COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,687: 32,182 29,012 8,437 8,524 9,744 960 38,597 10,963 42,500 7,895 8,994: 907 958
Old : 114,687: 32,182 29,012 8,437 8,524 9,744 960 38,597 10,963 42,500 7,895 8,994: 907 958
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -7,115: 1,099 439 -45 -1,553 148 -4,227 -2,022 -3,277 -830 -867 -44: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 25.3 7.4 7.4 8.5 0.8 33.7 9.6 37.1 6.9 7.8: 0.8 0.8
Old : 100.0: 28.1 25.3 7.4 7.4 8.5 0.8 33.7 9.6 37.1 6.9 7.8: 0.8 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 : 59: 16 14 . . 5 . 7 5 18 11 21:
Old : 59: 16 14 . . 5 . 7 5 18 11 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 44.2 60.3 68.0 28.7 32.8 44.6 45.8
Old : 39.2 44.2 60.3 68.0 28.7 32.8 44.6 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,546: 2,649 7,731 7 3,676 770 563 2,100 1,006 11,033 1,433 1,520: 998 310
Old : 18,546: 2,649 7,731 7 3,676 770 563 2,100 1,006 11,033 1,433 1,520: 998 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 285: 130 550 0 -90 60 -105 -220 165 130 35 -35: -60 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 41.7 0.0 19.8 4.2 3.0 11.3 5.4 59.5 7.7 8.2: 5.4 1.7
Old : 100.0: 14.3 41.7 0.0 19.8 4.2 3.0 11.3 5.4 59.5 7.7 8.2: 5.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 8 6 . . . . . . 11 5 12:
Old : 34: 8 6 . . . . . . 11 5 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 53.6 65.0 73.0 52.1 46.8 61.7 61.9
Old : 53.5 53.6 65.0 73.0 52.1 46.8 61.7 61.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,258: 1,689 1,064 1,133 746 2,198 219 497 1,903 521 1,255 1,595: 0 0
Old : 9,258: 1,689 1,064 1,133 746 2,198 219 497 1,903 521 1,255 1,595: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -551: 377 345 -10 40 -16 -630 -671 39 39 23 -5: -345 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 11.5 12.2 8.1 23.7 2.4 5.4 20.6 5.6 13.6 17.2: 0.0 0.0
Old : 100.0: 18.2 11.5 12.2 8.1 23.7 2.4 5.4 20.6 5.6 13.6 17.2: 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 : 34: 8 8 . . 4 . . . 10 7 11:
Old : 34: 8 8 . . 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 : 47.6 52.7 74.4 77.1 21.3 17.0 25.4 24.8
Old : 47.6 52.7 74.4 77.1 21.3 17.0 25.4 24.8
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 165,495: 93,826 110,643 12,573 11,606 13,856 21,005 1,375 3,343 5,348 8,934 14,994: 551 745
Old : 165,495: 93,826 110,643 12,573 11,606 13,856 21,005 1,375 3,343 5,348 8,934 14,994: 551 745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 4,604: 2,176 -185 884 698 165 -35 -141 174 -1,453 1,157 2,622: 71 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 66.9 7.6 7.0 8.4 12.7 0.8 2.0 3.2 5.4 9.1: 0.3 0.5
Old : 100.0: 56.7 66.9 7.6 7.0 8.4 12.7 0.8 2.0 3.2 5.4 9.1: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 89: 45 48 . . 5 6 4 7 9 13 16:
Old : 89: 45 48 . . 5 6 4 7 9 13 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 : 49.4 29.3 63.7 51.2 35.2 25.0 41.8 36.5
Old : 49.4 29.3 63.7 51.2 35.2 25.0 41.8 36.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,914: 35,918 34,863 2,393 3,550 4,734 0 528 75 1,457 828 337: 0 0
Old : 44,914: 35,918 34,863 2,393 3,550 4,734 0 528 75 1,457 828 337: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 1,171: 1,526 415 -162 131 31 0 102 50 -300 416 26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 77.6 5.3 7.9 10.5 0.0 1.2 0.2 3.2 1.8 0.8: 0.0 0.0
Old : 100.0: 80.0 77.6 5.3 7.9 10.5 0.0 1.2 0.2 3.2 1.8 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 : 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 : 55.8 47.7 77.4 71.2 44.9 30.2 51.6 43.8
Old : 55.8 47.7 77.4 71.2 44.9 30.2 51.6 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 374,812: 317,121 301,355 24,572 32,226 30,583 1,248 0 0 0 9,360 1,288: 0 0
Old : 374,812: 317,121 301,355 24,572 32,226 30,583 1,248 0 0 0 9,360 1,288: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 17,299: 10,176 18,235 2,209 -4,914 4,914 0 0 0 0 -936 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 80.4 6.6 8.6 8.2 0.3 0.0 0.0 0.0 2.5 0.3: 0.0 0.0
Old : 100.0: 84.6 80.4 6.6 8.6 8.2 0.3 0.0 0.0 0.0 2.5 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 : 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 : 60.7 53.9 81.6 81.1 56.5 43.5 70.6 67.1
Old : 60.7 53.9 81.6 81.1 56.5 43.5 70.6 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,618,989: 1,303,840 1,325,443 178,404 105,588 29,221 0 28,641 68,354 34,072 56,644 4,338: 760 760
Old : 1,618,989: 1,303,840 1,325,443 178,404 105,588 29,221 0 28,641 68,354 34,072 56,644 4,338: 760 760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 21,732: 23,591 4,554 -3,896 2,223 122 -4,294 -4,656 4,689 760 14,040 0: 760 760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 81.9 11.0 6.5 1.8 0.0 1.8 4.2 2.1 3.5 0.3: 0.0 0.0
Old : 100.0: 80.5 81.9 11.0 6.5 1.8 0.0 1.8 4.2 2.1 3.5 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 35 36 . 4 . 0 5 4 . 5 .:
Old : 59: 35 36 . 4 . 0 5 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 : 48.2 42.8 68.0 64.8 38.4 38.0 52.0 51.6
Old : 48.2 42.8 68.0 64.8 38.4 38.0 52.0 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 68,716: 48,772 52,301 7,006 1,772 6,656 1,792 4,428 102 2,691 1,760 1,696: 0 0
Old : 68,716: 48,772 52,301 7,006 1,772 6,656 1,792 4,428 102 2,691 1,760 1,696: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 2,993: 1,773 1,666 -184 -873 1,019 566 80 3 -1,253 29 1,069: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 76.1 10.2 2.6 9.7 2.6 6.4 0.1 3.9 2.6 2.5: 0.0 0.0
Old : 100.0: 71.0 76.1 10.2 2.6 9.7 2.6 6.4 0.1 3.9 2.6 2.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 23 . . . . . . 4 4 5:
Old : 42: 22 23 . . . . . . 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 : 52.7 56.6 75.6 79.7 49.2 48.8 66.7 62.4
Old : 52.7 56.6 75.6 79.7 49.2 48.8 66.7 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 357,424: 187,871 304,683 113,948 0 52,413 0 0 0 2,872 8 320: 0 0
Old : 357,424: 187,871 304,683 113,948 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 19, 2016 :
: 220: -2,333 220 2,553 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 85.2 31.9 0.0 14.7 0.0 0.0 0.0 0.8 0.0 0.1: 0.0 0.0
Old : 100.0: 52.6 85.2 31.9 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 : 69.2 68.2 92.3 87.1 51.6 56.5 65.4 63.9
Old : 69.2 68.2 92.3 87.1 51.6 56.5 65.4 63.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 444,188: 355,058 367,964 30,604 21,738 44,702 5,192 728 8,632 0 424 0: 0 0
Old : 444,188: 355,058 367,964 30,604 21,738 44,702 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 19, 2016 :
