COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,123: 30,360 29,037 8,444 8,607 7,630 964 34,155 9,401 39,126 7,256 8,070: 1,128 967
Old : 105,123: 30,360 29,037 8,444 8,607 7,630 964 34,155 9,401 39,126 7,256 8,070: 1,128 967
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,284: 797 54 -125 864 -455 120 -1,604 43 -978 24 -755: 69 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 27.6 8.0 8.2 7.3 0.9 32.5 8.9 37.2 6.9 7.7: 1.1 0.9
Old : 100.0: 28.9 27.6 8.0 8.2 7.3 0.9 32.5 8.9 37.2 6.9 7.7: 1.1 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 : 58: 16 16 . . 5 . 6 4 17 11 18:
Old : 58: 16 16 . . 5 . 6 4 17 11 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 44.7 60.3 66.9 27.4 32.2 44.1 45.0
Old : 38.6 44.7 60.3 66.9 27.4 32.2 44.1 45.0
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,969: 2,545 7,569 0 3,038 820 473 2,060 909 10,328 1,244 1,169: 725 160
Old : 16,969: 2,545 7,569 0 3,038 820 473 2,060 909 10,328 1,244 1,169: 725 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -297: -182 -117 0 -5 15 -90 70 0 25 -120 -175: 110 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 44.6 0.0 17.9 4.8 2.8 12.1 5.4 60.9 7.3 6.9: 4.3 0.9
Old : 100.0: 15.0 44.6 0.0 17.9 4.8 2.8 12.1 5.4 60.9 7.3 6.9: 4.3 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 : 33: 9 7 0 4 . . . . 10 5 10:
Old : 33: 9 7 0 4 . . . . 10 5 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 53.6 66.9 74.7 53.5 47.3 63.1 64.0
Old : 55.5 53.6 66.9 74.7 53.5 47.3 63.1 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,414: 1,712 1,085 1,146 719 2,228 195 532 1,977 526 1,243 1,631: 0 0
Old : 9,414: 1,712 1,085 1,146 719 2,228 195 532 1,977 526 1,243 1,631: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 63: -25 -11 12 -35 28 34 65 12 -21 -19 24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 11.5 12.2 7.6 23.7 2.1 5.6 21.0 5.6 13.2 17.3: 0.0 0.0
Old : 100.0: 18.2 11.5 12.2 7.6 23.7 2.1 5.6 21.0 5.6 13.2 17.3: 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 : 36: 8 8 . . 4 . . . 10 8 12:
Old : 36: 8 8 . . 4 . . . 10 8 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 : 47.4 52.6 73.7 76.0 20.5 17.1 24.5 24.3
Old : 47.4 52.6 73.7 76.0 20.5 17.1 24.5 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 151,403: 86,163 103,854 11,138 12,325 13,145 20,169 714 2,483 6,853 7,193 11,062: 390 627
Old : 151,403: 86,163 103,854 11,138 12,325 13,145 20,169 714 2,483 6,853 7,193 11,062: 390 627
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -7,646: -4,447 -2,904 -1,039 639 -591 -875 -560 235 1,155 -620 -1,470: -616 -2,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 68.6 7.4 8.1 8.7 13.3 0.5 1.6 4.5 4.8 7.3: 0.3 0.4
Old : 100.0: 56.9 68.6 7.4 8.1 8.7 13.3 0.5 1.6 4.5 4.8 7.3: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 83: 44 47 . 4 5 6 . 6 8 10 14:
Old : 83: 44 47 . 4 5 6 . 6 8 10 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 : 50.9 31.6 65.5 53.1 36.5 26.7 43.9 38.9
Old : 50.9 31.6 65.5 53.1 36.5 26.7 43.9 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 41,842: 32,740 32,337 2,920 3,647 4,218 0 534 147 1,150 292 667: 0 0
Old : 41,842: 32,740 32,337 2,920 3,647 4,218 0 534 147 1,150 292 667: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,690: 893 1,865 383 -252 -49 0 124 52 -25 -486 436: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 77.3 7.0 8.7 10.1 0.0 1.3 0.4 2.7 0.7 1.6: 0.0 0.0
Old : 100.0: 78.2 77.3 7.0 8.7 10.1 0.0 1.3 0.4 2.7 0.7 1.6: 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: 22 23 . . . 0 . . . . .:
Old : 35: 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 : 57.3 43.8 77.9 68.0 43.7 33.0 52.9 49.7
Old : 57.3 43.8 77.9 68.0 43.7 33.0 52.9 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 338,540: 284,088 284,451 23,212 15,377 29,640 624 0 0 0 8,096 976: 0 0
Old : 338,540: 284,088 284,451 23,212 15,377 29,640 624 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: August 2, 2016 :
: 320: 1,903 1,920 -640 -657 -943 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 84.0 6.9 4.5 8.8 0.2 0.0 0.0 0.0 2.4 0.3: 0.0 0.0
Old : 100.0: 83.9 84.0 6.9 4.5 8.8 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 : 61.7 52.6 82.7 81.7 56.9 46.2 70.6 67.8
Old : 61.7 52.6 82.7 81.7 56.9 46.2 70.6 67.8
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,533,491: 1,244,509 1,252,148 168,542 111,554 23,308 2,318 23,903 66,308 25,016 52,780 3,490: 0 0
Old : 1,533,491: 1,244,509 1,252,148 168,542 111,554 23,308 2,318 23,903 66,308 25,016 52,780 3,490: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -90,320: -52,909 -63,933 -9,512 2,783 -738 -49 -5,088 -1,696 -9,816 -8,168 -848: -14,752 -12,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 81.7 11.0 7.3 1.5 0.2 1.6 4.3 1.6 3.4 0.2: 0.0 0.0
Old : 100.0: 81.2 81.7 11.0 7.3 1.5 0.2 1.6 4.3 1.6 3.4 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 : 59: 35 37 . 4 . . 4 4 4 4 .:
Old : 59: 35 37 . 4 . . 4 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 : 47.5 42.4 67.7 64.6 37.6 37.1 51.2 51.8
Old : 47.5 42.4 67.7 64.6 37.6 37.1 51.2 51.8
