 10,653 1,266 1,006 20 1,173 0 0 710 0 662: 214 1,122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 952: 212 909 762 -21 0 -86 0 0 -43 0 43: 64 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 79.1 9.4 7.5 0.1 8.7 0.0 0.0 5.3 0.0 4.9: 1.6 8.3
Old : 100.0: 70.0 79.1 9.4 7.5 0.1 8.7 0.0 0.0 5.3 0.0 4.9: 1.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.8 51.7 73.4 74.3 37.0 42.2 55.6 59.0
Old : 52.8 51.7 73.4 74.3 37.0 42.2 55.6 59.0
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 156,455: 134,586 144,338 12,188 6,243 408 7,777 0 0 736 4,706 760: 0 0
Old : 156,455: 134,586 144,338 12,188 6,243 408 7,777 0 0 736 4,706 760: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 10,192: 9,392 15,296 5,090 -814 -3,882 0 0 0 0 0 0: -408 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 92.3 7.8 4.0 0.3 5.0 0.0 0.0 0.5 3.0 0.5: 0.0 0.0
Old : 100.0: 86.0 92.3 7.8 4.0 0.3 5.0 0.0 0.0 0.5 3.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.3 58.2 83.8 82.8 58.7 57.6 73.2 69.9
Old : 68.3 58.2 83.8 82.8 58.7 57.6 73.2 69.9
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,343: 16,111 10,550 1,569 3,848 63 0 2,112 43 0 789 407: 150 531
Old : 18,343: 16,111 10,550 1,569 3,848 63 0 2,112 43 0 789 407: 150 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 261: 236 27 0 295 -41 0 0 0 0 -86 66: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 57.5 8.6 21.0 0.3 0.0 11.5 0.2 0.0 4.3 2.2: 0.8 2.9
Old : 100.0: 87.8 57.5 8.6 21.0 0.3 0.0 11.5 0.2 0.0 4.3 2.2: 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 23 . . . 0 . . 0 . .:
Old : 34: 24 23 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 41.6 77.8 60.0 57.5 40.8 66.9 53.6
Old : 62.2 41.6 77.8 60.0 57.5 40.8 66.9 53.6
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 184,383: 171,496 113,706 12,094 60,989 0 0 7,399 793 0 1,496 0: 0 0
Old : 184,383: 171,496 113,706 12,094 60,989 0 0 7,399 793 0 1,496 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 4,304: 4,304 5,104 0 0 0 0 0 0 0 -800 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 61.7 6.6 33.1 0.0 0.0 4.0 0.4 0.0 0.8 0.0: 0.0 0.0
Old : 100.0: 93.0 61.7 6.6 33.1 0.0 0.0 4.0 0.4 0.0 0.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 16 . . 0 0 . . 0 . 0:
Old : 30: 19 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 : 62.5 61.6 82.4 82.2 47.0 56.1 60.8 63.9
Old : 62.5 61.6 82.4 82.2 47.0 56.1 60.8 63.9
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 7,025 7,815 825 0 0 0 100 0 0 360 250: 525 100
Old : 8,625: 7,025 7,815 825 0 0 0 100 0 0 360 250: 525 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 0: -100 40 0 0 0 0 0 0 0 -140 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 90.6 9.6 0.0 0.0 0.0 1.2 0.0 0.0 4.2 2.9: 6.1 1.2
Old : 100.0: 81.4 90.6 9.6 0.0 0.0 0.0 1.2 0.0 0.0 4.2 2.9: 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: 11 15 . 0 0 0 . 0 0 . .:
Old : 20: 11 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 : 64.0 57.6 86.1 79.0 28.6 25.5 37.6 37.0
Old : 64.0 57.6 86.1 79.0 28.6 25.5 37.6 37.0
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,215: 7,830 8,430 1,155 0 0 0 300 0 100 375 0: 130 110
Old : 9,215: 7,830 8,430 1,155 0 0 0 300 0 100 375 0: 130 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,640: 1,570 1,670 0 0 0 0 0 0 0 -105 0: 70 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 91.5 12.5 0.0 0.0 0.0 3.3 0.0 1.1 4.1 0.0: 1.4 1.2
Old : 100.0: 85.0 91.5 12.5 0.0 0.0 0.0 3.3 0.0 1.1 4.1 0.0: 1.4 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 : 23: 13 12 . 0 0 0 . 0 . . 0:
Old : 23: 13 12 . 0 0 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 76.0 81.8 90.8 34.7 49.4 53.3 59.1
Old : 55.8 76.0 81.8 90.8 34.7 49.4 53.3 59.1
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,999: 13,598 21,110 7,329 0 3,378 304 0 0 390 511 0: 0 0