: 376: -376 376 0 -752 752 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 82.8 6.9 4.9 10.1 1.2 0.2 1.9 0.0 0.1 0.0: 0.0 0.0
Old : 100.0: 79.9 82.8 6.9 4.9 10.1 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 : 46.5 58.1 71.7 79.5 43.6 50.3 61.0 62.8
Old : 46.5 58.1 71.7 79.5 43.6 50.3 61.0 62.8
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,297: 29,890 32,156 2,531 1,039 1,382 848 387 719 461 0 129: 337 485
Old : 36,297: 29,890 32,156 2,531 1,039 1,382 848 387 719 461 0 129: 337 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -224: -202 -265 0 41 0 156 0 41 -133 0 41: -127 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 88.6 7.0 2.9 3.8 2.3 1.1 2.0 1.3 0.0 0.4: 0.9 1.3
Old : 100.0: 82.3 88.6 7.0 2.9 3.8 2.3 1.1 2.0 1.3 0.0 0.4: 0.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 27 25 . . . . . . 5 0 .:
Old : 44: 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 : 49.8 58.9 67.7 78.9 46.6 56.1 61.1 69.8
Old : 49.8 58.9 67.7 78.9 46.6 56.1 61.1 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,637: 37,603 42,505 16,797 12,550 1,560 0 0 0 240 0 0: 437 22
Old : 56,637: 37,603 42,505 16,797 12,550 1,560 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 19, 2016 :
: 980: 980 680 -300 0 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 75.0 29.7 22.2 2.8 0.0 0.0 0.0 0.4 0.0 0.0: 0.8 0.0
Old : 100.0: 66.4 75.0 29.7 22.2 2.8 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 : 42: 29 28 . . . 0 0 0 . 0 0:
Old : 42: 29 28 . . . 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 : 56.4 51.6 72.0 69.0 55.3 46.8 66.6 60.2
Old : 56.4 51.6 72.0 69.0 55.3 46.8 66.6 60.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,711: 60,876 64,625 19,207 17,165 885 950 0 0 583 0 0: 210 36
Old : 82,711: 60,876 64,625 19,207 17,165 885 950 0 0 583 0 0: 210 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 565: 894 115 -290 150 300 0 0 0 -339 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 78.1 23.2 20.8 1.1 1.1 0.0 0.0 0.7 0.0 0.0: 0.3 0.0
Old : 100.0: 73.6 78.1 23.2 20.8 1.1 1.1 0.0 0.0 0.7 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: 32 27 . . . . 0 0 . 0 0:
Old : 48: 32 27 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 55.2 72.1 73.4 53.0 54.8 68.8 69.9
Old : 53.3 55.2 72.1 73.4 53.0 54.8 68.8 69.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,204: 18,611 18,809 1,140 855 2,145 0 0 0 750 1,275 0: 558 120
Old : 23,204: 18,611 18,809 1,140 855 2,145 0 0 0 750 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 19, 2016 :
: 4,505: 3,715 4,605 1,140 350 -450 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 81.1 4.9 3.7 9.2 0.0 0.0 0.0 3.2 5.5 0.0: 2.4 0.5
Old : 100.0: 80.2 81.1 4.9 3.7 9.2 0.0 0.0 0.0 3.2 5.5 0.0: 2.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 13 . . . 0 0 0 . . 0:
Old : 28: 15 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 : 59.0 66.8 80.8 88.5 56.9 66.1 73.4 80.3
Old : 59.0 66.8 80.8 88.5 56.9 66.1 73.4 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 290,816: 202,464 281,072 66,224 0 9,360 7,096 0 0 5,288 0 384: 0 0
Old : 290,816: 202,464 281,072 66,224 0 9,360 7,096 0 0 5,288 0 384: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -18,296: -13,256 -18,296 -9,360 0 0 4,696 0 0 -376 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 96.6 22.8 0.0 3.2 2.4 0.0 0.0 1.8 0.0 0.1: 0.0 0.0
Old : 100.0: 69.6 96.6 22.8 0.0 3.2 2.4 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 16 . 0 . . 0 0 . 0 .:
Old : 29: 19 16 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 75.5 66.6 90.8 40.9 69.3 57.9 74.3
Old : 44.0 75.5 66.6 90.8 40.9 69.3 57.9 74.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,348: 7,871 6,912 70 1,019 608 1,043 0 120 508 1,582 84: 45 23
Old : 10,348: 7,871 6,912 70 1,019 608 1,043 0 120 508 1,582 84: 45 23
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 862: 724 271 0 -53 136 -24 0 39 0 492 0: -13 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 66.8 0.7 9.9 5.9 10.1 0.0 1.2 4.9 15.3 0.8: 0.4 0.2
Old : 100.0: 76.1 66.8 0.7 9.9 5.9 10.1 0.0 1.2 4.9 15.3 0.8: 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 : 31: 20 20 . . . 4 0 . . . .:
Old : 31: 20 20 . . . 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 : 35.0 63.9 59.7 79.4 34.0 50.1 56.2 64.1
Old : 35.0 63.9 59.7 79.4 34.0 50.1 56.2 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 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: 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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,550: 7,790 7,765 570 2,970 120 800 0 0 1,310 225 450: 510 20
Old : 11,550: 7,790 7,765 570 2,970 120 800 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 19, 2016 :
: 50: 50 0 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 67.2 4.9 25.7 1.0 6.9 0.0 0.0 11.3 1.9 3.9: 4.4 0.2
Old : 100.0: 67.4 67.2 4.9 25.7 1.0 6.9 0.0 0.0 11.3 1.9 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 : 66.3 66.2 85.2 84.3 37.1 44.5 52.3 54.2
Old : 66.3 66.2 85.2 84.3 37.1 44.5 52.3 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,042: 27,302 28,647 2,910 80 2,480 0 0 0 350 1,700 0: 0 135
Old : 33,042: 27,302 28,647 2,910 80 2,480 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 19, 2016 :
: 6,560: 6,155 6,930 775 0 -370 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 86.7 8.8 0.2 7.5 0.0 0.0 0.0 1.1 5.1 0.0: 0.0 0.4
Old : 100.0: 82.6 86.7 8.8 0.2 7.5 0.0 0.0 0.0 1.1 5.1 0.0: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 21 . . . 0 0 0 . . 0:
Old : 35: 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 : 53.8 62.0 76.2 77.8 51.1 60.1 68.6 69.1
Old : 53.8 62.0 76.2 77.8 51.1 60.1 68.6 69.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,342: 18,167 17,452 1,575 3,065 2,705 50 0 0 660 75 0: 185 45
Old : 23,342: 18,167 17,452 1,575 3,065 2,705 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 19, 2016 :
: 250: -110 325 450 15 -90 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 74.8 6.7 13.1 11.6 0.2 0.0 0.0 2.8 0.3 0.0: 0.8 0.2
Old : 100.0: 77.8 74.8 6.7 13.1 11.6 0.2 0.0 0.0 2.8 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 : 43.2 66.7 65.9 86.9 35.5 54.0 53.9 65.8
Old : 43.2 66.7 65.9 86.9 35.5 54.0 53.9 65.8
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 23,090: 17,684 16,012 2,825 3,582 1,731 215 188 80 0 603 235: 320 659
Old : 23,090: 17,684 16,012 2,825 3,582 1,731 215 188 80 0 603 235: 320 659
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 507: 461 45 0 76 46 0 0 0 -235 82 235: 0 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 69.3 12.2 15.5 7.5 0.9 0.8 0.3 0.0 2.6 1.0: 1.4 2.9
