COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,457: 30,439 27,966 8,362 9,970 9,709 8,172 43,300 15,195 42,462 7,762 8,009: 1,108 1,546
Old : 123,457: 30,439 27,966 8,362 9,970 9,709 8,172 43,300 15,195 42,462 7,762 8,009: 1,108 1,546
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 1,285: 331 -1,746 215 338 601 -452 1,307 159 -305 -524 665: 71 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 22.7 6.8 8.1 7.9 6.6 35.1 12.3 34.4 6.3 6.5: 0.9 1.3
Old : 100.0: 24.7 22.7 6.8 8.1 7.9 6.6 35.1 12.3 34.4 6.3 6.5: 0.9 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 : 57: 16 14 . . 5 . 5 5 17 11 20:
Old : 57: 16 14 . . 5 . 5 5 17 11 20:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 49.0 64.3 71.6 26.8 38.0 44.4 47.8
Old : 43.0 49.0 64.3 71.6 26.8 38.0 44.4 47.8
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,961: 2,339 7,386 7 3,616 710 638 2,080 871 10,983 1,413 1,427: 986 458
Old : 17,961: 2,339 7,386 7 3,616 710 638 2,080 871 10,983 1,413 1,427: 986 458
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -3: -35 -65 7 57 -22 60 -245 45 -75 285 5: 12 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 41.1 0.0 20.1 4.0 3.6 11.6 4.8 61.1 7.9 7.9: 5.5 2.5
Old : 100.0: 13.0 41.1 0.0 20.1 4.0 3.6 11.6 4.8 61.1 7.9 7.9: 5.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 7 5 . . . . . . 11 4 10:
Old : 31: 7 5 . . . . . . 11 4 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 53.0 67.3 73.1 53.7 47.7 64.2 64.0
Old : 54.6 53.0 67.3 73.1 53.7 47.7 64.2 64.0
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,796: 1,654 1,078 1,155 714 2,207 873 1,239 1,832 434 1,084 1,641: 0 0
Old : 9,796: 1,654 1,078 1,155 714 2,207 873 1,239 1,832 434 1,084 1,641: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 107: 20 31 26 6 -2 14 -6 27 6 33 16: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 11.0 11.8 7.3 22.5 8.9 12.6 18.7 4.4 11.1 16.8: 0.0 0.0
Old : 100.0: 16.9 11.0 11.8 7.3 22.5 8.9 12.6 18.7 4.4 11.1 16.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 8 8 . . 4 . . . 9 6 11:
Old : 32: 8 8 . . 4 . . . 9 6 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 56.1 76.0 77.8 25.1 22.1 30.2 29.1
Old : 51.2 56.1 76.0 77.8 25.1 22.1 30.2 29.1
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 164,860: 94,523 113,961 12,460 10,777 13,432 20,309 1,577 3,053 8,189 8,018 12,134: 760 1,908
Old : 164,860: 94,523 113,961 12,460 10,777 13,432 20,309 1,577 3,053 8,189 8,018 12,134: 760 1,908
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 474: 1,185 1,372 90 -3 187 -873 -831 480 -131 -820 -277: -187 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 69.1 7.6 6.5 8.1 12.3 1.0 1.9 5.0 4.9 7.4: 0.5 1.2
Old : 100.0: 57.3 69.1 7.6 6.5 8.1 12.3 1.0 1.9 5.0 4.9 7.4: 0.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 86: 45 46 . . 5 6 4 5 12 9 16:
Old : 86: 45 46 . . 5 6 4 5 12 9 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 28.4 62.9 47.7 36.1 24.3 43.3 36.3
Old : 48.1 28.4 62.9 47.7 36.1 24.3 43.3 36.3
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,575: 33,379 33,095 2,418 2,904 3,408 0 376 0 1,805 358 259: 306 1,176
Old : 41,575: 33,379 33,095 2,418 2,904 3,408 0 376 0 1,805 358 259: 306 1,176
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 1,563: 817 -632 -131 1,154 -131 0 24 0 729 0 0: 279 1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 79.6 5.8 7.0 8.2 0.0 0.9 0.0 4.3 0.9 0.6: 0.7 2.8
Old : 100.0: 80.3 79.6 5.8 7.0 8.2 0.0 0.9 0.0 4.3 0.9 0.6: 0.7 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 4 . .:
Old : 38: 24 21 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 51.4 76.1 77.4 44.8 32.9 52.5 47.1
Old : 54.3 51.4 76.1 77.4 44.8 32.9 52.5 47.1
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 347,633: 290,913 268,168 22,362 34,908 25,669 1,248 0 0 0 8,424 1,288: 6,153 9,176
Old : 347,633: 290,913 268,168 22,362 34,908 25,669 1,248 0 0 0 8,424 1,288: 6,153 9,176
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 31,083: 25,880 -5,781 1,576 22,726 -2,838 312 0 0 0 7,800 0: 6,153 9,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 77.1 6.4 10.0 7.4 0.4 0.0 0.0 0.0 2.4 0.4: 1.8 2.6
Old : 100.0: 83.7 77.1 6.4 10.0 7.4 0.4 0.0 0.0 0.0 2.4 0.4: 1.8 2.6
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: 19 19 . . . . 0 0 0 . .:
Old : 28: 19 19 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 53.9 80.0 80.6 55.4 43.0 70.0 67.1
Old : 58.8 53.9 80.0 80.6 55.4 43.0 70.0 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,586,938: 1,269,400 1,307,305 181,916 96,715 29,245 3,661 33,073 64,298 33,312 42,604 4,338: 768 9,360
Old : 1,586,938: 1,269,400 1,307,305 181,916 96,715 29,245 3,661 33,073 64,298 33,312 42,604 4,338: 768 9,360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 35,047: 64,006 28,620 -10,097 13,708 -3,788 -5,346 -3,512 1,994 -731 -1,416 -351: -10,640 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 82.4 11.5 6.1 1.8 0.2 2.1 4.1 2.1 2.7 0.3: 0.0 0.6
Old : 100.0: 80.0 82.4 11.5 6.1 1.8 0.2 2.1 4.1 2.1 2.7 0.3: 0.0 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 : 57: 34 34 . 4 . . . 4 . 5 .:
Old : 57: 34 34 . 4 . . . 4 . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 43.1 66.8 63.5 42.7 38.8 54.3 51.3
Old : 49.0 43.1 66.8 63.5 42.7 38.8 54.3 51.3
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,348: 47,043 48,896 7,004 2,308 5,508 768 4,416 140 3,396 1,602 490: 0 988
Old : 64,348: 47,043 48,896 7,004 2,308 5,508 768 4,416 140 3,396 1,602 490: 0 988
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -5,068: -5,129 -2,608 249 -2,277 -100 154 -385 21 -263 -707 0: 0 988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 76.0 10.9 3.6 8.6 1.2 6.9 0.2 5.3 2.5 0.8: 0.0 1.5
Old : 100.0: 73.1 76.0 10.9 3.6 8.6 1.2 6.9 0.2 5.3 2.5 0.8: 0.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 22 . . . . . . 4 4 .:
Old : 41: 22 22 . . . . . . 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 : 55.8 58.3 79.9 80.1 51.8 50.0 68.9 61.8
Old : 55.8 58.3 79.9 80.1 51.8 50.0 68.9 61.8
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 354,693: 176,184 298,734 122,904 0 52,413 0 0 0 2,872 8 320: 0 3,218
Old : 354,693: 176,184 298,734 122,904 0 52,413 0 0 0 2,872 8 320: 0 3,218
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -27,084: -25,925 -21,382 7,153 0 -8,312 0 -608 0 0 0 0: 0 3,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 84.2 34.7 0.0 14.8 0.0 0.0 0.0 0.8 0.0 0.1: 0.0 0.9
Old : 100.0: 49.7 84.2 34.7 0.0 14.8 0.0 0.0 0.0 0.8 0.0 0.1: 0.0 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 : 23: 13 15 . 0 . 0 0 0 . . .:
Old : 23: 13 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 : 68.9 67.2 91.3 87.4 51.5 54.0 62.7 61.1
Old : 68.9 67.2 91.3 87.4 51.5 54.0 62.7 61.1
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 442,736: 359,398 364,599 25,988 22,490 43,950 4,768 728 8,632 0 0 0: 0 2,337
Old : 442,736: 359,398 364,599 25,988 22,490 43,950 4,768 728 8,632 0 0 0: 0 2,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 26,360: 18,971 24,023 3,224 -4,165 4,165 0 0 0 0 0 0: 0 2,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 82.4 5.9 5.1 9.9 1.1 0.2 1.9 0.0 0.0 0.0: 0.0 0.5
Old : 100.0: 81.2 82.4 5.9 5.1 9.9 1.1 0.2 1.9 0.0 0.0 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 : 39: 23 24 . . . . . . 0 0 0:
Old : 39: 23 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 : 46.3 56.8 70.9 77.2 43.6 48.9 60.2 60.7
Old : 46.3 56.8 70.9 77.2 43.6 48.9 60.2 60.7
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,902: 31,509 33,527 2,491 1,529 1,382 951 387 423 636 82 46: 464 526