Old : 24,999: 13,598 21,110 7,329 0 3,378 304 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: June 7, 2016 :
: 177: -77 177 -50 0 0 304 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 84.4 29.3 0.0 13.5 1.2 0.0 0.0 1.6 2.0 0.0: 0.0 0.0
Old : 100.0: 54.4 84.4 29.3 0.0 13.5 1.2 0.0 0.0 1.6 2.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 16 . 0 . . 0 0 . . 0:
Old : 25: 16 16 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.4 47.4 91.5 76.0 57.8 41.3 63.2 60.1
Old : 81.4 47.4 91.5 76.0 57.8 41.3 63.2 60.1
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,810: 12,810 10,205 150 0 0 0 3,230 0 350 100 200: 300 75
Old : 13,810: 12,810 10,205 150 0 0 0 3,230 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: June 7, 2016 :
: 100: 100 0 0 0 0 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 73.9 1.1 0.0 0.0 0.0 23.4 0.0 2.5 0.7 1.4: 2.2 0.5
Old : 100.0: 92.8 73.9 1.1 0.0 0.0 0.0 23.4 0.0 2.5 0.7 1.4: 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 : 23: 15 12 . 0 0 0 . 0 . . .:
Old : 23: 15 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 : 67.1 77.5 83.4 92.1 59.9 74.1 72.4 83.6
Old : 67.1 77.5 83.4 92.1 59.9 74.1 72.4 83.6
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 718,366: 471,037 404,106 7,172 30,032 58,690 0 36,033 33,550 41,065 51,865 104,090: 2,762 0
Old : 718,366: 471,037 404,106 7,172 30,032 58,690 0 36,033 33,550 41,065 51,865 104,090: 2,762 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -10,224: -7,308 -16,524 124 -3,171 3,190 0 259 268 874 13,153 -7,214: -159 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 56.3 1.0 4.2 8.2 0.0 5.0 4.7 5.7 7.2 14.5: 0.4 0.0
Old : 100.0: 65.6 56.3 1.0 4.2 8.2 0.0 5.0 4.7 5.7 7.2 14.5: 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 : 29: 17 16 . . . 0 . . 4 . 4:
Old : 29: 17 16 . . . 0 . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 60.8 84.1 88.1 28.2 31.8 32.5 35.0
Old : 61.0 60.8 84.1 88.1 28.2 31.8 32.5 35.0
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: June 7, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,506: 21,906 19,841 0 3,160 305 1,075 0 0 100 200 0: 120 0
Old : 23,506: 21,906 19,841 0 3,160 305 1,075 0 0 100 200 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 100: 100 100 0 100 -100 200 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 84.4 0.0 13.4 1.3 4.6 0.0 0.0 0.4 0.9 0.0: 0.5 0.0
Old : 100.0: 93.2 84.4 0.0 13.4 1.3 4.6 0.0 0.0 0.4 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 : 70.7 77.5 84.7 92.3 66.4 73.3 78.7 85.0
Old : 70.7 77.5 84.7 92.3 66.4 73.3 78.7 85.0
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,440: 15,662 12,350 0 3,510 255 175 0 0 50 325 0: 298 0
Old : 16,440: 15,662 12,350 0 3,510 255 175 0 0 50 325 0: 298 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 170: 170 -10 0 80 0 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.3 75.1 0.0 21.4 1.6 1.1 0.0 0.0 0.3 2.0 0.0: 1.8 0.0
Old : 100.0: 95.3 75.1 0.0 21.4 1.6 1.1 0.0 0.0 0.3 2.0 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 71.3 85.5 89.9 61.7 66.4 76.6 79.4
Old : 69.4 71.3 85.5 89.9 61.7 66.4 76.6 79.4
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,720: 21,885 22,830 1,300 0 170 0 400 0 0 300 0: 365 20
Old : 23,720: 21,885 22,830 1,300 0 170 0 400 0 0 300 0: 365 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 100: 60 150 0 0 0 0 0 0 0 -50 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 96.2 5.5 0.0 0.7 0.0 1.7 0.0 0.0 1.3 0.0: 1.5 0.1
Old : 100.0: 92.3 96.2 5.5 0.0 0.7 0.0 1.7 0.0 0.0 1.3 0.0: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 69.3 82.3 89.9 92.2 60.9 76.1 78.1 83.1
Old : 69.3 82.3 89.9 92.2 60.9 76.1 78.1 83.1
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,730: 20,940 21,590 0 0 0 0 0 0 330 0 70: 390 70
