COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,802: 31,083 28,573 8,482 10,077 9,596 5,187 40,618 14,240 43,330 8,762 9,038: 847 898
Old : 121,802: 31,083 28,573 8,482 10,077 9,596 5,187 40,618 14,240 43,330 8,762 9,038: 847 898
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -1,654: 644 607 120 107 -113 -2,986 -2,681 -955 868 1,000 1,029: -261 -648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 23.5 7.0 8.3 7.9 4.3 33.3 11.7 35.6 7.2 7.4: 0.7 0.7
Old : 100.0: 25.5 23.5 7.0 8.3 7.9 4.3 33.3 11.7 35.6 7.2 7.4: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 16 14 . . 5 . 5 5 18 12 22:
Old : 59: 16 14 . . 5 . 5 5 18 12 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 46.7 62.4 69.2 26.8 36.4 42.3 47.5
Old : 41.4 46.7 62.4 69.2 26.8 36.4 42.3 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,261: 2,519 7,181 7 3,766 710 668 2,320 841 10,903 1,398 1,555: 1,058 490
Old : 18,261: 2,519 7,181 7 3,766 710 668 2,320 841 10,903 1,398 1,555: 1,058 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 300: 180 -205 0 150 0 30 240 -30 -80 -15 128: 72 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 39.3 0.0 20.6 3.9 3.7 12.7 4.6 59.7 7.7 8.5: 5.8 2.7
Old : 100.0: 13.8 39.3 0.0 20.6 3.9 3.7 12.7 4.6 59.7 7.7 8.5: 5.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 7 5 . . . . . . 11 5 10:
Old : 32: 7 5 . . . . . . 11 5 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 : 53.6 52.9 65.9 72.6 52.4 47.4 62.7 62.8
Old : 53.6 52.9 65.9 72.6 52.4 47.4 62.7 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,809: 1,312 719 1,143 706 2,214 849 1,168 1,864 482 1,232 1,600: 345 306
Old : 9,809: 1,312 719 1,143 706 2,214 849 1,168 1,864 482 1,232 1,600: 345 306
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 13: -342 -359 -12 -8 6 -24 -71 32 48 148 -41: 345 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 7.3 11.6 7.2 22.6 8.7 11.9 19.0 4.9 12.6 16.3: 3.5 3.1
Old : 100.0: 13.4 7.3 11.6 7.2 22.6 8.7 11.9 19.0 4.9 12.6 16.3: 3.5 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 : 33: 7 7 . . 4 . . . 10 7 11:
Old : 33: 7 7 . . 4 . . . 10 7 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 55.6 76.0 78.0 24.7 22.0 30.0 29.3
Old : 51.2 55.6 76.0 78.0 24.7 22.0 30.0 29.3
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 160,891: 91,650 110,829 11,690 10,907 13,691 21,040 1,516 3,168 6,800 7,777 12,372: 480 631
Old : 160,891: 91,650 110,829 11,690 10,907 13,691 21,040 1,516 3,168 6,800 7,777 12,372: 480 631
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -3,969: -2,873 -3,132 -770 130 259 731 -61 115 -1,389 -241 238: -280 -1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 68.9 7.3 6.8 8.5 13.1 0.9 2.0 4.2 4.8 7.7: 0.3 0.4
Old : 100.0: 57.0 68.9 7.3 6.8 8.5 13.1 0.9 2.0 4.2 4.8 7.7: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 88: 45 47 . . 5 6 4 6 10 11 16:
Old : 88: 45 47 . . 5 6 4 6 10 11 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 30.5 63.7 52.0 34.5 26.1 41.3 37.9
Old : 49.1 30.5 63.7 52.0 34.5 26.1 41.3 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 43,743: 34,392 34,447 2,555 3,419 4,703 0 426 25 1,757 412 311: 0 0
Old : 43,743: 34,392 34,447 2,555 3,419 4,703 0 426 25 1,757 412 311: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 2,168: 1,013 1,352 137 515 1,295 0 50 25 -48 54 52: -306 -1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 78.7 5.8 7.8 10.8 0.0 1.0 0.1 4.0 0.9 0.7: 0.0 0.0
Old : 100.0: 78.6 78.7 5.8 7.8 10.8 0.0 1.0 0.1 4.0 0.9 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 22 . . . 0 . . 4 . .:
Old : 38: 25 22 . . . 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 : 53.5 50.5 76.0 73.3 42.8 32.0 49.9 44.7
Old : 53.5 50.5 76.0 73.3 42.8 32.0 49.9 44.7
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 357,513: 306,945 283,120 22,363 37,140 25,669 1,248 0 0 0 10,296 1,288: 0 0
Old : 357,513: 306,945 283,120 22,363 37,140 25,669 1,248 0 0 0 10,296 1,288: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 9,880: 16,032 14,952 1 2,232 0 0 0 0 0 1,872 0: -6,153 -9,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 79.2 6.3 10.4 7.2 0.3 0.0 0.0 0.0 2.9 0.4: 0.0 0.0
Old : 100.0: 85.9 79.2 6.3 10.4 7.2 0.3 0.0 0.0 0.0 2.9 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 19 . . . . 0 0 0 . .:
Old : 28: 20 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 : 58.1 54.2 79.6 80.8 55.1 43.1 70.2 66.6
Old : 58.1 54.2 79.6 80.8 55.1 43.1 70.2 66.6
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,597,257: 1,280,249 1,320,889 182,300 103,365 29,099 4,294 33,297 63,665 33,312 42,604 4,338: 0 0
Old : 1,597,257: 1,280,249 1,320,889 182,300 103,365 29,099 4,294 33,297 63,665 33,312 42,604 4,338: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 10,319: 10,849 13,584 384 6,651 -147 633 224 -633 0 0 0: -768 -9,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 82.7 11.4 6.5 1.8 0.3 2.1 4.0 2.1 2.7 0.3: 0.0 0.0
Old : 100.0: 80.2 82.7 11.4 6.5 1.8 0.3 2.1 4.0 2.1 2.7 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 35 35 . 4 . . 4 4 . 5 .:
Old : 58: 35 35 . 4 . . 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 : 48.8 43.2 67.9 65.6 39.1 38.5 52.2 51.7
Old : 48.8 43.2 67.9 65.6 39.1 38.5 52.2 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 65,723: 46,999 50,635 7,190 2,645 5,638 1,226 4,348 99 3,944 1,731 627: 0 0
Old : 65,723: 46,999 50,635 7,190 2,645 5,638 1,226 4,348 99 3,944 1,731 627: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 1,374: -43 1,739 186 337 129 458 -68 -41 548 129 137: 0 -988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 77.0 10.9 4.0 8.6 1.9 6.6 0.2 6.0 2.6 1.0: 0.0 0.0
Old : 100.0: 71.5 77.0 10.9 4.0 8.6 1.9 6.6 0.2 6.0 2.6 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 23 . . . . . . 4 . 4:
Old : 41: 22 23 . . . . . . 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 : 54.3 57.3 77.8 79.6 50.2 48.6 68.6 61.6
Old : 54.3 57.3 77.8 79.6 50.2 48.6 68.6 61.6
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 357,204: 190,204 304,463 111,395 0 52,413 0 0 0 2,872 8 320: 0 0
Old : 357,204: 190,204 304,463 111,395 0 52,413 0 0 0 2,872 8 320: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 2,511: 14,020 5,729 -11,509 0 0 0 0 0 0 0 0: 0 -3,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 85.2 31.2 0.0 14.7 0.0 0.0 0.0 0.8 0.0 0.1: 0.0 0.0
Old : 100.0: 53.2 85.2 31.2 0.0 14.7 0.0 0.0 0.0 0.8 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.1 67.8 90.9 87.5 50.6 54.7 62.9 61.7
Old : 68.1 67.8 90.9 87.5 50.6 54.7 62.9 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 443,812: 355,434 367,588 30,604 22,490 43,950 5,192 728 8,632 0 424 0: 0 0
Old : 443,812: 355,434 367,588 30,604 22,490 43,950 5,192 728 8,632 0 424 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 1,076: -3,964 2,989 4,616 0 0 424 0 0 0 424 0: 0 -2,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 82.8 6.9 5.1 9.9 1.2 0.2 1.9 0.0 0.1 0.0: 0.0 0.0
Old : 100.0: 80.1 82.8 6.9 5.1 9.9 1.2 0.2 1.9 0.0 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 24 22 . . . . . . 0 . 0:
Old : 39: 24 22 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 57.8 71.6 79.6 43.6 50.0 61.1 62.7
Old : 46.3 57.8 71.6 79.6 43.6 50.0 61.1 62.7
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,521: 30,092 32,421 2,531 998 1,382 692 387 678 594 0 88: 464 567
Old : 36,521: 30,092 32,421 2,531 998 1,382 692 387 678 594 0 88: 464 567
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -1,381: -1,417 -1,106 40 -531 0 -259 0 255 -42 -82 42: 0 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 88.8 6.9 2.7 3.8 1.9 1.1 1.9 1.6 0.0 0.2: 1.3 1.6
Old : 100.0: 82.4 88.8 6.9 2.7 3.8 1.9 1.1 1.9 1.6 0.0 0.2: 1.3 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 : 42: 27 25 . . . . . . 5 0 .:
Old : 42: 27 25 . . . . . . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 59.9 67.5 79.1 46.8 57.1 61.2 69.9
Old : 49.7 59.9 67.5 79.1 46.8 57.1 61.2 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,657: 36,623 41,825 17,097 12,550 1,260 0 0 0 240 0 0: 437 22
Old : 55,657: 36,623 41,825 17,097 12,550 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 12, 2016 :
: 1,060: 1,060 560 0 500 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 75.1 30.7 22.5 2.3 0.0 0.0 0.0 0.4 0.0 0.0: 0.8 0.0
Old : 100.0: 65.8 75.1 30.7 22.5 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 : 56.1 52.5 71.3 70.1 55.1 47.4 66.6 61.6
Old : 56.1 52.5 71.3 70.1 55.1 47.4 66.6 61.6
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,800: 6,850 6,350 250 0 0 500 1,400 0 150 0 0: 50 50
Old : 7,800: 6,850 6,350 250 0 0 500 1,400 0 150 0 0: 50 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 525: 775 -275 200 0 -200 -250 1,150 -150 100 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 81.4 3.2 0.0 0.0 6.4 17.9 0.0 1.9 0.0 0.0: 0.6 0.6
Old : 100.0: 87.8 81.4 3.2 0.0 0.0 6.4 17.9 0.0 1.9 0.0 0.0: 0.6 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 : 21: 9 10 . 0 0 . . 0 . 0 0:
Old : 21: 9 10 . 0 0 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 71.8 89.4 93.6 64.7 68.6 84.0 86.5
Old : 67.0 71.8 89.4 93.6 64.7 68.6 84.0 86.5
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,146: 59,982 64,510 19,497 17,015 585 950 0 0 922 0 0: 210 36
Old : 82,146: 59,982 64,510 19,497 17,015 585 950 0 0 922 0 0: 210 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 1,629: 1,454 754 -250 500 375 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 78.5 23.7 20.7 0.7 1.2 0.0 0.0 1.1 0.0 0.0: 0.3 0.0
Old : 100.0: 73.0 78.5 23.7 20.7 0.7 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: 31 27 . . . . 0 0 4 0 0:
Old : 48: 31 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 : 52.9 55.9 71.5 74.0 52.5 55.6 68.0 70.6
Old : 52.9 55.9 71.5 74.0 52.5 55.6 68.0 70.6
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,699: 14,896 14,204 0 505 2,595 0 0 0 650 1,275 0: 558 120
Old : 18,699: 14,896 14,204 0 505 2,595 0 0 0 650 1,275 0: 558 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 385: 2,834 265 -240 60 240 0 0 0 0 0 0: -2,449 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 76.0 0.0 2.7 13.9 0.0 0.0 0.0 3.5 6.8 0.0: 3.0 0.6
Old : 100.0: 79.7 76.0 0.0 2.7 13.9 0.0 0.0 0.0 3.5 6.8 0.0: 3.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 13 0 . . 0 0 0 . . 0:
Old : 27: 15 13 0 . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 57.6 73.5 85.0 48.1 54.4 64.0 68.9
Old : 51.8 57.6 73.5 85.0 48.1 54.4 64.0 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 309,112: 215,720 299,368 75,584 0 9,360 2,400 0 0 5,664 0 384: 0 0
Old : 309,112: 215,720 299,368 75,584 0 9,360 2,400 0 0 5,664 0 384: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -2,352: 16,384 -776 0 0 0 0 0 0 0 0 0: -18,736 -1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 96.8 24.5 0.0 3.0 0.8 0.0 0.0 1.8 0.0 0.1: 0.0 0.0
Old : 100.0: 69.8 96.8 24.5 0.0 3.0 0.8 0.0 0.0 1.8 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 15 . 0 . . 0 0 . 0 .:
Old : 29: 19 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 : 44.4 83.2 65.8 93.6 41.5 75.9 58.2 78.1
Old : 44.4 83.2 65.8 93.6 41.5 75.9 58.2 78.1
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,486: 7,147 6,641 70 1,073 472 1,067 0 81 508 1,090 84: 58 46
Old : 9,486: 7,147 6,641 70 1,073 472 1,067 0 81 508 1,090 84: 58 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 334: 1,310 205 0 50 -36 18 -26 -31 0 149 0: -927 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 70.0 0.7 11.3 5.0 11.2 0.0 0.9 5.4 11.5 0.9: 0.6 0.5
Old : 100.0: 75.3 70.0 0.7 11.3 5.0 11.2 0.0 0.9 5.4 11.5 0.9: 0.6 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 : 31: 20 19 . . . . 0 . . . .:
Old : 31: 20 19 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 63.2 60.3 79.1 35.5 51.3 57.6 65.7
Old : 35.6 63.2 60.3 79.1 35.5 51.3 57.6 65.7
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 6,810 6,810 0 4,540 60 1,800 0 0 2,800 0 0: 60 120
Old : 11,530: 6,810 6,810 0 4,540 60 1,800 0 0 2,800 0 0: 60 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 0: 600 775 0 0 0 0 0 0 0 0 0: -600 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 59.1 0.0 39.4 0.5 15.6 0.0 0.0 24.3 0.0 0.0: 0.5 1.0
Old : 100.0: 59.1 59.1 0.0 39.4 0.5 15.6 0.0 0.0 24.3 0.0 0.0: 0.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 13 0 . . . 0 0 . 0 0:
Old : 23: 11 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 62.4 84.1 84.2 55.5 57.1 76.8 68.4
Old : 55.5 62.4 84.1 84.2 55.5 57.1 76.8 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,500: 7,740 7,765 570 2,920 120 800 0 0 1,310 225 450: 510 20
Old : 11,500: 7,740 7,765 570 2,920 120 800 0 0 1,310 225 450: 510 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -150: 280 -50 0 -100 0 0 0 0 -270 0 0: -160 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 67.5 5.0 25.4 1.0 7.0 0.0 0.0 11.4 2.0 3.9: 4.4 0.2
Old : 100.0: 67.3 67.5 5.0 25.4 1.0 7.0 0.0 0.0 11.4 2.0 3.9: 4.4 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 : 23: 11 14 . . . . 0 0 . . .:
Old : 23: 11 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 66.1 85.1 84.2 37.3 44.2 52.6 54.0
Old : 66.6 66.1 85.1 84.2 37.3 44.2 52.6 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,482: 21,147 21,717 2,135 80 2,850 0 0 0 350 1,700 0: 0 135
Old : 26,482: 21,147 21,717 2,135 80 2,850 0 0 0 350 1,700 0: 0 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 150: 2,695 230 -100 0 100 0 0 0 0 0 0: -2,545 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 82.0 8.1 0.3 10.8 0.0 0.0 0.0 1.3 6.4 0.0: 0.0 0.5
Old : 100.0: 79.9 82.0 8.1 0.3 10.8 0.0 0.0 0.0 1.3 6.4 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 : 34: 18 21 . . . 0 0 0 . . 0:
Old : 34: 18 21 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 52.7 72.4 71.7 42.3 48.6 61.1 61.3
Old : 45.4 52.7 72.4 71.7 42.3 48.6 61.1 61.3
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,092: 18,277 17,127 1,125 3,050 2,795 50 0 0 660 75 0: 185 45
Old : 23,092: 18,277 17,127 1,125 3,050 2,795 50 0 0 660 75 0: 185 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 75: -40 1,335 300 0 0 0 0 0 600 0 -600: -185 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 74.2 4.9 13.2 12.1 0.2 0.0 0.0 2.9 0.3 0.0: 0.8 0.2