Old : 100.0: 76.6 69.3 12.2 15.5 7.5 0.9 0.8 0.3 0.0 2.6 1.0: 1.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 23 . . . . . . 0 . .:
Old : 36: 22 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 : 38.3 54.6 63.6 73.8 34.0 45.0 53.3 57.5
Old : 38.3 54.6 63.6 73.8 34.0 45.0 53.3 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,714: 49,674 45,164 1,123 2,582 3,283 0 222 0 1,681 4,395 948: 5 120
Old : 56,714: 49,674 45,164 1,123 2,582 3,283 0 222 0 1,681 4,395 948: 5 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 440: 400 330 0 205 -50 0 0 0 0 -110 90: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 79.6 2.0 4.6 5.8 0.0 0.4 0.0 3.0 7.7 1.7: 0.0 0.2
Old : 100.0: 87.6 79.6 2.0 4.6 5.8 0.0 0.4 0.0 3.0 7.7 1.7: 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 : 42: 27 22 . . 4 0 . 0 . . .:
Old : 42: 27 22 . . 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 : 44.3 42.6 64.4 68.1 42.3 41.4 59.4 64.1
Old : 44.3 42.6 64.4 68.1 42.3 41.4 59.4 64.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,952: 62,057 56,210 3,665 2,628 3,189 8 408 293 1,776 8,285 1,929: 35 10
Old : 72,952: 62,057 56,210 3,665 2,628 3,189 8 408 293 1,776 8,285 1,929: 35 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 518: 284 145 214 130 -15 8 7 -8 60 284 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 77.1 5.0 3.6 4.4 0.0 0.6 0.4 2.4 11.4 2.6: 0.0 0.0
Old : 100.0: 85.1 77.1 5.0 3.6 4.4 0.0 0.6 0.4 2.4 11.4 2.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 31 31 . . 4 . . . 4 5 8:
Old : 56: 31 31 . . 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 : 36.4 42.5 53.6 65.1 36.2 37.9 51.3 55.9
Old : 36.4 42.5 53.6 65.1 36.2 37.9 51.3 55.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,985: 38,230 44,415 7,780 2,440 1,130 0 0 0 815 0 0: 30 0
Old : 47,985: 38,230 44,415 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 19, 2016 :
: 90: 90 90 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 92.6 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: 79.7 92.6 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 : 56.4 95.5 78.2 98.9 54.9 91.7 74.3 92.6
Old : 56.4 95.5 78.2 98.9 54.9 91.7 74.3 92.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,020: 43,760 50,940 8,945 3,250 830 50 0 0 1,405 0 0: 30 0
Old : 55,020: 43,760 50,940 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 19, 2016 :
: 340: 340 340 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 92.6 16.3 5.9 1.5 0.1 0.0 0.0 2.6 0.0 0.0: 0.1 0.0
Old : 100.0: 79.5 92.6 16.3 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 : 55.9 89.0 73.6 96.3 54.6 88.3 70.2 91.7
Old : 55.9 89.0 73.6 96.3 54.6 88.3 70.2 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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 362,765: 258,646 314,752 38,299 13,471 12,766 0 816 0 50,335 18,241 2,719: 0 0
Old : 362,765: 258,646 314,752 38,299 13,471 12,766 0 816 0 50,335 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 19, 2016 :
: 9,888: -1,880 9,888 0 0 0 0 0 0 11,768 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 86.8 10.6 3.7 3.5 0.0 0.2 0.0 13.9 5.0 0.7: 0.0 0.0
Old : 100.0: 71.3 86.8 10.6 3.7 3.5 0.0 0.2 0.0 13.9 5.0 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 : 43: 25 27 . . . 0 . 0 4 . .:
Old : 43: 25 27 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 47.8 69.5 67.8 42.3 45.6 63.3 62.3
Old : 45.8 47.8 69.5 67.8 42.3 45.6 63.3 62.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 27,251: 21,462 21,100 567 798 1,152 184 633 836 2,191 1,744 733: 126 255
Old : 27,251: 21,462 21,100 567 798 1,152 184 633 836 2,191 1,744 733: 126 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 452: 386 465 -69 -42 111 -69 171 29 323 -2 -259: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 77.4 2.1 2.9 4.2 0.7 2.3 3.1 8.0 6.4 2.7: 0.5 0.9
Old : 100.0: 78.8 77.4 2.1 2.9 4.2 0.7 2.3 3.1 8.0 6.4 2.7: 0.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 30 . . . . . . . . 5:
Old : 46: 22 30 . . . . . . . . 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 : 44.8 45.1 69.9 59.1 41.1 44.8 64.2 56.4
Old : 44.8 45.1 69.9 59.1 41.1 44.8 64.2 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,323: 21,068 33,597 12,541 0 0 77 154 0 510 445 127: 0 0
Old : 34,323: 21,068 33,597 12,541 0 0 77 154 0 510 445 127: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 1,152: 1,152 996 0 0 0 0 0 0 0 156 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 97.9 36.5 0.0 0.0 0.2 0.4 0.0 1.5 1.3 0.4: 0.0 0.0
Old : 100.0: 61.4 97.9 36.5 0.0 0.0 0.2 0.4 0.0 1.5 1.3 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 : 70.1 78.8 93.0 94.4 67.3 77.5 80.3 82.3
Old : 70.1 78.8 93.0 94.4 67.3 77.5 80.3 82.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 296,210: 236,565 252,321 48,865 14,685 10,020 760 19,184 0 0 0 0: 0 0
Old : 296,210: 236,565 252,321 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 19, 2016 :
: -1,201: -1,201 -1,201 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 85.2 16.5 5.0 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 16.5 5.0 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 : 66.5 70.7 82.1 85.4 59.5 65.5 68.7 73.5
Old : 66.5 70.7 82.1 85.4 59.5 65.5 68.7 73.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,741: 18,212 20,680 3,368 0 403 359 1,044 20 252 129 0: 127 465
Old : 22,741: 18,212 20,680 3,368 0 403 359 1,044 20 252 129 0: 127 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -17: -17 -40 0 0 0 0 26 20 0 0 0: -20 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 90.9 14.8 0.0 1.8 1.6 4.6 0.1 1.1 0.6 0.0: 0.6 2.0
Old : 100.0: 80.1 90.9 14.8 0.0 1.8 1.6 4.6 0.1 1.1 0.6 0.0: 0.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 18 . 0 . . . . . . 0:
Old : 29: 17 18 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 77.6 80.1 88.2 57.4 72.7 68.9 76.5
Old : 62.5 77.6 80.1 88.2 57.4 72.7 68.9 76.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,720: 8,108 9,255 1,823 935 82 1,017 178 0 649 129 680: 361 1,461
Old : 12,720: 8,108 9,255 1,823 935 82 1,017 178 0 649 129 680: 361 1,461
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -23: -23 -278 0 0 0 0 0 0 0 0 0: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 72.8 14.3 7.4 0.6 8.0 1.4 0.0 5.1 1.0 5.3: 2.8 11.5
Old : 100.0: 63.7 72.8 14.3 7.4 0.6 8.0 1.4 0.0 5.1 1.0 5.3: 2.8 11.5
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 : 52.5 49.1 72.8 72.5 38.4 42.8 57.6 59.9
Old : 52.5 49.1 72.8 72.5 38.4 42.8 57.6 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 165,695: 129,106 124,708 27,523 35,392 793 5,569 0 0 800 2,898 1,520: 384 384