Old : 21,730: 20,940 21,590 0 0 0 0 0 0 330 0 70: 390 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -400: -400 -400 -100 0 0 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.4 99.4 0.0 0.0 0.0 0.0 0.0 0.0 1.5 0.0 0.3: 1.8 0.3
Old : 100.0: 96.4 99.4 0.0 0.0 0.0 0.0 0.0 0.0 1.5 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 : 21: 16 11 0 0 0 0 0 0 . 0 .:
Old : 21: 16 11 0 0 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 85.5 85.6 97.4 58.3 77.7 69.3 79.0
Old : 71.2 85.5 85.6 97.4 58.3 77.7 69.3 79.0
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 0 0 0 200 0 0 630 0 70: 415 70
Old : 23,482: 22,167 23,342 0 0 0 200 0 0 630 0 70: 415 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 0: 0 0 -100 0 0 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 99.4 0.0 0.0 0.0 0.9 0.0 0.0 2.7 0.0 0.3: 1.8 0.3
Old : 100.0: 94.4 99.4 0.0 0.0 0.0 0.9 0.0 0.0 2.7 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 : 66.0 91.1 82.2 97.8 49.0 77.5 64.9 78.7
Old : 66.0 91.1 82.2 97.8 49.0 77.5 64.9 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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 114,728: 100,908 104,863 3,960 2,250 5,190 1,620 175 80 2,775 1,785 195: 0 190
Old : 114,728: 100,908 104,863 3,960 2,250 5,190 1,620 175 80 2,775 1,785 195: 0 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,385: 1,885 1,265 135 255 295 0 0 0 0 500 70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 91.4 3.5 2.0 4.5 1.4 0.2 0.1 2.4 1.6 0.2: 0.0 0.2
Old : 100.0: 88.0 91.4 3.5 2.0 4.5 1.4 0.2 0.1 2.4 1.6 0.2: 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 29 . . . . . . . . .:
Old : 49: 33 29 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 48.7 58.5 72.8 26.6 41.6 43.7 51.9
Old : 37.1 48.7 58.5 72.8 26.6 41.6 43.7 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 132,926: 117,484 117,686 5,172 1,965 5,115 1,475 3,325 1,655 1,300 2,275 725: 0 180
Old : 132,926: 117,484 117,686 5,172 1,965 5,115 1,475 3,325 1,655 1,300 2,275 725: 0 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 3,535: 2,990 1,865 450 300 80 -100 100 -50 0 1,075 165: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 88.5 3.9 1.5 3.8 1.1 2.5 1.2 1.0 1.7 0.5: 0.0 0.1
Old : 100.0: 88.4 88.5 3.9 1.5 3.8 1.1 2.5 1.2 1.0 1.7 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 : 59: 38 33 . . . . 4 . . 4 .:
Old : 59: 38 33 . . . . 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 49.2 59.6 69.1 32.0 42.9 47.3 55.4
Old : 41.2 49.2 59.6 69.1 32.0 42.9 47.3 55.4
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 177,432: 144,289 137,805 7,654 7,655 4,296 6,125 7,108 5,620 4,264 9,807 5,110: 74 31
Old : 177,432: 144,289 137,805 7,654 7,655 4,296 6,125 7,108 5,620 4,264 9,807 5,110: 74 31
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 5,434: 3,504 2,073 -328 164 723 -40 -288 -35 1,602 2,788 0: 8 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 77.7 4.3 4.3 2.4 3.5 4.0 3.2 2.4 5.5 2.9: 0.0 0.0
Old : 100.0: 81.3 77.7 4.3 4.3 2.4 3.5 4.0 3.2 2.4 5.5 2.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 80: 43 46 4 . 4 4 4 . 10 7 9:
Old : 80: 43 46 4 . 4 4 4 . 10 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 : 36.1 54.5 52.3 67.8 34.7 49.4 49.5 57.8
Old : 36.1 54.5 52.3 67.8 34.7 49.4 49.5 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 127,890: 110,140 117,465 8,231 3,395 3,050 3,220 0 900 1,735 2,515 565: 49 0
Old : 127,890: 110,140 117,465 8,231 3,395 3,050 3,220 0 900 1,735 2,515 565: 49 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 4,530: 3,705 4,075 -200 -940 975 50 0 0 0 495 0: 0 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 91.8 6.4 2.7 2.4 2.5 0.0 0.7 1.4 2.0 0.4: 0.0 0.0
Old : 100.0: 86.1 91.8 6.4 2.7 2.4 2.5 0.0 0.7 1.4 2.0 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 37 32 . . . . 0 . . 4 .:
Old : 52: 37 32 . . . . 0 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 66.8 47.7 81.9 28.4 57.8 43.0 64.6
Old : 29.2 66.8 47.7 81.9 28.4 57.8 43.0 64.6
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,630: 35,670 36,835 625 210 1,075 870 700 200 580 0 610: 0 0
Old : 39,630: 35,670 36,835 625 210 1,075 870 700 200 580 0 610: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 35: -300 325 260 210 -660 150 0 0 380 -45 205: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 92.9 1.6 0.5 2.7 2.2 1.8 0.5 1.5 0.0 1.5: 0.0 0.0
Old : 100.0: 90.0 92.9 1.6 0.5 2.7 2.2 1.8 0.5 1.5 0.0 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.0 88.9 76.3 96.4 58.0 84.9 72.5 86.6
Old : 59.0 88.9 76.3 96.4 58.0 84.9 72.5 86.6
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,515: 31,380 32,935 625 50 1,075 50 200 50 1,110 0 205: 20 0
Old : 34,515: 31,380 32,935 625 50 1,075 50 200 50 1,110 0 205: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -300: -500 250 300 50 -650 0 0 0 500 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 95.4 1.8 0.1 3.1 0.1 0.6 0.1 3.2 0.0 0.6: 0.1 0.0
Old : 100.0: 90.9 95.4 1.8 0.1 3.1 0.1 0.6 0.1 3.2 0.0 0.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 10 . . . . . . . 0 .:
Old : 28: 20 10 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 91.1 78.5 97.0 58.0 82.2 72.4 84.2
Old : 59.1 91.1 78.5 97.0 58.0 82.2 72.4 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,703: 29,824 28,598 90 2,395 2,195 1,000 0 300 199 0 0: 95 215
Old : 33,703: 29,824 28,598 90 2,395 2,195 1,000 0 300 199 0 0: 95 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,290: 2,250 2,310 90 -30 -50 0 0 0 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 84.9 0.3 7.1 6.5 3.0 0.0 0.9 0.6 0.0 0.0: 0.3 0.6
Old : 100.0: 88.5 84.9 0.3 7.1 6.5 3.0 0.0 0.9 0.6 0.0 0.0: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 28 26 . . . . 0 . . 0 0:
Old : 35: 28 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 : 39.3 53.2 57.6 73.0 35.4 45.7 47.5 58.4
Old : 39.3 53.2 57.6 73.0 35.4 45.7 47.5 58.4
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,821: 13,636 14,036 325 0 635 0 0 0 225 0 0: 0 150
Old : 14,821: 13,636 14,036 325 0 635 0 0 0 225 0 0: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -714: -694 -624 40 0 -40 0 0 0 0 0 0: -20 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 94.7 2.2 0.0 4.3 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 1.0
Old : 100.0: 92.0 94.7 2.2 0.0 4.3 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 34.6 70.7 60.7 89.2 25.0 58.4 41.4 63.6
Old : 34.6 70.7 60.7 89.2 25.0 58.4 41.4 63.6
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 264,446: 225,321 234,103 0 9,592 15,518 18,591 0 4,307 291 635 291: 127 0
Old : 264,446: 225,321 234,103 0 9,592 15,518 18,591 0 4,307 291 635 291: 127 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 167: -1,389 286 0 -1,759 1,533 -98 0 120 14 0 -13: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 88.5 0.0 3.6 5.9 7.0 0.0 1.6 0.1 0.2 0.1: 0.0 0.0
Old : 100.0: 85.2 88.5 0.0 3.6 5.9 7.0 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 : 31: 21 14 0 . . . 0 . . . .:
Old : 31: 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 : 51.7 79.6 77.1 93.5 35.3 47.1 44.2 49.0
Old : 51.7 79.6 77.1 93.5 35.3 47.1 44.2 49.0
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,436,752: 2,800,266 2,304,674 0 868,262 213,706 388,530 0 34,250 0 15,860 0: 0 0
Old : 3,436,752: 2,800,266 2,304,674 0 868,262 213,706 388,530 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: June 7, 2016 :
: -41,079: -41,079 29,361 0 -70,440 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 67.1 0.0 25.3 6.2 11.3 0.0 1.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 81.5 67.1 0.0 25.3 6.2 11.3 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 : 64.7 83.0 83.9 90.6 48.9 60.0 63.2 66.1