Old : 100.0: 79.1 74.2 4.9 13.2 12.1 0.2 0.0 0.0 2.9 0.3 0.0: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 19 . . . . 0 0 . . 0:
Old : 31: 20 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 : 42.1 65.9 64.9 86.7 35.8 53.5 52.4 65.0
Old : 42.1 65.9 64.9 86.7 35.8 53.5 52.4 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,583: 17,223 15,967 2,825 3,506 1,685 215 188 80 235 521 0: 320 636
Old : 22,583: 17,223 15,967 2,825 3,506 1,685 215 188 80 235 521 0: 320 636
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 403: 1,783 581 43 -187 0 -172 188 80 -46 -3 -43: -1,242 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 70.7 12.5 15.5 7.5 1.0 0.8 0.4 1.0 2.3 0.0: 1.4 2.8
Old : 100.0: 76.3 70.7 12.5 15.5 7.5 1.0 0.8 0.4 1.0 2.3 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 : 36: 23 23 . . . . . . . . 0:
Old : 36: 23 23 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 60.5 63.1 76.1 37.0 50.7 57.7 63.6
Old : 38.6 60.5 63.1 76.1 37.0 50.7 57.7 63.6
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 56,274: 49,274 44,834 1,123 2,377 3,333 0 222 0 1,681 4,505 858: 5 145
Old : 56,274: 49,274 44,834 1,123 2,377 3,333 0 222 0 1,681 4,505 858: 5 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 279: 314 1,682 0 70 -3 0 0 0 -25 282 203: -210 -1,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 79.7 2.0 4.2 5.9 0.0 0.4 0.0 3.0 8.0 1.5: 0.0 0.3
Old : 100.0: 87.6 79.7 2.0 4.2 5.9 0.0 0.4 0.0 3.0 8.0 1.5: 0.0 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 : 42: 27 23 . . 4 0 . 0 . . .:
Old : 42: 27 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 : 44.8 42.5 64.8 68.2 42.8 41.4 60.0 64.4
Old : 44.8 42.5 64.8 68.2 42.8 41.4 60.0 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 72,434: 61,773 56,065 3,451 2,498 3,204 0 401 301 1,716 8,001 1,954: 35 10
Old : 72,434: 61,773 56,065 3,451 2,498 3,204 0 401 301 1,716 8,001 1,954: 35 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 495: 1,230 3,628 113 140 -248 0 52 -2 65 877 -407: -256 -3,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 77.4 4.8 3.4 4.4 0.0 0.6 0.4 2.4 11.0 2.7: 0.0 0.0
Old : 100.0: 85.3 77.4 4.8 3.4 4.4 0.0 0.6 0.4 2.4 11.0 2.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 31 32 . . 4 0 4 . 4 5 8:
Old : 56: 31 32 . . 4 0 4 . 4 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 42.6 53.9 65.3 37.0 37.9 52.3 55.7
Old : 37.3 42.6 53.9 65.3 37.0 37.9 52.3 55.7
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,895: 38,140 44,325 7,780 2,440 1,130 0 0 0 815 0 0: 30 0
Old : 47,895: 38,140 44,325 7,780 2,440 1,130 0 0 0 815 0 0: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -30: 610 -50 -60 0 20 0 0 0 0 0 0: -600 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 92.5 16.2 5.1 2.4 0.0 0.0 0.0 1.7 0.0 0.0: 0.1 0.0
Old : 100.0: 79.6 92.5 16.2 5.1 2.4 0.0 0.0 0.0 1.7 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.6 95.7 78.0 99.1 55.1 91.8 74.1 92.8
Old : 56.6 95.7 78.0 99.1 55.1 91.8 74.1 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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,680: 43,420 50,600 8,945 3,250 830 50 0 0 1,405 0 0: 30 0
Old : 54,680: 43,420 50,600 8,945 3,250 830 50 0 0 1,405 0 0: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 10: 935 10 0 0 0 0 0 0 0 0 0: -925 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 92.5 16.4 5.9 1.5 0.1 0.0 0.0 2.6 0.0 0.0: 0.1 0.0
Old : 100.0: 79.4 92.5 16.4 5.9 1.5 0.1 0.0 0.0 2.6 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 352,877: 260,526 304,864 38,299 13,471 12,766 0 816 0 38,567 18,241 2,719: 0 0
Old : 352,877: 260,526 304,864 38,299 13,471 12,766 0 816 0 38,567 18,241 2,719: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 4,214: 20,631 4,598 2,671 0 0 0 0 0 -6,141 0 -384: -12,563 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 86.4 10.9 3.8 3.6 0.0 0.2 0.0 10.9 5.2 0.8: 0.0 0.0
Old : 100.0: 73.8 86.4 10.9 3.8 3.6 0.0 0.2 0.0 10.9 5.2 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 26 . . . 0 . 0 4 . .:
Old : 42: 25 26 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 46.6 68.1 67.2 40.1 44.4 61.8 61.5
Old : 43.8 46.6 68.1 67.2 40.1 44.4 61.8 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,799: 21,076 20,635 636 840 1,041 253 462 807 1,868 1,746 992: 126 276
Old : 26,799: 21,076 20,635 636 840 1,041 253 462 807 1,868 1,746 992: 126 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 395: 1,813 596 128 -21 -2 -21 41 21 246 187 -364: -1,426 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 77.0 2.4 3.1 3.9 0.9 1.7 3.0 7.0 6.5 3.7: 0.5 1.0
Old : 100.0: 78.6 77.0 2.4 3.1 3.9 0.9 1.7 3.0 7.0 6.5 3.7: 0.5 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 : 45: 22 29 . . . . . . . . 5:
Old : 45: 22 29 . . . . . . . . 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 : 44.1 44.6 69.5 58.9 40.5 44.2 62.8 55.9
Old : 44.1 44.6 69.5 58.9 40.5 44.2 62.8 55.9
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,171: 19,916 32,601 12,541 0 0 77 154 0 510 289 127: 0 0
Old : 33,171: 19,916 32,601 12,541 0 0 77 154 0 510 289 127: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -2: 408 332 -358 0 0 0 0 0 0 -334 0: -52 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 98.3 37.8 0.0 0.0 0.2 0.5 0.0 1.5 0.9 0.4: 0.0 0.0
Old : 100.0: 60.0 98.3 37.8 0.0 0.0 0.2 0.5 0.0 1.5 0.9 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 69.4 79.7 93.0 95.9 67.7 78.3 81.0 83.1
Old : 69.4 79.7 93.0 95.9 67.7 78.3 81.0 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 297,411: 237,766 253,522 48,865 14,685 10,020 760 19,184 0 0 0 0: 0 0
Old : 297,411: 237,766 253,522 48,865 14,685 10,020 760 19,184 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 12, 2016 :
: 1,926: 5,096 13,574 0 -2,280 0 760 0 0 0 0 0: -3,930 -9,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 85.2 16.4 4.9 3.4 0.3 6.5 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.9 85.2 16.4 4.9 3.4 0.3 6.5 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 : 29: 16 15 . . . . . 0 0 0 0:
Old : 29: 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 : 66.3 70.8 81.8 85.7 59.1 65.6 68.3 73.6
Old : 66.3 70.8 81.8 85.7 59.1 65.6 68.3 73.6
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,758: 18,229 20,720 3,368 0 403 359 1,018 0 252 129 0: 147 488
Old : 22,758: 18,229 20,720 3,368 0 403 359 1,018 0 252 129 0: 147 488
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 272: 272 1,507 0 0 0 0 0 0 0 0 0: 0 -1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 91.0 14.8 0.0 1.8 1.6 4.5 0.0 1.1 0.6 0.0: 0.6 2.1
Old : 100.0: 80.1 91.0 14.8 0.0 1.8 1.6 4.5 0.0 1.1 0.6 0.0: 0.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 18 . 0 . . . 0 . . 0:
Old : 28: 17 18 . 0 . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 77.3 80.1 87.7 54.8 72.4 69.4 76.3
Old : 62.4 77.3 80.1 87.7 54.8 72.4 69.4 76.3
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,743: 8,131 9,533 1,823 935 82 1,017 178 0 649 129 680: 361 1,206
Old : 12,743: 8,131 9,533 1,823 935 82 1,017 178 0 649 129 680: 361 1,206