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,040: 45,459 50,384 6,885 1,994 6,279 1,891 3,198 231 3,080 1,739 2,215: 0 0
Old : 66,040: 45,459 50,384 6,885 1,994 6,279 1,891 3,198 231 3,080 1,739 2,215: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -3,988: -4,182 -2,317 -105 67 -416 -26 -1,025 26 688 -350 27: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 76.3 10.4 3.0 9.5 2.9 4.8 0.3 4.7 2.6 3.4: 0.0 0.0
Old : 100.0: 68.8 76.3 10.4 3.0 9.5 2.9 4.8 0.3 4.7 2.6 3.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 24 . . . . . . 4 4 4:
Old : 41: 22 24 . . . . . . 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 : 52.3 57.6 77.1 80.3 49.0 52.3 66.6 65.2
Old : 52.3 57.6 77.1 80.3 49.0 52.3 66.6 65.2
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 334,231: 186,329 281,834 92,985 0 52,069 0 0 0 2,528 8 320: 0 0
Old : 334,231: 186,329 281,834 92,985 0 52,069 0 0 0 2,528 8 320: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -20,385: -2,478 -20,041 -17,219 0 -344 0 0 0 -344 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 84.3 27.8 0.0 15.6 0.0 0.0 0.0 0.8 0.0 0.1: 0.0 0.0
Old : 100.0: 55.7 84.3 27.8 0.0 15.6 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: 14 15 . 0 . 0 0 0 . . .:
Old : 23: 14 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 : 67.4 69.9 92.0 87.6 49.0 57.3 64.1 64.0
Old : 67.4 69.9 92.0 87.6 49.0 57.3 64.1 64.0
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 416,629: 318,179 357,757 47,050 9,392 40,120 2,648 728 8,632 0 0 0: 0 0
Old : 416,629: 318,179 357,757 47,050 9,392 40,120 2,648 728 8,632 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -18,469: -19,141 -8,213 12,478 -570 -9,262 -2,544 0 0 0 -424 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 85.9 11.3 2.3 9.6 0.6 0.2 2.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 76.4 85.9 11.3 2.3 9.6 0.6 0.2 2.1 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 22 . . . . . . 0 0 0:
Old : 40: 26 22 . . . . . . 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 : 47.7 56.6 73.4 79.6 42.2 52.3 59.7 63.9
Old : 47.7 56.6 73.4 79.6 42.2 52.3 59.7 63.9
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,379: 26,926 30,200 2,481 0 1,723 671 207 719 347 0 85: 427 445
Old : 33,379: 26,926 30,200 2,481 0 1,723 671 207 719 347 0 85: 427 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -2,153: -2,158 -1,703 99 -529 341 -200 -180 0 -116 0 -42: -77 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 90.5 7.4 0.0 5.2 2.0 0.6 2.2 1.0 0.0 0.3: 1.3 1.3
Old : 100.0: 80.7 90.5 7.4 0.0 5.2 2.0 0.6 2.2 1.0 0.0 0.3: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 24 . 0 . . . . 4 0 .:
Old : 41: 25 24 . 0 . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 59.4 66.3 78.3 43.6 55.5 60.8 68.8
Old : 46.9 59.4 66.3 78.3 43.6 55.5 60.8 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,651: 37,496 37,985 14,995 15,085 1,560 0 0 0 190 0 0: 410 21
Old : 54,651: 37,496 37,985 14,995 15,085 1,560 0 0 0 190 0 0: 410 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -3,296: -1,117 -3,950 -1,722 915 0 0 0 0 -50 0 0: -407 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 69.5 27.4 27.6 2.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.8 0.0
Old : 100.0: 68.6 69.5 27.4 27.6 2.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 29 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 : 57.8 54.6 72.7 70.8 57.4 51.7 68.4 63.3
Old : 57.8 54.6 72.7 70.8 57.4 51.7 68.4 63.3
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 78,075: 58,718 56,735 17,375 20,445 865 500 0 0 422 0 0: 195 30
Old : 78,075: 58,718 56,735 17,375 20,445 865 500 0 0 422 0 0: 195 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -6,341: -2,627 -7,170 -2,122 1,325 0 -450 0 0 -161 0 0: -981 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 72.7 22.3 26.2 1.1 0.6 0.0 0.0 0.5 0.0 0.0: 0.2 0.0
Old : 100.0: 75.2 72.7 22.3 26.2 1.1 0.6 0.0 0.0 0.5 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 : 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 : 54.5 60.3 71.6 76.0 54.4 58.5 69.1 72.4
Old : 54.5 60.3 71.6 76.0 54.4 58.5 69.1 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,625: 18,071 18,465 1,340 720 2,145 0 0 0 525 1,175 0: 544 120
Old : 22,625: 18,071 18,465 1,340 720 2,145 0 0 0 525 1,175 0: 544 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -879: -540 -644 -100 -135 0 0 0 0 -225 -100 0: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 81.6 5.9 3.2 9.5 0.0 0.0 0.0 2.3 5.2 0.0: 2.4 0.5
Old : 100.0: 79.9 81.6 5.9 3.2 9.5 0.0 0.0 0.0 2.3 5.2 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 : 27: 14 14 . . . 0 0 0 . . 0:
Old : 27: 14 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 : 60.0 67.7 83.0 88.6 57.0 67.2 74.0 79.4
Old : 60.0 67.7 83.0 88.6 57.0 67.2 74.0 79.4
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 278,904: 195,992 269,160 61,632 0 9,360 7,096 0 0 4,440 0 384: 0 0
Old : 278,904: 195,992 269,160 61,632 0 9,360 7,096 0 0 4,440 0 384: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -11,912: -6,472 -11,912 -4,592 0 0 0 0 0 -848 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 96.5 22.1 0.0 3.4 2.5 0.0 0.0 1.6 0.0 0.1: 0.0 0.0