Old : 64.7 83.0 83.9 90.6 48.9 60.0 63.2 66.1
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: June 7, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,000: 68,800 37,000 3,000 39,000 0 4,000 0 0 0 0 0: 200 0
Old : 76,000: 68,800 37,000 3,000 39,000 0 4,000 0 0 0 0 0: 200 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -33,440: -30,272 -16,280 -1,320 -17,160 0 -1,760 0 0 0 0 0: -88 0
: : :
: : 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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,427: 22,074 20,021 854 3,274 2,223 335 1,550 0 2,142 800 484: 315 75
Old : 28,427: 22,074 20,021 854 3,274 2,223 335 1,550 0 2,142 800 484: 315 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,456: -1,612 -1,341 0 -485 360 -400 0 0 146 0 20: 30 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 70.4 3.0 11.5 7.8 1.2 5.5 0.0 7.5 2.8 1.7: 1.1 0.3
Old : 100.0: 77.7 70.4 3.0 11.5 7.8 1.2 5.5 0.0 7.5 2.8 1.7: 1.1 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 : 39: 22 21 . . 4 . . 0 5 . 4:
Old : 39: 22 21 . . 4 . . 0 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 : 48.7 35.2 69.5 58.2 44.3 31.4 59.8 54.0
Old : 48.7 35.2 69.5 58.2 44.3 31.4 59.8 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,509: 18,058 14,713 210 4,905 580 360 0 0 635 0 281: 385 30
Old : 20,509: 18,058 14,713 210 4,905 580 360 0 0 635 0 281: 385 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 45: 55 -110 0 95 0 0 0 0 -70 0 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 71.7 1.0 23.9 2.8 1.8 0.0 0.0 3.1 0.0 1.4: 1.9 0.1
Old : 100.0: 88.0 71.7 1.0 23.9 2.8 1.8 0.0 0.0 3.1 0.0 1.4: 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 : 56.1 50.3 72.0 73.5 49.8 49.4 64.5 64.5
Old : 56.1 50.3 72.0 73.5 49.8 49.4 64.5 64.5
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,201: 35,485 22,472 1,120 12,957 387 50 3,855 45 3,334 700 755: 25 30
Old : 41,201: 35,485 22,472 1,120 12,957 387 50 3,855 45 3,334 700 755: 25 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 76: 264 -231 -375 40 117 0 -60 0 -50 90 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 54.5 2.7 31.4 0.9 0.1 9.4 0.1 8.1 1.7 1.8: 0.1 0.1
Old : 100.0: 86.1 54.5 2.7 31.4 0.9 0.1 9.4 0.1 8.1 1.7 1.8: 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 27 . . . . . . . . .:
Old : 45: 30 27 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 54.3 68.9 76.2 48.0 53.8 61.6 73.0
Old : 51.2 54.3 68.9 76.2 48.0 53.8 61.6 73.0
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,134: 20,424 15,528 72 5,767 634 265 0 0 0 62 0: 739 143
Old : 22,134: 20,424 15,528 72 5,767 634 265 0 0 0 62 0: 739 143
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 615: 480 545 0 0 0 0 0 0 0 0 0: 135 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 70.2 0.3 26.1 2.9 1.2 0.0 0.0 0.0 0.3 0.0: 3.3 0.6
Old : 100.0: 92.3 70.2 0.3 26.1 2.9 1.2 0.0 0.0 0.0 0.3 0.0: 3.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 16 . . . . 0 0 0 . 0:
Old : 31: 23 16 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 58.5 66.8 88.4 38.1 48.4 56.2 72.4
Old : 46.1 58.5 66.8 88.4 38.1 48.4 56.2 72.4
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,430: 19,237 18,310 2,463 1,601 2,255 0 490 0 0 1,311 458: 17 5
Old : 24,430: 19,237 18,310 2,463 1,601 2,255 0 490 0 0 1,311 458: 17 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 424: 264 404 0 -100 100 0 0 0 0 -40 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 74.9 10.1 6.6 9.2 0.0 2.0 0.0 0.0 5.4 1.9: 0.1 0.0
Old : 100.0: 78.7 74.9 10.1 6.6 9.2 0.0 2.0 0.0 0.0 5.4 1.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 16 . . . 0 . 0 0 . .:
Old : 29: 18 16 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 51.7 80.1 73.8 51.4 46.2 72.7 64.0