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -23: 476 -115 0 0 0 0 92 0 0 0 0: -499 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 74.8 14.3 7.3 0.6 8.0 1.4 0.0 5.1 1.0 5.3: 2.8 9.5
Old : 100.0: 63.8 74.8 14.3 7.3 0.6 8.0 1.4 0.0 5.1 1.0 5.3: 2.8 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.4 51.0 72.6 74.4 38.3 42.8 55.8 59.8
Old : 52.4 51.0 72.6 74.4 38.3 42.8 55.8 59.8
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 155,359: 120,274 115,500 26,019 34,264 793 5,569 0 0 800 2,898 1,520: 384 384
Old : 155,359: 120,274 115,500 26,019 34,264 793 5,569 0 0 800 2,898 1,520: 384 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -4,680: -1,175 5,472 0 -384 0 0 0 0 0 -376 0: -3,505 -9,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 74.3 16.7 22.1 0.5 3.6 0.0 0.0 0.5 1.9 1.0: 0.2 0.2
Old : 100.0: 77.4 74.3 16.7 22.1 0.5 3.6 0.0 0.0 0.5 1.9 1.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 12 14 . . . . 0 0 . . .:
Old : 29: 12 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 : 62.7 61.6 80.7 84.2 55.5 61.1 72.6 74.7
Old : 62.7 61.6 80.7 84.2 55.5 61.1 72.6 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 18,003: 14,360 9,960 1,825 3,569 969 0 1,910 43 129 683 296: 381 573
Old : 18,003: 14,360 9,960 1,825 3,569 969 0 1,910 43 129 683 296: 381 573
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 42: 170 760 65 0 -21 0 0 0 -86 50 40: -126 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 55.3 10.1 19.8 5.4 0.0 10.6 0.2 0.7 3.8 1.6: 2.1 3.2
Old : 100.0: 79.8 55.3 10.1 19.8 5.4 0.0 10.6 0.2 0.7 3.8 1.6: 2.1 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 : 34: 20 22 . . . 0 . . . . .:
Old : 34: 20 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 : 59.1 41.2 77.3 60.7 52.5 39.7 63.4 52.5
Old : 59.1 41.2 77.3 60.7 52.5 39.7 63.4 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 200,151: 160,873 123,706 32,212 62,373 6,274 0 6,630 408 384 760 0: 0 0
Old : 200,151: 160,873 123,706 32,212 62,373 6,274 0 6,630 408 384 760 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 3,856: 5,443 10,494 408 0 -408 0 -800 0 384 0 0: -1,971 -5,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 61.8 16.1 31.2 3.1 0.0 3.3 0.2 0.2 0.4 0.0: 0.0 0.0
Old : 100.0: 80.4 61.8 16.1 31.2 3.1 0.0 3.3 0.2 0.2 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 . . . 0 . . . . 0:
Old : 31: 18 17 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 63.9 80.5 81.6 40.2 49.6 52.6 57.0
Old : 60.4 63.9 80.5 81.6 40.2 49.6 52.6 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,900: 7,600 9,145 2,090 0 50 0 300 0 100 375 0: 60 30
Old : 9,900: 7,600 9,145 2,090 0 50 0 300 0 100 375 0: 60 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 10: 85 260 0 0 0 0 0 0 0 0 0: -75 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 92.4 21.1 0.0 0.5 0.0 3.0 0.0 1.0 3.8 0.0: 0.6 0.3
Old : 100.0: 76.8 92.4 21.1 0.0 0.5 0.0 3.0 0.0 1.0 3.8 0.0: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . 0 . 0 . 0 . . 0:
Old : 23: 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 : 60.5 79.5 83.9 91.8 37.1 56.9 58.0 65.7
Old : 60.5 79.5 83.9 91.8 37.1 56.9 58.0 65.7
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 24,088: 10,215 18,638 8,963 0 4,606 304 385 0 0 459 0: 0 0
Old : 24,088: 10,215 18,638 8,963 0 4,606 304 385 0 0 459 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 404: 450 350 -46 0 0 0 0 0 0 54 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 77.4 37.2 0.0 19.1 1.3 1.6 0.0 0.0 1.9 0.0: 0.0 0.0
Old : 100.0: 42.4 77.4 37.2 0.0 19.1 1.3 1.6 0.0 0.0 1.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 16 . 0 . . . 0 0 . 0:
Old : 28: 17 16 . 0 . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.7 48.2 91.1 75.5 57.2 40.6 61.9 55.7
Old : 81.7 48.2 91.1 75.5 57.2 40.6 61.9 55.7
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 243,302: 139,782 159,086 28,401 9,097 75,119 0 0 0 0 0 0: 0 0
Old : 243,302: 139,782 159,086 28,401 9,097 75,119 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 12, 2016 :
: 11,577: 11,577 3,897 -2,447 9,097 2,447 0 0 0 0 0 0: 0 -3,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 65.4 11.7 3.7 30.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 57.5 65.4 11.7 3.7 30.9 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 : 22: 14 13 . . . 0 0 0 0 0 0:
Old : 22: 14 13 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 69.4 93.6 89.0 49.4 42.4 56.1 55.6
Old : 79.8 69.4 93.6 89.0 49.4 42.4 56.1 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,215: 10,465 6,755 150 3,130 0 0 1,300 0 420 0 0: 180 30
Old : 11,215: 10,465 6,755 150 3,130 0 0 1,300 0 420 0 0: 180 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 60.2 1.3 27.9 0.0 0.0 11.6 0.0 3.7 0.0 0.0: 1.6 0.3
Old : 100.0: 93.3 60.2 1.3 27.9 0.0 0.0 11.6 0.0 3.7 0.0 0.0: 1.6 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: 13 11 . . 0 0 . 0 . 0 0:
Old : 20: 13 11 . . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 76.9 83.6 93.0 62.9 73.1 77.3 87.5
Old : 67.1 76.9 83.6 93.0 62.9 73.1 77.3 87.5
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,405: 12,410 7,310 150 2,585 45 0 3,130 0 425 110 175: 200 50
Old : 13,405: 12,410 7,310 150 2,585 45 0 3,130 0 425 110 175: 200 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 340: 350 885 0 -140 15 0 0 0 0 0 0: -25 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 54.5 1.1 19.3 0.3 0.0 23.3 0.0 3.2 0.8 1.3: 1.5 0.4
Old : 100.0: 92.6 54.5 1.1 19.3 0.3 0.0 23.3 0.0 3.2 0.8 1.3: 1.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 12 . . . 0 . 0 . . .:
Old : 24: 15 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 : 64.5 74.4 81.5 89.9 59.6 71.0 73.7 83.2
Old : 64.5 74.4 81.5 89.9 59.6 71.0 73.7 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 711,272: 420,238 362,536 6,155 56,801 95,109 0 33,246 33,080 37,922 13,671 116,828: 1,939 0
Old : 711,272: 420,238 362,536 6,155 56,801 95,109 0 33,246 33,080 37,922 13,671 116,828: 1,939 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 2,735: -2,350 5,916 -384 10,959 -212 0 -1,393 -165 -2,461 -21,121 8,752: -444 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 51.0 0.9 8.0 13.4 0.0 4.7 4.7 5.3 1.9 16.4: 0.3 0.0
Old : 100.0: 59.1 51.0 0.9 8.0 13.4 0.0 4.7 4.7 5.3 1.9 16.4: 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 : 60.7 58.4 82.8 88.4 23.6 27.1 28.5 30.9
Old : 60.7 58.4 82.8 88.4 23.6 27.1 28.5 30.9
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,820: 16,550 8,045 975 9,670 1,085 0 0 0 0 0 0: 210 20
Old : 18,820: 16,550 8,045 975 9,670 1,085 0 0 0 0 0 0: 210 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -50: 50 25 0 50 -50 0 0 0 0 0 0: -50 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 42.7 5.2 51.4 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.1
Old : 100.0: 87.9 42.7 5.2 51.4 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 11 . . . 0 0 0 0 0 0:
Old : 25: 14 11 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 81.4 90.6 95.3 64.0 78.9 83.1 88.2
Old : 67.2 81.4 90.6 95.3 64.0 78.9 83.1 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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,191: 12,476 17,821 7,325 2,900 1,320 900 0 50 0 100 0: 120 0
