COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 106,407: 29,563 28,983 8,569 7,743 8,085 844 35,759 9,358 40,104 7,232 8,825: 1,059 422
Old : 106,407: 29,563 28,983 8,569 7,743 8,085 844 35,759 9,358 40,104 7,232 8,825: 1,059 422
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -8,280: -2,619 -29 132 -781 -1,659 -116 -2,838 -1,605 -2,396 -663 -169: 152 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 27.2 8.1 7.3 7.6 0.8 33.6 8.8 37.7 6.8 8.3: 1.0 0.4
Old : 100.0: 27.8 27.2 8.1 7.3 7.6 0.8 33.6 8.8 37.7 6.8 8.3: 1.0 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 : 61: 15 14 . . 5 . 7 5 18 13 21:
Old : 61: 15 14 . . 5 . 7 5 18 13 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 43.6 59.7 66.9 27.6 31.0 44.0 44.6
Old : 38.6 43.6 59.7 66.9 27.6 31.0 44.0 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 17,266: 2,727 7,686 0 3,043 805 563 1,990 909 10,303 1,364 1,344: 615 125
Old : 17,266: 2,727 7,686 0 3,043 805 563 1,990 909 10,303 1,364 1,344: 615 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -1,280: 78 -45 -7 -633 35 0 -110 -97 -730 -69 -176: -383 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 44.5 0.0 17.6 4.7 3.3 11.5 5.3 59.7 7.9 7.8: 3.6 0.7
Old : 100.0: 15.8 44.5 0.0 17.6 4.7 3.3 11.5 5.3 59.7 7.9 7.8: 3.6 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 : 34: 9 7 0 4 . . . . 10 5 12:
Old : 34: 9 7 0 4 . . . . 10 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 : 55.2 53.6 66.7 73.5 53.3 45.7 62.6 60.8
Old : 55.2 53.6 66.7 73.5 53.3 45.7 62.6 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,351: 1,737 1,096 1,133 754 2,200 161 467 1,965 547 1,262 1,607: 0 0
Old : 9,351: 1,737 1,096 1,133 754 2,200 161 467 1,965 547 1,262 1,607: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 94: 48 33 1 8 2 -58 -30 62 26 7 12: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 11.7 12.1 8.1 23.5 1.7 5.0 21.0 5.8 13.5 17.2: 0.0 0.0
Old : 100.0: 18.6 11.7 12.1 8.1 23.5 1.7 5.0 21.0 5.8 13.5 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 : 35: 8 8 . . 4 . . . 10 7 11:
Old : 35: 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 : 47.2 52.6 73.9 76.8 21.2 17.4 25.0 24.8
Old : 47.2 52.6 73.9 76.8 21.2 17.4 25.0 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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 159,048: 90,609 106,758 12,177 11,686 13,735 21,043 1,275 2,248 5,698 7,813 12,532: 1,006 3,002
Old : 159,048: 90,609 106,758 12,177 11,686 13,735 21,043 1,275 2,248 5,698 7,813 12,532: 1,006 3,002
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -6,446: -3,217 -3,886 -396 80 -121 38 -100 -1,095 350 -1,121 -2,462: 455 2,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 67.1 7.7 7.3 8.6 13.2 0.8 1.4 3.6 4.9 7.9: 0.6 1.9
Old : 100.0: 57.0 67.1 7.7 7.3 8.6 13.2 0.8 1.4 3.6 4.9 7.9: 0.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 86: 46 49 . . 5 6 4 6 9 9 14:
Old : 86: 46 49 . . 5 6 4 6 9 9 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 30.0 64.4 51.9 36.1 25.7 43.4 37.7
Old : 49.9 30.0 64.4 51.9 36.1 25.7 43.4 37.7
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,152: 31,847 30,471 2,537 3,899 4,267 0 411 95 1,175 778 231: 0 0
Old : 40,152: 31,847 30,471 2,537 3,899 4,267 0 411 95 1,175 778 231: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -4,762: -4,071 -4,391 144 349 -467 0 -117 20 -282 -50 -106: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 75.9 6.3 9.7 10.6 0.0 1.0 0.2 2.9 1.9 0.6: 0.0 0.0
Old : 100.0: 79.3 75.9 6.3 9.7 10.6 0.0 1.0 0.2 2.9 1.9 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 23 22 . . . 0 . . . . .:
Old : 35: 23 22 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 47.1 79.6 70.5 44.9 32.3 53.2 48.3
Old : 58.3 47.1 79.6 70.5 44.9 32.3 53.2 48.3
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 338,220: 282,185 282,531 23,852 16,034 30,583 624 0 0 0 8,096 976: 0 0
Old : 338,220: 282,185 282,531 23,852 16,034 30,583 624 0 0 0 8,096 976: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -36,592: -34,936 -18,824 -720 -16,192 0 -624 0 0 0 -1,264 -312: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 83.5 7.1 4.7 9.0 0.2 0.0 0.0 0.0 2.4 0.3: 0.0 0.0
Old : 100.0: 83.4 83.5 7.1 4.7 9.0 0.2 0.0 0.0 0.0 2.4 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 19 . . . . 0 0 0 . .:
Old : 27: 19 19 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 53.1 83.4 81.7 57.2 45.7 71.1 67.5
Old : 62.1 53.1 83.4 81.7 57.2 45.7 71.1 67.5
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,623,812: 1,297,419 1,316,082 178,054 108,771 24,046 2,367 28,991 68,004 34,832 60,948 4,338: 14,752 12,632
Old : 1,623,812: 1,297,419 1,316,082 178,054 108,771 24,046 2,367 28,991 68,004 34,832 60,948 4,338: 14,752 12,632
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 4,823: -6,421 -9,361 -350 3,183 -5,175 2,367 350 -350 760 4,304 0: 13,992 11,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 81.0 11.0 6.7 1.5 0.1 1.8 4.2 2.1 3.8 0.3: 0.9 0.8
Old : 100.0: 79.9 81.0 11.0 6.7 1.5 0.1 1.8 4.2 2.1 3.8 0.3: 0.9 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: 34 36 . 4 . . 4 4 4 5 .:
Old : 59: 34 36 . 4 . . 4 4 4 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 42.3 67.0 64.2 37.7 37.7 51.9 52.1
Old : 47.4 42.3 67.0 64.2 37.7 37.7 51.9 52.1
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,028: 49,641 52,701 6,990 1,927 6,695 1,917 4,223 205 2,392 2,089 2,188: 0 0
Old : 70,028: 49,641 52,701 6,990 1,927 6,695 1,917 4,223 205 2,392 2,089 2,188: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,312: 868 399 -16 155 39 125 -205 103 -299 329 492: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 75.3 10.0 2.8 9.6 2.7 6.0 0.3 3.4 3.0 3.1: 0.0 0.0
Old : 100.0: 70.9 75.3 10.0 2.8 9.6 2.7 6.0 0.3 3.4 3.0 3.1: 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 : 42: 22 23 . . . . . . 4 4 4:
Old : 42: 22 23 . . . . . . 4 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 : 52.5 55.5 75.0 78.1 48.9 47.8 66.4 61.3
Old : 52.5 55.5 75.0 78.1 48.9 47.8 66.4 61.3
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 354,616: 188,807 301,875 110,204 0 52,413 0 0 0 2,872 8 320: 0 0
Old : 354,616: 188,807 301,875 110,204 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 26, 2016 :
: -2,808: 936 -2,808 -3,744 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 85.1 31.1 0.0 14.8 0.0 0.0 0.0 0.8 0.0 0.1: 0.0 0.0
Old : 100.0: 53.2 85.1 31.1 0.0 14.8 0.0 0.0 0.0 0.8 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 15 . 0 . 0 0 0 . . .:
Old : 23: 13 15 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 67.6 92.0 86.8 51.0 55.8 64.9 63.5
Old : 68.7 67.6 92.0 86.8 51.0 55.8 64.9 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 435,098: 337,320 365,970 34,572 9,962 49,382 5,192 728 8,632 0 424 0: 0 0
Old : 435,098: 337,320 365,970 34,572 9,962 49,382 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 26, 2016 :