Old : 37,902: 31,509 33,527 2,491 1,529 1,382 951 387 423 636 82 46: 464 526
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,326: -749 -1,174 -453 -205 163 -23 0 -44 -110 0 0: -110 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 88.5 6.6 4.0 3.6 2.5 1.0 1.1 1.7 0.2 0.1: 1.2 1.4
Old : 100.0: 83.1 88.5 6.6 4.0 3.6 2.5 1.0 1.1 1.7 0.2 0.1: 1.2 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 : 43: 27 25 . . . . . . 5 . .:
Old : 43: 27 25 . . . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 56.9 67.1 77.0 46.1 54.2 59.7 69.8
Old : 49.1 56.9 67.1 77.0 46.1 54.2 59.7 69.8
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 54,597: 35,563 41,265 17,097 12,050 1,260 0 0 0 240 0 0: 437 22
Old : 54,597: 35,563 41,265 17,097 12,050 1,260 0 0 0 240 0 0: 437 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,401: 578 -4,950 -2,557 2,520 1,180 0 0 0 -50 0 0: -552 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 75.6 31.3 22.1 2.3 0.0 0.0 0.0 0.4 0.0 0.0: 0.8 0.0
Old : 100.0: 65.1 75.6 31.3 22.1 2.3 0.0 0.0 0.0 0.4 0.0 0.0: 0.8 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 : 41: 29 27 . . . 0 0 0 . 0 0:
Old : 41: 29 27 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 52.6 70.7 70.5 55.7 47.4 66.8 62.1
Old : 56.2 52.6 70.7 70.5 55.7 47.4 66.8 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 7,275: 6,075 6,625 50 0 200 750 250 150 50 0 0: 0 50
Old : 7,275: 6,075 6,625 50 0 200 750 250 150 50 0 0: 0 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 91.1 0.7 0.0 2.7 10.3 3.4 2.1 0.7 0.0 0.0: 0.0 0.7
Old : 100.0: 83.5 91.1 0.7 0.0 2.7 10.3 3.4 2.1 0.7 0.0 0.0: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . 0 . . . . . 0 0:
Old : 22: 12 10 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 70.8 91.1 90.0 76.3 68.7 82.5 80.4
Old : 78.0 70.8 91.1 90.0 76.3 68.7 82.5 80.4
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,517: 58,528 63,756 19,747 16,515 210 950 0 0 872 0 0: 210 36
Old : 80,517: 58,528 63,756 19,747 16,515 210 950 0 0 872 0 0: 210 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -5,181: -2,432 -7,380 -1,267 2,710 -295 50 -50 0 -111 0 0: -1,126 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 79.2 24.5 20.5 0.3 1.2 0.0 0.0 1.1 0.0 0.0: 0.3 0.0
Old : 100.0: 72.7 79.2 24.5 20.5 0.3 1.2 0.0 0.0 1.1 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 : 48: 30 27 . . . . 0 0 4 0 0:
Old : 48: 30 27 . . . . 0 0 4 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 57.3 70.5 75.2 53.1 57.0 66.9 71.6
Old : 53.4 57.3 70.5 75.2 53.1 57.0 66.9 71.6
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,314: 12,062 13,939 240 445 2,355 0 0 0 650 1,275 0: 3,007 300
Old : 18,314: 12,062 13,939 240 445 2,355 0 0 0 650 1,275 0: 3,007 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -2,396: -4,326 -1,586 -35 -760 -230 0 0 0 -250 0 0: 2,445 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 76.1 1.3 2.4 12.9 0.0 0.0 0.0 3.5 7.0 0.0: 16.4 1.6
Old : 100.0: 65.9 76.1 1.3 2.4 12.9 0.0 0.0 0.0 3.5 7.0 0.0: 16.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 11 . . . 0 0 0 . . 0:
Old : 27: 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 : 44.1 59.3 64.6 85.7 38.8 56.1 52.6 69.1
Old : 44.1 59.3 64.6 85.7 38.8 56.1 52.6 69.1
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 311,464: 199,336 300,144 75,584 0 9,360 2,400 0 0 5,664 0 384: 18,736 1,576
Old : 311,464: 199,336 300,144 75,584 0 9,360 2,400 0 0 5,664 0 384: 18,736 1,576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -7,800: -18,608 -13,688 -16,616 0 4,680 2,400 0 0 1,976 0 -368: 18,736 1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 96.4 24.3 0.0 3.0 0.8 0.0 0.0 1.8 0.0 0.1: 6.0 0.5
Old : 100.0: 64.0 96.4 24.3 0.0 3.0 0.8 0.0 0.0 1.8 0.0 0.1: 6.0 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 : 29: 18 15 . 0 . . 0 0 . 0 .:
Old : 29: 18 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 : 43.7 81.8 65.0 92.1 41.5 74.3 55.8 77.8
Old : 43.7 81.8 65.0 92.1 41.5 74.3 55.8 77.8
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,153: 5,837 6,436 70 1,023 507 1,049 26 112 508 941 84: 985 23
Old : 9,153: 5,837 6,436 70 1,023 507 1,049 26 112 508 941 84: 985 23
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -630: -1,455 -4 70 -554 0 33 -90 -23 -132 59 0: 876 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 70.3 0.8 11.2 5.5 11.5 0.3 1.2 5.6 10.3 0.9: 10.8 0.3
Old : 100.0: 63.8 70.3 0.8 11.2 5.5 11.5 0.3 1.2 5.6 10.3 0.9: 10.8 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 : 32: 20 18 . . . . . . . . .:
Old : 32: 20 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 62.4 55.0 78.9 33.1 50.9 51.5 66.1
Old : 33.5 62.4 55.0 78.9 33.1 50.9 51.5 66.1
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,530: 6,210 6,035 0 4,540 60 1,800 0 0 2,800 0 0: 660 895
Old : 11,530: 6,210 6,035 0 4,540 60 1,800 0 0 2,800 0 0: 660 895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -3,175: -1,225 -2,650 0 -1,300 0 0 0 0 -2,550 0 0: 600 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 52.3 0.0 39.4 0.5 15.6 0.0 0.0 24.3 0.0 0.0: 5.7 7.8
Old : 100.0: 53.9 52.3 0.0 39.4 0.5 15.6 0.0 0.0 24.3 0.0 0.0: 5.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 13 0 . . . 0 0 . 0 0:
Old : 23: 10 13 0 . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 62.0 84.1 78.6 55.5 57.1 76.8 68.0
Old : 55.5 62.0 84.1 78.6 55.5 57.1 76.8 68.0
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,650: 7,460 7,815 570 3,020 120 800 0 0 1,580 225 450: 670 20
Old : 11,650: 7,460 7,815 570 3,020 120 800 0 0 1,580 225 450: 670 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -540: -760 -355 0 40 0 350 0 -100 25 -75 -25: -30 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 67.1 4.9 25.9 1.0 6.9 0.0 0.0 13.6 1.9 3.9: 5.8 0.2
Old : 100.0: 64.0 67.1 4.9 25.9 1.0 6.9 0.0 0.0 13.6 1.9 3.9: 5.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 14 . . . . 0 0 . . .:
Old : 22: 10 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 : 68.0 65.7 85.3 84.4 38.7 43.6 51.8 54.2
Old : 68.0 65.7 85.3 84.4 38.7 43.6 51.8 54.2
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,332: 18,452 21,487 2,235 80 2,750 0 0 0 350 1,700 0: 2,545 315
Old : 26,332: 18,452 21,487 2,235 80 2,750 0 0 0 350 1,700 0: 2,545 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -2,499: -4,619 -1,919 135 -50 -560 0 0 0 0 -150 0: 2,545 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 81.6 8.5 0.3 10.4 0.0 0.0 0.0 1.3 6.5 0.0: 9.7 1.2
Old : 100.0: 70.1 81.6 8.5 0.3 10.4 0.0 0.0 0.0 1.3 6.5 0.0: 9.7 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 : 34: 18 20 . . . 0 0 0 . . 0:
Old : 34: 18 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 : 44.5 52.2 67.1 71.4 39.5 48.5 54.2 61.4
Old : 44.5 52.2 67.1 71.4 39.5 48.5 54.2 61.4
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,017: 18,317 15,792 825 3,050 2,795 50 0 0 60 75 600: 370 705
Old : 23,017: 18,317 15,792 825 3,050 2,795 50 0 0 60 75 600: 370 705
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -991: -1,411 -1,496 410 25 -175 0 0 0 0 0 0: 185 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 68.6 3.6 13.3 12.1 0.2 0.0 0.0 0.3 0.3 2.6: 1.6 3.1
Old : 100.0: 79.6 68.6 3.6 13.3 12.1 0.2 0.0 0.0 0.3 0.3 2.6: 1.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 18 . . . . 0 0 . . .:
Old : 31: 19 18 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 63.8 63.9 84.0 36.0 49.9 51.4 60.4
Old : 40.7 63.8 63.9 84.0 36.0 49.9 51.4 60.4
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,180: 15,440 15,386 2,782 3,693 1,685 387 0 0 281 524 43: 1,562 849
Old : 22,180: 15,440 15,386 2,782 3,693 1,685 387 0 0 281 524 43: 1,562 849