Old : 22,191: 12,476 17,821 7,325 2,900 1,320 900 0 50 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 12, 2016 :
: 120: -30 70 150 0 0 -50 0 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 80.3 33.0 13.1 5.9 4.1 0.0 0.2 0.0 0.5 0.0: 0.5 0.0
Old : 100.0: 56.2 80.3 33.0 13.1 5.9 4.1 0.0 0.2 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 13 . . 4 . 0 . 0 . 0:
Old : 29: 15 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 : 71.2 77.6 85.2 92.0 66.6 73.4 78.7 84.3
Old : 71.2 77.6 85.2 92.0 66.6 73.4 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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 12, 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: 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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,865: 17,025 20,615 4,520 80 1,220 0 600 0 0 300 0: 100 50
Old : 22,865: 17,025 20,615 4,520 80 1,220 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 12, 2016 :
: 190: 565 90 -395 80 20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 90.2 19.8 0.3 5.3 0.0 2.6 0.0 0.0 1.3 0.0: 0.4 0.2
Old : 100.0: 74.5 90.2 19.8 0.3 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 : 28: 14 13 . . . 0 . 0 0 . 0:
Old : 28: 14 13 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 79.3 90.5 90.3 66.4 76.0 80.1 81.9
Old : 70.9 79.3 90.5 90.3 66.4 76.0 80.1 81.9
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,090: 13,180 15,735 2,925 230 925 0 200 0 0 0 0: 60 0
Old : 17,090: 13,180 15,735 2,925 230 925 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 12, 2016 :
: 95: 0 0 150 150 -55 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 92.1 17.1 1.3 5.4 0.0 1.2 0.0 0.0 0.0 0.0: 0.4 0.0
Old : 100.0: 77.1 92.1 17.1 1.3 5.4 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 : 68.7 86.0 88.9 97.4 64.1 82.5 83.5 90.0
Old : 68.7 86.0 88.9 97.4 64.1 82.5 83.5 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 14,295 19,120 4,200 0 1,020 0 0 0 340 0 60: 345 60
Old : 20,260: 14,295 19,120 4,200 0 1,020 0 0 0 340 0 60: 345 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 0: 300 0 0 0 0 0 0 0 0 0 0: -300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 94.4 20.7 0.0 5.0 0.0 0.0 0.0 1.7 0.0 0.3: 1.7 0.3
Old : 100.0: 70.6 94.4 20.7 0.0 5.0 0.0 0.0 0.0 1.7 0.0 0.3: 1.7 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 : 21: 15 10 . 0 . 0 0 0 . 0 .:
Old : 21: 15 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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 15,312 19,217 2,690 0 2,710 200 0 0 710 0 40: 365 60
Old : 22,027: 15,312 19,217 2,690 0 2,710 200 0 0 710 0 40: 365 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 0: 300 0 0 0 0 0 0 0 0 0 0: -300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 87.2 12.2 0.0 12.3 0.9 0.0 0.0 3.2 0.0 0.2: 1.7 0.3
Old : 100.0: 69.5 87.2 12.2 0.0 12.3 0.9 0.0 0.0 3.2 0.0 0.2: 1.7 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 : 22: 15 10 . 0 . . 0 0 . 0 .:
Old : 22: 15 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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 114,090: 89,612 95,550 5,828 1,955 14,150 1,710 150 80 2,425 1,745 285: 0 175
Old : 114,090: 89,612 95,550 5,828 1,955 14,150 1,710 150 80 2,425 1,745 285: 0 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 3,105: 2,850 3,955 145 0 155 0 0 0 0 -125 110: -155 -990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 83.7 5.1 1.7 12.4 1.5 0.1 0.1 2.1 1.5 0.2: 0.0 0.2
Old : 100.0: 78.5 83.7 5.1 1.7 12.4 1.5 0.1 0.1 2.1 1.5 0.2: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 32 26 4 . 4 . . . . . .:
Old : 49: 32 26 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 : 38.3 41.8 59.4 69.9 32.1 36.6 46.1 51.1
Old : 38.3 41.8 59.4 69.9 32.1 36.6 46.1 51.1
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 126,241: 97,061 104,505 11,440 1,815 13,345 1,883 2,115 957 1,050 2,810 495: 10 199
Old : 126,241: 97,061 104,505 11,440 1,815 13,345 1,883 2,115 957 1,050 2,810 495: 10 199
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 2,130: 1,430 3,095 590 10 60 50 -120 0 0 0 0: 0 -915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 82.8 9.1 1.4 10.6 1.5 1.7 0.8 0.8 2.2 0.4: 0.0 0.2
Old : 100.0: 76.9 82.8 9.1 1.4 10.6 1.5 1.7 0.8 0.8 2.2 0.4: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 36 33 4 . . . 4 . . . .:
Old : 54: 36 33 4 . . . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 44.8 60.2 68.3 31.7 40.0 46.2 55.0
Old : 42.2 44.8 60.2 68.3 31.7 40.0 46.2 55.0
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 173,004: 119,734 132,316 26,126 8,076 6,221 6,023 7,106 5,649 5,050 9,490 4,118: 83 28
Old : 173,004: 119,734 132,316 26,126 8,076 6,221 6,023 7,106 5,649 5,050 9,490 4,118: 83 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -1,686: -611 -550 1,404 807 -214 299 464 -235 -440 -228 -685: -1,204 -1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 76.5 15.1 4.7 3.6 3.5 4.1 3.3 2.9 5.5 2.4: 0.0 0.0
Old : 100.0: 69.2 76.5 15.1 4.7 3.6 3.5 4.1 3.3 2.9 5.5 2.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 77: 41 41 5 . 5 5 . 5 4 11 10:
Old : 77: 41 41 5 . 5 5 . 5 4 11 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 : 37.2 56.0 53.0 69.6 35.3 51.2 49.8 58.5
Old : 37.2 56.0 53.0 69.6 35.3 51.2 49.8 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,665: 104,790 107,837 6,940 5,414 5,787 3,115 0 920 1,515 3,167 540: 58 0
Old : 123,665: 104,790 107,837 6,940 5,414 5,787 3,115 0 920 1,515 3,167 540: 58 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 253: 1,835 1,145 -787 -794 525 55 0 20 0 157 0: -1,395 -800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 87.2 5.6 4.4 4.7 2.5 0.0 0.7 1.2 2.6 0.4: 0.0 0.0
Old : 100.0: 84.7 87.2 5.6 4.4 4.7 2.5 0.0 0.7 1.2 2.6 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 34 33 . . 4 . 0 . . 4 .:
Old : 51: 34 33 . . 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 : 30.7 63.9 47.0 79.5 29.5 56.8 43.5 65.8
Old : 30.7 63.9 47.0 79.5 29.5 56.8 43.5 65.8
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,050: 33,350 26,420 725 8,145 2,075 810 900 0 580 0 510: 0 0
Old : 38,050: 33,350 26,420 725 8,145 2,075 810 900 0 580 0 510: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -100: 850 75 0 -100 0 -50 0 0 0 0 0: -900 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 69.4 1.9 21.4 5.5 2.1 2.4 0.0 1.5 0.0 1.3: 0.0 0.0
Old : 100.0: 87.6 69.4 1.9 21.4 5.5 2.1 2.4 0.0 1.5 0.0 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 11 . . . . . 0 . 0 .:
Old : 30: 20 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 90.1 77.0 97.1 58.8 86.4 73.2 87.7
Old : 59.8 90.1 77.0 97.1 58.8 86.4 73.2 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,180: 28,215 27,675 700 2,045 4,005 50 200 50 935 0 205: 20 0
Old : 34,180: 28,215 27,675 700 2,045 4,005 50 200 50 935 0 205: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -85: 940 40 0 -25 0 0 0 0 -125 0 0: -900 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 81.0 2.0 6.0 11.7 0.1 0.6 0.1 2.7 0.0 0.6: 0.1 0.0