Old : 165,695: 129,106 124,708 27,523 35,392 793 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 19, 2016 :
: 10,336: 8,832 9,208 1,504 1,128 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 75.3 16.6 21.4 0.5 3.4 0.0 0.0 0.5 1.7 0.9: 0.2 0.2
Old : 100.0: 77.9 75.3 16.6 21.4 0.5 3.4 0.0 0.0 0.5 1.7 0.9: 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 : 30: 12 15 . . . . 0 0 . . .:
Old : 30: 12 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 61.3 81.4 84.6 53.8 60.8 72.3 74.2
Old : 62.5 61.3 81.4 84.6 53.8 60.8 72.3 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,456: 14,988 10,252 1,687 3,500 1,015 0 2,046 20 176 756 358: 212 509
Old : 18,456: 14,988 10,252 1,687 3,500 1,015 0 2,046 20 176 756 358: 212 509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 453: 628 292 -138 -69 46 0 136 -23 47 73 62: -169 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 55.5 9.1 19.0 5.5 0.0 11.1 0.1 1.0 4.1 1.9: 1.1 2.8
Old : 100.0: 81.2 55.5 9.1 19.0 5.5 0.0 11.1 0.1 1.0 4.1 1.9: 1.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 26 . . . 0 . . . . .:
Old : 38: 20 26 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 40.4 75.6 60.0 51.6 39.0 61.8 51.4
Old : 57.8 40.4 75.6 60.0 51.6 39.0 61.8 51.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 201,255: 161,585 125,218 32,220 62,349 5,890 0 6,630 408 1,152 760 0: 0 0
Old : 201,255: 161,585 125,218 32,220 62,349 5,890 0 6,630 408 1,152 760 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 1,104: 712 1,512 8 -24 -384 0 0 0 768 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 62.2 16.0 31.0 2.9 0.0 3.3 0.2 0.6 0.4 0.0: 0.0 0.0
Old : 100.0: 80.3 62.2 16.0 31.0 2.9 0.0 3.3 0.2 0.6 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 : 60.2 63.7 80.5 81.3 40.8 49.5 53.0 57.3
Old : 60.2 63.7 80.5 81.3 40.8 49.5 53.0 57.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,150: 7,850 9,395 2,090 0 50 0 300 0 100 375 0: 60 30
Old : 10,150: 7,850 9,395 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 19, 2016 :
: 250: 250 250 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 92.6 20.6 0.0 0.5 0.0 3.0 0.0 1.0 3.7 0.0: 0.6 0.3
Old : 100.0: 77.3 92.6 20.6 0.0 0.5 0.0 3.0 0.0 1.0 3.7 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 : 59.0 79.1 84.4 91.0 35.5 56.0 58.0 64.6
Old : 59.0 79.1 84.4 91.0 35.5 56.0 58.0 64.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,938: 11,068 19,118 8,960 0 4,606 304 520 0 0 694 0: 0 0
Old : 24,938: 11,068 19,118 8,960 0 4,606 304 520 0 0 694 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 850: 853 480 -3 0 0 0 135 0 0 235 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 76.7 35.9 0.0 18.5 1.2 2.1 0.0 0.0 2.8 0.0: 0.0 0.0
Old : 100.0: 44.4 76.7 35.9 0.0 18.5 1.2 2.1 0.0 0.0 2.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 16 . 0 . . . 0 0 . 0:
Old : 32: 19 16 . 0 . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.4 48.4 89.9 74.2 55.2 41.2 59.8 54.7
Old : 79.4 48.4 89.9 74.2 55.2 41.2 59.8 54.7
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 245,272: 142,360 161,056 28,401 9,705 74,511 0 0 0 0 0 0: 0 0
Old : 245,272: 142,360 161,056 28,401 9,705 74,511 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 19, 2016 :
: 1,970: 2,578 1,970 0 608 -608 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 65.7 11.6 4.0 30.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 58.0 65.7 11.6 4.0 30.4 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: 15 13 . . . 0 0 0 0 0 0:
Old : 22: 15 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 : 78.9 68.0 92.4 87.5 47.6 40.3 54.7 53.7
Old : 78.9 68.0 92.4 87.5 47.6 40.3 54.7 53.7
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,935: 11,185 6,695 150 3,730 0 0 1,480 0 420 0 0: 180 30
Old : 11,935: 11,185 6,695 150 3,730 0 0 1,480 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 19, 2016 :
: 720: 720 -60 0 600 0 0 180 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 56.1 1.3 31.3 0.0 0.0 12.4 0.0 3.5 0.0 0.0: 1.5 0.3
Old : 100.0: 93.7 56.1 1.3 31.3 0.0 0.0 12.4 0.0 3.5 0.0 0.0: 1.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 12 . . 0 0 . 0 . 0 0:
Old : 21: 13 12 . . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 78.8 84.6 91.0 59.1 69.2 72.6 80.4
Old : 67.5 78.8 84.6 91.0 59.1 69.2 72.6 80.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,185: 13,105 7,495 150 2,965 130 0 3,310 0 425 60 175: 200 50
Old : 14,185: 13,105 7,495 150 2,965 130 0 3,310 0 425 60 175: 200 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 780: 695 185 0 380 85 0 180 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 52.8 1.1 20.9 0.9 0.0 23.3 0.0 3.0 0.4 1.2: 1.4 0.4
Old : 100.0: 92.4 52.8 1.1 20.9 0.9 0.0 23.3 0.0 3.0 0.4 1.2: 1.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 13 . . . 0 . 0 . . .:
Old : 25: 15 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 74.9 81.7 89.1 56.4 65.9 69.6 77.2
Old : 63.8 74.9 81.7 89.1 56.4 65.9 69.6 77.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 731,146: 409,042 379,595 5,891 66,935 110,239 4,313 29,165 33,219 56,406 1,573 110,420: 1,617 0
Old : 731,146: 409,042 379,595 5,891 66,935 110,239 4,313 29,165 33,219 56,406 1,573 110,420: 1,617 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 19,874: -11,196 17,059 -264 10,134 15,130 4,313 -4,081 138 18,483 -12,098 -6,408: -322 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 51.9 0.8 9.2 15.1 0.6 4.0 4.5 7.7 0.2 15.1: 0.2 0.0
Old : 100.0: 55.9 51.9 0.8 9.2 15.1 0.6 4.0 4.5 7.7 0.2 15.1: 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 : 30: 16 15 . . . . . . 4 . 4:
Old : 30: 16 15 . . . . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 58.5 82.1 88.8 18.3 27.3 25.3 29.2
Old : 61.7 58.5 82.1 88.8 18.3 27.3 25.3 29.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 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: 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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,146: 12,956 17,401 6,425 2,900 1,695 900 0 50 0 100 0: 120 0
Old : 22,146: 12,956 17,401 6,425 2,900 1,695 900 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 19, 2016 :
: -45: 480 -420 -900 0 375 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 78.6 29.0 13.1 7.7 4.1 0.0 0.2 0.0 0.5 0.0: 0.5 0.0
Old : 100.0: 58.5 78.6 29.0 13.1 7.7 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 : 68.9 75.3 84.4 91.5 62.7 69.5 74.8 80.4
Old : 68.9 75.3 84.4 91.5 62.7 69.5 74.8 80.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,320: 9,817 10,010 2,905 3,300 1,715 150 0 0 0 250 0: 733 45