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -823: -1,621 -2,088 -453 740 211 -110 0 0 -67 170 -44: 1,261 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 69.4 12.5 16.7 7.6 1.7 0.0 0.0 1.3 2.4 0.2: 7.0 3.8
Old : 100.0: 69.6 69.4 12.5 16.7 7.6 1.7 0.0 0.0 1.3 2.4 0.2: 7.0 3.8
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: 23 23 . . . . 0 0 . . .:
Old : 38: 23 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 : 38.4 61.6 62.1 77.0 36.9 51.4 56.3 64.0
Old : 38.4 61.6 62.1 77.0 36.9 51.4 56.3 64.0
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,995: 48,960 43,152 1,123 2,307 3,336 0 222 0 1,706 4,223 655: 215 2,100
Old : 55,995: 48,960 43,152 1,123 2,307 3,336 0 222 0 1,706 4,223 655: 215 2,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -2,625: -2,076 -4,495 -98 -80 -325 -59 0 -10 -240 343 -12: 195 1,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 77.1 2.0 4.1 6.0 0.0 0.4 0.0 3.0 7.5 1.2: 0.4 3.8
Old : 100.0: 87.4 77.1 2.0 4.1 6.0 0.0 0.4 0.0 3.0 7.5 1.2: 0.4 3.8
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 : 42: 28 23 . . 4 0 . 0 . . .:
Old : 42: 28 23 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 42.0 64.5 68.2 42.0 41.4 59.0 63.9
Old : 44.4 42.0 64.5 68.2 42.0 41.4 59.0 63.9
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 71,939: 60,543 52,437 3,338 2,358 3,452 0 349 303 1,651 7,124 2,361: 291 3,555
Old : 71,939: 60,543 52,437 3,338 2,358 3,452 0 349 303 1,651 7,124 2,361: 291 3,555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -4,527: -3,168 -8,051 -11 -252 -218 -121 -254 -45 -25 1,903 -1,160: 221 3,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 72.9 4.6 3.3 4.8 0.0 0.5 0.4 2.3 9.9 3.3: 0.4 4.9
Old : 100.0: 84.2 72.9 4.6 3.3 4.8 0.0 0.5 0.4 2.3 9.9 3.3: 0.4 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 : 55: 31 32 . . 4 0 4 . 4 5 7:
Old : 55: 31 32 . . 4 0 4 . 4 5 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 : 37.1 42.8 53.8 64.6 36.8 37.6 51.6 52.7
Old : 37.1 42.8 53.8 64.6 36.8 37.6 51.6 52.7
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,925: 37,530 44,375 7,840 2,440 1,110 0 0 0 815 0 0: 630 0
Old : 47,925: 37,530 44,375 7,840 2,440 1,110 0 0 0 815 0 0: 630 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -4,400: -3,310 -4,520 -920 80 40 0 0 0 -85 0 0: -125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 92.6 16.4 5.1 2.3 0.0 0.0 0.0 1.7 0.0 0.0: 1.3 0.0
Old : 100.0: 78.3 92.6 16.4 5.1 2.3 0.0 0.0 0.0 1.7 0.0 0.0: 1.3 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 : 30: 23 11 . . . 0 0 0 . 0 0:
Old : 30: 23 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 : 56.7 95.6 78.2 99.1 55.3 91.9 74.2 92.8
Old : 56.7 95.6 78.2 99.1 55.3 91.9 74.2 92.8
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 54,670: 42,485 50,590 8,945 3,250 830 50 0 0 1,405 0 0: 955 0
Old : 54,670: 42,485 50,590 8,945 3,250 830 50 0 0 1,405 0 0: 955 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -5,145: -4,700 -5,365 -780 150 70 50 0 0 -140 0 0: 355 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 92.5 16.4 5.9 1.5 0.1 0.0 0.0 2.6 0.0 0.0: 1.7 0.0
Old : 100.0: 77.7 92.5 16.4 5.9 1.5 0.1 0.0 0.0 2.6 0.0 0.0: 1.7 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 : 34: 23 16 . . . . 0 0 . 0 0:
Old : 34: 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 : 56.3 88.8 74.4 96.4 54.9 88.4 71.0 91.7
Old : 56.3 88.8 74.4 96.4 54.9 88.4 71.0 91.7
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 348,663: 239,895 300,266 35,628 13,471 12,766 0 816 0 44,708 18,241 3,103: 12,563 0
Old : 348,663: 239,895 300,266 35,628 13,471 12,766 0 816 0 44,708 18,241 3,103: 12,563 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -20,808: -31,970 -17,903 368 736 -1,472 0 -2,576 0 -1,816 -1,112 1,519: 12,563 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 86.1 10.2 3.9 3.7 0.0 0.2 0.0 12.8 5.2 0.9: 3.6 0.0
Old : 100.0: 68.8 86.1 10.2 3.9 3.7 0.0 0.2 0.0 12.8 5.2 0.9: 3.6 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 : 42: 25 27 . . . 0 . 0 4 . .:
Old : 42: 25 27 . . . 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 : 45.9 47.2 68.9 67.9 43.4 44.9 62.5 62.2
Old : 45.9 47.2 68.9 67.9 43.4 44.9 62.5 62.2
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,404: 19,263 20,039 508 861 1,043 274 421 786 1,622 1,559 1,356: 1,552 339
Old : 26,404: 19,263 20,039 508 861 1,043 274 421 786 1,622 1,559 1,356: 1,552 339
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -2,333: -3,553 -1,797 22 -104 -132 40 21 -151 71 -198 -56: 1,426 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 75.9 1.9 3.3 4.0 1.0 1.6 3.0 6.1 5.9 5.1: 5.9 1.3
Old : 100.0: 73.0 75.9 1.9 3.3 4.0 1.0 1.6 3.0 6.1 5.9 5.1: 5.9 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 : 45: 21 27 . . . . . . . . 5:
Old : 45: 21 27 . . . . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 44.6 69.6 60.3 42.8 44.0 60.5 55.7
Old : 45.9 44.6 69.6 60.3 42.8 44.0 60.5 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,173: 19,508 32,269 12,899 0 0 77 154 0 510 623 127: 52 0
Old : 33,173: 19,508 32,269 12,899 0 0 77 154 0 510 623 127: 52 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -4,888: -1,638 -4,032 -2,600 0 0 0 -494 0 -727 -387 25: 52 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 97.3 38.9 0.0 0.0 0.2 0.5 0.0 1.5 1.9 0.4: 0.2 0.0
Old : 100.0: 58.8 97.3 38.9 0.0 0.0 0.2 0.5 0.0 1.5 1.9 0.4: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 13 . 0 0 . . 0 . 4 .:
Old : 30: 15 13 . 0 0 . . 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 77.7 93.0 95.0 68.4 76.0 80.3 81.7
Old : 70.1 77.7 93.0 95.0 68.4 76.0 80.3 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 295,485: 232,670 239,948 48,865 16,965 10,020 0 19,184 0 0 0 0: 3,930 9,368
Old : 295,485: 232,670 239,948 48,865 16,965 10,020 0 19,184 0 0 0 0: 3,930 9,368
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 5,756: 3,666 -1,364 -1,840 -2,248 0 0 0 0 0 0 0: 3,930 9,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 81.2 16.5 5.7 3.4 0.0 6.5 0.0 0.0 0.0 0.0: 1.3 3.2
Old : 100.0: 78.7 81.2 16.5 5.7 3.4 0.0 6.5 0.0 0.0 0.0 0.0: 1.3 3.2
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 : 28: 16 14 . . . 0 . 0 0 0 0:
Old : 28: 16 14 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 70.4 82.3 85.0 58.9 65.4 68.1 72.7
Old : 66.7 70.4 82.3 85.0 58.9 65.4 68.1 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,486: 17,957 19,213 3,368 0 403 359 1,018 0 252 129 0: 147 1,723
Old : 22,486: 17,957 19,213 3,368 0 403 359 1,018 0 252 129 0: 147 1,723
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 12: 210 -1,224 -132 0 1 -44 0 0 0 0 0: -23 1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 85.4 15.0 0.0 1.8 1.6 4.5 0.0 1.1 0.6 0.0: 0.7 7.7
Old : 100.0: 79.9 85.4 15.0 0.0 1.8 1.6 4.5 0.0 1.1 0.6 0.0: 0.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 19 . 0 . . . 0 . . 0:
Old : 28: 17 19 . 0 . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 75.4 80.7 83.0 55.0 67.3 69.2 70.1
Old : 62.7 75.4 80.7 83.0 55.0 67.3 69.2 70.1
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 12,766: 7,655 9,648 1,823 935 82 1,017 86 0 649 129 680: 860 1,206
Old : 12,766: 7,655 9,648 1,823 935 82 1,017 86 0 649 129 680: 860 1,206
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,231: -1,356 -1,010 -110 -23 0 -156 0 0 -43 0 -22: 456 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 75.6 14.3 7.3 0.6 8.0 0.7 0.0 5.1 1.0 5.3: 6.7 9.4
Old : 100.0: 60.0 75.6 14.3 7.3 0.6 8.0 0.7 0.0 5.1 1.0 5.3: 6.7 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 14 . . . . . 0 . . .:
Old : 28: 14 14 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 50.9 71.5 75.2 38.6 43.3 54.0 61.0
Old : 52.7 50.9 71.5 75.2 38.6 43.3 54.0 61.0
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 160,039: 121,449 110,028 26,019 34,648 793 5,569 0 0 800 3,274 1,520: 3,889 9,776
Old : 160,039: 121,449 110,028 26,019 34,648 793 5,569 0 0 800 3,274 1,520: 3,889 9,776
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -18,768: -17,857 -24,848 -1,472 -1,472 0 -2,208 0 0 -736 -1,472 0: 3,505 9,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 68.8 16.3 21.6 0.5 3.5 0.0 0.0 0.5 2.0 0.9: 2.4 6.1
Old : 100.0: 75.9 68.8 16.3 21.6 0.5 3.5 0.0 0.0 0.5 2.0 0.9: 2.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 12 12 . . . . 0 0 . . .:
Old : 29: 12 12 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 59.8 81.2 82.7 52.6 59.3 70.7 71.4
Old : 62.2 59.8 81.2 82.7 52.6 59.3 70.7 71.4
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,961: 14,190 9,200 1,760 3,569 990 0 1,910 43 215 633 256: 507 1,360
Old : 17,961: 14,190 9,200 1,760 3,569 990 0 1,910 43 215 633 256: 507 1,360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,339: -1,495 -1,266 59 -154 42 0 -285 0 215 -176 -154: -6 654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 51.2 9.8 19.9 5.5 0.0 10.6 0.2 1.2 3.5 1.4: 2.8 7.6
Old : 100.0: 79.0 51.2 9.8 19.9 5.5 0.0 10.6 0.2 1.2 3.5 1.4: 2.8 7.6
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 : 34: 19 22 . . . 0 . . . . .:
Old : 34: 19 22 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 41.3 77.1 59.8 52.5 39.4 62.8 50.2
Old : 59.0 41.3 77.1 59.8 52.5 39.4 62.8 50.2
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 196,295: 155,430 113,212 31,804 62,373 6,682 0 7,430 408 0 760 0: 1,971 5,430
Old : 196,295: 155,430 113,212 31,804 62,373 6,682 0 7,430 408 0 760 0: 1,971 5,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -9,304: -13,747 -9,582 3,576 -3,312 0 0 -1,104 0 0 -736 0: 867 5,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 57.7 16.2 31.8 3.4 0.0 3.8 0.2 0.0 0.4 0.0: 1.0 2.8
Old : 100.0: 79.2 57.7 16.2 31.8 3.4 0.0 3.8 0.2 0.0 0.4 0.0: 1.0 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 : 29: 17 16 . . . 0 . . 0 . 0:
Old : 29: 17 16 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 62.7 79.7 81.2 43.2 51.0 56.2 57.8
Old : 59.5 62.7 79.7 81.2 43.2 51.0 56.2 57.8
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,890: 7,515 8,885 2,090 0 50 0 300 0 100 375 0: 135 280
Old : 9,890: 7,515 8,885 2,090 0 50 0 300 0 100 375 0: 135 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -820: -855 -720 -25 0 0 0 0 0 0 0 0: 60 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 89.8 21.1 0.0 0.5 0.0 3.0 0.0 1.0 3.8 0.0: 1.4 2.8
Old : 100.0: 76.0 89.8 21.1 0.0 0.5 0.0 3.0 0.0 1.0 3.8 0.0: 1.4 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 : 23: 12 11 . 0 . 0 . 0 . . 0:
Old : 23: 12 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 : 60.5 79.8 84.1 91.3 36.7 56.2 57.5 65.0
Old : 60.5 79.8 84.1 91.3 36.7 56.2 57.5 65.0
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 23,684: 9,765 18,288 9,009 0 4,606 304 385 0 0 405 0: 0 0
Old : 23,684: 9,765 18,288 9,009 0 4,606 304 385 0 0 405 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 72: -5 72 77 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 77.2 38.0 0.0 19.4 1.3 1.6 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 41.2 77.2 38.0 0.0 19.4 1.3 1.6 0.0 0.0 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 15 . 0 . . . 0 0 . 0:
Old : 27: 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 : 83.3 49.3 91.4 77.1 58.3 43.3 63.2 59.1
Old : 83.3 49.3 91.4 77.1 58.3 43.3 63.2 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 231,725: 128,205 155,189 30,848 0 72,672 0 0 0 0 0 0: 0 3,864
Old : 231,725: 128,205 155,189 30,848 0 72,672 0 0 0 0 0 0: 0 3,864
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 22,382: 15,671 7,286 -4,521 0 11,232 0 0 0 0 0 0: 0 3,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 67.0 13.3 0.0 31.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 1.7
Old : 100.0: 55.3 67.0 13.3 0.0 31.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 12 . 0 . 0 0 0 0 0 0:
Old : 20: 13 12 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.2 68.1 93.7 86.9 48.6 44.7 53.0 53.9
Old : 82.2 68.1 93.7 86.9 48.6 44.7 53.0 53.9
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,065: 12,060 6,425 150 2,725 30 0 3,130 0 425 110 175: 225 470
Old : 13,065: 12,060 6,425 150 2,725 30 0 3,130 0 425 110 175: 225 470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,230: -945 -885 0 -655 30 0 -100 0 25 10 -25: -315 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 49.2 1.1 20.9 0.2 0.0 24.0 0.0 3.3 0.8 1.3: 1.7 3.6
Old : 100.0: 92.3 49.2 1.1 20.9 0.2 0.0 24.0 0.0 3.3 0.8 1.3: 1.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 11 . . . 0 . 0 . . .:
Old : 24: 15 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 : 64.6 76.4 82.1 88.7 59.7 72.9 74.1 83.0
Old : 64.6 76.4 82.1 88.7 59.7 72.9 74.1 83.0
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 708,537: 422,588 356,620 6,539 45,842 95,321 0 34,640 33,245 40,384 34,792 108,076: 2,383 0
Old : 708,537: 422,588 356,620 6,539 45,842 95,321 0 34,640 33,245 40,384 34,792 108,076: 2,383 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -3,355: -1,969 2,655 -280 4,602 -1,754 0 -624 -134 -239 -9,333 2,728: -1,706 -1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 50.3 0.9 6.5 13.5 0.0 4.9 4.7 5.7 4.9 15.3: 0.3 0.0
Old : 100.0: 59.6 50.3 0.9 6.5 13.5 0.0 4.9 4.7 5.7 4.9 15.3: 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 : 30: 16 15 . . . 0 . . . . 4:
Old : 30: 16 15 . . . 0 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 59.8 83.5 88.7 26.3 29.3 31.1 33.5
Old : 60.9 59.8 83.5 88.7 26.3 29.3 31.1 33.5
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,870: 16,500 8,020 975 9,620 1,135 0 0 0 0 0 0: 260 95
Old : 18,870: 16,500 8,020 975 9,620 1,135 0 0 0 0 0 0: 260 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,040: -525 -1,150 -895 -470 590 0 0 0 0 -45 0: -210 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 42.5 5.2 51.0 6.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 0.5
Old : 100.0: 87.4 42.5 5.2 51.0 6.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 11 . . . 0 0 0 0 0 0:
Old : 25: 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 : 67.0 81.7 90.6 95.3 63.8 79.0 82.9 88.2
Old : 67.0 81.7 90.6 95.3 63.8 79.0 82.9 88.2
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,071: 12,506 17,751 7,175 2,900 1,320 950 0 0 0 100 0: 120 0
Old : 22,071: 12,506 17,751 7,175 2,900 1,320 950 0 0 0 100 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,660: -580 -1,235 -385 -60 -15 -125 0 0 -100 -100 0: -455 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 80.4 32.5 13.1 6.0 4.3 0.0 0.0 0.0 0.5 0.0: 0.5 0.0
Old : 100.0: 56.7 80.4 32.5 13.1 6.0 4.3 0.0 0.0 0.0 0.5 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 : 29: 15 14 . . 4 . 0 0 0 . 0:
Old : 29: 15 14 . . 4 . 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 : 70.9 78.0 85.0 92.5 66.3 73.8 78.7 84.3
Old : 70.9 78.0 85.0 92.5 66.3 73.8 78.7 84.3
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,495: 9,657 10,585 3,805 3,300 1,340 150 0 0 0 250 0: 543 20
Old : 15,495: 9,657 10,585 3,805 3,300 1,340 150 0 0 0 250 0: 543 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -975: -690 -515 80 -10 -95 -25 0 0 -50 -75 0: -195 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 68.3 24.6 21.3 8.6 1.0 0.0 0.0 0.0 1.6 0.0: 3.5 0.1
Old : 100.0: 62.3 68.3 24.6 21.3 8.6 1.0 0.0 0.0 0.0 1.6 0.0: 3.5 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 : 25: 12 12 . . . . 0 0 0 . 0:
Old : 25: 12 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 : 71.1 72.3 87.2 89.7 64.0 68.4 78.6 79.2
Old : 71.1 72.3 87.2 89.7 64.0 68.4 78.6 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,675: 16,460 20,525 4,915 0 1,200 0 600 0 0 300 0: 100 50
Old : 22,675: 16,460 20,525 4,915 0 1,200 0 600 0 0 300 0: 100 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,125: -790 -865 170 0 -230 0 0 0 0 0 0: -275 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 90.5 21.7 0.0 5.3 0.0 2.6 0.0 0.0 1.3 0.0: 0.4 0.2
Old : 100.0: 72.6 90.5 21.7 0.0 5.3 0.0 2.6 0.0 0.0 1.3 0.0: 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 : 27: 13 12 4 0 . 0 . 0 0 . 0:
Old : 27: 13 12 4 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 : 69.9 79.4 89.9 91.1 65.3 76.9 80.0 83.9
Old : 69.9 79.4 89.9 91.1 65.3 76.9 80.0 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,995: 13,180 15,735 2,775 80 980 0 200 0 0 0 0: 60 0
Old : 16,995: 13,180 15,735 2,775 80 980 0 200 0 0 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -935: -520 -750 60 -25 -120 0 0 0 0 0 0: -355 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 92.6 16.3 0.5 5.8 0.0 1.2 0.0 0.0 0.0 0.0: 0.4 0.0
Old : 100.0: 77.6 92.6 16.3 0.5 5.8 0.0 1.2 0.0 0.0 0.0 0.0: 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 : 21: 13 7 . . . 0 . 0 0 0 0:
Old : 21: 13 7 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 86.5 88.5 97.7 63.5 83.0 83.1 89.6
Old : 68.2 86.5 88.5 97.7 63.5 83.0 83.1 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,260: 13,995 19,120 4,200 0 1,020 0 0 0 340 0 60: 645 60
Old : 20,260: 13,995 19,120 4,200 0 1,020 0 0 0 340 0 60: 645 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,420: -1,640 -910 215 0 -215 0 0 0 10 0 -10: 220 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 94.4 20.7 0.0 5.0 0.0 0.0 0.0 1.7 0.0 0.3: 3.2 0.3
Old : 100.0: 69.1 94.4 20.7 0.0 5.0 0.0 0.0 0.0 1.7 0.0 0.3: 3.2 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 : 20: 14 10 . 0 . 0 0 0 . 0 .:
Old : 20: 14 10 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 88.3 85.5 97.9 61.7 80.4 72.4 81.3
Old : 70.9 88.3 85.5 97.9 61.7 80.4 72.4 81.3
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,027: 15,012 19,217 2,690 0 2,710 200 0 0 710 0 40: 665 60
Old : 22,027: 15,012 19,217 2,690 0 2,710 200 0 0 710 0 40: 665 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,485: -1,705 -785 405 0 -405 0 0 0 10 0 -10: 220 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 87.2 12.2 0.0 12.3 0.9 0.0 0.0 3.2 0.0 0.2: 3.0 0.3
Old : 100.0: 68.2 87.2 12.2 0.0 12.3 0.9 0.0 0.0 3.2 0.0 0.2: 3.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 10 . 0 . . 0 0 . 0 .:
Old : 21: 14 10 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 91.5 82.0 98.0 51.4 80.5 67.0 81.8
Old : 65.4 91.5 82.0 98.0 51.4 80.5 67.0 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,985: 86,762 91,595 5,683 1,955 13,995 1,710 150 80 2,425 1,870 175: 155 1,165
Old : 110,985: 86,762 91,595 5,683 1,955 13,995 1,710 150 80 2,425 1,870 175: 155 1,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -6,453: -3,545 -7,358 -2,548 -295 975 -110 -25 0 -350 -140 -10: -865 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 82.5 5.1 1.8 12.6 1.5 0.1 0.1 2.2 1.7 0.2: 0.1 1.0
Old : 100.0: 78.2 82.5 5.1 1.8 12.6 1.5 0.1 0.1 2.2 1.7 0.2: 0.1 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 : 48: 31 25 4 . 4 . . . . . .:
Old : 48: 31 25 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 : 37.1 41.1 59.1 69.7 29.9 37.7 43.8 49.7
Old : 37.1 41.1 59.1 69.7 29.9 37.7 43.8 49.7
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 124,111: 95,631 101,410 10,850 1,805 13,285 1,833 2,235 957 1,050 2,810 495: 10 1,114
Old : 124,111: 95,631 101,410 10,850 1,805 13,285 1,833 2,235 957 1,050 2,810 495: 10 1,114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -10,626: -7,195 -8,365 -2,056 -210 145 1,355 -1,065 -1,455 -250 -85 -60: -1,110 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 81.7 8.7 1.5 10.7 1.5 1.8 0.8 0.8 2.3 0.4: 0.0 0.9
Old : 100.0: 77.1 81.7 8.7 1.5 10.7 1.5 1.8 0.8 0.8 2.3 0.4: 0.0 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 : 54: 35 32 4 . . . 4 . . . .:
Old : 54: 35 32 4 . . . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 44.1 59.1 67.7 30.1 39.6 45.2 53.6
Old : 40.5 44.1 59.1 67.7 30.1 39.6 45.2 53.6
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 174,690: 120,345 132,867 24,723 7,269 6,434 5,724 6,642 5,884 5,490 9,718 4,803: 1,287 1,073
Old : 174,690: 120,345 132,867 24,723 7,269 6,434 5,724 6,642 5,884 5,490 9,718 4,803: 1,287 1,073
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -4,594: -2,546 -3,135 -1,355 2,310 -810 -261 278 -20 112 -1,856 -67: 353 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 76.1 14.2 4.2 3.7 3.3 3.8 3.4 3.1 5.6 2.7: 0.7 0.6
Old : 100.0: 68.9 76.1 14.2 4.2 3.7 3.3 3.8 3.4 3.1 5.6 2.7: 0.7 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 : 77: 42 40 5 . 5 4 . 5 4 11 8:
Old : 77: 42 40 5 . 5 4 . 5 4 11 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 55.6 52.3 68.4 34.7 50.0 49.0 57.4
Old : 36.4 55.6 52.3 68.4 34.7 50.0 49.0 57.4
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 123,412: 102,955 106,692 7,727 6,208 5,262 3,060 0 900 1,515 3,010 540: 1,453 800
Old : 123,412: 102,955 106,692 7,727 6,208 5,262 3,060 0 900 1,515 3,010 540: 1,453 800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -4,766: -4,324 -3,356 -15 645 -790 -50 0 0 45 135 -175: 543 -1,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 86.5 6.3 5.0 4.3 2.5 0.0 0.7 1.2 2.4 0.4: 1.2 0.6
Old : 100.0: 83.4 86.5 6.3 5.0 4.3 2.5 0.0 0.7 1.2 2.4 0.4: 1.2 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 : 50: 35 32 . . 4 . 0 . . 4 .:
Old : 50: 35 32 . . 4 . 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 : 29.3 64.1 45.9 80.3 28.2 56.9 42.9 65.9
Old : 29.3 64.1 45.9 80.3 28.2 56.9 42.9 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 38,150: 32,500 26,345 725 8,245 2,075 860 900 0 580 0 510: 900 75
Old : 38,150: 32,500 26,345 725 8,245 2,075 860 900 0 580 0 510: 900 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,610: -1,755 -470 125 -590 -125 -10 0 0 -75 0 -25: 255 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 69.1 1.9 21.6 5.4 2.3 2.4 0.0 1.5 0.0 1.3: 2.4 0.2
Old : 100.0: 85.2 69.1 1.9 21.6 5.4 2.3 2.4 0.0 1.5 0.0 1.3: 2.4 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 : 30: 19 11 . . . . . 0 . 0 .:
Old : 30: 19 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 : 59.8 89.8 76.8 96.9 58.6 86.1 73.0 87.6
Old : 59.8 89.8 76.8 96.9 58.6 86.1 73.0 87.6
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,265: 27,275 27,635 700 2,070 4,005 50 200 50 1,060 0 205: 920 100
Old : 34,265: 27,275 27,635 700 2,070 4,005 50 200 50 1,060 0 205: 920 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,055: -1,395 -240 100 -610 -100 0 0 0 -75 0 0: 415 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 80.7 2.0 6.0 11.7 0.1 0.6 0.1 3.1 0.0 0.6: 2.7 0.3
Old : 100.0: 79.6 80.7 2.0 6.0 11.7 0.1 0.6 0.1 3.1 0.0 0.6: 2.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 9 . . . . . . . 0 .:
Old : 29: 19 9 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 92.0 79.0 97.3 56.3 80.4 70.0 81.9
Old : 60.0 92.0 79.0 97.3 56.3 80.4 70.0 81.9
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,423: 28,300 26,575 400 3,474 2,879 1,000 0 300 50 0 0: 494 195