Old : 100.0: 82.5 81.0 2.0 6.0 11.7 0.1 0.6 0.1 2.7 0.0 0.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 9 . . . . . . . 0 .:
Old : 29: 20 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 : 60.1 91.8 78.8 97.1 56.4 80.3 69.8 81.8
Old : 60.1 91.8 78.8 97.1 56.4 80.3 69.8 81.8
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,323: 30,150 27,285 250 4,239 2,304 1,000 0 300 50 0 0: 269 195
Old : 34,323: 30,150 27,285 250 4,239 2,304 1,000 0 300 50 0 0: 269 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 900: 1,850 710 -150 765 -575 0 0 0 0 0 0: -225 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 79.5 0.7 12.4 6.7 2.9 0.0 0.9 0.1 0.0 0.0: 0.8 0.6
Old : 100.0: 87.8 79.5 0.7 12.4 6.7 2.9 0.0 0.9 0.1 0.0 0.0: 0.8 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: 25 25 . . . . 0 . . 0 0:
Old : 35: 25 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 : 43.1 53.4 60.8 74.0 38.6 47.8 52.0 62.0
Old : 43.1 53.4 60.8 74.0 38.6 47.8 52.0 62.0
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,453: 11,988 11,498 940 1,505 1,300 0 0 0 225 0 0: 0 150
Old : 14,453: 11,988 11,498 940 1,505 1,300 0 0 0 225 0 0: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 420: 770 480 300 0 0 0 0 0 0 0 0: -650 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 79.6 6.5 10.4 9.0 0.0 0.0 0.0 1.6 0.0 0.0: 0.0 1.0
Old : 100.0: 82.9 79.6 6.5 10.4 9.0 0.0 0.0 0.0 1.6 0.0 0.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 14 . . . 0 0 0 . 0 0:
Old : 22: 17 14 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 71.6 59.6 89.5 26.8 62.6 47.3 66.2
Old : 31.1 71.6 59.6 89.5 26.8 62.6 47.3 66.2
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 237,664: 182,617 136,525 0 64,488 31,516 18,675 0 4,242 149 535 359: 107 0
Old : 237,664: 182,617 136,525 0 64,488 31,516 18,675 0 4,242 149 535 359: 107 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -11,759: -14,338 -13,492 0 -869 2,636 43 0 -70 -66 0 37: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 57.4 0.0 27.1 13.3 7.9 0.0 1.8 0.1 0.2 0.2: 0.0 0.0
Old : 100.0: 76.8 57.4 0.0 27.1 13.3 7.9 0.0 1.8 0.1 0.2 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.8 79.6 78.0 93.8 30.0 42.3 38.2 44.2
Old : 54.8 79.6 78.0 93.8 30.0 42.3 38.2 44.2
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,103,047: 2,386,394 1,466,846 0 1,296,458 293,873 392,770 0 30,010 0 15,860 0: 0 0
Old : 3,103,047: 2,386,394 1,466,846 0 1,296,458 293,873 392,770 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 12, 2016 :
: -276,981: -284,994 -310,266 0 25,272 8,013 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 47.3 0.0 41.8 9.5 12.7 0.0 1.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 76.9 47.3 0.0 41.8 9.5 12.7 0.0 1.0 0.0 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 65.3 81.8 83.7 90.1 53.5 60.6 62.6 65.3
Old : 65.3 81.8 83.7 90.1 53.5 60.6 62.6 65.3
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 734,793 856,474 191,755 70,074 112,774 0 0 0 0 0 0: 0 0
Old : 1,039,322: 734,793 856,474 191,755 70,074 112,774 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 12, 2016 :
: 0: 0 46,800 0 -46,800 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 82.4 18.5 6.7 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 70.7 82.4 18.5 6.7 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 41.5 64.3 57.3 67.1
Old : 62.6 79.5 81.7 95.2 41.5 64.3 57.3 67.1
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,096: 87,696 59,136 8,232 35,280 0 0 1,680 0 0 0 0: 168 0
Old : 96,096: 87,696 59,136 8,232 35,280 0 0 1,680 0 0 0 0: 168 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,662: 20,866 17,660 1,715 4,727 2,621 60 1,640 125 2,306 1,232 527: 442 130
Old : 28,662: 20,866 17,660 1,715 4,727 2,621 60 1,640 125 2,306 1,232 527: 442 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 756: 732 551 163 692 -57 0 25 0 157 249 -39: -200 -665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 61.6 6.0 16.5 9.1 0.2 5.7 0.4 8.0 4.3 1.8: 1.5 0.5
Old : 100.0: 72.8 61.6 6.0 16.5 9.1 0.2 5.7 0.4 8.0 4.3 1.8: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 19 . . 4 . . . . . 4:
Old : 40: 23 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 : 46.1 38.0 69.1 60.6 41.6 36.8 58.9 56.9
Old : 46.1 38.0 69.1 60.6 41.6 36.8 58.9 56.9
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,827: 16,998 15,610 1,266 4,485 529 360 0 0 1,151 0 173: 350 30
Old : 20,827: 16,998 15,610 1,266 4,485 529 360 0 0 1,151 0 173: 350 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 992: 2,099 1,644 0 -225 0 0 0 0 -360 0 123: -870 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 75.0 6.1 21.5 2.5 1.7 0.0 0.0 5.5 0.0 0.8: 1.7 0.1
Old : 100.0: 81.6 75.0 6.1 21.5 2.5 1.7 0.0 0.0 5.5 0.0 0.8: 1.7 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 : 33: 20 20 . . 4 . 0 0 . 0 .:
Old : 33: 20 20 . . 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 : 51.4 49.5 71.5 74.0 46.8 49.5 62.6 66.3
Old : 51.4 49.5 71.5 74.0 46.8 49.5 62.6 66.3
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,744: 33,617 19,376 1,568 12,873 491 50 4,012 45 1,520 785 1,122: 331 40
Old : 38,744: 33,617 19,376 1,568 12,873 491 50 4,012 45 1,520 785 1,122: 331 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -278: 3,587 174 30 -198 -200 0 27 0 -547 0 83: -3,231 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 50.0 4.0 33.2 1.3 0.1 10.4 0.1 3.9 2.0 2.9: 0.9 0.1
Old : 100.0: 86.8 50.0 4.0 33.2 1.3 0.1 10.4 0.1 3.9 2.0 2.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 26 23 . . . . . . . . .:
Old : 42: 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 : 50.7 53.5 67.8 74.3 47.2 53.4 61.0 69.4
Old : 50.7 53.5 67.8 74.3 47.2 53.4 61.0 69.4
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,455: 19,057 13,110 0 7,118 1,170 250 0 30 371 25 2: 575 0
Old : 21,455: 19,057 13,110 0 7,118 1,170 250 0 30 371 25 2: 575 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 325: 877 503 0 227 -10 0 0 0 333 0 -10: -865 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 61.1 0.0 33.2 5.5 1.2 0.0 0.1 1.7 0.1 0.0: 2.7 0.0
Old : 100.0: 88.8 61.1 0.0 33.2 5.5 1.2 0.0 0.1 1.7 0.1 0.0: 2.7 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 : 32: 23 18 0 4 4 . 0 . . . .:
Old : 32: 23 18 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 : 49.3 52.7 67.7 82.9 37.4 45.9 54.1 67.2
Old : 49.3 52.7 67.7 82.9 37.4 45.9 54.1 67.2
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,567: 16,539 17,244 3,575 1,589 2,795 0 420 0 0 993 526: 132 0
Old : 23,567: 16,539 17,244 3,575 1,589 2,795 0 420 0 0 993 526: 132 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 8: 556 1,571 163 464 -711 0 0 0 0 -70 0: 0 -1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 73.2 15.2 6.7 11.9 0.0 1.8 0.0 0.0 4.2 2.2: 0.6 0.0
Old : 100.0: 70.2 73.2 15.2 6.7 11.9 0.0 1.8 0.0 0.0 4.2 2.2: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 15 . . . 0 . 0 0 . .:
Old : 29: 17 15 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 48.5 78.9 70.5 51.1 42.8 71.1 61.2
Old : 51.1 48.5 78.9 70.5 51.1 42.8 71.1 61.2
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,184: 13,556 11,865 1,474 2,816 939 0 150 0 0 201 105: 110 108