Old : 100.0: 70.3 96.5 22.1 0.0 3.4 2.5 0.0 0.0 1.6 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 : 30: 19 16 . 0 . . 0 0 . 0 .:
Old : 30: 19 16 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 75.3 67.0 90.0 41.3 69.1 59.0 75.3
Old : 44.8 75.3 67.0 90.0 41.3 69.1 59.0 75.3
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,326: 6,795 6,040 90 1,169 170 1,070 0 156 428 1,684 84: 533 23
Old : 9,326: 6,795 6,040 90 1,169 170 1,070 0 156 428 1,684 84: 533 23
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -579: -793 -617 20 262 -240 -46 0 67 -80 -74 0: 493 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 64.8 1.0 12.5 1.8 11.5 0.0 1.7 4.6 18.1 0.9: 5.7 0.2
Old : 100.0: 72.9 64.8 1.0 12.5 1.8 11.5 0.0 1.7 4.6 18.1 0.9: 5.7 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 . . . 4 0 . . . .:
Old : 31: 18 17 . . . 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 : 36.7 63.2 62.6 78.8 36.7 56.2 57.4 68.1
Old : 36.7 63.2 62.6 78.8 36.7 56.2 57.4 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,365: 5,685 6,035 0 3,090 60 1,800 0 0 1,700 0 0: 120 180
Old : 9,365: 5,685 6,035 0 3,090 60 1,800 0 0 1,700 0 0: 120 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,975: -1,125 -725 0 -1,250 0 0 0 0 -850 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 64.4 0.0 33.0 0.6 19.2 0.0 0.0 18.2 0.0 0.0: 1.3 1.9
Old : 100.0: 60.7 64.4 0.0 33.0 0.6 19.2 0.0 0.0 18.2 0.0 0.0: 1.3 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 : 22: 9 13 0 . . . 0 0 . 0 0:
Old : 22: 9 13 0 . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 59.0 83.3 81.5 51.3 51.6 74.2 65.0
Old : 51.3 59.0 83.3 81.5 51.3 51.6 74.2 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,185: 6,915 6,575 495 2,905 60 675 0 0 1,095 175 450: 495 20
Old : 10,185: 6,915 6,575 495 2,905 60 675 0 0 1,095 175 450: 495 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,365: -875 -1,145 0 -65 -60 -125 0 0 -215 -50 0: -90 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 64.6 4.9 28.5 0.6 6.6 0.0 0.0 10.8 1.7 4.4: 4.9 0.2
Old : 100.0: 67.9 64.6 4.9 28.5 0.6 6.6 0.0 0.0 10.8 1.7 4.4: 4.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 13 . . . . 0 0 . . .:
Old : 23: 11 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 : 62.5 69.1 84.0 87.4 32.3 38.1 44.1 46.7
Old : 62.5 69.1 84.0 87.4 32.3 38.1 44.1 46.7
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,011: 25,396 27,111 3,115 30 2,200 0 0 0 300 1,550 0: 0 120
Old : 31,011: 25,396 27,111 3,115 30 2,200 0 0 0 300 1,550 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -2,801: -2,751 -2,276 310 -50 -310 0 0 0 -50 -150 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 87.4 10.0 0.1 7.1 0.0 0.0 0.0 1.0 5.0 0.0: 0.0 0.4
Old : 100.0: 81.9 87.4 10.0 0.1 7.1 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 : 56.3 65.1 78.4 80.7 52.5 64.7 71.2 72.9
Old : 56.3 65.1 78.4 80.7 52.5 64.7 71.2 72.9
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,908: 18,128 18,148 2,345 3,075 2,510 25 0 0 660 75 0: 240 100
Old : 23,908: 18,128 18,148 2,345 3,075 2,510 25 0 0 660 75 0: 240 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,084: -979 -809 145 -50 -220 -25 0 0 0 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 75.9 9.8 12.9 10.5 0.1 0.0 0.0 2.8 0.3 0.0: 1.0 0.4
Old : 100.0: 75.8 75.9 9.8 12.9 10.5 0.1 0.0 0.0 2.8 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 18 . . . . 0 0 . . 0:
Old : 31: 22 18 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 69.2 67.1 88.2 39.5 56.9 57.6 68.0
Old : 45.9 69.2 67.1 88.2 39.5 56.9 57.6 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 22,186: 17,160 15,341 2,625 3,282 1,771 115 314 0 0 686 235: 280 557
Old : 22,186: 17,160 15,341 2,625 3,282 1,771 115 314 0 0 686 235: 280 557
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,056: -636 -823 -200 -260 0 -100 80 -80 0 83 0: -40 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 69.1 11.8 14.8 8.0 0.5 1.4 0.0 0.0 3.1 1.1: 1.3 2.5
Old : 100.0: 77.3 69.1 11.8 14.8 8.0 0.5 1.4 0.0 0.0 3.1 1.1: 1.3 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 21 . . . . . 0 0 . .:
Old : 35: 22 21 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 55.0 65.2 74.0 35.5 44.6 56.0 57.2
Old : 39.6 55.0 65.2 74.0 35.5 44.6 56.0 57.2
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,696: 47,325 43,490 942 2,711 3,008 0 222 0 1,386 3,115 1,030: 5 120
Old : 53,696: 47,325 43,490 942 2,711 3,008 0 222 0 1,386 3,115 1,030: 5 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -4,081: -3,430 -2,454 -181 -32 -265 0 0 0 -295 -1,415 85: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 81.0 1.8 5.0 5.6 0.0 0.4 0.0 2.6 5.8 1.9: 0.0 0.2
Old : 100.0: 88.1 81.0 1.8 5.0 5.6 0.0 0.4 0.0 2.6 5.8 1.9: 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 : 43.6 42.3 64.7 68.1 40.4 41.8 59.3 64.3
Old : 43.6 42.3 64.7 68.1 40.4 41.8 59.3 64.3
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,920: 58,868 52,619 3,456 2,878 2,869 126 190 171 1,729 8,492 1,681: 20 20