: -9,090: -17,738 -1,994 3,968 -11,776 4,680 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 84.1 7.9 2.3 11.3 1.2 0.2 2.0 0.0 0.1 0.0: 0.0 0.0
Old : 100.0: 77.5 84.1 7.9 2.3 11.3 1.2 0.2 2.0 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 : 48.7 57.9 74.1 79.4 44.8 51.6 62.1 65.6
Old : 48.7 57.9 74.1 79.4 44.8 51.6 62.1 65.6
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,532: 29,084 31,903 2,382 529 1,382 871 387 719 463 0 127: 504 485
Old : 35,532: 29,084 31,903 2,382 529 1,382 871 387 719 463 0 127: 504 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -765: -806 -253 -149 -510 0 23 0 0 2 0 -2: 167 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 89.8 6.7 1.5 3.9 2.5 1.1 2.0 1.3 0.0 0.4: 1.4 1.4
Old : 100.0: 81.9 89.8 6.7 1.5 3.9 2.5 1.1 2.0 1.3 0.0 0.4: 1.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 26 25 . . . . . . 5 0 .:
Old : 42: 26 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 : 48.6 59.9 67.4 79.5 45.2 58.4 61.5 71.6
Old : 48.6 59.9 67.4 79.5 45.2 58.4 61.5 71.6
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 57,947: 38,613 41,935 16,717 14,170 1,560 0 0 0 240 0 0: 817 282
Old : 57,947: 38,613 41,935 16,717 14,170 1,560 0 0 0 240 0 0: 817 282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,310: 1,010 -570 -80 1,620 0 0 0 0 0 0 0: 380 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 72.4 28.8 24.5 2.7 0.0 0.0 0.0 0.4 0.0 0.0: 1.4 0.5
Old : 100.0: 66.6 72.4 28.8 24.5 2.7 0.0 0.0 0.0 0.4 0.0 0.0: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 29 29 . . . 0 0 0 . 0 0:
Old : 42: 29 29 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 53.2 72.0 70.3 56.2 48.5 66.8 61.1
Old : 56.6 53.2 72.0 70.3 56.2 48.5 66.8 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 3,050: 2,600 2,750 50 0 0 250 100 150 0 50 0: 0 0
Old : 3,050: 2,600 2,750 50 0 0 250 100 150 0 50 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 90.2 1.6 0.0 0.0 8.2 3.3 4.9 0.0 1.6 0.0: 0.0 0.0
Old : 100.0: 85.2 90.2 1.6 0.0 0.0 8.2 3.3 4.9 0.0 1.6 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 : 21: 11 8 . 0 0 . . . 0 . 0:
Old : 21: 11 8 . 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 : 47.5 77.0 80.3 95.1 45.9 75.4 75.4 83.6
Old : 47.5 77.0 80.3 95.1 45.9 75.4 75.4 83.6
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,416: 61,345 63,905 19,497 19,120 865 950 0 0 583 0 0: 1,176 526
Old : 84,416: 61,345 63,905 19,497 19,120 865 950 0 0 583 0 0: 1,176 526
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,705: 469 -720 290 1,955 -20 0 0 0 0 0 0: 966 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 75.7 23.1 22.6 1.0 1.1 0.0 0.0 0.7 0.0 0.0: 1.4 0.6
Old : 100.0: 72.7 75.7 23.1 22.6 1.0 1.1 0.0 0.0 0.7 0.0 0.0: 1.4 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 : 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 : 52.3 56.4 71.1 74.3 51.9 55.6 68.8 70.5
Old : 52.3 56.4 71.1 74.3 51.9 55.6 68.8 70.5
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,504: 18,611 19,109 1,440 855 2,145 0 0 0 750 1,275 0: 558 120
Old : 23,504: 18,611 19,109 1,440 855 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 26, 2016 :
: 300: 0 300 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 81.3 6.1 3.6 9.1 0.0 0.0 0.0 3.2 5.4 0.0: 2.4 0.5
Old : 100.0: 79.2 81.3 6.1 3.6 9.1 0.0 0.0 0.0 3.2 5.4 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 14 . . . 0 0 0 . . 0:
Old : 28: 15 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 : 59.5 65.9 81.0 87.3 54.9 65.3 72.4 79.2
Old : 59.5 65.9 81.0 87.3 54.9 65.3 72.4 79.2
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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: 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 90.4 41.0 69.3 58.0 74.3
Old : 44.0 75.5 66.6 90.4 41.0 69.3 58.0 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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 9,905: 7,588 6,657 70 907 410 1,116 0 89 508 1,758 84: 40 0
Old : 9,905: 7,588 6,657 70 907 410 1,116 0 89 508 1,758 84: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -443: -282 -254 0 -112 -198 73 0 -31 0 176 0: -5 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 67.2 0.7 9.2 4.1 11.3 0.0 0.9 5.1 17.7 0.8: 0.4 0.0
Old : 100.0: 76.6 67.2 0.7 9.2 4.1 11.3 0.0 0.9 5.1 17.7 0.8: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 19 . . . 4 0 . . . .:
Old : 32: 19 19 . . . 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 : 36.9 61.9 61.8 78.2 35.9 51.9 59.3 66.8
Old : 36.9 61.9 61.8 78.2 35.9 51.9 59.3 66.8
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,340: 6,810 6,760 0 4,340 60 1,800 0 0 2,550 0 0: 120 180
Old : 11,340: 6,810 6,760 0 4,340 60 1,800 0 0 2,550 0 0: 120 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -190: 0 -50 0 -200 0 0 0 0 -250 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 59.6 0.0 38.3 0.5 15.9 0.0 0.0 22.5 0.0 0.0: 1.1 1.6
Old : 100.0: 60.1 59.6 0.0 38.3 0.5 15.9 0.0 0.0 22.5 0.0 0.0: 1.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.2 61.7 83.3 83.4 54.2 56.3 75.8 67.8
Old : 54.2 61.7 83.3 83.4 54.2 56.3 75.8 67.8
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 7,720 495 2,970 120 800 0 0 1,310 225 450: 585 65
Old : 11,550: 7,790 7,720 495 2,970 120 800 0 0 1,310 225 450: 585 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 0: 0 -45 -75 0 0 0 0 0 0 0 0: 75 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 66.8 4.3 25.7 1.0 6.9 0.0 0.0 11.3 1.9 3.9: 5.1 0.6
Old : 100.0: 67.4 66.8 4.3 25.7 1.0 6.9 0.0 0.0 11.3 1.9 3.9: 5.1 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 : 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 84.5 84.3 37.1 44.5 51.7 54.2
Old : 66.3 66.2 84.5 84.3 37.1 44.5 51.7 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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,812: 28,147 29,387 2,805 80 2,510 0 0 0 350 1,700 0: 0 135
Old : 33,812: 28,147 29,387 2,805 80 2,510 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 26, 2016 :
: 770: 845 740 -105 0 30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 86.9 8.3 0.2 7.4 0.0 0.0 0.0 1.0 5.0 0.0: 0.0 0.4
Old : 100.0: 83.2 86.9 8.3 0.2 7.4 0.0 0.0 0.0 1.0 5.0 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 : 37: 19 22 . . . 0 0 0 . . 0:
Old : 37: 19 22 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 62.4 76.8 78.0 52.5 60.9 69.2 69.8
Old : 55.1 62.4 76.8 78.0 52.5 60.9 69.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,992: 19,107 18,957 2,200 3,125 2,730 50 0 0 660 75 0: 245 105
Old : 24,992: 19,107 18,957 2,200 3,125 2,730 50 0 0 660 75 0: 245 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,650: 940 1,505 625 60 25 0 0 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 75.9 8.8 12.5 10.9 0.2 0.0 0.0 2.6 0.3 0.0: 1.0 0.4
Old : 100.0: 76.5 75.9 8.8 12.5 10.9 0.2 0.0 0.0 2.6 0.3 0.0: 1.0 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 : 31: 22 19 . . . . 0 0 . . 0:
Old : 31: 22 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 : 44.5 68.4 66.4 87.6 37.6 55.4 55.4 66.1
Old : 44.5 68.4 66.4 87.6 37.6 55.4 55.4 66.1
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,242: 17,796 16,164 2,825 3,542 1,771 215 234 80 0 603 235: 320 613
Old : 23,242: 17,796 16,164 2,825 3,542 1,771 215 234 80 0 603 235: 320 613
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 152: 112 152 0 -40 40 0 46 0 0 0 0: 0 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 69.5 12.2 15.2 7.6 0.9 1.0 0.3 0.0 2.6 1.0: 1.4 2.6
Old : 100.0: 76.6 69.5 12.2 15.2 7.6 0.9 1.0 0.3 0.0 2.6 1.0: 1.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 23 . . . . . . 0 . .:
Old : 37: 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 : 38.7 54.4 64.0 73.4 34.1 44.7 53.8 57.1
Old : 38.7 54.4 64.0 73.4 34.1 44.7 53.8 57.1
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 57,777: 50,755 45,944 1,123 2,743 3,273 0 222 0 1,681 4,530 945: 0 120
Old : 57,777: 50,755 45,944 1,123 2,743 3,273 0 222 0 1,681 4,530 945: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,063: 1,081 780 0 161 -10 0 0 0 0 135 -3: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 79.5 1.9 4.7 5.7 0.0 0.4 0.0 2.9 7.8 1.6: 0.0 0.2
Old : 100.0: 87.8 79.5 1.9 4.7 5.7 0.0 0.4 0.0 2.9 7.8 1.6: 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 : 43.9 43.5 64.4 68.4 41.8 42.3 59.0 64.5
Old : 43.9 43.5 64.4 68.4 41.8 42.3 59.0 64.5
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 73,453: 62,518 56,893 3,605 2,683 3,224 8 408 293 1,781 7,953 1,989: 35 10
Old : 73,453: 62,518 56,893 3,605 2,683 3,224 8 408 293 1,781 7,953 1,989: 35 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 501: 461 683 -60 55 35 0 0 0 5 -332 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 77.5 4.9 3.7 4.4 0.0 0.6 0.4 2.4 10.8 2.7: 0.0 0.0
Old : 100.0: 85.1 77.5 4.9 3.7 4.4 0.0 0.6 0.4 2.4 10.8 2.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 31 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 : 36.3 42.9 53.9 65.3 36.1 38.3 51.1 56.1
Old : 36.3 42.9 53.9 65.3 36.1 38.3 51.1 56.1
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 54,045: 43,265 50,275 8,025 2,740 1,030 0 0 0 815 0 0: 910 0
Old : 54,045: 43,265 50,275 8,025 2,740 1,030 0 0 0 815 0 0: 910 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 6,060: 5,035 5,860 245 300 -100 0 0 0 0 0 0: 880 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 93.0 14.8 5.1 1.9 0.0 0.0 0.0 1.5 0.0 0.0: 1.7 0.0
Old : 100.0: 80.1 93.0 14.8 5.1 1.9 0.0 0.0 0.0 1.5 0.0 0.0: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 23 10 . . . 0 0 0 . 0 0:
Old : 30: 23 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 97.1 79.1 99.3 57.6 95.4 77.9 96.2
Old : 58.7 97.1 79.1 99.3 57.6 95.4 77.9 96.2
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,080: 49,030 56,800 9,165 3,550 730 50 0 0 1,405 0 0: 700 0
Old : 61,080: 49,030 56,800 9,165 3,550 730 50 0 0 1,405 0 0: 700 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 6,060: 5,270 5,860 220 300 -100 0 0 0 0 0 0: 670 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 93.0 15.0 5.8 1.2 0.1 0.0 0.0 2.3 0.0 0.0: 1.1 0.0
Old : 100.0: 80.3 93.0 15.0 5.8 1.2 0.1 0.0 0.0 2.3 0.0 0.0: 1.1 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 15 . . . . 0 0 . 0 0:
Old : 34: 23 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 : 59.2 92.2 75.1 97.8 58.1 91.9 73.9 95.0
Old : 59.2 92.2 75.1 97.8 58.1 91.9 73.9 95.0
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 366,653: 258,294 318,640 40,235 13,471 12,766 0 816 0 52,639 18,241 2,719: 0 0
Old : 366,653: 258,294 318,640 40,235 13,471 12,766 0 816 0 52,639 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 26, 2016 :
: 3,888: -352 3,888 1,936 0 0 0 0 0 2,304 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 86.9 11.0 3.7 3.5 0.0 0.2 0.0 14.4 5.0 0.7: 0.0 0.0
Old : 100.0: 70.4 86.9 11.0 3.7 3.5 0.0 0.2 0.0 14.4 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 : 46.2 48.3 69.6 68.3 42.6 46.2 63.5 62.7
Old : 46.2 48.3 69.6 68.3 42.6 46.2 63.5 62.7
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,302: 22,406 21,277 567 822 1,257 184 715 863 1,551 1,765 1,348: 126 255
Old : 28,302: 22,406 21,277 567 822 1,257 184 715 863 1,551 1,765 1,348: 126 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,051: 944 177 0 24 105 0 82 27 -640 21 615: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 75.2 2.0 2.9 4.4 0.7 2.5 3.0 5.5 6.2 4.8: 0.4 0.9
Old : 100.0: 79.2 75.2 2.0 2.9 4.4 0.7 2.5 3.0 5.5 6.2 4.8: 0.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 46.2 44.1 70.6 58.8 42.7 43.7 63.2 55.3
Old : 46.2 44.1 70.6 58.8 42.7 43.7 63.2 55.3
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 33,734: 20,722 33,396 11,753 0 0 77 154 0 1,156 158 26: 0 0
Old : 33,734: 20,722 33,396 11,753 0 0 77 154 0 1,156 158 26: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -589: -346 -201 -788 0 0 0 0 0 646 -287 -101: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 99.0 34.8 0.0 0.0 0.2 0.5 0.0 3.4 0.5 0.1: 0.0 0.0
Old : 100.0: 61.4 99.0 34.8 0.0 0.0 0.2 0.5 0.0 3.4 0.5 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: 14 13 . 0 0 . . 0 . . .:
Old : 29: 14 13 . 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 : 73.1 81.1 91.6 97.1 71.3 79.7 80.8 84.5
Old : 73.1 81.1 91.6 97.1 71.3 79.7 80.8 84.5
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 283,957: 224,312 240,068 48,865 14,685 10,020 760 19,184 0 0 0 0: 0 0
Old : 283,957: 224,312 240,068 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 26, 2016 :
: -12,253: -12,253 -12,253 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 84.5 17.2 5.2 3.5 0.3 6.8 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.0 84.5 17.2 5.2 3.5 0.3 6.8 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 : 68.4 66.4 83.0 84.1 56.2 54.1 63.5 66.6
Old : 68.4 66.4 83.0 84.1 56.2 54.1 63.5 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,683: 17,091 19,620 3,431 0 403 359 1,044 20 252 129 0: 127 467
Old : 21,683: 17,091 19,620 3,431 0 403 359 1,044 20 252 129 0: 127 467
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -1,058: -1,121 -1,060 63 0 0 0 0 0 0 0 0: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 90.5 15.8 0.0 1.9 1.7 4.8 0.1 1.2 0.6 0.0: 0.6 2.2
Old : 100.0: 78.8 90.5 15.8 0.0 1.9 1.7 4.8 0.1 1.2 0.6 0.0: 0.6 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 : 30: 17 19 . 0 . . . . . . 0:
Old : 30: 17 19 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 73.8 80.7 86.7 58.6 67.3 70.6 75.9
Old : 65.3 73.8 80.7 86.7 58.6 67.3 70.6 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,548: 48,016 110,467 66,108 0 0 0 2,385 0 0 0 0: 424 1,696
Old : 114,548: 48,016 110,467 66,108 0 0 0 2,385 0 0 0 0: 424 1,696
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 96.4 57.7 0.0 0.0 0.0 2.1 0.0 0.0 0.0 0.0: 0.4 1.5