Old : 16,184: 13,556 11,865 1,474 2,816 939 0 150 0 0 201 105: 110 108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 613: 613 943 0 300 0 0 0 0 0 0 0: 0 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 73.3 9.1 17.4 5.8 0.0 0.9 0.0 0.0 1.2 0.6: 0.7 0.7
Old : 100.0: 83.8 73.3 9.1 17.4 5.8 0.0 0.9 0.0 0.0 1.2 0.6: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 13 . . 4 0 . 0 0 . .:
Old : 27: 13 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 : 61.4 54.7 83.0 79.4 60.8 51.9 79.4 74.4
Old : 61.4 54.7 83.0 79.4 60.8 51.9 79.4 74.4
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,023: 35,619 30,239 1,240 6,514 1,395 100 300 300 0 200 0: 369 75
Old : 39,023: 35,619 30,239 1,240 6,514 1,395 100 300 300 0 200 0: 369 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 355: 860 -75 50 490 -220 0 300 0 -360 0 0: 25 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 77.5 3.2 16.7 3.6 0.3 0.8 0.8 0.0 0.5 0.0: 0.9 0.2
Old : 100.0: 91.3 77.5 3.2 16.7 3.6 0.3 0.8 0.8 0.0 0.5 0.0: 0.9 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 : 38: 27 23 . . . . . . 0 . 0:
Old : 38: 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 : 48.1 51.5 68.6 70.7 46.0 48.2 62.9 62.7
Old : 48.1 51.5 68.6 70.7 46.0 48.2 62.9 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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,409: 13,770 12,714 965 3,035 460 0 0 0 442 0 32: 740 168
Old : 16,409: 13,770 12,714 965 3,035 460 0 0 0 442 0 32: 740 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 305: 480 2,445 0 300 -175 0 0 0 0 0 0: 0 -2,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 77.5 5.9 18.5 2.8 0.0 0.0 0.0 2.7 0.0 0.2: 4.5 1.0
Old : 100.0: 83.9 77.5 5.9 18.5 2.8 0.0 0.0 0.0 2.7 0.0 0.2: 4.5 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 : 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 : 42.4 75.6 64.3 88.2 38.5 68.5 57.7 75.8
Old : 42.4 75.6 64.3 88.2 38.5 68.5 57.7 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 14,562: 11,820 10,945 670 2,644 955 0 0 0 1,069 0 18: 30 0
Old : 14,562: 11,820 10,945 670 2,644 955 0 0 0 1,069 0 18: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 641: 655 955 0 300 -14 0 0 0 0 0 0: 0 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 75.2 4.6 18.2 6.6 0.0 0.0 0.0 7.3 0.0 0.1: 0.2 0.0
Old : 100.0: 81.2 75.2 4.6 18.2 6.6 0.0 0.0 0.0 7.3 0.0 0.1: 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 : 28: 20 16 . . . 0 0 0 . 0 .:
Old : 28: 20 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 : 39.7 71.0 65.1 87.4 35.9 63.3 57.8 70.2
Old : 39.7 71.0 65.1 87.4 35.9 63.3 57.8 70.2
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,165: 34,719 39,804 7,250 1,650 1,915 0 0 0 0 200 0: 3,281 3,596
Old : 47,165: 34,719 39,804 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 12, 2016 :
: 120: 120 120 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 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: 73.6 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 : 77.4 52.5 89.7 78.4 77.0 47.3 80.5 69.4
Old : 77.4 52.5 89.7 78.4 77.0 47.3 80.5 69.4
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,403: 31,103 33,748 5,850 3,010 1,200 0 0 0 0 0 0: 3,250 3,445
Old : 41,403: 31,103 33,748 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 12, 2016 :
: 120: 120 120 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 81.5 14.1 7.3 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 7.8 8.3
Old : 100.0: 75.1 81.5 14.1 7.3 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 7.8 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 : 75.6 47.3 88.5 78.1 75.1 39.6 78.9 68.7
Old : 75.6 47.3 88.5 78.1 75.1 39.6 78.9 68.7
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,275: 20,470 8,455 1,710 0 555 0 9,395 25 0 5,250 425: 2,090 1,170
Old : 25,275: 20,470 8,455 1,710 0 555 0 9,395 25 0 5,250 425: 2,090 1,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 1,255: -300 375 1,710 -15 -135 0 0 0 0 1,050 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 33.5 6.8 0.0 2.2 0.0 37.2 0.1 0.0 20.8 1.7: 8.3 4.6
Old : 100.0: 81.0 33.5 6.8 0.0 2.2 0.0 37.2 0.1 0.0 20.8 1.7: 8.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 13 . 0 . 0 . . 0 4 .:
Old : 26: 14 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 : 61.6 71.4 79.3 83.2 42.1 59.2 58.3 67.4
Old : 61.6 71.4 79.3 83.2 42.1 59.2 58.3 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,815: 19,440 7,830 935 0 310 0 9,085 0 0 4,230 25: 2,105 1,335
Old : 22,815: 19,440 7,830 935 0 310 0 9,085 0 0 4,230 25: 2,105 1,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 470: -180 300 630 0 -75 0 0 0 0 150 0: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 34.3 4.1 0.0 1.4 0.0 39.8 0.0 0.0 18.5 0.1: 9.2 5.9
Old : 100.0: 85.2 34.3 4.1 0.0 1.4 0.0 39.8 0.0 0.0 18.5 0.1: 9.2 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 : 23: 13 10 . 0 . 0 . 0 0 . .:
Old : 23: 13 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 : 60.9 73.5 79.5 86.0 44.5 62.1 57.9 69.8
Old : 60.9 73.5 79.5 86.0 44.5 62.1 57.9 69.8
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,498: 13,334 20,455 2,251 0 1,976 1,595 0 430 3,425 150 0: 1,487 1,487
Old : 24,498: 13,334 20,455 2,251 0 1,976 1,595 0 430 3,425 150 0: 1,487 1,487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -125: -300 -50 250 0 -125 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 83.5 9.2 0.0 8.1 6.5 0.0 1.8 14.0 0.6 0.0: 6.1 6.1
Old : 100.0: 54.4 83.5 9.2 0.0 8.1 6.5 0.0 1.8 14.0 0.6 0.0: 6.1 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 : 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 : 52.3 84.7 79.7 91.9 44.3 76.0 68.9 78.0
Old : 52.3 84.7 79.7 91.9 44.3 76.0 68.9 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,386: 11,001 17,031 632 0 2,843 1,685 0 240 3,550 0 0: 1,435 1,272
Old : 21,386: 11,001 17,031 632 0 2,843 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 12, 2016 :
: -50: -225 150 375 0 -200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 79.6 3.0 0.0 13.3 7.9 0.0 1.1 16.6 0.0 0.0: 6.7 5.9
Old : 100.0: 51.4 79.6 3.0 0.0 13.3 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 : 22: 15 9 . 0 . . 0 . . 0 0:
Old : 22: 15 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 : 50.4 86.2 76.3 92.6 42.1 69.0 60.8 70.1
Old : 50.4 86.2 76.3 92.6 42.1 69.0 60.8 70.1
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,420: 21,285 15,145 6,285 0 2,205 0 12,420 0 0 500 0: 645 150
Old : 30,420: 21,285 15,145 6,285 0 2,205 0 12,420 0 0 500 0: 645 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -25: -25 0 175 0 -175 0 100 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 49.8 20.7 0.0 7.2 0.0 40.8 0.0 0.0 1.6 0.0: 2.1 0.5
Old : 100.0: 70.0 49.8 20.7 0.0 7.2 0.0 40.8 0.0 0.0 1.6 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 : 26: 16 7 . 0 . 0 . 0 0 . 0:
Old : 26: 16 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 : 74.1 93.7 90.0 98.2 65.9 88.4 81.8 91.1
Old : 74.1 93.7 90.0 98.2 65.9 88.4 81.8 91.1
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,030: 16,830 12,635 6,030 0 1,485 0 10,670 0 0 50 0: 685 190