Old : 33,423: 28,300 26,575 400 3,474 2,879 1,000 0 300 50 0 0: 494 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -695: -790 -335 300 -60 -230 0 0 0 0 0 0: 25 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 79.5 1.2 10.4 8.6 3.0 0.0 0.9 0.1 0.0 0.0: 1.5 0.6
Old : 100.0: 84.7 79.5 1.2 10.4 8.6 3.0 0.0 0.9 0.1 0.0 0.0: 1.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 26 25 . . . . 0 . . 0 0:
Old : 35: 26 25 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 54.4 57.8 74.5 35.7 46.8 48.1 60.5
Old : 40.1 54.4 57.8 74.5 35.7 46.8 48.1 60.5
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,033: 11,218 11,018 640 1,505 1,300 0 0 0 225 0 0: 650 210
Old : 14,033: 11,218 11,018 640 1,505 1,300 0 0 0 225 0 0: 650 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -269: -859 -454 315 500 -375 0 0 0 0 0 0: 650 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 78.5 4.6 10.7 9.3 0.0 0.0 0.0 1.6 0.0 0.0: 4.6 1.5
Old : 100.0: 79.9 78.5 4.6 10.7 9.3 0.0 0.0 0.0 1.6 0.0 0.0: 4.6 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 12 . . . 0 0 0 . 0 0:
Old : 22: 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 : 30.9 73.6 59.3 90.1 26.7 62.3 45.5 66.1
Old : 30.9 73.6 59.3 90.1 26.7 62.3 45.5 66.1
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 249,423: 196,955 150,017 0 65,357 28,880 18,631 0 4,312 215 535 322: 107 0
Old : 249,423: 196,955 150,017 0 65,357 28,880 18,631 0 4,312 215 535 322: 107 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -2,966: -563 -7,861 0 7,288 -2,371 22 0 -41 -32 0 19: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 60.1 0.0 26.2 11.6 7.5 0.0 1.7 0.1 0.2 0.1: 0.0 0.0
Old : 100.0: 79.0 60.1 0.0 26.2 11.6 7.5 0.0 1.7 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: 20 13 0 4 . . 0 . . . .:
Old : 31: 20 13 0 4 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 81.2 78.5 94.0 37.3 50.1 46.0 52.0
Old : 54.7 81.2 78.5 94.0 37.3 50.1 46.0 52.0
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,380,028: 2,671,388 1,777,112 0 1,271,186 285,860 392,770 0 30,010 0 15,860 0: 0 0
Old : 3,380,028: 2,671,388 1,777,112 0 1,271,186 285,860 392,770 0 30,010 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: July 5, 2016 :
: 137,992: 125,480 -29,680 0 155,160 12,512 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 52.6 0.0 37.6 8.5 11.6 0.0 0.9 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 79.0 52.6 0.0 37.6 8.5 11.6 0.0 0.9 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: 15 13 0 4 . . 0 . 0 . 0:
Old : 26: 15 13 0 4 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 83.4 82.9 91.0 47.4 56.0 57.9 60.4
Old : 60.9 83.4 82.9 91.0 47.4 56.0 57.9 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,039,322: 734,793 809,674 191,755 116,874 112,774 0 0 0 0 0 0: 0 0
Old : 1,039,322: 734,793 809,674 191,755 116,874 112,774 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: July 5, 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: 70.7 77.9 18.5 11.2 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 70.7 77.9 18.5 11.2 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . 0 0 0 0 0 0:
Old : 20: 12 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 79.5 81.7 95.2 46.0 68.8 61.8 71.6
Old : 62.6 79.5 81.7 95.2 46.0 68.8 61.8 71.6
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 146,432: 133,632 90,112 12,544 53,760 0 0 2,560 0 0 0 0: 256 0
Old : 146,432: 133,632 90,112 12,544 53,760 0 0 2,560 0 0 0 0: 256 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -50,336: -45,936 -30,976 -4,312 -18,480 0 0 -880 0 0 0 0: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 61.5 8.6 36.7 0.0 0.0 1.7 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 91.3 61.5 8.6 36.7 0.0 0.0 1.7 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 7 . . 0 0 . 0 0 0 0:
Old : 21: 9 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 : 83.7 88.3 96.9 98.4 83.7 88.3 96.9 98.4
Old : 83.7 88.3 96.9 98.4 83.7 88.3 96.9 98.4
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,906: 20,134 17,109 1,552 4,035 2,678 60 1,615 125 2,149 983 566: 642 795
Old : 27,906: 20,134 17,109 1,552 4,035 2,678 60 1,615 125 2,149 983 566: 642 795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -450: -1,498 -901 355 15 -204 -225 -35 125 675 146 -40: 362 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 61.3 5.6 14.5 9.6 0.2 5.8 0.4 7.7 3.5 2.0: 2.3 2.8
Old : 100.0: 72.1 61.3 5.6 14.5 9.6 0.2 5.8 0.4 7.7 3.5 2.0: 2.3 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 : 40: 22 19 . . 4 . . . . . 4:
Old : 40: 22 19 . . 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 : 45.2 38.8 68.2 62.1 41.4 38.2 58.6 58.9
Old : 45.2 38.8 68.2 62.1 41.4 38.2 58.6 58.9
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,835: 14,899 13,966 1,266 4,710 529 360 0 0 1,511 0 50: 1,220 580
Old : 19,835: 14,899 13,966 1,266 4,710 529 360 0 0 1,511 0 50: 1,220 580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,369: -2,373 -1,175 340 -215 -176 0 0 0 5 0 0: 835 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 70.4 6.4 23.7 2.7 1.8 0.0 0.0 7.6 0.0 0.3: 6.2 2.9
Old : 100.0: 75.1 70.4 6.4 23.7 2.7 1.8 0.0 0.0 7.6 0.0 0.3: 6.2 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 : 33: 19 19 . . 4 . 0 0 . 0 .:
Old : 33: 19 19 . . 4 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 53.1 71.7 76.9 45.4 53.1 64.8 70.0
Old : 49.0 53.1 71.7 76.9 45.4 53.1 64.8 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,022: 30,030 19,202 1,538 13,071 691 50 3,985 45 2,067 785 1,039: 3,562 204
Old : 39,022: 30,030 19,202 1,538 13,071 691 50 3,985 45 2,067 785 1,039: 3,562 204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -3,307: -5,413 -2,016 203 -105 -603 0 -35 0 -663 75 -157: 3,326 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 49.2 3.9 33.5 1.8 0.1 10.2 0.1 5.3 2.0 2.7: 9.1 0.5
Old : 100.0: 77.0 49.2 3.9 33.5 1.8 0.1 10.2 0.1 5.3 2.0 2.7: 9.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 26 23 . . . . . . . . .:
Old : 43: 26 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 55.1 60.8 75.5 40.7 55.0 53.1 70.6
Old : 45.1 55.1 60.8 75.5 40.7 55.0 53.1 70.6
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,130: 18,180 12,607 0 6,891 1,180 250 0 30 38 25 12: 1,440 385
Old : 21,130: 18,180 12,607 0 6,891 1,180 250 0 30 38 25 12: 1,440 385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -482: -576 -211 0 -124 -545 -95 0 30 0 25 0: 704 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 59.7 0.0 32.6 5.6 1.2 0.0 0.1 0.2 0.1 0.1: 6.8 1.8
Old : 100.0: 86.0 59.7 0.0 32.6 5.6 1.2 0.0 0.1 0.2 0.1 0.1: 6.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 17 0 4 4 . 0 . . . .:
Old : 33: 23 17 0 4 4 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 52.6 66.6 80.8 39.9 47.1 56.3 67.7
Old : 49.2 52.6 66.6 80.8 39.9 47.1 56.3 67.7
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,559: 15,983 15,673 3,412 1,125 3,506 0 420 0 0 1,063 526: 132 1,246
Old : 23,559: 15,983 15,673 3,412 1,125 3,506 0 420 0 0 1,063 526: 132 1,246
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,029: -727 -2,000 -105 -45 -75 0 -70 0 0 55 -45: -77 1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 66.5 14.5 4.8 14.9 0.0 1.8 0.0 0.0 4.5 2.2: 0.6 5.3
Old : 100.0: 67.8 66.5 14.5 4.8 14.9 0.0 1.8 0.0 0.0 4.5 2.2: 0.6 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 : 29: 17 15 4 . . 0 . 0 0 . .:
Old : 29: 17 15 4 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 47.1 80.0 68.1 51.1 41.0 67.2 57.2
Old : 53.6 47.1 80.0 68.1 51.1 41.0 67.2 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,571: 12,943 10,922 1,474 2,516 939 0 150 0 0 201 105: 110 738
Old : 15,571: 12,943 10,922 1,474 2,516 939 0 150 0 0 201 105: 110 738