Old : 100.0: 41.9 96.4 57.7 0.0 0.0 0.0 2.1 0.0 0.0 0.0 0.0: 0.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 10 . 0 0 0 . 0 0 0 0:
Old : 20: 7 10 . 0 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.2 89.9 98.3 96.9 82.2 89.9 98.3 96.5
Old : 82.2 89.9 98.3 96.9 82.2 89.9 98.3 96.5
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 9,232 1,800 895 105 1,017 178 0 649 129 680: 361 1,501
Old : 12,720: 8,108 9,232 1,800 895 105 1,017 178 0 649 129 680: 361 1,501
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 0: 0 -23 -23 -40 23 0 0 0 0 0 0: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 72.6 14.2 7.0 0.8 8.0 1.4 0.0 5.1 1.0 5.3: 2.8 11.8
Old : 100.0: 63.7 72.6 14.2 7.0 0.8 8.0 1.4 0.0 5.1 1.0 5.3: 2.8 11.8
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 : 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 48.9 72.8 72.0 38.4 42.5 57.8 59.6
Old : 52.5 48.9 72.8 72.0 38.4 42.5 57.8 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 165,703: 129,138 124,716 27,115 35,392 793 5,569 0 0 800 2,514 1,904: 384 384
Old : 165,703: 129,138 124,716 27,115 35,392 793 5,569 0 0 800 2,514 1,904: 384 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 8: 32 8 -408 0 0 0 0 0 0 -384 384: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 75.3 16.4 21.4 0.5 3.4 0.0 0.0 0.5 1.5 1.1: 0.2 0.2
Old : 100.0: 77.9 75.3 16.4 21.4 0.5 3.4 0.0 0.0 0.5 1.5 1.1: 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 : 62.2 61.5 81.1 84.6 53.7 61.0 72.2 74.5
Old : 62.2 61.5 81.1 84.6 53.7 61.0 72.2 74.5
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,372: 14,783 10,168 1,693 3,628 847 0 2,046 20 179 613 478: 372 572
Old : 18,372: 14,783 10,168 1,693 3,628 847 0 2,046 20 179 613 478: 372 572
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -84: -205 -84 6 128 -168 0 0 0 3 -143 120: 160 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 55.3 9.2 19.7 4.6 0.0 11.1 0.1 1.0 3.3 2.6: 2.0 3.1
Old : 100.0: 80.5 55.3 9.2 19.7 4.6 0.0 11.1 0.1 1.0 3.3 2.6: 2.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 25 . . . 0 . . . . 4:
Old : 37: 20 25 . . . 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 : 55.2 40.7 72.6 60.3 48.5 39.2 58.9 51.6
Old : 55.2 40.7 72.6 60.3 48.5 39.2 58.9 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 207,505: 166,987 126,755 31,452 63,101 6,658 0 9,399 408 1,152 760 0: 848 424
Old : 207,505: 166,987 126,755 31,452 63,101 6,658 0 9,399 408 1,152 760 0: 848 424
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 6,250: 5,402 1,537 -768 752 768 0 2,769 0 0 0 0: 848 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 61.1 15.2 30.4 3.2 0.0 4.5 0.2 0.6 0.4 0.0: 0.4 0.2
Old : 100.0: 80.5 61.1 15.2 30.4 3.2 0.0 4.5 0.2 0.6 0.4 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 : 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 : 58.6 62.3 78.9 80.7 40.1 49.9 53.3 58.2
Old : 58.6 62.3 78.9 80.7 40.1 49.9 53.3 58.2
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8,900 2,075 0 50 0 300 0 100 375 0: 75 525
Old : 10,150: 7,850 8,900 2,075 0 50 0 300 0 100 375 0: 75 525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 0: 0 -495 -15 0 0 0 0 0 0 0 0: 15 495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 87.7 20.4 0.0 0.5 0.0 3.0 0.0 1.0 3.7 0.0: 0.7 5.2
Old : 100.0: 77.3 87.7 20.4 0.0 0.5 0.0 3.0 0.0 1.0 3.7 0.0: 0.7 5.2
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 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 74.2 84.4 86.2 35.5 51.1 58.0 59.7
Old : 59.0 74.2 84.4 86.2 35.5 51.1 58.0 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 23,936: 10,191 18,343 8,912 0 4,529 304 395 0 0 669 0: 0 0
Old : 23,936: 10,191 18,343 8,912 0 4,529 304 395 0 0 669 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -1,002: -877 -775 -48 0 -77 0 -125 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 76.6 37.2 0.0 18.9 1.3 1.7 0.0 0.0 2.8 0.0: 0.0 0.0
Old : 100.0: 42.6 76.6 37.2 0.0 18.9 1.3 1.7 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 : 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 : 82.0 50.5 92.4 76.4 57.0 44.2 60.9 56.9
Old : 82.0 50.5 92.4 76.4 57.0 44.2 60.9 56.9
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 242,157: 137,829 162,877 34,897 9,849 69,431 0 0 0 0 0 0: 0 0
Old : 242,157: 137,829 162,877 34,897 9,849 69,431 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 26, 2016 :
: -3,115: -4,531 1,821 6,496 144 -5,080 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 67.3 14.4 4.1 28.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 56.9 67.3 14.4 4.1 28.7 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 : 80.5 69.4 94.2 90.1 52.1 42.9 58.5 57.3
Old : 80.5 69.4 94.2 90.1 52.1 42.9 58.5 57.3
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 10,890 6,695 150 3,730 0 0 1,480 0 420 0 0: 475 30
Old : 11,935: 10,890 6,695 150 3,730 0 0 1,480 0 420 0 0: 475 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 0: -295 0 0 0 0 0 0 0 0 0 0: 295 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 56.1 1.3 31.3 0.0 0.0 12.4 0.0 3.5 0.0 0.0: 4.0 0.3
Old : 100.0: 91.2 56.1 1.3 31.3 0.0 0.0 12.4 0.0 3.5 0.0 0.0: 4.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 65.9 78.8 82.1 91.0 56.6 69.2 70.1 80.4
Old : 65.9 78.8 82.1 91.0 56.6 69.2 70.1 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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 12,760 7,495 150 2,965 130 0 3,310 0 425 60 175: 545 50
Old : 14,185: 12,760 7,495 150 2,965 130 0 3,310 0 425 60 175: 545 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 0: -345 0 0 0 0 0 0 0 0 0 0: 345 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 52.8 1.1 20.9 0.9 0.0 23.3 0.0 3.0 0.4 1.2: 3.8 0.4
Old : 100.0: 90.0 52.8 1.1 20.9 0.9 0.0 23.3 0.0 3.0 0.4 1.2: 3.8 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 : 62.7 74.9 79.7 89.1 55.3 65.9 67.2 77.2
Old : 62.7 74.9 79.7 89.1 55.3 65.9 67.2 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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 733,580: 409,198 380,338 5,956 68,175 110,100 4,295 28,801 33,237 59,406 2,687 110,141: 1,246 100
Old : 733,580: 409,198 380,338 5,956 68,175 110,100 4,295 28,801 33,237 59,406 2,687 110,141: 1,246 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 2,434: 156 743 65 1,240 -139 -17 -364 18 3,001 1,114 -279: -371 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 51.8 0.8 9.3 15.0 0.6 3.9 4.5 8.1 0.4 15.0: 0.2 0.0
Old : 100.0: 55.8 51.8 0.8 9.3 15.0 0.6 3.9 4.5 8.1 0.4 15.0: 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 : 31: 16 15 . . . . . . 5 . 4:
Old : 31: 16 15 . . . . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 58.3 82.4 88.6 18.8 27.4 25.8 29.3
Old : 62.0 58.3 82.4 88.6 18.8 27.4 25.8 29.3
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 16,275 8,020 975 9,620 1,085 0 0 0 0 0 0: 485 95