Old : 52.1 51.7 80.1 73.8 51.4 46.2 72.7 64.0
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: June 7, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 : 27: 13 13 . . . 0 . 0 . . .:
Old : 27: 13 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 58.1 85.2 79.1 62.1 56.2 82.9 76.3
Old : 62.1 58.1 85.2 79.1 62.1 56.2 82.9 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,893: 35,779 35,553 1,630 2,435 1,125 700 50 300 0 200 0: 359 230
Old : 39,893: 35,779 35,553 1,630 2,435 1,125 700 50 300 0 200 0: 359 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,195: 2,110 2,440 120 0 -35 0 0 0 0 0 0: 0 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 89.1 4.1 6.1 2.8 1.8 0.1 0.8 0.0 0.5 0.0: 0.9 0.6
Old : 100.0: 89.7 89.1 4.1 6.1 2.8 1.8 0.1 0.8 0.0 0.5 0.0: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 27 24 . . . . . . 0 . 0:
Old : 39: 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 : 48.3 51.9 68.2 73.4 45.7 48.3 62.4 64.8
Old : 48.3 51.9 68.2 73.4 45.7 48.3 62.4 64.8
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,203: 14,445 13,744 965 2,385 0 0 0 0 465 0 18: 310 56
Old : 16,203: 14,445 13,744 965 2,385 0 0 0 0 465 0 18: 310 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 51: 45 -55 0 120 0 0 0 0 20 0 -14: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 84.8 6.0 14.7 0.0 0.0 0.0 0.0 2.9 0.0 0.1: 1.9 0.3
Old : 100.0: 89.2 84.8 6.0 14.7 0.0 0.0 0.0 0.0 2.9 0.0 0.1: 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 : 42.7 73.1 64.7 87.4 38.1 66.7 57.7 77.1
Old : 42.7 73.1 64.7 87.4 38.1 66.7 57.7 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,856: 12,080 11,639 625 2,112 14 0 0 0 1,043 0 49: 45 42
Old : 13,856: 12,080 11,639 625 2,112 14 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: June 7, 2016 :
: 115: 160 40 0 120 -45 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 84.0 4.5 15.2 0.1 0.0 0.0 0.0 7.5 0.0 0.4: 0.3 0.3
Old : 100.0: 87.2 84.0 4.5 15.2 0.1 0.0 0.0 0.0 7.5 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 : 34.9 65.4 61.8 84.8 31.6 60.0 52.9 67.7
Old : 34.9 65.4 61.8 84.8 31.6 60.0 52.9 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,470: 43,559 41,159 0 1,895 2,600 0 0 0 0 150 0: 3,311 3,666
Old : 49,470: 43,559 41,159 0 1,895 2,600 0 0 0 0 150 0: 3,311 3,666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,825: 1,725 425 0 1,200 0 0 0 0 0 100 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 83.2 0.0 3.8 5.3 0.0 0.0 0.0 0.0 0.3 0.0: 6.7 7.4
Old : 100.0: 88.1 83.2 0.0 3.8 5.3 0.0 0.0 0.0 0.0 0.3 0.0: 6.7 7.4
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 : 26: 15 20 0 . . 0 0 0 0 . 0:
Old : 26: 15 20 0 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 52.9 89.4 79.0 76.2 47.4 80.1 69.6
Old : 76.5 52.9 89.4 79.0 76.2 47.4 80.1 69.6
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,690: 38,603 35,083 0 3,255 1,810 0 0 0 0 50 0: 3,277 3,492
Old : 43,690: 38,603 35,083 0 3,255 1,810 0 0 0 0 50 0: 3,277 3,492
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,800: 1,665 465 0 1,200 0 0 0 0 0 0 0: 135 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 80.3 0.0 7.5 4.1 0.0 0.0 0.0 0.0 0.1 0.0: 7.5 8.0
Old : 100.0: 88.4 80.3 0.0 7.5 4.1 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 20 0 . . 0 0 0 0 . 0:
Old : 24: 13 20 0 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 48.7 88.3 78.9 74.6 40.2 79.1 69.3
Old : 75.1 48.7 88.3 78.9 74.6 40.2 79.1 69.3
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,340: 20,340 9,515 0 0 0 0 8,415 0 325 3,645 525: 2,150 1,240
Old : 23,340: 20,340 9,515 0 0 0 0 8,415 0 325 3,645 525: 2,150 1,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 300: 190 140 0 0 0 0 200 0 50 -100 100: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 40.8 0.0 0.0 0.0 0.0 36.1 0.0 1.4 15.6 2.2: 9.2 5.3