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -927: -538 -1,337 0 55 -165 0 -25 0 0 0 -25: -199 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 70.1 9.5 16.2 6.0 0.0 1.0 0.0 0.0 1.3 0.7: 0.7 4.7
Old : 100.0: 83.1 70.1 9.5 16.2 6.0 0.0 1.0 0.0 0.0 1.3 0.7: 0.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 13 . . 4 0 . 0 0 . .:
Old : 27: 12 13 . . 4 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 54.8 84.7 79.0 63.2 53.0 82.5 74.2
Old : 63.9 54.8 84.7 79.0 63.2 53.0 82.5 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 38,668: 34,759 30,314 1,190 6,024 1,615 100 0 300 360 200 0: 344 215
Old : 38,668: 34,759 30,314 1,190 6,024 1,615 100 0 300 360 200 0: 344 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,615: -1,465 -495 -300 -1,570 635 0 -50 0 -240 0 0: -245 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 78.4 3.1 15.6 4.2 0.3 0.0 0.8 0.9 0.5 0.0: 0.9 0.6
Old : 100.0: 89.9 78.4 3.1 15.6 4.2 0.3 0.0 0.8 0.9 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 23 . . . . 0 . . . 0:
Old : 39: 27 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 : 46.4 51.8 66.9 71.2 44.2 48.8 61.0 62.7
Old : 46.4 51.8 66.9 71.2 44.2 48.8 61.0 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,104: 13,290 10,269 965 2,735 635 0 0 0 442 0 32: 740 2,433
Old : 16,104: 13,290 10,269 965 2,735 635 0 0 0 442 0 32: 740 2,433
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -533: -630 -2,482 0 -170 0 0 0 0 -3 0 0: 100 2,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 63.8 6.0 17.0 3.9 0.0 0.0 0.0 2.7 0.0 0.2: 4.6 15.1
Old : 100.0: 82.5 63.8 6.0 17.0 3.9 0.0 0.0 0.0 2.7 0.0 0.2: 4.6 15.1
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: 18 14 . . . 0 0 0 . 0 .:
Old : 25: 18 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 : 41.7 62.4 62.5 75.1 37.4 54.3 55.8 60.6
Old : 41.7 62.4 62.5 75.1 37.4 54.3 55.8 60.6
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,921: 11,165 9,990 670 2,344 969 0 0 0 1,069 0 18: 30 600
Old : 13,921: 11,165 9,990 670 2,344 969 0 0 0 1,069 0 18: 30 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -825: -815 -1,073 0 -273 60 0 0 0 31 0 -31: -70 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 71.8 4.8 16.8 7.0 0.0 0.0 0.0 7.7 0.0 0.1: 0.2 4.3
Old : 100.0: 80.2 71.8 4.8 16.8 7.0 0.0 0.0 0.0 7.7 0.0 0.1: 0.2 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 : 27: 20 15 . . . 0 0 0 . 0 .:
Old : 27: 20 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 : 39.3 65.7 64.3 84.9 35.4 57.5 58.3 65.7
Old : 39.3 65.7 64.3 84.9 35.4 57.5 58.3 65.7
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,045: 34,599 39,684 7,250 1,650 1,915 0 0 0 0 200 0: 3,281 3,596
Old : 47,045: 34,599 39,684 7,250 1,650 1,915 0 0 0 0 200 0: 3,281 3,596
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -2,165: -2,310 -1,610 365 -245 0 0 0 0 0 -50 0: -220 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 84.4 15.4 3.5 4.1 0.0 0.0 0.0 0.0 0.4 0.0: 7.0 7.6
Old : 100.0: 73.5 84.4 15.4 3.5 4.1 0.0 0.0 0.0 0.0 0.4 0.0: 7.0 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 19 . . . 0 0 0 0 . 0:
Old : 26: 14 19 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 52.7 89.4 78.6 77.2 47.9 80.7 70.1
Old : 77.6 52.7 89.4 78.6 77.2 47.9 80.7 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,283: 30,983 33,628 5,850 3,010 1,200 0 0 0 0 0 0: 3,250 3,445
Old : 41,283: 30,983 33,628 5,850 3,010 1,200 0 0 0 0 0 0: 3,250 3,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -2,042: -2,205 -1,505 385 -245 -15 0 0 0 0 -50 0: -207 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 81.5 14.2 7.3 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 7.9 8.3
Old : 100.0: 75.1 81.5 14.2 7.3 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 7.9 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 : 23: 12 19 . . . 0 0 0 0 0 0:
Old : 23: 12 19 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 47.4 88.1 78.3 75.3 40.2 79.1 69.5
Old : 75.8 47.4 88.1 78.3 75.3 40.2 79.1 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,020: 20,770 8,080 0 15 690 0 9,395 25 0 4,200 425: 2,110 1,190
Old : 24,020: 20,770 8,080 0 15 690 0 9,395 25 0 4,200 425: 2,110 1,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,075: -1,595 -410 0 -1,030 250 0 -45 0 0 -120 0: 270 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 33.6 0.0 0.1 2.9 0.0 39.1 0.1 0.0 17.5 1.8: 8.8 5.0
Old : 100.0: 86.5 33.6 0.0 0.1 2.9 0.0 39.1 0.1 0.0 17.5 1.8: 8.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 11 0 . . 0 . . 0 4 .:
Old : 25: 14 11 0 . . 0 . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 70.8 78.1 83.6 42.8 58.0 59.2 66.6
Old : 61.3 70.8 78.1 83.6 42.8 58.0 59.2 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,345: 19,620 7,530 305 0 385 0 9,085 0 0 4,080 25: 2,010 1,240
Old : 22,345: 19,620 7,530 305 0 385 0 9,085 0 0 4,080 25: 2,010 1,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -625: -1,270 -310 305 -750 120 0 -70 0 0 155 0: 220 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 33.7 1.4 0.0 1.7 0.0 40.7 0.0 0.0 18.3 0.1: 9.0 5.5
Old : 100.0: 87.8 33.7 1.4 0.0 1.7 0.0 40.7 0.0 0.0 18.3 0.1: 9.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 . 0 . 0 . 0 0 . .:
Old : 23: 13 9 . 0 . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 74.4 79.5 87.2 45.1 62.7 59.6 70.6
Old : 61.9 74.4 79.5 87.2 45.1 62.7 59.6 70.6
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,623: 13,634 20,505 2,001 0 2,101 1,595 0 430 3,425 150 0: 1,437 1,437
Old : 24,623: 13,634 20,505 2,001 0 2,101 1,595 0 430 3,425 150 0: 1,437 1,437
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -965: -355 -835 -260 0 0 55 0 -55 -275 0 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 83.3 8.1 0.0 8.5 6.5 0.0 1.7 13.9 0.6 0.0: 5.8 5.8
Old : 100.0: 55.4 83.3 8.1 0.0 8.5 6.5 0.0 1.7 13.9 0.6 0.0: 5.8 5.8
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 : 24: 14 9 . 0 . . 0 . . . 0:
Old : 24: 14 9 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 84.8 78.8 91.9 43.5 75.6 67.6 77.8
Old : 51.5 84.8 78.8 91.9 43.5 75.6 67.6 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,436: 11,226 16,881 257 0 3,043 1,685 0 240 3,550 0 0: 1,435 1,272
Old : 21,436: 11,226 16,881 257 0 3,043 1,685 0 240 3,550 0 0: 1,435 1,272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,065: -660 -585 257 -118 -257 40 0 -40 -325 0 0: -80 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 78.8 1.2 0.0 14.2 7.9 0.0 1.1 16.6 0.0 0.0: 6.7 5.9
Old : 100.0: 52.4 78.8 1.2 0.0 14.2 7.9 0.0 1.1 16.6 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 : 21: 14 9 . 0 . . 0 . . 0 0:
Old : 21: 14 9 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 86.2 75.3 92.7 42.0 68.1 60.3 68.7
Old : 49.5 86.2 75.3 92.7 42.0 68.1 60.3 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,445: 21,310 15,145 6,110 0 2,380 0 12,320 0 0 450 0: 645 150
Old : 30,445: 21,310 15,145 6,110 0 2,380 0 12,320 0 0 450 0: 645 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,205: -1,030 -450 445 0 -445 0 -310 0 -150 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 49.7 20.1 0.0 7.8 0.0 40.5 0.0 0.0 1.5 0.0: 2.1 0.5
Old : 100.0: 70.0 49.7 20.1 0.0 7.8 0.0 40.5 0.0 0.0 1.5 0.0: 2.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 7 . 0 . 0 . 0 0 . 0:
Old : 23: 15 7 . 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 : 74.3 94.2 90.2 98.7 65.6 88.4 81.4 90.7
Old : 74.3 94.2 90.2 98.7 65.6 88.4 81.4 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,020: 16,855 12,660 5,930 0 1,585 0 10,570 0 0 50 0: 650 155