Old : 68,920: 58,868 52,619 3,456 2,878 2,869 126 190 171 1,729 8,492 1,681: 20 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -4,533: -3,650 -4,274 -149 195 -355 118 -218 -122 -52 539 -308: -15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 76.3 5.0 4.2 4.2 0.2 0.3 0.2 2.5 12.3 2.4: 0.0 0.0
Old : 100.0: 85.4 76.3 5.0 4.2 4.2 0.2 0.3 0.2 2.5 12.3 2.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 31 29 . . 4 . . . 5 4 7:
Old : 55: 31 29 . . 4 . . . 5 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 43.5 53.5 65.9 35.3 39.1 50.6 56.7
Old : 35.5 43.5 53.5 65.9 35.3 39.1 50.6 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,940: 40,160 45,170 7,105 2,820 950 0 0 0 700 0 0: 25 0
Old : 48,940: 40,160 45,170 7,105 2,820 950 0 0 0 700 0 0: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -5,105: -3,105 -5,105 -920 80 -80 0 0 0 -115 0 0: -885 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 92.3 14.5 5.8 1.9 0.0 0.0 0.0 1.4 0.0 0.0: 0.1 0.0
Old : 100.0: 82.1 92.3 14.5 5.8 1.9 0.0 0.0 0.0 1.4 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 23 9 . . . 0 0 0 . 0 0:
Old : 30: 23 9 . . . 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 : 59.8 97.3 81.4 99.4 58.5 95.6 80.1 96.1
Old : 59.8 97.3 81.4 99.4 58.5 95.6 80.1 96.1
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 55,965: 45,700 49,350 8,225 5,885 730 50 0 0 1,235 0 0: 25 0
Old : 55,965: 45,700 49,350 8,225 5,885 730 50 0 0 1,235 0 0: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -5,115: -3,330 -7,450 -940 2,335 0 0 0 0 -170 0 0: -675 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 88.2 14.7 10.5 1.3 0.1 0.0 0.0 2.2 0.0 0.0: 0.0 0.0
Old : 100.0: 81.7 88.2 14.7 10.5 1.3 0.1 0.0 0.0 2.2 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 : 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 : 61.4 93.4 79.0 97.9 60.2 92.4 77.6 95.0
Old : 61.4 93.4 79.0 97.9 60.2 92.4 77.6 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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 329,789: 229,950 281,655 32,819 14,239 11,854 0 816 0 50,486 16,545 4,680: 0 0
Old : 329,789: 229,950 281,655 32,819 14,239 11,854 0 816 0 50,486 16,545 4,680: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -36,864: -28,344 -36,985 -7,416 768 -912 0 0 0 -2,153 -1,696 1,961: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 85.4 10.0 4.3 3.6 0.0 0.2 0.0 15.3 5.0 1.4: 0.0 0.0
Old : 100.0: 69.7 85.4 10.0 4.3 3.6 0.0 0.2 0.0 15.3 5.0 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 27 . . . 0 . 0 4 . .:
Old : 43: 24 27 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 48.0 70.7 68.7 42.4 46.3 63.6 64.5
Old : 45.8 48.0 70.7 68.7 42.4 46.3 63.6 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,970: 20,411 19,866 647 625 1,177 86 503 810 1,365 1,406 1,368: 106 215
Old : 25,970: 20,411 19,866 647 625 1,177 86 503 810 1,365 1,406 1,368: 106 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -2,332: -1,995 -1,411 80 -197 -80 -98 -212 -53 -186 -359 20: -20 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 76.5 2.5 2.4 4.5 0.3 1.9 3.1 5.3 5.4 5.3: 0.4 0.8
Old : 100.0: 78.6 76.5 2.5 2.4 4.5 0.3 1.9 3.1 5.3 5.4 5.3: 0.4 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 : 45: 22 28 . . . . . . . . 5:
Old : 45: 22 28 . . . . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 45.4 70.0 60.9 41.6 45.0 61.7 55.9
Old : 45.6 45.4 70.0 60.9 41.6 45.0 61.7 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,240: 19,474 30,977 10,322 0 0 77 104 0 1,341 133 26: 0 0
Old : 31,240: 19,474 30,977 10,322 0 0 77 104 0 1,341 133 26: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -2,494: -1,248 -2,419 -1,431 0 0 0 -50 0 185 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 99.2 33.0 0.0 0.0 0.2 0.3 0.0 4.3 0.4 0.1: 0.0 0.0
Old : 100.0: 62.3 99.2 33.0 0.0 0.0 0.2 0.3 0.0 4.3 0.4 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 12 . 0 0 . . 0 . . .:
Old : 27: 13 12 . 0 0 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 81.4 92.7 97.7 73.7 79.0 82.3 84.4
Old : 75.5 81.4 92.7 97.7 73.7 79.0 82.3 84.4
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 268,693: 212,016 226,076 45,897 13,413 10,020 760 19,184 0 0 0 0: 0 0
Old : 268,693: 212,016 226,076 45,897 13,413 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: August 2, 2016 :
: -15,264: -12,296 -13,992 -2,968 -1,272 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 84.1 17.1 5.0 3.7 0.3 7.1 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.9 84.1 17.1 5.0 3.7 0.3 7.1 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 69.0 67.6 83.4 84.3 56.1 55.0 64.2 67.7
Old : 69.0 67.6 83.4 84.3 56.1 55.0 64.2 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,192: 16,664 19,269 3,565 0 383 319 1,064 0 92 69 0: 169 407
Old : 21,192: 16,664 19,269 3,565 0 383 319 1,064 0 92 69 0: 169 407
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -491: -427 -351 134 0 -20 -40 20 -20 -160 -60 0: 42 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 90.9 16.8 0.0 1.8 1.5 5.0 0.0 0.4 0.3 0.0: 0.8 1.9
Old : 100.0: 78.6 90.9 16.8 0.0 1.8 1.5 5.0 0.0 0.4 0.3 0.0: 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 : 29: 15 18 . 0 . . . 0 . . 0:
Old : 29: 15 18 . 0 . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 73.3 83.1 86.6 60.9 67.7 72.8 75.9
Old : 68.0 73.3 83.1 86.6 60.9 67.7 72.8 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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,340: 42,928 105,379 64,412 0 0 0 1,961 0 0 0 0: 0 0
Old : 107,340: 42,928 105,379 64,412 0 0 0 1,961 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: August 2, 2016 :
: -7,208: -5,088 -5,088 -1,696 0 0 0 -424 0 0 0 0: -424 -1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 98.2 60.0 0.0 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 40.0 98.2 60.0 0.0 0.0 0.0 1.8 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 : 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 : 83.3 92.0 98.9 98.2 83.3 91.6 98.9 97.9
Old : 83.3 92.0 98.9 98.2 83.3 91.6 98.9 97.9
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,743: 7,575 8,549 1,840 1,405 86 817 138 0 609 69 640: 176 856
Old : 11,743: 7,575 8,549 1,840 1,405 86 817 138 0 609 69 640: 176 856
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -977: -533 -683 40 510 -19 -200 -40 0 -40 -60 -40: -185 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 72.8 15.7 12.0 0.7 7.0 1.2 0.0 5.2 0.6 5.5: 1.5 7.3
Old : 100.0: 64.5 72.8 15.7 12.0 0.7 7.0 1.2 0.0 5.2 0.6 5.5: 1.5 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 14 . . . . . 0 . . .:
Old : 30: 15 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 : 54.0 50.1 73.8 73.9 40.0 44.2 58.5 62.5
Old : 54.0 50.1 73.8 73.9 40.0 44.2 58.5 62.5
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 151,207: 118,498 113,188 24,964 33,281 784 4,297 0 0 1,136 2,426 1,144: 384 384
Old : 151,207: 118,498 113,188 24,964 33,281 784 4,297 0 0 1,136 2,426 1,144: 384 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -14,496: -10,640 -11,528 -2,151 -2,111 -9 -1,272 0 0 336 -88 -760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 74.9 16.5 22.0 0.5 2.8 0.0 0.0 0.8 1.6 0.8: 0.3 0.3
Old : 100.0: 78.4 74.9 16.5 22.0 0.5 2.8 0.0 0.0 0.8 1.6 0.8: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.4 62.6 82.1 85.8 56.1 62.1 73.8 77.4
Old : 63.4 62.6 82.1 85.8 56.1 62.1 73.8 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 17,110: 13,712 9,481 1,510 3,508 890 0 1,687 0 199 553 458: 341 533
Old : 17,110: 13,712 9,481 1,510 3,508 890 0 1,687 0 199 553 458: 341 533
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,262: -1,071 -687 -183 -120 43 0 -359 -20 20 -60 -20: -31 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 55.4 8.8 20.5 5.2 0.0 9.9 0.0 1.2 3.2 2.7: 2.0 3.1
Old : 100.0: 80.1 55.4 8.8 20.5 5.2 0.0 9.9 0.0 1.2 3.2 2.7: 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 24 . . . 0 . 0 . . .:
Old : 37: 20 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 : 56.7 39.5 74.7 60.0 50.6 37.3 59.5 50.4
Old : 56.7 39.5 74.7 60.0 50.6 37.3 59.5 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 196,048: 160,545 116,011 24,133 60,133 9,810 0 8,926 408 1,152 760 0: 0 0
Old : 196,048: 160,545 116,011 24,133 60,133 9,810 0 8,926 408 1,152 760 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -11,457: -6,442 -10,744 -7,319 -2,968 3,152 0 -473 0 0 0 0: -848 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 59.2 12.3 30.7 5.0 0.0 4.6 0.2 0.6 0.4 0.0: 0.0 0.0
Old : 100.0: 81.9 59.2 12.3 30.7 5.0 0.0 4.6 0.2 0.6 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 . . . 0 . . . . 0:
Old : 31: 18 17 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 61.4 80.9 80.3 40.0 46.7 53.4 55.1
Old : 61.9 61.4 80.9 80.3 40.0 46.7 53.4 55.1
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,665: 7,630 9,015 1,875 0 50 0 300 0 50 275 0: 60 25
Old : 9,665: 7,630 9,015 1,875 0 50 0 300 0 50 275 0: 60 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -485: -220 115 -200 0 0 0 0 0 -50 -100 0: -15 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 93.3 19.4 0.0 0.5 0.0 3.1 0.0 0.5 2.8 0.0: 0.6 0.3
Old : 100.0: 78.9 93.3 19.4 0.0 0.5 0.0 3.1 0.0 0.5 2.8 0.0: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . 0 . 0 . 0 . . 0:
Old : 23: 12 12 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 80.6 86.3 90.9 34.9 53.8 56.5 62.0
Old : 61.1 80.6 86.3 90.9 34.9 53.8 56.5 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 24,723: 11,075 18,824 8,584 0 4,529 304 395 0 0 744 231: 0 0
Old : 24,723: 11,075 18,824 8,584 0 4,529 304 395 0 0 744 231: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 787: 884 481 -328 0 0 0 0 0 0 75 231: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 76.1 34.7 0.0 18.3 1.2 1.6 0.0 0.0 3.0 0.9: 0.0 0.0
Old : 100.0: 44.8 76.1 34.7 0.0 18.3 1.2 1.6 0.0 0.0 3.0 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 77.8 51.0 90.3 75.3 53.9 44.2 60.3 56.5
Old : 77.8 51.0 90.3 75.3 53.9 44.2 60.3 56.5
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 241,913: 141,409 163,560 33,920 11,769 66,584 0 0 0 0 0 0: 0 0
Old : 241,913: 141,409 163,560 33,920 11,769 66,584 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: August 2, 2016 :