Old : 15,320: 9,817 10,010 2,905 3,300 1,715 150 0 0 0 250 0: 733 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -175: 160 -575 -900 0 375 0 0 0 0 0 0: 190 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 65.3 19.0 21.5 11.2 1.0 0.0 0.0 0.0 1.6 0.0: 4.8 0.3
Old : 100.0: 64.1 65.3 19.0 21.5 11.2 1.0 0.0 0.0 0.0 1.6 0.0: 4.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 11 . . . . 0 0 0 . 0:
Old : 24: 11 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 : 68.4 71.6 85.8 89.2 58.8 63.3 73.6 74.8
Old : 68.4 71.6 85.8 89.2 58.8 63.3 73.6 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,595: 17,205 21,395 5,070 30 1,220 0 600 0 0 300 0: 100 50
Old : 23,595: 17,205 21,395 5,070 30 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 19, 2016 :
: 730: 180 780 550 -50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 90.7 21.5 0.1 5.2 0.0 2.5 0.0 0.0 1.3 0.0: 0.4 0.2
Old : 100.0: 72.9 90.7 21.5 0.1 5.2 0.0 2.5 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 12 . . . 0 . 0 0 . 0:
Old : 28: 14 12 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 79.6 90.8 90.3 64.9 76.4 80.9 82.5
Old : 69.3 79.6 90.8 90.3 64.9 76.4 80.9 82.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,870: 13,360 16,335 3,525 230 925 0 200 0 0 0 0: 60 180
Old : 17,870: 13,360 16,335 3,525 230 925 0 200 0 0 0 0: 60 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 780: 180 600 600 0 0 0 0 0 0 0 0: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 91.4 19.7 1.3 5.2 0.0 1.1 0.0 0.0 0.0 0.0: 0.3 1.0
Old : 100.0: 74.8 91.4 19.7 1.3 5.2 0.0 1.1 0.0 0.0 0.0 0.0: 0.3 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 : 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 : 66.7 85.6 89.3 96.5 62.3 82.3 84.2 89.4
Old : 66.7 85.6 89.3 96.5 62.3 82.3 84.2 89.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,240: 14,470 18,875 3,830 50 1,195 0 0 0 340 0 60: 345 60
Old : 20,240: 14,470 18,875 3,830 50 1,195 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 19, 2016 :
: -20: 175 -245 -370 50 175 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 93.3 18.9 0.2 5.9 0.0 0.0 0.0 1.7 0.0 0.3: 1.7 0.3
Old : 100.0: 71.5 93.3 18.9 0.2 5.9 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 : 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 : 69.4 87.2 83.8 97.7 59.9 76.9 70.4 79.0
Old : 69.4 87.2 83.8 97.7 59.9 76.9 70.4 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,957: 15,487 18,972 2,320 50 2,835 200 0 0 710 0 40: 365 60
Old : 21,957: 15,487 18,972 2,320 50 2,835 200 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 19, 2016 :
: -70: 175 -245 -370 50 125 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 86.4 10.6 0.2 12.9 0.9 0.0 0.0 3.2 0.0 0.2: 1.7 0.3
Old : 100.0: 70.5 86.4 10.6 0.2 12.9 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 : 23: 15 10 . . . . 0 0 . 0 .:
Old : 23: 15 10 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 90.5 80.8 97.8 49.9 77.4 64.7 79.0
Old : 63.9 90.5 80.8 97.8 49.9 77.4 64.7 79.0
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,090: 90,477 97,765 7,553 2,555 12,355 1,880 170 90 2,375 1,620 360: 0 175
Old : 115,090: 90,477 97,765 7,553 2,555 12,355 1,880 170 90 2,375 1,620 360: 0 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 1,000: 865 2,215 1,725 600 -1,795 170 20 10 -50 -125 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 84.9 6.6 2.2 10.7 1.6 0.1 0.1 2.1 1.4 0.3: 0.0 0.2
Old : 100.0: 78.6 84.9 6.6 2.2 10.7 1.6 0.1 0.1 2.1 1.4 0.3: 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 : 50: 32 28 4 . 4 . . . . . .:
Old : 50: 32 28 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 : 38.6 43.1 59.3 69.6 31.6 35.9 46.2 51.5
Old : 38.6 43.1 59.3 69.6 31.6 35.9 46.2 51.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 128,185: 98,835 107,363 13,075 2,405 11,670 2,063 2,266 957 1,050 2,835 520: 15 169
Old : 128,185: 98,835 107,363 13,075 2,405 11,670 2,063 2,266 957 1,050 2,835 520: 15 169
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 1,944: 1,774 2,858 1,635 590 -1,675 180 151 0 0 25 25: 5 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 83.8 10.2 1.9 9.1 1.6 1.8 0.7 0.8 2.2 0.4: 0.0 0.1
Old : 100.0: 77.1 83.8 10.2 1.9 9.1 1.6 1.8 0.7 0.8 2.2 0.4: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 38 33 4 . . . 4 . . . .:
Old : 57: 38 33 4 . . . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 45.5 59.5 68.7 33.0 40.8 47.2 56.3
Old : 42.2 45.5 59.5 68.7 33.0 40.8 47.2 56.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 176,562: 124,156 132,240 25,278 7,308 8,008 6,073 8,796 5,694 2,580 9,756 4,702: 71 58
Old : 176,562: 124,156 132,240 25,278 7,308 8,008 6,073 8,796 5,694 2,580 9,756 4,702: 71 58
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 3,558: 4,422 -77 -849 -768 1,788 50 1,690 45 -2,470 267 583: -12 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 74.9 14.3 4.1 4.5 3.4 5.0 3.2 1.5 5.5 2.7: 0.0 0.0
Old : 100.0: 70.3 74.9 14.3 4.1 4.5 3.4 5.0 3.2 1.5 5.5 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 : 76: 41 42 5 . 5 4 . 5 4 12 10:
Old : 76: 41 42 5 . 5 4 . 5 4 12 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 : 36.8 54.7 51.6 67.4 34.9 48.1 49.3 55.8
Old : 36.8 54.7 51.6 67.4 34.9 48.1 49.3 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,498: 104,558 106,041 6,510 6,428 5,282 3,115 0 920 1,515 3,287 540: 58 0
Old : 122,498: 104,558 106,041 6,510 6,428 5,282 3,115 0 920 1,515 3,287 540: 58 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -1,167: -232 -1,796 -430 1,014 -505 0 0 0 0 120 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 86.6 5.3 5.2 4.3 2.5 0.0 0.8 1.2 2.7 0.4: 0.0 0.0
Old : 100.0: 85.4 86.6 5.3 5.2 4.3 2.5 0.0 0.8 1.2 2.7 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 32 . . 4 . 0 . . 4 .:
Old : 51: 34 32 . . 4 . 0 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 62.0 48.1 77.5 29.1 54.6 42.7 62.7
Old : 30.7 62.0 48.1 77.5 29.1 54.6 42.7 62.7
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 38,150: 33,420 26,495 725 8,170 2,075 840 900 0 580 0 510: 0 0
Old : 38,150: 33,420 26,495 725 8,170 2,075 840 900 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 19, 2016 :
: 100: 70 75 0 25 0 30 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 69.4 1.9 21.4 5.4 2.2 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 5.4 2.2 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 : 59.7 90.1 76.9 97.1 58.6 86.4 73.1 87.5
Old : 59.7 90.1 76.9 97.1 58.6 86.4 73.1 87.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,155: 28,185 27,675 700 1,970 4,005 80 200 50 860 0 255: 20 0