Old : 100.0: 87.1 40.8 0.0 0.0 0.0 0.0 36.1 0.0 1.4 15.6 2.2: 9.2 5.3
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: 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 : 54.5 70.7 76.1 84.0 33.2 55.4 50.2 63.2
Old : 54.5 70.7 76.1 84.0 33.2 55.4 50.2 63.2
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: June 7, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,123: 17,651 22,591 0 0 0 1,240 0 485 3,700 0 0: 1,047 1,047
Old : 24,123: 17,651 22,591 0 0 0 1,240 0 485 3,700 0 0: 1,047 1,047
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 600: 1,000 700 0 0 0 0 0 0 -300 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 93.6 0.0 0.0 0.0 5.1 0.0 2.0 15.3 0.0 0.0: 4.3 4.3
Old : 100.0: 73.2 93.6 0.0 0.0 0.0 5.1 0.0 2.0 15.3 0.0 0.0: 4.3 4.3
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 9 0 0 0 . 0 . . 0 0:
Old : 23: 16 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 : 53.5 86.4 79.9 94.3 45.0 75.7 68.3 77.6
Old : 53.5 86.4 79.9 94.3 45.0 75.7 68.3 77.6
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,381: 14,296 19,844 0 0 0 1,345 0 280 4,025 0 0: 1,435 1,257
Old : 21,381: 14,296 19,844 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: June 7, 2016 :
: 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 92.8 0.0 0.0 0.0 6.3 0.0 1.3 18.8 0.0 0.0: 6.7 5.9
Old : 100.0: 66.9 92.8 0.0 0.0 0.0 6.3 0.0 1.3 18.8 0.0 0.0: 6.7 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 9 0 0 0 . 0 . . 0 0:
Old : 22: 17 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 : 50.1 85.7 73.4 92.8 40.5 62.7 56.5 64.5
Old : 50.1 85.7 73.4 92.8 40.5 62.7 56.5 64.5
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,775: 30,980 18,270 0 0 0 0 12,630 0 50 650 100: 645 125
Old : 31,775: 30,980 18,270 0 0 0 0 12,630 0 50 650 100: 645 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 240: 240 140 0 0 0 0 0 0 -100 0 100: 0 0
: : :
: : 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 39.7 0.0 0.2 2.0 0.3: 2.0 0.4
Old : 100.0: 97.5 57.5 0.0 0.0 0.0 0.0 39.7 0.0 0.2 2.0 0.3: 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 8 0 0 0 0 . 0 . . .:
Old : 23: 15 8 0 0 0 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 93.5 90.2 98.8 64.3 87.1 80.9 90.0
Old : 73.6 93.5 90.2 98.8 64.3 87.1 80.9 90.0
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,924: 26,434 26,704 0 1,200 0 3,850 200 490 50 2,185 75: 1,025 1,070
Old : 31,924: 26,434 26,704 0 1,200 0 3,850 200 490 50 2,185 75: 1,025 1,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,839: 2,104 2,629 0 0 0 675 200 -50 0 -50 0: 110 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 83.6 0.0 3.8 0.0 12.1 0.6 1.5 0.2 6.8 0.2: 3.2 3.4
Old : 100.0: 82.8 83.6 0.0 3.8 0.0 12.1 0.6 1.5 0.2 6.8 0.2: 3.2 3.4
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 : 26: 16 11 0 . 0 . . . . . .:
Old : 26: 16 11 0 . 0 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 78.0 80.1 93.0 57.8 73.4 76.0 86.4
Old : 59.4 78.0 80.1 93.0 57.8 73.4 76.0 86.4
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,280: 25,680 20,670 0 1,200 0 0 2,025 420 0 1,785 175: 2,005 2,005
Old : 28,280: 25,680 20,670 0 1,200 0 0 2,025 420 0 1,785 175: 2,005 2,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -275: -150 200 0 0 0 0 0 0 0 -350 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 73.1 0.0 4.2 0.0 0.0 7.2 1.5 0.0 6.3 0.6: 7.1 7.1
Old : 100.0: 90.8 73.1 0.0 4.2 0.0 0.0 7.2 1.5 0.0 6.3 0.6: 7.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 11 0 . 0 0 . . 0 . .:
Old : 25: 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 : 52.4 73.6 74.1 89.6 47.0 72.1 68.7 84.0
Old : 52.4 73.6 74.1 89.6 47.0 72.1 68.7 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,335: 84,543 105,508 0 1,785 1,455 21,010 0 0 3,270 1,715 265: 5,792 5,607