: -244: 3,580 683 -977 1,920 -2,847 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 67.6 14.0 4.9 27.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 58.5 67.6 14.0 4.9 27.5 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 : 79.0 67.4 93.1 89.6 51.4 40.4 57.7 56.4
Old : 79.0 67.4 93.1 89.6 51.4 40.4 57.7 56.4
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,970: 10,360 6,275 150 3,290 0 0 1,380 0 300 0 0: 160 25
Old : 10,970: 10,360 6,275 150 3,290 0 0 1,380 0 300 0 0: 160 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -965: -530 -420 0 -440 0 0 -100 0 -120 0 0: -315 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 57.2 1.4 30.0 0.0 0.0 12.6 0.0 2.7 0.0 0.0: 1.5 0.2
Old : 100.0: 94.4 57.2 1.4 30.0 0.0 0.0 12.6 0.0 2.7 0.0 0.0: 1.5 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 : 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 : 68.3 78.2 84.6 91.1 59.1 67.8 71.8 79.5
Old : 68.3 78.2 84.6 91.1 59.1 67.8 71.8 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,555: 11,635 7,010 220 2,845 180 0 2,295 0 280 0 180: 60 45
Old : 12,555: 11,635 7,010 220 2,845 180 0 2,295 0 280 0 180: 60 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,630: -1,125 -485 70 -120 50 0 -1,015 0 -145 -60 5: -485 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 55.8 1.8 22.7 1.4 0.0 18.3 0.0 2.2 0.0 1.4: 0.5 0.4
Old : 100.0: 92.7 55.8 1.8 22.7 1.4 0.0 18.3 0.0 2.2 0.0 1.4: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 13 . . . 0 . 0 . 0 .:
Old : 25: 15 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 : 64.9 73.3 82.4 89.2 56.5 63.2 70.0 76.9
Old : 64.9 73.3 82.4 89.2 56.5 63.2 70.0 76.9
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 754,334: 437,684 419,314 5,830 79,483 105,730 3,672 25,019 28,978 78,285 2,493 93,316: 839 0
Old : 754,334: 437,684 419,314 5,830 79,483 105,730 3,672 25,019 28,978 78,285 2,493 93,316: 839 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 20,753: 28,486 38,976 -126 11,308 -4,370 -624 -3,782 -4,259 18,878 -194 -16,826: -406 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 55.6 0.8 10.5 14.0 0.5 3.3 3.8 10.4 0.3 12.4: 0.1 0.0
Old : 100.0: 58.0 55.6 0.8 10.5 14.0 0.5 3.3 3.8 10.4 0.3 12.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.5 57.8 81.0 88.0 17.4 27.4 25.1 28.8
Old : 61.5 57.8 81.0 88.0 17.4 27.4 25.1 28.8
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,405: 15,205 7,365 925 8,935 1,085 0 0 0 0 0 0: 190 20
Old : 17,405: 15,205 7,365 925 8,935 1,085 0 0 0 0 0 0: 190 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,415: -1,070 -655 -50 -685 0 0 0 0 0 0 0: -295 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 42.3 5.3 51.3 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.1
Old : 100.0: 87.4 42.3 5.3 51.3 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 . . . 0 0 0 0 0 0:
Old : 24: 13 11 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 82.5 90.8 95.9 64.1 79.7 83.0 88.6
Old : 67.5 82.5 90.8 95.9 64.1 79.7 83.0 88.6
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,506: 11,646 16,261 6,285 2,265 1,930 475 0 50 0 0 0: 120 0
Old : 20,506: 11,646 16,261 6,285 2,265 1,930 475 0 50 0 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,640: -675 -1,140 -140 -585 235 -425 0 0 0 -100 0: -635 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 79.3 30.6 11.0 9.4 2.3 0.0 0.2 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 56.8 79.3 30.6 11.0 9.4 2.3 0.0 0.2 0.0 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 13 . . 4 . 0 . 0 0 0:
Old : 28: 15 13 . . 4 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 76.0 84.8 92.3 63.2 69.0 73.5 79.1
Old : 69.9 76.0 84.8 92.3 63.2 69.0 73.5 79.1
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,362: 8,727 9,612 2,870 2,640 1,950 125 0 0 0 125 0: 690 35
Old : 14,362: 8,727 9,612 2,870 2,640 1,950 125 0 0 0 125 0: 690 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -958: -420 -398 -35 -560 235 -25 0 0 0 -125 0: -713 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 66.9 20.0 18.4 13.6 0.9 0.0 0.0 0.0 0.9 0.0: 4.8 0.2
Old : 100.0: 60.8 66.9 20.0 18.4 13.6 0.9 0.0 0.0 0.0 0.9 0.0: 4.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 11 . . . . 0 0 0 . 0:
Old : 24: 11 11 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 74.2 85.3 91.2 58.5 63.3 71.5 74.0
Old : 68.8 74.2 85.3 91.2 58.5 63.3 71.5 74.0
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,620: 15,355 19,920 5,300 5 875 0 500 0 0 150 0: 90 170
Old : 21,620: 15,355 19,920 5,300 5 875 0 500 0 0 150 0: 90 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,975: -735 -1,460 255 -25 -345 0 -100 0 0 -150 0: -1,150 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 92.1 24.5 0.0 4.0 0.0 2.3 0.0 0.0 0.7 0.0: 0.4 0.8
Old : 100.0: 71.0 92.1 24.5 0.0 4.0 0.0 2.3 0.0 0.0 0.7 0.0: 0.4 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 : 27: 13 11 . . . 0 . 0 0 . 0:
Old : 27: 13 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 : 69.9 80.5 91.7 91.2 65.9 79.3 84.0 86.4
Old : 69.9 80.5 91.7 91.2 65.9 79.3 84.0 86.4
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,675: 11,265 14,680 3,800 155 560 0 100 0 0 0 0: 50 180