Old : 34,155: 28,185 27,675 700 1,970 4,005 80 200 50 860 0 255: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -25: -30 0 0 -75 0 30 0 0 -75 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 81.0 2.0 5.8 11.7 0.2 0.6 0.1 2.5 0.0 0.7: 0.1 0.0
Old : 100.0: 82.5 81.0 2.0 5.8 11.7 0.2 0.6 0.1 2.5 0.0 0.7: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 60.2 91.7 78.9 97.1 56.5 80.1 69.6 81.7
Old : 60.2 91.7 78.9 97.1 56.5 80.1 69.6 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,248: 30,970 28,105 550 4,539 2,109 1,000 0 300 50 0 0: 269 195
Old : 35,248: 30,970 28,105 550 4,539 2,109 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 19, 2016 :
: 925: 820 820 300 300 -195 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 79.7 1.6 12.9 6.0 2.8 0.0 0.9 0.1 0.0 0.0: 0.8 0.6
Old : 100.0: 87.9 79.7 1.6 12.9 6.0 2.8 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 : 36: 25 26 . . . . 0 . . 0 0:
Old : 36: 25 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 : 42.9 53.1 60.1 73.5 37.7 48.3 51.4 60.2
Old : 42.9 53.1 60.1 73.5 37.7 48.3 51.4 60.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 15,043: 11,078 12,448 2,140 1,145 1,300 300 0 0 225 0 0: 0 150
Old : 15,043: 11,078 12,448 2,140 1,145 1,300 300 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 19, 2016 :
: 590: -910 950 1,200 -360 0 300 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 82.7 14.2 7.6 8.6 2.0 0.0 0.0 1.5 0.0 0.0: 0.0 1.0
Old : 100.0: 73.6 82.7 14.2 7.6 8.6 2.0 0.0 0.0 1.5 0.0 0.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 17 14 . . . . 0 0 . 0 0:
Old : 23: 17 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 : 37.6 68.8 61.7 89.6 32.1 55.7 51.4 66.7
Old : 37.6 68.8 61.7 89.6 32.1 55.7 51.4 66.7
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 241,271: 184,215 142,814 0 59,782 33,609 18,721 0 4,128 88 535 403: 107 0
Old : 241,271: 184,215 142,814 0 59,782 33,609 18,721 0 4,128 88 535 403: 107 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 3,607: 1,598 6,289 0 -4,706 2,094 47 0 -114 -61 0 44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 59.2 0.0 24.8 13.9 7.8 0.0 1.7 0.0 0.2 0.2: 0.0 0.0
Old : 100.0: 76.4 59.2 0.0 24.8 13.9 7.8 0.0 1.7 0.0 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 : 53.6 78.7 78.3 92.8 29.5 40.4 37.6 42.9
Old : 53.6 78.7 78.3 92.8 29.5 40.4 37.6 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,156,559: 2,439,906 1,496,878 0 1,319,938 293,873 392,770 0 30,010 0 15,860 0: 0 0
Old : 3,156,559: 2,439,906 1,496,878 0 1,319,938 293,873 392,770 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 19, 2016 :
: 53,512: 53,512 30,032 0 23,480 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 47.4 0.0 41.8 9.3 12.4 0.0 1.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 77.3 47.4 0.0 41.8 9.3 12.4 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 : 64.8 82.0 83.2 90.2 52.6 60.5 61.8 65.2
Old : 64.8 82.0 83.2 90.2 52.6 60.5 61.8 65.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,760: 41,760 28,160 3,920 16,800 0 0 800 0 0 0 0: 80 0
Old : 45,760: 41,760 28,160 3,920 16,800 0 0 800 0 0 0 0: 80 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 29,847: 21,526 19,140 2,125 4,727 2,566 60 1,640 125 2,426 932 577: 442 140
Old : 29,847: 21,526 19,140 2,125 4,727 2,566 60 1,640 125 2,426 932 577: 442 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 1,185: 660 1,480 410 0 -55 0 0 0 120 -300 50: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 64.1 7.1 15.8 8.6 0.2 5.5 0.4 8.1 3.1 1.9: 1.5 0.5
Old : 100.0: 72.1 64.1 7.1 15.8 8.6 0.2 5.5 0.4 8.1 3.1 1.9: 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 : 46.3 43.7 70.0 64.6 43.3 41.4 61.1 61.8
Old : 46.3 43.7 70.0 64.6 43.3 41.4 61.1 61.8
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,573: 17,489 16,386 1,581 4,530 454 360 0 0 1,151 0 173: 365 30
Old : 21,573: 17,489 16,386 1,581 4,530 454 360 0 0 1,151 0 173: 365 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 746: 491 776 315 45 -75 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 76.0 7.3 21.0 2.1 1.7 0.0 0.0 5.3 0.0 0.8: 1.7 0.1
Old : 100.0: 81.1 76.0 7.3 21.0 2.1 1.7 0.0 0.0 5.3 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: 21 20 . . 4 . 0 0 . 0 .:
Old : 33: 21 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 : 49.8 48.9 69.7 74.1 45.2 48.8 59.7 67.9
Old : 49.8 48.9 69.7 74.1 45.2 48.8 59.7 67.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,891: 34,016 19,764 1,173 12,697 561 50 3,937 45 1,608 740 1,102: 336 45
Old : 38,891: 34,016 19,764 1,173 12,697 561 50 3,937 45 1,608 740 1,102: 336 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 147: 399 388 -395 -176 70 0 -75 0 88 -45 -20: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 50.8 3.0 32.6 1.4 0.1 10.1 0.1 4.1 1.9 2.8: 0.9 0.1
Old : 100.0: 87.5 50.8 3.0 32.6 1.4 0.1 10.1 0.1 4.1 1.9 2.8: 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 24 . . . . . . . . .:
Old : 42: 26 24 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 52.5 66.3 71.7 43.9 52.4 55.9 67.3
Old : 51.0 52.5 66.3 71.7 43.9 52.4 55.9 67.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,965: 19,342 14,120 0 6,513 1,275 250 0 30 491 25 2: 575 0
Old : 21,965: 19,342 14,120 0 6,513 1,275 250 0 30 491 25 2: 575 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 510: 285 1,010 0 -605 105 0 0 0 120 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 64.3 0.0 29.7 5.8 1.1 0.0 0.1 2.2 0.1 0.0: 2.6 0.0
Old : 100.0: 88.1 64.3 0.0 29.7 5.8 1.1 0.0 0.1 2.2 0.1 0.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 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 : 47.6 50.1 65.6 79.9 34.7 42.8 50.1 62.9
Old : 47.6 50.1 65.6 79.9 34.7 42.8 50.1 62.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,602: 16,574 17,279 3,605 1,589 2,765 0 420 0 0 1,023 526: 132 0
Old : 23,602: 16,574 17,279 3,605 1,589 2,765 0 420 0 0 1,023 526: 132 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 35: 35 35 30 0 -30 0 0 0 0 30 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 73.2 15.3 6.7 11.7 0.0 1.8 0.0 0.0 4.3 2.2: 0.6 0.0
Old : 100.0: 70.2 73.2 15.3 6.7 11.7 0.0 1.8 0.0 0.0 4.3 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 : 54.8 48.3 81.1 70.5 54.8 42.6 71.3 61.0
Old : 54.8 48.3 81.1 70.5 54.8 42.6 71.3 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,140: 13,537 11,821 1,474 2,841 914 0 150 0 0 201 105: 110 108
Old : 16,140: 13,537 11,821 1,474 2,841 914 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 19, 2016 :
: -44: -19 -44 0 25 -25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 73.2 9.1 17.6 5.7 0.0 0.9 0.0 0.0 1.2 0.7: 0.7 0.7