Old : 25,020: 16,855 12,660 5,930 0 1,585 0 10,570 0 0 50 0: 650 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -795: -780 -375 260 0 -260 0 -160 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 50.6 23.7 0.0 6.3 0.0 42.2 0.0 0.0 0.2 0.0: 2.6 0.6
Old : 100.0: 67.4 50.6 23.7 0.0 6.3 0.0 42.2 0.0 0.0 0.2 0.0: 2.6 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 : 20: 13 6 . 0 . 0 . 0 0 . 0:
Old : 20: 13 6 . 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 95.9 89.6 99.2 65.3 90.6 82.1 91.9
Old : 72.7 95.9 89.6 99.2 65.3 90.6 82.1 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,375: 21,670 19,450 0 985 2,590 0 2,420 100 1,450 325 50: 1,515 1,455
Old : 27,375: 21,670 19,450 0 985 2,590 0 2,420 100 1,450 325 50: 1,515 1,455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,235: -760 -1,130 0 355 -355 0 25 -25 0 0 0: -95 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 71.1 0.0 3.6 9.5 0.0 8.8 0.4 5.3 1.2 0.2: 5.5 5.3
Old : 100.0: 79.2 71.1 0.0 3.6 9.5 0.0 8.8 0.4 5.3 1.2 0.2: 5.5 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 : 23: 13 11 0 . . 0 . . . . .:
Old : 23: 13 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 : 64.4 73.1 84.5 92.6 54.8 59.6 63.1 66.2
Old : 64.4 73.1 84.5 92.6 54.8 59.6 63.1 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,830: 19,840 16,580 0 2,315 2,090 0 2,480 60 1,475 0 375: 990 930
Old : 24,830: 19,840 16,580 0 2,315 2,090 0 2,480 60 1,475 0 375: 990 930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -870: -640 -770 0 125 -125 0 15 -15 0 0 0: -90 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 66.8 0.0 9.3 8.4 0.0 10.0 0.2 5.9 0.0 1.5: 4.0 3.7
Old : 100.0: 79.9 66.8 0.0 9.3 8.4 0.0 10.0 0.2 5.9 0.0 1.5: 4.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 0 . . 0 . . . 0 .:
Old : 23: 13 10 0 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 83.9 83.9 94.0 51.3 67.2 64.3 69.6
Old : 59.1 83.9 83.9 94.0 51.3 67.2 64.3 69.6
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,664: 24,225 21,609 0 4,541 1,654 4,245 375 290 50 1,985 75: 1,125 1,135
Old : 31,664: 24,225 21,609 0 4,541 1,654 4,245 375 290 50 1,985 75: 1,125 1,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,085: -980 -810 0 -165 0 45 0 -50 0 50 0: -100 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 68.2 0.0 14.3 5.2 13.4 1.2 0.9 0.2 6.3 0.2: 3.6 3.6
Old : 100.0: 76.5 68.2 0.0 14.3 5.2 13.4 1.2 0.9 0.2 6.3 0.2: 3.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 10 0 . . . . . . . .:
Old : 26: 16 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 : 58.4 78.5 79.4 92.8 57.4 73.2 75.4 86.4
Old : 58.4 78.5 79.4 92.8 57.4 73.2 75.4 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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,660: 20,465 18,630 2,805 1,200 1,650 0 1,655 495 0 1,785 325: 1,920 1,920
Old : 27,660: 20,465 18,630 2,805 1,200 1,650 0 1,655 495 0 1,785 325: 1,920 1,920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,110: -825 -660 -155 0 105 0 -320 0 0 0 0: -235 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 67.4 10.1 4.3 6.0 0.0 6.0 1.8 0.0 6.5 1.2: 6.9 6.9
Old : 100.0: 74.0 67.4 10.1 4.3 6.0 0.0 6.0 1.8 0.0 6.5 1.2: 6.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 10 . . . 0 . . 0 . .:
Old : 27: 16 10 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 70.9 73.2 88.6 45.4 69.7 66.3 80.9
Old : 52.3 70.9 73.2 88.6 45.4 69.7 66.3 80.9
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,039: 69,605 99,350 8,285 1,975 5,539 20,945 0 0 3,560 1,170 765: 6,340 6,240
Old : 115,039: 69,605 99,350 8,285 1,975 5,539 20,945 0 0 3,560 1,170 765: 6,340 6,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -4,692: -2,985 -4,875 -1,240 190 235 -725 0 0 190 -95 50: -217 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 86.4 7.2 1.7 4.8 18.2 0.0 0.0 3.1 1.0 0.7: 5.5 5.4
Old : 100.0: 60.5 86.4 7.2 1.7 4.8 18.2 0.0 0.0 3.1 1.0 0.7: 5.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 24 . . . . 0 0 . . .:
Old : 39: 19 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 : 61.3 51.2 85.1 67.8 52.5 50.8 73.2 66.0
Old : 61.3 51.2 85.1 67.8 52.5 50.8 73.2 66.0
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 103,735: 61,668 87,540 1,923 3,175 7,525 24,095 0 0 3,040 0 525: 4,959 4,970
Old : 103,735: 61,668 87,540 1,923 3,175 7,525 24,095 0 0 3,040 0 525: 4,959 4,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -3,963: -1,766 -4,617 -2,080 190 690 -775 0 0 205 0 0: -237 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 84.4 1.9 3.1 7.3 23.2 0.0 0.0 2.9 0.0 0.5: 4.8 4.8
Old : 100.0: 59.4 84.4 1.9 3.1 7.3 23.2 0.0 0.0 2.9 0.0 0.5: 4.8 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 : 37: 17 25 . . . . 0 0 . 0 .:
Old : 37: 17 25 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 45.9 85.8 64.6 58.1 44.1 69.7 58.2
Old : 65.5 45.9 85.8 64.6 58.1 44.1 69.7 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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,920: 18,195 18,630 420 180 960 25 0 125 0 0 0: 1,195 1,025
Old : 20,920: 18,195 18,630 420 180 960 25 0 125 0 0 0: 1,195 1,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -880: -830 -820 50 10 -60 -25 0 0 0 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 89.1 2.0 0.9 4.6 0.1 0.0 0.6 0.0 0.0 0.0: 5.7 4.9
Old : 100.0: 87.0 89.1 2.0 0.9 4.6 0.1 0.0 0.6 0.0 0.0 0.0: 5.7 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 : 20: 16 11 . . . . 0 . 0 0 0:
Old : 20: 16 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 : 58.0 75.4 79.6 88.7 54.4 64.4 64.1 68.8
Old : 58.0 75.4 79.6 88.7 54.4 64.4 64.1 68.8
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,635: 15,205 13,980 0 1,510 470 0 275 0 600 0 0: 360 400
Old : 16,635: 15,205 13,980 0 1,510 470 0 275 0 600 0 0: 360 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -950: -950 -800 0 -115 0 0 -25 0 0 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 84.0 0.0 9.1 2.8 0.0 1.7 0.0 3.6 0.0 0.0: 2.2 2.4
Old : 100.0: 91.4 84.0 0.0 9.1 2.8 0.0 1.7 0.0 3.6 0.0 0.0: 2.2 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 16 10 0 . . 0 . 0 . 0 0:
Old : 22: 16 10 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 73.6 76.2 90.4 47.2 61.4 62.2 68.9
Old : 55.4 73.6 76.2 90.4 47.2 61.4 62.2 68.9
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, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,095: 23,165 18,470 925 3,875 2,090 0 1,550 300 75 275 0: 3,540 3,535
Old : 30,095: 23,165 18,470 925 3,875 2,090 0 1,550 300 75 275 0: 3,540 3,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,090: -855 160 85 -755 -205 0 -225 0 25 75 -50: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 61.4 3.1 12.9 6.9 0.0 5.2 1.0 0.2 0.9 0.0: 11.8 11.7
Old : 100.0: 77.0 61.4 3.1 12.9 6.9 0.0 5.2 1.0 0.2 0.9 0.0: 11.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 14 . . . 0 . . . . 0:
Old : 30: 18 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 : 44.0 38.9 65.6 62.6 37.3 32.0 51.5 47.5
Old : 44.0 38.9 65.6 62.6 37.3 32.0 51.5 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,910: 17,900 13,420 0 4,205 1,620 0 275 125 0 0 0: 3,265 3,265
Old : 22,910: 17,900 13,420 0 4,205 1,620 0 275 125 0 0 0: 3,265 3,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,055: -945 -310 0 -610 -75 0 -25 0 0 0 0: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 58.6 0.0 18.4 7.1 0.0 1.2 0.5 0.0 0.0 0.0: 14.3 14.3
Old : 100.0: 78.1 58.6 0.0 18.4 7.1 0.0 1.2 0.5 0.0 0.0 0.0: 14.3 14.3
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: 14 12 0 . . 0 . . 0 0 0:
Old : 23: 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 : 44.7 46.2 67.0 66.8 36.0 33.2 51.1 49.1
Old : 44.7 46.2 67.0 66.8 36.0 33.2 51.1 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2016