Old : 18,820: 16,275 8,020 975 9,620 1,085 0 0 0 0 0 0: 485 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 0: -275 -25 0 -50 0 0 0 0 0 0 0: 275 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 42.6 5.2 51.1 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 0.5
Old : 100.0: 86.5 42.6 5.2 51.1 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.8 81.4 89.1 95.3 62.5 78.9 81.7 87.9
Old : 65.8 81.4 89.1 95.3 62.5 78.9 81.7 87.9
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 12,321 17,401 6,425 2,850 1,695 900 0 50 0 100 0: 755 50
Old : 22,146: 12,321 17,401 6,425 2,850 1,695 900 0 50 0 100 0: 755 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 0: -635 0 0 -50 0 0 0 0 0 0 0: 635 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 78.6 29.0 12.9 7.7 4.1 0.0 0.2 0.0 0.5 0.0: 3.4 0.2
Old : 100.0: 55.6 78.6 29.0 12.9 7.7 4.1 0.0 0.2 0.0 0.5 0.0: 3.4 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 : 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 : 66.6 75.3 81.8 91.5 60.4 69.5 72.2 80.2
Old : 66.6 75.3 81.8 91.5 60.4 69.5 72.2 80.2
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 9,147 10,010 2,905 3,200 1,715 150 0 0 0 250 0: 1,403 145
Old : 15,320: 9,147 10,010 2,905 3,200 1,715 150 0 0 0 250 0: 1,403 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 0: -670 0 0 -100 0 0 0 0 0 0 0: 670 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 65.3 19.0 20.9 11.2 1.0 0.0 0.0 0.0 1.6 0.0: 9.2 0.9
Old : 100.0: 59.7 65.3 19.0 20.9 11.2 1.0 0.0 0.0 0.0 1.6 0.0: 9.2 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 : 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 : 66.1 71.6 81.9 88.5 56.5 63.3 69.2 74.2
Old : 66.1 71.6 81.9 88.5 56.5 63.3 69.2 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 16,090 21,380 5,045 30 1,220 0 600 0 0 300 0: 1,240 65
Old : 23,595: 16,090 21,380 5,045 30 1,220 0 600 0 0 300 0: 1,240 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 0: -1,115 -15 -25 0 0 0 0 0 0 0 0: 1,140 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 90.6 21.4 0.1 5.2 0.0 2.5 0.0 0.0 1.3 0.0: 5.3 0.3
Old : 100.0: 68.2 90.6 21.4 0.1 5.2 0.0 2.5 0.0 0.0 1.3 0.0: 5.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.8 79.6 86.2 90.2 61.4 76.4 76.3 82.5
Old : 65.8 79.6 86.2 90.2 61.4 76.4 76.3 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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,820: 12,140 16,305 3,575 230 875 0 200 0 0 0 0: 1,230 210
Old : 17,820: 12,140 16,305 3,575 230 875 0 200 0 0 0 0: 1,230 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -50: -1,220 -30 50 0 -50 0 0 0 0 0 0: 1,170 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 91.5 20.1 1.3 4.9 0.0 1.1 0.0 0.0 0.0 0.0: 6.9 1.2
Old : 100.0: 68.1 91.5 20.1 1.3 4.9 0.0 1.1 0.0 0.0 0.0 0.0: 6.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 7 . . . 0 . 0 0 0 0:
Old : 22: 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 : 61.7 85.9 83.0 96.4 57.5 82.5 78.2 89.5
Old : 61.7 85.9 83.0 96.4 57.5 82.5 78.2 89.5
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,230: 14,475 18,565 3,830 50 1,195 0 0 0 290 0 60: 380 360
Old : 20,230: 14,475 18,565 3,830 50 1,195 0 0 0 290 0 60: 380 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -10: 5 -310 0 0 0 0 0 0 -50 0 0: 35 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 91.8 18.9 0.2 5.9 0.0 0.0 0.0 1.4 0.0 0.3: 1.9 1.8
Old : 100.0: 71.6 91.8 18.9 0.2 5.9 0.0 0.0 0.0 1.4 0.0 0.3: 1.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 69.5 85.3 84.0 96.3 59.9 75.7 70.9 77.8
Old : 69.5 85.3 84.0 96.3 59.9 75.7 70.9 77.8
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,907: 15,367 18,622 2,320 50 2,835 200 0 0 660 0 40: 485 360
Old : 21,907: 15,367 18,622 2,320 50 2,835 200 0 0 660 0 40: 485 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -50: -120 -350 0 0 0 0 0 0 -50 0 0: 120 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 85.0 10.6 0.2 12.9 0.9 0.0 0.0 3.0 0.0 0.2: 2.2 1.6
Old : 100.0: 70.1 85.0 10.6 0.2 12.9 0.9 0.0 0.0 3.0 0.0 0.2: 2.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 64.0 88.7 80.8 96.9 50.0 76.5 64.7 78.1
Old : 64.0 88.7 80.8 96.9 50.0 76.5 64.7 78.1
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,200: 89,627 95,400 7,613 3,055 12,355 1,880 170 90 2,375 1,570 360: 900 2,200
Old : 115,200: 89,627 95,400 7,613 3,055 12,355 1,880 170 90 2,375 1,570 360: 900 2,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 110: -850 -2,365 60 500 0 0 0 0 0 -50 0: 900 2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 82.8 6.6 2.7 10.7 1.6 0.1 0.1 2.1 1.4 0.3: 0.8 1.9
Old : 100.0: 77.8 82.8 6.6 2.7 10.7 1.6 0.1 0.1 2.1 1.4 0.3: 0.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 31 29 4 . 4 . . . . . .:
Old : 51: 31 29 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 : 39.1 41.9 60.6 68.8 32.0 35.8 46.4 50.7
Old : 39.1 41.9 60.6 68.8 32.0 35.8 46.4 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 128,265: 98,835 105,898 12,842 2,805 11,890 1,668 2,376 957 1,050 2,850 530: 493 959
Old : 128,265: 98,835 105,898 12,842 2,805 11,890 1,668 2,376 957 1,050 2,850 530: 493 959
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 80: 0 -1,465 -233 400 220 -395 110 0 0 15 10: 478 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 82.6 10.0 2.2 9.3 1.3 1.9 0.7 0.8 2.2 0.4: 0.4 0.7
Old : 100.0: 77.1 82.6 10.0 2.2 9.3 1.3 1.9 0.7 0.8 2.2 0.4: 0.4 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 : 57: 38 35 4 . . . 4 . . . .:
Old : 57: 38 35 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 : 43.1 44.9 59.7 68.6 33.8 40.4 47.5 55.5
Old : 43.1 44.9 59.7 68.6 33.8 40.4 47.5 55.5
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 176,102: 123,505 130,068 25,404 7,793 7,700 6,021 8,701 5,624 2,404 9,465 4,225: 1,218 2,525
Old : 176,102: 123,505 130,068 25,404 7,793 7,700 6,021 8,701 5,624 2,404 9,465 4,225: 1,218 2,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -460: -651 -2,171 126 485 -308 -52 -95 -70 -176 -292 -476: 1,147 2,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 73.9 14.4 4.4 4.4 3.4 4.9 3.2 1.4 5.4 2.4: 0.7 1.4
Old : 100.0: 70.1 73.9 14.4 4.4 4.4 3.4 4.9 3.2 1.4 5.4 2.4: 0.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 77: 41 43 5 . 5 4 . 5 6 10 9:
Old : 77: 41 43 5 . 5 4 . 5 6 10 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 53.8 52.3 66.5 35.3 47.3 49.8 55.0
Old : 37.4 53.8 52.3 66.5 35.3 47.3 49.8 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,859: 104,609 104,852 6,220 6,313 4,992 3,235 0 920 1,515 3,282 540: 828 1,960
Old : 122,859: 104,609 104,852 6,220 6,313 4,992 3,235 0 920 1,515 3,282 540: 828 1,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 361: 51 -1,189 -290 -115 -290 120 0 0 0 -5 0: 770 1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 85.3 5.1 5.1 4.1 2.6 0.0 0.7 1.2 2.7 0.4: 0.7 1.6
Old : 100.0: 85.1 85.3 5.1 5.1 4.1 2.6 0.0 0.7 1.2 2.7 0.4: 0.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 31.3 60.6 48.2 76.0 29.4 52.9 42.7 61.2