Old : 100.0: 83.9 73.2 9.1 17.6 5.7 0.0 0.9 0.0 0.0 1.2 0.7: 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 14 . . 4 0 . 0 0 . .:
Old : 27: 13 14 . . 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 : 61.6 54.5 83.1 79.3 61.0 51.7 79.6 74.3
Old : 61.6 54.5 83.1 79.3 61.0 51.7 79.6 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,588: 36,254 30,984 1,540 6,704 1,025 100 300 300 0 200 0: 369 75
Old : 39,588: 36,254 30,984 1,540 6,704 1,025 100 300 300 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 19, 2016 :
: 565: 635 745 300 190 -370 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 78.3 3.9 16.9 2.6 0.3 0.8 0.8 0.0 0.5 0.0: 0.9 0.2
Old : 100.0: 91.6 78.3 3.9 16.9 2.6 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 : 39: 27 24 . . . . . . 0 . 0:
Old : 39: 27 24 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 51.5 67.6 70.5 44.9 48.0 62.5 63.2
Old : 47.1 51.5 67.6 70.5 44.9 48.0 62.5 63.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 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: 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 : 42.8 75.6 64.7 88.2 39.0 68.5 58.2 75.8
Old : 42.8 75.6 64.7 88.2 39.0 68.5 58.2 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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,564: 11,872 11,022 680 2,629 895 0 0 0 1,069 0 18: 30 0
Old : 14,564: 11,872 11,022 680 2,629 895 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 19, 2016 :
: 2: 52 77 10 -15 -60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 75.7 4.7 18.1 6.1 0.0 0.0 0.0 7.3 0.0 0.1: 0.2 0.0
Old : 100.0: 81.5 75.7 4.7 18.1 6.1 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 : 40.1 71.2 65.1 87.6 36.3 63.7 58.3 70.2
Old : 40.1 71.2 65.1 87.6 36.3 63.7 58.3 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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,520: 36,354 39,659 6,370 2,550 1,440 0 0 0 0 200 0: 3,356 3,671
Old : 47,520: 36,354 39,659 6,370 2,550 1,440 0 0 0 0 200 0: 3,356 3,671
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 355: 1,635 -145 -880 900 -475 0 0 0 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 83.5 13.4 5.4 3.0 0.0 0.0 0.0 0.0 0.4 0.0: 7.1 7.7
Old : 100.0: 76.5 83.5 13.4 5.4 3.0 0.0 0.0 0.0 0.0 0.4 0.0: 7.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 77.0 52.1 89.7 78.2 76.3 44.6 79.7 68.1
Old : 77.0 52.1 89.7 78.2 76.3 44.6 79.7 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,728: 32,753 33,498 4,850 3,910 900 0 0 0 0 0 0: 3,225 3,420
Old : 41,728: 32,753 33,498 4,850 3,910 900 0 0 0 0 0 0: 3,225 3,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 325: 1,650 -250 -1,000 900 -300 0 0 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 80.3 11.6 9.4 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 7.7 8.2
Old : 100.0: 78.5 80.3 11.6 9.4 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 7.7 8.2
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: 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 47.2 88.6 77.8 73.8 40.9 77.6 67.5
Old : 75.6 47.2 88.6 77.8 73.8 40.9 77.6 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,435: 21,730 8,215 2,310 0 555 0 9,395 25 0 7,350 425: 2,390 1,470
Old : 27,435: 21,730 8,215 2,310 0 555 0 9,395 25 0 7,350 425: 2,390 1,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 2,160: 1,260 -240 600 0 0 0 0 0 0 2,100 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 29.9 8.4 0.0 2.0 0.0 34.2 0.1 0.0 26.8 1.5: 8.7 5.4
Old : 100.0: 79.2 29.9 8.4 0.0 2.0 0.0 34.2 0.1 0.0 26.8 1.5: 8.7 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 : 26: 14 12 . 0 . 0 . . 0 4 .:
Old : 26: 14 12 . 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 : 60.4 73.5 76.9 84.3 42.5 62.2 58.2 69.8
Old : 60.4 73.5 76.9 84.3 42.5 62.2 58.2 69.8
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,235: 20,160 7,650 35 0 445 0 9,085 0 0 4,230 25: 2,570 1,800
Old : 23,235: 20,160 7,650 35 0 445 0 9,085 0 0 4,230 25: 2,570 1,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 420: 720 -180 -900 0 135 0 0 0 0 0 0: 465 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 32.9 0.2 0.0 1.9 0.0 39.1 0.0 0.0 18.2 0.1: 11.1 7.7
Old : 100.0: 86.8 32.9 0.2 0.0 1.9 0.0 39.1 0.0 0.0 18.2 0.1: 11.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.7 72.2 77.3 84.5 45.5 61.0 58.0 68.5
Old : 61.7 72.2 77.3 84.5 45.5 61.0 58.0 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,183: 13,369 21,165 3,026 0 1,826 1,595 0 430 3,275 100 150: 1,512 1,512
Old : 25,183: 13,369 21,165 3,026 0 1,826 1,595 0 430 3,275 100 150: 1,512 1,512
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 685: 35 710 775 0 -150 0 0 0 -150 -50 150: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 84.0 12.0 0.0 7.3 6.3 0.0 1.7 13.0 0.4 0.6: 6.0 6.0
Old : 100.0: 53.1 84.0 12.0 0.0 7.3 6.3 0.0 1.7 13.0 0.4 0.6: 6.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 9 . 0 . . 0 . . . .:
Old : 24: 14 9 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 84.5 80.1 91.4 46.1 76.4 70.2 78.4
Old : 53.4 84.5 80.1 91.4 46.1 76.4 70.2 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,266: 11,106 17,936 1,582 0 2,668 1,685 0 240 3,400 0 150: 1,435 1,272
Old : 22,266: 11,106 17,936 1,582 0 2,668 1,685 0 240 3,400 0 150: 1,435 1,272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 880: 105 905 950 0 -175 0 0 0 -150 0 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 80.6 7.1 0.0 12.0 7.6 0.0 1.1 15.3 0.0 0.7: 6.4 5.7
Old : 100.0: 49.9 80.6 7.1 0.0 12.0 7.6 0.0 1.1 15.3 0.0 0.7: 6.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 9 . 0 . . 0 . . 0 .:
Old : 22: 15 9 . 0 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 86.0 76.8 92.3 40.4 69.9 62.7 70.9
Old : 51.9 86.0 76.8 92.3 40.4 69.9 62.7 70.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,285: 21,235 15,565 7,455 0 2,055 0 13,120 0 0 500 0: 540 45
Old : 31,285: 21,235 15,565 7,455 0 2,055 0 13,120 0 0 500 0: 540 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 865: -50 420 1,170 0 -150 0 700 0 0 0 0: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 49.8 23.8 0.0 6.6 0.0 41.9 0.0 0.0 1.6 0.0: 1.7 0.1
Old : 100.0: 67.9 49.8 23.8 0.0 6.6 0.0 41.9 0.0 0.0 1.6 0.0: 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 : 26: 16 8 . 0 . 0 . 0 0 . 0:
Old : 26: 16 8 . 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 91.4 90.6 97.7 67.7 87.2 83.1 91.6
Old : 75.2 91.4 90.6 97.7 67.7 87.2 83.1 91.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,025: 16,780 13,055 7,200 0 1,335 0 11,370 0 0 50 0: 710 215