Old : 116,335: 84,543 105,508 0 1,785 1,455 21,010 0 0 3,270 1,715 265: 5,792 5,607
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 4,524: 4,824 4,749 0 0 0 -275 0 0 -350 -550 -50: 375 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 90.7 0.0 1.5 1.3 18.1 0.0 0.0 2.8 1.5 0.2: 5.0 4.8
Old : 100.0: 72.7 90.7 0.0 1.5 1.3 18.1 0.0 0.0 2.8 1.5 0.2: 5.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.7 51.4 86.3 69.1 54.1 51.0 74.3 66.5
Old : 60.7 51.4 86.3 69.1 54.1 51.0 74.3 66.5
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 106,027: 72,441 95,646 0 2,985 1,330 23,985 0 0 2,200 65 760: 5,311 5,241
Old : 106,027: 72,441 95,646 0 2,985 1,330 23,985 0 0 2,200 65 760: 5,311 5,241
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 255: 953 603 0 0 0 0 0 0 -650 -300 0: -48 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 90.2 0.0 2.8 1.3 22.6 0.0 0.0 2.1 0.1 0.7: 5.0 4.9
Old : 100.0: 68.3 90.2 0.0 2.8 1.3 22.6 0.0 0.0 2.1 0.1 0.7: 5.0 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 : 37: 16 26 0 . . . 0 0 . . .:
Old : 37: 16 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 : 67.1 45.9 86.4 65.1 60.2 43.5 70.8 58.2
Old : 67.1 45.9 86.4 65.1 60.2 43.5 70.8 58.2
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,620: 17,245 17,300 0 170 670 50 0 125 0 0 0: 530 355
Old : 18,620: 17,245 17,300 0 170 670 50 0 125 0 0 0: 530 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 420: 360 240 0 120 0 0 0 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 92.9 0.0 0.9 3.6 0.3 0.0 0.7 0.0 0.0 0.0: 2.8 1.9
Old : 100.0: 92.6 92.9 0.0 0.9 3.6 0.3 0.0 0.7 0.0 0.0 0.0: 2.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.2 75.6 80.2 90.1 57.5 69.0 69.1 74.5
Old : 61.2 75.6 80.2 90.1 57.5 69.0 69.1 74.5
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,905: 14,825 14,385 0 690 300 0 300 0 600 0 0: 180 230
Old : 15,905: 14,825 14,385 0 690 300 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: June 7, 2016 :
: 120: 120 0 0 120 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 90.4 0.0 4.3 1.9 0.0 1.9 0.0 3.8 0.0 0.0: 1.1 1.4
Old : 100.0: 93.2 90.4 0.0 4.3 1.9 0.0 1.9 0.0 3.8 0.0 0.0: 1.1 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 : 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 : 52.4 70.5 74.9 90.2 50.4 61.5 66.9 73.2
Old : 52.4 70.5 74.9 90.2 50.4 61.5 66.9 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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,645: 23,000 22,215 840 5 2,145 0 1,475 300 50 200 0: 2,310 2,305
Old : 28,645: 23,000 22,215 840 5 2,145 0 1,475 300 50 200 0: 2,310 2,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 825: 480 655 0 0 0 0 -175 175 0 0 0: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 77.6 2.9 0.0 7.5 0.0 5.1 1.0 0.2 0.7 0.0: 8.1 8.0
Old : 100.0: 80.3 77.6 2.9 0.0 7.5 0.0 5.1 1.0 0.2 0.7 0.0: 8.1 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 : 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 : 49.1 40.0 71.1 65.5 40.0 36.3 54.9 53.4
Old : 49.1 40.0 71.1 65.5 40.0 36.3 54.9 53.4
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 14, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,420: 18,615 15,755 0 2,560 1,400 0 300 125 0 0 0: 2,280 2,280
Old : 22,420: 18,615 15,755 0 2,560 1,400 0 300 125 0 0 0: 2,280 2,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,715: 1,575 -765 -130 2,210 -1,095 0 0 0 0 0 0: 1,365 1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 70.3 0.0 11.4 6.2 0.0 1.3 0.6 0.0 0.0 0.0: 10.2 10.2
Old : 100.0: 83.0 70.3 0.0 11.4 6.2 0.0 1.3 0.6 0.0 0.0 0.0: 10.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 14 0 . . 0 . . 0 0 0:
Old : 24: 14 14 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 45.8 74.5 69.4 44.6 37.5 60.8 54.8
Old : 52.2 45.8 74.5 69.4 44.6 37.5 60.8 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2016