Old : 31.3 60.6 48.2 76.0 29.4 52.9 42.7 61.2
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,455: 32,780 25,970 1,200 8,640 1,775 840 900 0 570 0 520: 770 650
Old : 38,455: 32,780 25,970 1,200 8,640 1,775 840 900 0 570 0 520: 770 650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 305: -640 -525 475 470 -300 0 0 0 -10 0 10: 770 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 67.5 3.1 22.5 4.6 2.2 2.3 0.0 1.5 0.0 1.4: 2.0 1.7
Old : 100.0: 85.2 67.5 3.1 22.5 4.6 2.2 2.3 0.0 1.5 0.0 1.4: 2.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 57.6 89.4 75.3 95.6 56.7 85.8 71.6 86.9
Old : 57.6 89.4 75.3 95.6 56.7 85.8 71.6 86.9
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,275: 27,540 27,485 1,175 2,390 3,705 80 200 50 860 0 255: 610 190
Old : 34,275: 27,540 27,485 1,175 2,390 3,705 80 200 50 860 0 255: 610 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 120: -645 -190 475 420 -300 0 0 0 0 0 0: 590 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 80.2 3.4 7.0 10.8 0.2 0.6 0.1 2.5 0.0 0.7: 1.8 0.6
Old : 100.0: 80.4 80.2 3.4 7.0 10.8 0.2 0.6 0.1 2.5 0.0 0.7: 1.8 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 : 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 : 58.2 92.1 77.4 96.7 54.5 80.6 67.9 82.2
Old : 58.2 92.1 77.4 96.7 54.5 80.6 67.9 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,653: 30,965 28,345 480 4,299 2,359 1,000 0 300 50 0 0: 499 350
Old : 35,653: 30,965 28,345 480 4,299 2,359 1,000 0 300 50 0 0: 499 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 405: -5 240 -70 -240 250 0 0 0 0 0 0: 230 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 79.5 1.3 12.1 6.6 2.8 0.0 0.8 0.1 0.0 0.0: 1.4 1.0
Old : 100.0: 86.9 79.5 1.3 12.1 6.6 2.8 0.0 0.8 0.1 0.0 0.0: 1.4 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 : 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 : 42.1 53.4 59.3 73.9 37.4 48.0 51.6 60.0
Old : 42.1 53.4 59.3 73.9 37.4 48.0 51.6 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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: 73.6 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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 232,921: 180,060 133,446 0 65,201 29,184 18,718 0 4,188 205 420 482: 84 0
Old : 232,921: 180,060 133,446 0 65,201 29,184 18,718 0 4,188 205 420 482: 84 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -8,350: -4,155 -9,368 0 5,419 -4,425 -4 0 60 118 -115 79: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 57.3 0.0 28.0 12.5 8.0 0.0 1.8 0.1 0.2 0.2: 0.0 0.0
Old : 100.0: 77.3 57.3 0.0 28.0 12.5 8.0 0.0 1.8 0.1 0.2 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 14 0 . . . 0 . . . .:
Old : 30: 20 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 : 55.7 79.9 79.6 93.4 29.7 41.3 37.3 43.2
Old : 55.7 79.9 79.6 93.4 29.7 41.3 37.3 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,962,617: 2,264,388 1,374,306 0 1,270,752 275,449 396,530 0 26,250 0 15,860 0: 0 0
Old : 2,962,617: 2,264,388 1,374,306 0 1,270,752 275,449 396,530 0 26,250 0 15,860 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -193,942: -175,518 -122,572 0 -49,186 -18,424 3,760 0 -3,760 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 46.4 0.0 42.9 9.3 13.4 0.0 0.9 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 76.4 46.4 0.0 42.9 9.3 13.4 0.0 0.9 0.0 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 13 0 4 . . 0 . 0 . 0:
Old : 26: 15 13 0 4 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 82.6 83.5 90.3 51.2 60.0 60.9 64.7
Old : 64.6 82.6 83.5 90.3 51.2 60.0 60.9 64.7
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,021,146: 702,457 839,050 190,251 53,658 128,438 0 0 0 0 0 0: 0 0
Old : 1,021,146: 702,457 839,050 190,251 53,658 128,438 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 26, 2016 :
: -18,176: -32,336 -17,424 -1,504 -16,416 15,664 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 82.2 18.6 5.3 12.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 68.8 82.2 18.6 5.3 12.6 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 : 63.2 79.9 82.4 95.5 41.7 62.9 56.6 65.2
Old : 63.2 79.9 82.4 95.5 41.7 62.9 56.6 65.2
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 199,456: 181,056 118,496 18,032 77,280 0 0 3,680 0 0 0 0: 368 0
Old : 199,456: 181,056 118,496 18,032 77,280 0 0 3,680 0 0 0 0: 368 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 153,696: 139,296 90,336 14,112 60,480 0 0 2,880 0 0 0 0: 288 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 59.4 9.0 38.7 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 90.8 59.4 9.0 38.7 0.0 0.0 1.8 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: 10 6 . . 0 0 . 0 0 0 0:
Old : 21: 10 6 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 89.5 94.6 98.9 77.3 89.5 94.6 98.9
Old : 77.3 89.5 94.6 98.9 77.3 89.5 94.6 98.9
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,772: 21,471 18,960 2,068 4,727 2,603 60 1,640 125 2,426 932 577: 442 208
Old : 29,772: 21,471 18,960 2,068 4,727 2,603 60 1,640 125 2,426 932 577: 442 208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -75: -55 -180 -57 0 37 0 0 0 0 0 0: 0 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 63.7 6.9 15.9 8.7 0.2 5.5 0.4 8.1 3.1 1.9: 1.5 0.7
Old : 100.0: 72.1 63.7 6.9 15.9 8.7 0.2 5.5 0.4 8.1 3.1 1.9: 1.5 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 : 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 : 45.4 43.7 69.1 64.6 42.5 40.6 60.0 61.0
Old : 45.4 43.7 69.1 64.6 42.5 40.6 60.0 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,655: 17,586 16,408 1,581 4,435 454 360 0 0 1,151 0 173: 350 185
Old : 21,655: 17,586 16,408 1,581 4,435 454 360 0 0 1,151 0 173: 350 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 82: 97 22 0 -95 0 0 0 0 0 0 0: -15 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 75.8 7.3 20.5 2.1 1.7 0.0 0.0 5.3 0.0 0.8: 1.6 0.9
Old : 100.0: 81.2 75.8 7.3 20.5 2.1 1.7 0.0 0.0 5.3 0.0 0.8: 1.6 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 : 34: 22 20 . . 4 . 0 0 . 0 .:
Old : 34: 22 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 : 49.1 48.4 69.0 73.6 44.5 48.4 58.9 66.9
Old : 49.1 48.4 69.0 73.6 44.5 48.4 58.9 66.9
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,582: 33,866 19,736 1,118 12,342 566 50 3,687 45 1,473 535 1,107: 357 564
Old : 38,582: 33,866 19,736 1,118 12,342 566 50 3,687 45 1,473 535 1,107: 357 564
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -309: -150 -28 -55 -355 5 0 -250 0 -135 -205 5: 21 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 51.2 2.9 32.0 1.5 0.1 9.6 0.1 3.8 1.4 2.9: 0.9 1.5
Old : 100.0: 87.8 51.2 2.9 32.0 1.5 0.1 9.6 0.1 3.8 1.4 2.9: 0.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 50.6 51.7 66.1 70.8 43.5 51.5 55.5 66.4
Old : 50.6 51.7 66.1 70.8 43.5 51.5 55.5 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,730: 20,032 14,813 0 6,653 1,150 250 0 30 491 0 27: 750 57