Old : 26,025: 16,780 13,055 7,200 0 1,335 0 11,370 0 0 50 0: 710 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 995: -50 420 1,170 0 -150 0 700 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 50.2 27.7 0.0 5.1 0.0 43.7 0.0 0.0 0.2 0.0: 2.7 0.8
Old : 100.0: 64.5 50.2 27.7 0.0 5.1 0.0 43.7 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 7 . 0 . 0 . 0 0 . 0:
Old : 21: 14 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 : 73.4 92.1 89.7 97.9 67.2 89.8 83.5 92.5
Old : 73.4 92.1 89.7 97.9 67.2 89.8 83.5 92.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,715: 22,680 18,510 0 2,835 2,365 0 2,220 100 1,350 525 100: 1,120 1,060
Old : 27,715: 22,680 18,510 0 2,835 2,365 0 2,220 100 1,350 525 100: 1,120 1,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 25: 410 -940 0 1,350 -100 0 -200 0 0 200 0: -285 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 66.8 0.0 10.2 8.5 0.0 8.0 0.4 4.9 1.9 0.4: 4.0 3.8
Old : 100.0: 81.8 66.8 0.0 10.2 8.5 0.0 8.0 0.4 4.9 1.9 0.4: 4.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.8 77.3 85.2 94.0 54.2 63.2 62.3 67.1
Old : 62.8 77.3 85.2 94.0 54.2 63.2 62.3 67.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,030: 21,385 16,575 0 3,665 1,825 0 2,480 60 1,450 175 400: 910 850
Old : 26,030: 21,385 16,575 0 3,665 1,825 0 2,480 60 1,450 175 400: 910 850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 1,025: 1,245 -5 0 1,050 -140 0 0 0 -25 175 25: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 63.7 0.0 14.1 7.0 0.0 9.5 0.2 5.6 0.7 1.5: 3.5 3.3
Old : 100.0: 82.2 63.7 0.0 14.1 7.0 0.0 9.5 0.2 5.6 0.7 1.5: 3.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 0 . . 0 . . . . .:
Old : 23: 13 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 : 61.1 84.2 83.8 94.6 53.7 69.2 66.2 72.0
Old : 61.1 84.2 83.8 94.6 53.7 69.2 66.2 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, July 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,769: 25,000 22,144 0 5,266 1,654 4,345 375 195 265 1,815 210: 1,100 1,110
Old : 32,769: 25,000 22,144 0 5,266 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 19, 2016 :
: 600: 600 0 0 600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 67.6 0.0 16.1 5.0 13.3 1.1 0.6 0.8 5.5 0.6: 3.4 3.4
Old : 100.0: 76.3 67.6 0.0 16.1 5.0 13.3 1.1 0.6 0.8 5.5 0.6: 3.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 56.9 79.3 77.2 93.4 56.2 74.1 73.6 86.8
Old : 56.9 79.3 77.2 93.4 56.2 74.1 73.6 86.8
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 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: 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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 118,994: 70,000 101,640 5,990 1,975 7,184 21,445 0 0 7,175 1,095 825: 6,375 6,275
Old : 118,994: 70,000 101,640 5,990 1,975 7,184 21,445 0 0 7,175 1,095 825: 6,375 6,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 2,780: -100 2,080 -820 0 770 500 0 0 2,400 -100 -15: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 85.4 5.0 1.7 6.0 18.0 0.0 0.0 6.0 0.9 0.7: 5.4 5.3
Old : 100.0: 58.8 85.4 5.0 1.7 6.0 18.0 0.0 0.0 6.0 0.9 0.7: 5.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 25 . . . . 0 0 . . .:
Old : 40: 20 25 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 49.9 82.1 67.8 50.3 49.5 69.1 63.9
Old : 58.4 49.9 82.1 67.8 50.3 49.5 69.1 63.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 105,205: 61,938 88,085 698 3,175 7,700 24,895 0 0 3,740 0 525: 5,709 5,720
Old : 105,205: 61,938 88,085 698 3,175 7,700 24,895 0 0 3,740 0 525: 5,709 5,720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 760: 70 950 -170 0 -105 700 0 0 350 0 0: -85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 83.7 0.7 3.0 7.3 23.7 0.0 0.0 3.6 0.0 0.5: 5.4 5.4
Old : 100.0: 58.9 83.7 0.7 3.0 7.3 23.7 0.0 0.0 3.6 0.0 0.5: 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 : 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 : 64.4 45.4 83.5 64.2 56.8 43.4 67.7 57.5
Old : 64.4 45.4 83.5 64.2 56.8 43.4 67.7 57.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,320: 18,145 19,030 820 180 960 75 0 125 0 0 0: 1,195 1,025
Old : 21,320: 18,145 19,030 820 180 960 75 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 19, 2016 :
: 300: -50 300 300 0 0 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 89.3 3.8 0.8 4.5 0.4 0.0 0.6 0.0 0.0 0.0: 5.6 4.8
Old : 100.0: 85.1 89.3 3.8 0.8 4.5 0.4 0.0 0.6 0.0 0.0 0.0: 5.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 16 12 . . . . 0 . 0 0 0:
Old : 21: 16 12 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 74.5 79.8 87.5 53.2 63.7 64.5 69.1
Old : 56.8 74.5 79.8 87.5 53.2 63.7 64.5 69.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,855: 15,355 14,530 0 1,110 570 0 275 0 600 0 0: 330 370
Old : 16,855: 15,355 14,530 0 1,110 570 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 19, 2016 :
: 150: 150 450 0 -300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 86.2 0.0 6.6 3.4 0.0 1.6 0.0 3.6 0.0 0.0: 2.0 2.2
Old : 100.0: 91.1 86.2 0.0 6.6 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 : 23: 16 11 0 . . 0 . 0 . 0 0:
Old : 23: 16 11 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 74.1 76.1 88.9 46.5 59.2 61.4 66.8
Old : 54.7 74.1 76.1 88.9 46.5 59.2 61.4 66.8
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,800: 24,665 19,020 925 3,875 2,090 0 2,500 300 280 480 0: 3,540 3,535
Old : 31,800: 24,665 19,020 925 3,875 2,090 0 2,500 300 280 480 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 19, 2016 :
: 900: 900 -50 0 0 0 0 950 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 59.8 2.9 12.2 6.6 0.0 7.9 0.9 0.9 1.5 0.0: 11.1 11.1
Old : 100.0: 77.6 59.8 2.9 12.2 6.6 0.0 7.9 0.9 0.9 1.5 0.0: 11.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 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 : 45.2 38.1 66.8 62.2 38.3 33.3 51.7 48.0
Old : 45.2 38.1 66.8 62.2 38.3 33.3 51.7 48.0
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 26, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,610: 18,500 14,020 0 3,905 1,770 0 575 0 0 0 0: 3,340 3,340
Old : 23,610: 18,500 14,020 0 3,905 1,770 0 575 0 0 0 0: 3,340 3,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 100: 0 0 0 -300 150 0 300 -125 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 59.4 0.0 16.5 7.5 0.0 2.4 0.0 0.0 0.0 0.0: 14.1 14.1
Old : 100.0: 78.4 59.4 0.0 16.5 7.5 0.0 2.4 0.0 0.0 0.0 0.0: 14.1 14.1
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 : 23: 14 12 0 . . 0 . 0 0 0 0:
Old : 23: 14 12 0 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 44.2 67.6 66.7 37.5 31.8 52.1 48.9
Old : 46.0 44.2 67.6 66.7 37.5 31.8 52.1 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2016