Old : 25,030: 16,830 12,635 6,030 0 1,485 0 10,670 0 0 50 0: 685 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 10: -25 -25 100 0 -100 0 100 0 0 0 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 50.5 24.1 0.0 5.9 0.0 42.6 0.0 0.0 0.2 0.0: 2.7 0.8
Old : 100.0: 67.2 50.5 24.1 0.0 5.9 0.0 42.6 0.0 0.0 0.2 0.0: 2.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 6 . 0 . 0 . 0 0 . 0:
Old : 21: 14 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 : 72.5 95.4 89.4 98.6 65.4 90.6 82.3 92.1
Old : 72.5 95.4 89.4 98.6 65.4 90.6 82.3 92.1
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,690: 22,270 19,450 0 1,485 2,465 0 2,420 100 1,350 325 100: 1,405 1,345
Old : 27,690: 22,270 19,450 0 1,485 2,465 0 2,420 100 1,350 325 100: 1,405 1,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 315: 600 0 0 500 -125 0 0 0 -100 0 50: -110 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 70.2 0.0 5.4 8.9 0.0 8.7 0.4 4.9 1.2 0.4: 5.1 4.9
Old : 100.0: 80.4 70.2 0.0 5.4 8.9 0.0 8.7 0.4 4.9 1.2 0.4: 5.1 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 : 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 : 63.2 73.7 84.1 92.9 54.2 59.1 62.4 66.2
Old : 63.2 73.7 84.1 92.9 54.2 59.1 62.4 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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,005: 20,140 16,580 0 2,615 1,965 0 2,480 60 1,475 0 375: 990 930
Old : 25,005: 20,140 16,580 0 2,615 1,965 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 12, 2016 :
: 175: 300 0 0 300 -125 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 66.3 0.0 10.5 7.9 0.0 9.9 0.2 5.9 0.0 1.5: 4.0 3.7
Old : 100.0: 80.5 66.3 0.0 10.5 7.9 0.0 9.9 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 : 58.7 84.0 82.8 94.1 50.9 67.9 63.9 70.3
Old : 58.7 84.0 82.8 94.1 50.9 67.9 63.9 70.3
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,169: 24,400 22,144 0 4,666 1,654 4,345 375 195 265 1,815 210: 1,100 1,110
Old : 32,169: 24,400 22,144 0 4,666 1,654 4,345 375 195 265 1,815 210: 1,100 1,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 505: 175 535 0 125 0 100 0 -95 215 -170 135: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 68.8 0.0 14.5 5.1 13.5 1.2 0.6 0.8 5.6 0.7: 3.4 3.5
Old : 100.0: 75.8 68.8 0.0 14.5 5.1 13.5 1.2 0.6 0.8 5.6 0.7: 3.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 11 0 . . . . . . . .:
Old : 26: 17 11 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 78.9 78.6 93.3 57.3 73.6 75.0 86.5
Old : 57.9 78.9 78.6 93.3 57.3 73.6 75.0 86.5
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,780: 20,515 18,705 2,830 1,200 1,675 0 1,655 495 0 1,785 325: 1,940 1,940
Old : 27,780: 20,515 18,705 2,830 1,200 1,675 0 1,655 495 0 1,785 325: 1,940 1,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 120: 50 75 25 0 25 0 0 0 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 67.3 10.2 4.3 6.0 0.0 6.0 1.8 0.0 6.4 1.2: 7.0 7.0
Old : 100.0: 73.8 67.3 10.2 4.3 6.0 0.0 6.0 1.8 0.0 6.4 1.2: 7.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 10 . . . 0 . . 0 . .:
Old : 27: 17 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 70.6 73.1 88.4 45.4 69.4 66.2 80.5
Old : 52.3 70.6 73.1 88.4 45.4 69.4 66.2 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, July 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 116,214: 70,100 99,560 6,810 1,975 6,414 20,945 0 0 4,775 1,195 840: 6,330 6,230
Old : 116,214: 70,100 99,560 6,810 1,975 6,414 20,945 0 0 4,775 1,195 840: 6,330 6,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 1,175: 495 210 -1,475 0 875 0 0 0 1,215 25 75: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 85.7 5.9 1.7 5.5 18.0 0.0 0.0 4.1 1.0 0.7: 5.4 5.4
Old : 100.0: 60.3 85.7 5.9 1.7 5.5 18.0 0.0 0.0 4.1 1.0 0.7: 5.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 24 . . . . 0 0 . . .:
Old : 40: 21 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 : 60.1 50.8 83.8 68.2 52.0 50.4 71.1 65.0
Old : 60.1 50.8 83.8 68.2 52.0 50.4 71.1 65.0
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 104,445: 61,868 87,135 868 3,175 7,805 24,195 0 0 3,390 0 525: 5,794 5,805
Old : 104,445: 61,868 87,135 868 3,175 7,805 24,195 0 0 3,390 0 525: 5,794 5,805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 710: 200 -405 -1,055 0 280 100 0 0 350 0 0: 835 835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 83.4 0.8 3.0 7.5 23.2 0.0 0.0 3.2 0.0 0.5: 5.5 5.6
Old : 100.0: 59.2 83.4 0.8 3.0 7.5 23.2 0.0 0.0 3.2 0.0 0.5: 5.5 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 26 . . . . 0 0 . 0 .:
Old : 37: 18 26 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 45.5 84.5 64.2 57.6 43.5 68.4 57.3
Old : 65.0 45.5 84.5 64.2 57.6 43.5 68.4 57.3
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,020: 18,195 18,730 520 180 960 25 0 125 0 0 0: 1,195 1,025
Old : 21,020: 18,195 18,730 520 180 960 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 12, 2016 :
: 100: 0 100 100 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 89.1 2.5 0.9 4.6 0.1 0.0 0.6 0.0 0.0 0.0: 5.7 4.9
Old : 100.0: 86.6 89.1 2.5 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 : 57.7 75.5 79.7 88.8 54.2 64.6 64.3 68.9
Old : 57.7 75.5 79.7 88.8 54.2 64.6 64.3 68.9
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,705: 15,205 14,080 0 1,410 570 0 275 0 600 0 0: 330 370
Old : 16,705: 15,205 14,080 0 1,410 570 0 275 0 600 0 0: 330 370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 70: 0 100 0 -100 100 0 0 0 0 0 0: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 84.3 0.0 8.4 3.4 0.0 1.6 0.0 3.6 0.0 0.0: 2.0 2.2
Old : 100.0: 91.0 84.3 0.0 8.4 3.4 0.0 1.6 0.0 3.6 0.0 0.0: 2.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.2 73.9 75.8 90.6 47.0 61.1 61.9 68.6
Old : 55.2 73.9 75.8 90.6 47.0 61.1 61.9 68.6
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,900: 23,765 19,070 925 3,875 2,090 0 1,550 300 280 480 0: 3,540 3,535
Old : 30,900: 23,765 19,070 925 3,875 2,090 0 1,550 300 280 480 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 12, 2016 :
: 805: 600 600 0 0 0 0 0 0 205 205 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 61.7 3.0 12.5 6.8 0.0 5.0 1.0 0.9 1.6 0.0: 11.5 11.4
Old : 100.0: 76.9 61.7 3.0 12.5 6.8 0.0 5.0 1.0 0.9 1.6 0.0: 11.5 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 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 : 43.6 37.9 65.9 60.9 36.4 31.1 50.2 46.3
Old : 43.6 37.9 65.9 60.9 36.4 31.1 50.2 46.3
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 19, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,510: 18,500 14,020 0 4,205 1,620 0 275 125 0 0 0: 3,265 3,265
Old : 23,510: 18,500 14,020 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 12, 2016 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 59.6 0.0 17.9 6.9 0.0 1.2 0.5 0.0 0.0 0.0: 13.9 13.9
Old : 100.0: 78.7 59.6 0.0 17.9 6.9 0.0 1.2 0.5 0.0 0.0 0.0: 13.9 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 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 : 46.2 45.0 67.9 67.6 37.6 33.2 52.3 50.4
Old : 46.2 45.0 67.9 67.6 37.6 33.2 52.3 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2016