Old : 22,730: 20,032 14,813 0 6,653 1,150 250 0 30 491 0 27: 750 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 765: 690 693 0 140 -125 0 0 0 0 -25 25: 175 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 65.2 0.0 29.3 5.1 1.1 0.0 0.1 2.2 0.0 0.1: 3.3 0.3
Old : 100.0: 88.1 65.2 0.0 29.3 5.1 1.1 0.0 0.1 2.2 0.0 0.1: 3.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 18 0 4 4 . 0 . . 0 .:
Old : 32: 22 18 0 4 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 : 48.2 48.9 65.9 79.4 35.7 44.5 50.9 63.6
Old : 48.2 48.9 65.9 79.4 35.7 44.5 50.9 63.6
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,637: 16,609 16,861 3,595 1,589 2,765 0 720 0 0 1,023 526: 142 153
Old : 23,637: 16,609 16,861 3,595 1,589 2,765 0 720 0 0 1,023 526: 142 153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 35: 35 -418 -10 0 0 0 300 0 0 0 0: 10 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 71.3 15.2 6.7 11.7 0.0 3.0 0.0 0.0 4.3 2.2: 0.6 0.6
Old : 100.0: 70.3 71.3 15.2 6.7 11.7 0.0 3.0 0.0 0.0 4.3 2.2: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.1 48.1 81.2 69.5 55.1 42.1 71.5 59.8
Old : 55.1 48.1 81.2 69.5 55.1 42.1 71.5 59.8
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,060: 13,427 11,741 1,324 2,841 914 0 150 0 0 201 105: 290 108
Old : 16,060: 13,427 11,741 1,324 2,841 914 0 150 0 0 201 105: 290 108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -80: -110 -80 -150 0 0 0 0 0 0 0 0: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 73.1 8.2 17.7 5.7 0.0 0.9 0.0 0.0 1.3 0.7: 1.8 0.7
Old : 100.0: 83.6 73.1 8.2 17.7 5.7 0.0 0.9 0.0 0.0 1.3 0.7: 1.8 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: 14 14 . . 4 0 . 0 0 . .:
Old : 27: 14 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 : 62.3 58.0 81.4 81.7 61.7 55.3 79.3 75.3
Old : 62.3 58.0 81.4 81.7 61.7 55.3 79.3 75.3
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,763: 36,469 31,129 1,265 6,714 880 100 300 300 0 200 0: 749 240
Old : 39,763: 36,469 31,129 1,265 6,714 880 100 300 300 0 200 0: 749 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 175: 215 145 -275 10 -145 0 0 0 0 0 0: 380 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 78.3 3.2 16.9 2.2 0.3 0.8 0.8 0.0 0.5 0.0: 1.9 0.6
Old : 100.0: 91.7 78.3 3.2 16.9 2.2 0.3 0.8 0.8 0.0 0.5 0.0: 1.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 27 24 . . . . . . 0 . 0:
Old : 39: 27 24 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 50.7 68.5 70.3 46.6 47.6 63.0 63.6
Old : 48.8 50.7 68.5 70.3 46.6 47.6 63.0 63.6
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,709: 14,070 12,861 965 3,035 460 0 0 0 442 0 32: 740 321
Old : 16,709: 14,070 12,861 965 3,035 460 0 0 0 442 0 32: 740 321
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 300: 300 147 0 0 0 0 0 0 0 0 0: 0 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 77.0 5.8 18.2 2.8 0.0 0.0 0.0 2.6 0.0 0.2: 4.4 1.9
Old : 100.0: 84.2 77.0 5.8 18.2 2.8 0.0 0.0 0.0 2.6 0.0 0.2: 4.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 42.0 74.2 64.6 88.0 36.7 67.3 57.3 74.2
Old : 42.0 74.2 64.6 88.0 36.7 67.3 57.3 74.2
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,589: 11,897 10,979 635 2,629 895 0 0 0 1,069 0 18: 75 68
Old : 14,589: 11,897 10,979 635 2,629 895 0 0 0 1,069 0 18: 75 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 25: 25 -43 -45 0 0 0 0 0 0 0 0: 45 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 75.3 4.4 18.0 6.1 0.0 0.0 0.0 7.3 0.0 0.1: 0.5 0.5
Old : 100.0: 81.5 75.3 4.4 18.0 6.1 0.0 0.0 0.0 7.3 0.0 0.1: 0.5 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 : 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 : 40.0 70.6 65.4 87.3 36.2 63.2 57.9 69.5
Old : 40.0 70.6 65.4 87.3 36.2 63.2 57.9 69.5
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,665: 36,994 39,994 6,365 2,850 1,265 0 0 0 0 200 0: 4,041 4,356
Old : 48,665: 36,994 39,994 6,365 2,850 1,265 0 0 0 0 200 0: 4,041 4,356
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,145: 640 335 -5 300 -175 0 0 0 0 0 0: 685 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 82.2 13.1 5.9 2.6 0.0 0.0 0.0 0.0 0.4 0.0: 8.3 9.0
Old : 100.0: 76.0 82.2 13.1 5.9 2.6 0.0 0.0 0.0 0.0 0.4 0.0: 8.3 9.0
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: 14 18 . . . 0 0 0 0 . 0:
Old : 26: 14 18 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 50.8 88.6 75.1 75.7 43.0 79.0 65.3
Old : 76.5 50.8 88.6 75.1 75.7 43.0 79.0 65.3
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,333: 32,783 33,523 4,845 3,910 905 0 0 0 0 0 0: 3,800 3,995
Old : 42,333: 32,783 33,523 4,845 3,910 905 0 0 0 0 0 0: 3,800 3,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 605: 30 25 -5 0 5 0 0 0 0 0 0: 575 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 79.2 11.4 9.2 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 9.4
Old : 100.0: 77.4 79.2 11.4 9.2 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 19 . . . 0 0 0 0 0 0:
Old : 23: 13 19 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 46.6 87.4 75.3 72.8 40.3 75.0 65.1
Old : 74.5 46.6 87.4 75.3 72.8 40.3 75.0 65.1
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 21,790 8,275 2,310 0 555 0 9,395 25 0 7,350 425: 2,330 1,410
Old : 27,435: 21,790 8,275 2,310 0 555 0 9,395 25 0 7,350 425: 2,330 1,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 0: 60 60 0 0 0 0 0 0 0 0 0: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 30.2 8.4 0.0 2.0 0.0 34.2 0.1 0.0 26.8 1.5: 8.5 5.1
Old : 100.0: 79.4 30.2 8.4 0.0 2.0 0.0 34.2 0.1 0.0 26.8 1.5: 8.5 5.1
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: 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 : 60.7 73.5 77.1 84.3 42.7 62.2 58.2 69.8
Old : 60.7 73.5 77.1 84.3 42.7 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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 20,220 7,710 35 0 445 0 9,085 0 0 4,230 25: 2,510 1,740
Old : 23,235: 20,220 7,710 35 0 445 0 9,085 0 0 4,230 25: 2,510 1,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 0: 60 60 0 0 0 0 0 0 0 0 0: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 33.2 0.2 0.0 1.9 0.0 39.1 0.0 0.0 18.2 0.1: 10.8 7.5
Old : 100.0: 87.0 33.2 0.2 0.0 1.9 0.0 39.1 0.0 0.0 18.2 0.1: 10.8 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.9 72.2 77.5 84.5 45.8 61.0 58.0 68.5
Old : 61.9 72.2 77.5 84.5 45.8 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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,438: 13,519 21,465 3,176 0 1,578 1,595 0 430 3,275 100 150: 1,715 1,715
Old : 25,438: 13,519 21,465 3,176 0 1,578 1,595 0 430 3,275 100 150: 1,715 1,715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 255: 150 300 150 0 -248 0 0 0 0 0 0: 203 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 84.4 12.5 0.0 6.2 6.3 0.0 1.7 12.9 0.4 0.6: 6.7 6.7
Old : 100.0: 53.1 84.4 12.5 0.0 6.2 6.3 0.0 1.7 12.9 0.4 0.6: 6.7 6.7
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 : 25: 15 10 . 0 . . 0 . . . .:
Old : 25: 15 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 : 52.5 83.5 78.9 90.4 46.3 76.5 70.0 78.5
Old : 52.5 83.5 78.9 90.4 46.3 76.5 70.0 78.5
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 17,986 1,632 0 2,618 1,685 0 240 3,400 0 150: 1,435 1,272
Old : 22,266: 11,106 17,986 1,632 0 2,618 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 26, 2016 :
: 0: 0 50 50 0 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 80.8 7.3 0.0 11.8 7.6 0.0 1.1 15.3 0.0 0.7: 6.4 5.7
Old : 100.0: 49.9 80.8 7.3 0.0 11.8 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 70.1 62.9 71.1
Old : 51.9 86.0 76.8 92.3 40.4 70.1 62.9 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,335: 21,285 15,565 7,455 0 2,055 0 13,170 0 0 500 0: 540 45
Old : 31,335: 21,285 15,565 7,455 0 2,055 0 13,170 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 26, 2016 :
: 50: 50 0 0 0 0 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 49.7 23.8 0.0 6.6 0.0 42.0 0.0 0.0 1.6 0.0: 1.7 0.1
Old : 100.0: 67.9 49.7 23.8 0.0 6.6 0.0 42.0 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 67.8 87.2 83.1 91.6
Old : 75.2 91.4 90.6 97.7 67.8 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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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: 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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,220: 23,315 18,420 0 3,560 1,990 0 2,220 100 1,350 525 100: 1,365 1,305
Old : 28,220: 23,315 18,420 0 3,560 1,990 0 2,220 100 1,350 525 100: 1,365 1,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 505: 635 -90 0 725 -375 0 0 0 0 0 0: 245 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 65.3 0.0 12.6 7.1 0.0 7.9 0.4 4.8 1.9 0.4: 4.8 4.6
Old : 100.0: 82.6 65.3 0.0 12.6 7.1 0.0 7.9 0.4 4.8 1.9 0.4: 4.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 11 0 . . 0 . . . . .:
Old : 24: 14 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 : 61.4 77.1 83.9 93.2 53.2 64.7 62.8 68.5
Old : 61.4 77.1 83.9 93.2 53.2 64.7 62.8 68.5
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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: 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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,799: 24,985 22,054 0 5,371 1,654 4,345 375 195 265 1,785 240: 1,115 1,125
Old : 32,799: 24,985 22,054 0 5,371 1,654 4,345 375 195 265 1,785 240: 1,115 1,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 30: -15 -90 0 105 0 0 0 0 0 -30 30: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 67.2 0.0 16.4 5.0 13.2 1.1 0.6 0.8 5.4 0.7: 3.4 3.4
Old : 100.0: 76.2 67.2 0.0 16.4 5.0 13.2 1.1 0.6 0.8 5.4 0.7: 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 : 56.8 79.1 77.1 93.2 56.2 74.0 73.6 86.5
Old : 56.8 79.1 77.1 93.2 56.2 74.0 73.6 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 120,559: 71,090 103,200 6,430 1,975 7,184 21,555 0 0 7,020 1,020 980: 6,300 6,200
Old : 120,559: 71,090 103,200 6,430 1,975 7,184 21,555 0 0 7,020 1,020 980: 6,300 6,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,565: 1,090 1,560 440 0 0 110 0 0 -155 -75 155: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 85.6 5.3 1.6 6.0 17.9 0.0 0.0 5.8 0.8 0.8: 5.2 5.1
Old : 100.0: 59.0 85.6 5.3 1.6 6.0 17.9 0.0 0.0 5.8 0.8 0.8: 5.2 5.1
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 : 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 : 57.9 50.8 81.3 68.6 49.5 49.5 68.1 63.8
Old : 57.9 50.8 81.3 68.6 49.5 49.5 68.1 63.8
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,630: 62,414 88,446 648 3,175 7,700 24,955 0 0 3,615 0 650: 5,648 5,659
Old : 105,630: 62,414 88,446 648 3,175 7,700 24,955 0 0 3,615 0 650: 5,648 5,659
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 425: 476 361 -50 0 0 60 0 0 -125 0 125: -61 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 83.7 0.6 3.0 7.3 23.6 0.0 0.0 3.4 0.0 0.6: 5.3 5.4
Old : 100.0: 59.1 83.7 0.6 3.0 7.3 23.6 0.0 0.0 3.4 0.0 0.6: 5.3 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: 19 26 . . . . 0 0 . 0 .:
Old : 37: 19 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 : 64.1 46.8 83.1 65.6 56.6 44.6 67.4 58.5
Old : 64.1 46.8 83.1 65.6 56.6 44.6 67.4 58.5
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,745: 18,660 19,335 820 180 960 75 0 125 0 0 0: 1,105 1,145
Old : 21,745: 18,660 19,335 820 180 960 75 0 125 0 0 0: 1,105 1,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 425: 515 305 0 0 0 0 0 0 0 0 0: -90 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 88.9 3.8 0.8 4.4 0.3 0.0 0.6 0.0 0.0 0.0: 5.1 5.3
Old : 100.0: 85.8 88.9 3.8 0.8 4.4 0.3 0.0 0.6 0.0 0.0 0.0: 5.1 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 : 22: 18 12 . . . . 0 . 0 0 0:
Old : 22: 18 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 : 55.7 72.2 78.2 86.4 50.7 61.0 61.9 66.8
Old : 55.7 72.2 78.2 86.4 50.7 61.0 61.9 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,155: 15,655 14,830 0 1,110 570 0 275 0 600 0 0: 330 370
Old : 17,155: 15,655 14,830 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 26, 2016 :
: 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 86.4 0.0 6.5 3.3 0.0 1.6 0.0 3.5 0.0 0.0: 1.9 2.2
Old : 100.0: 91.3 86.4 0.0 6.5 3.3 0.0 1.6 0.0 3.5 0.0 0.0: 1.9 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: 17 11 0 . . 0 . 0 . 0 0:
Old : 23: 17 11 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 72.8 74.7 88.6 45.7 58.1 60.3 65.7
Old : 53.7 72.8 74.7 88.6 45.7 58.1 60.3 65.7
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,740: 25,370 19,915 925 3,685 2,280 0 2,500 300 280 480 0: 3,585 3,580
Old : 32,740: 25,370 19,915 925 3,685 2,280 0 2,500 300 280 480 0: 3,585 3,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 940: 705 895 0 -190 190 0 0 0 0 0 0: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 60.8 2.8 11.3 7.0 0.0 7.6 0.9 0.9 1.5 0.0: 10.9 10.9
Old : 100.0: 77.5 60.8 2.8 11.3 7.0 0.0 7.6 0.9 0.9 1.5 0.0: 10.9 10.9
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 : 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 : 47.5 36.3 67.6 61.9 37.0 33.0 50.3 49.4
Old : 47.5 36.3 67.6 61.9 37.0 33.0 50.3 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,035: 18,825 14,345 0 3,905 1,770 0 575 0 0 0 0: 3,440 3,440
Old : 24,035: 18,825 14,345 0 3,905 1,770 0 575 0 0 0 0: 3,440 3,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 425: 325 325 0 0 0 0 0 0 0 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 59.7 0.0 16.2 7.4 0.0 2.4 0.0 0.0 0.0 0.0: 14.3 14.3
Old : 100.0: 78.3 59.7 0.0 16.2 7.4 0.0 2.4 0.0 0.0 0.0 0.0: 14.3 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 12 0 . . 0 . 0 0 0 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 : 46.9 43.4 68.2 65.6 38.5 31.2 52.9 48.0
Old : 46.9 43.4 68.2 65.6 38.5 31.2 52.9 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2016