Old : 15,675: 11,265 14,680 3,800 155 560 0 100 0 0 0 0: 50 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -2,145: -875 -1,625 225 -75 -315 0 -100 0 0 0 0: -1,180 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 93.7 24.2 1.0 3.6 0.0 0.6 0.0 0.0 0.0 0.0: 0.3 1.1
Old : 100.0: 71.9 93.7 24.2 1.0 3.6 0.0 0.6 0.0 0.0 0.0 0.0: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.9 87.6 89.5 96.7 64.1 84.0 85.4 90.6
Old : 66.9 87.6 89.5 96.7 64.1 84.0 85.4 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,770: 13,085 17,490 3,895 50 1,130 0 0 0 300 0 50: 310 50
Old : 18,770: 13,085 17,490 3,895 50 1,130 0 0 0 300 0 50: 310 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,460: -1,390 -1,075 65 0 -65 0 0 0 10 0 -10: -70 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 93.2 20.8 0.3 6.0 0.0 0.0 0.0 1.6 0.0 0.3: 1.7 0.3
Old : 100.0: 69.7 93.2 20.8 0.3 6.0 0.0 0.0 0.0 1.6 0.0 0.3: 1.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 10 . . . 0 0 0 . 0 .:
Old : 22: 15 10 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 87.1 83.8 98.2 61.3 77.0 72.1 80.6
Old : 69.2 87.1 83.8 98.2 61.3 77.0 72.1 80.6
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,277: 14,022 17,557 2,575 50 2,580 100 0 0 635 0 40: 325 50
Old : 20,277: 14,022 17,557 2,575 50 2,580 100 0 0 635 0 40: 325 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,630: -1,345 -1,065 255 0 -255 -100 0 0 -25 0 0: -160 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 86.6 12.7 0.2 12.7 0.5 0.0 0.0 3.1 0.0 0.2: 1.6 0.2
Old : 100.0: 69.2 86.6 12.7 0.2 12.7 0.5 0.0 0.0 3.1 0.0 0.2: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 64.1 90.5 81.3 98.4 51.1 78.3 65.0 79.5
Old : 64.1 90.5 81.3 98.4 51.1 78.3 65.0 79.5
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,912: 85,652 90,482 5,765 3,120 12,350 1,700 125 70 2,025 1,260 350: 0 155
Old : 107,912: 85,652 90,482 5,765 3,120 12,350 1,700 125 70 2,025 1,260 350: 0 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -7,288: -3,975 -4,918 -1,848 65 -5 -180 -45 -20 -350 -310 -10: -900 -2,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 83.8 5.3 2.9 11.4 1.6 0.1 0.1 1.9 1.2 0.3: 0.0 0.1
Old : 100.0: 79.4 83.8 5.3 2.9 11.4 1.6 0.1 0.1 1.9 1.2 0.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 31 29 4 . 4 . . . . . .:
Old : 50: 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 : 39.8 42.8 61.7 71.4 33.3 36.6 46.7 52.4
Old : 39.8 42.8 61.7 71.4 33.3 36.6 46.7 52.4
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,278: 92,223 99,807 10,950 2,795 11,865 2,450 1,646 495 875 2,115 405: 15 150
Old : 119,278: 92,223 99,807 10,950 2,795 11,865 2,450 1,646 495 875 2,115 405: 15 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -8,987: -6,612 -6,091 -1,892 -10 -25 782 -730 -462 -175 -735 -125: -478 -809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 83.7 9.2 2.3 9.9 2.1 1.4 0.4 0.7 1.8 0.3: 0.0 0.1
Old : 100.0: 77.3 83.7 9.2 2.3 9.9 2.1 1.4 0.4 0.7 1.8 0.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 38 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 : 43.6 46.2 60.2 71.0 33.9 42.1 47.6 57.9
Old : 43.6 46.2 60.2 71.0 33.9 42.1 47.6 57.9
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 172,958: 121,009 129,588 26,798 7,900 8,111 6,266 8,565 4,695 2,245 10,297 3,769: 65 32
Old : 172,958: 121,009 129,588 26,798 7,900 8,111 6,266 8,565 4,695 2,245 10,297 3,769: 65 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -3,144: -2,497 -480 1,394 107 411 245 -136 -929 -159 832 -456: -1,153 -2,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 74.9 15.5 4.6 4.7 3.6 5.0 2.7 1.3 6.0 2.2: 0.0 0.0
Old : 100.0: 70.0 74.9 15.5 4.6 4.7 3.6 5.0 2.7 1.3 6.0 2.2: 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 : 76: 39 43 5 . 5 4 4 . 4 11 9:
Old : 76: 39 43 5 . 5 4 4 . 4 11 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 : 40.2 54.5 55.0 66.8 38.1 47.9 52.5 55.6
Old : 40.2 54.5 55.0 66.8 38.1 47.9 52.5 55.6
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,516: 103,065 105,709 6,542 4,931 5,959 2,830 20 1,110 1,520 3,337 440: 50 10
Old : 121,516: 103,065 105,709 6,542 4,931 5,959 2,830 20 1,110 1,520 3,337 440: 50 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,343: -1,544 857 322 -1,382 967 -405 20 190 5 55 -100: -778 -1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 87.0 5.4 4.1 4.9 2.3 0.0 0.9 1.3 2.7 0.4: 0.0 0.0
Old : 100.0: 84.8 87.0 5.4 4.1 4.9 2.3 0.0 0.9 1.3 2.7 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 34 32 . . 4 . . . . 4 .:
Old : 51: 34 32 . . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 62.4 48.7 77.5 30.1 54.5 43.6 62.7
Old : 32.3 62.4 48.7 77.5 30.1 54.5 43.6 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,570: 31,765 25,235 1,000 8,000 2,025 780 900 0 580 0 410: 10 0
Old : 36,570: 31,765 25,235 1,000 8,000 2,025 780 900 0 580 0 410: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,885: -1,015 -735 -200 -640 250 -60 0 0 10 0 -110: -760 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 69.0 2.7 21.9 5.5 2.1 2.5 0.0 1.6 0.0 1.1: 0.0 0.0
Old : 100.0: 86.9 69.0 2.7 21.9 5.5 2.1 2.5 0.0 1.6 0.0 1.1: 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: 21 10 . . . . . 0 . 0 .:
Old : 29: 21 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 : 59.6 91.3 77.2 98.0 59.3 87.1 73.7 87.9
Old : 59.6 91.3 77.2 98.0 59.3 87.1 73.7 87.9
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,915: 26,905 26,665 975 1,790 3,955 30 200 50 735 0 255: 10 0
Old : 32,915: 26,905 26,665 975 1,790 3,955 30 200 50 735 0 255: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,360: -635 -820 -200 -600 250 -50 0 0 -125 0 0: -600 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 81.0 3.0 5.4 12.0 0.1 0.6 0.2 2.2 0.0 0.8: 0.0 0.0
Old : 100.0: 81.7 81.0 3.0 5.4 12.0 0.1 0.6 0.2 2.2 0.0 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 9 . . . . . . . 0 .:
Old : 29: 21 9 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 92.5 79.8 97.6 56.1 80.2 69.4 81.9
Old : 60.2 92.5 79.8 97.6 56.1 80.2 69.4 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 33,998: 29,770 27,175 180 3,894 2,449 1,000 0 300 50 0 0: 249 180
Old : 33,998: 29,770 27,175 180 3,894 2,449 1,000 0 300 50 0 0: 249 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,655: -1,195 -1,170 -300 -405 90 0 0 0 0 0 0: -250 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 79.9 0.5 11.5 7.2 2.9 0.0 0.9 0.1 0.0 0.0: 0.7 0.5
Old : 100.0: 87.6 79.9 0.5 11.5 7.2 2.9 0.0 0.9 0.1 0.0 0.0: 0.7 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 : 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 : 44.1 53.5 61.0 74.2 39.0 48.0 53.8 60.4
Old : 44.1 53.5 61.0 74.2 39.0 48.0 53.8 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 14,193: 10,228 11,823 2,195 995 1,245 300 0 0 225 0 0: 0 130
Old : 14,193: 10,228 11,823 2,195 995 1,245 300 0 0 225 0 0: 0 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -850: -850 -625 55 -150 -55 0 0 0 0 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 83.3 15.5 7.0 8.8 2.1 0.0 0.0 1.6 0.0 0.0: 0.0 0.9
Old : 100.0: 72.1 83.3 15.5 7.0 8.8 2.1 0.0 0.0 1.6 0.0 0.0: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 15 . . . . 0 0 . 0 0:
Old : 24: 17 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 66.6 63.7 89.0 33.9 55.5 53.1 68.0
Old : 39.0 66.6 63.7 89.0 33.9 55.5 53.1 68.0
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 254,461: 184,462 140,507 0 62,491 46,481 18,789 0 3,971 87 420 531: 139 59
Old : 254,461: 184,462 140,507 0 62,491 46,481 18,789 0 3,971 87 420 531: 139 59
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 21,539: 4,402 7,061 0 -2,709 17,297 72 0 -217 -118 0 49: 55 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 55.2 0.0 24.6 18.3 7.4 0.0 1.6 0.0 0.2 0.2: 0.1 0.0
Old : 100.0: 72.5 55.2 0.0 24.6 18.3 7.4 0.0 1.6 0.0 0.2 0.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 15 0 . . . 0 . . . .:
Old : 30: 20 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 : 53.1 79.9 81.2 93.9 26.4 37.5 33.4 39.2
Old : 53.1 79.9 81.2 93.9 26.4 37.5 33.4 39.2
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,942,937: 2,244,708 1,373,410 0 1,251,968 275,449 396,530 0 26,250 0 15,860 0: 0 0
Old : 2,942,937: 2,244,708 1,373,410 0 1,251,968 275,449 396,530 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: August 2, 2016 :
: -19,680: -19,680 -896 0 -18,784 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 46.7 0.0 42.5 9.4 13.5 0.0 0.9 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 76.3 46.7 0.0 42.5 9.4 13.5 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 : 64.4 82.6 83.4 90.3 51.6 60.6 61.3 65.3
Old : 64.4 82.6 83.4 90.3 51.6 60.6 61.3 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: August 2, 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: 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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 151,760: 137,760 90,160 13,720 58,800 0 0 2,800 0 0 0 0: 280 0
Old : 151,760: 137,760 90,160 13,720 58,800 0 0 2,800 0 0 0 0: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -47,696: -43,296 -28,336 -4,312 -18,480 0 0 -880 0 0 0 0: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,455: 20,517 17,911 2,051 4,774 2,543 35 1,530 125 2,275 930 512: 397 130
Old : 28,455: 20,517 17,911 2,051 4,774 2,543 35 1,530 125 2,275 930 512: 397 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,317: -954 -1,049 -17 47 -60 -25 -110 0 -151 -2 -65: -45 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 62.9 7.2 16.8 8.9 0.1 5.4 0.4 8.0 3.3 1.8: 1.4 0.5
Old : 100.0: 72.1 62.9 7.2 16.8 8.9 0.1 5.4 0.4 8.0 3.3 1.8: 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 : 41: 22 19 . . 4 . . . 4 . .:
Old : 41: 22 19 . . 4 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 45.8 69.9 66.7 43.6 42.9 61.0 62.6
Old : 46.2 45.8 69.9 66.7 43.6 42.9 61.0 62.6
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,122: 16,223 15,331 1,702 4,275 333 360 0 0 1,001 0 168: 335 15
Old : 20,122: 16,223 15,331 1,702 4,275 333 360 0 0 1,001 0 168: 335 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,533: -1,363 -1,077 121 -160 -121 0 0 0 -150 0 -5: -15 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 76.2 8.5 21.2 1.7 1.8 0.0 0.0 5.0 0.0 0.8: 1.7 0.1
Old : 100.0: 80.6 76.2 8.5 21.2 1.7 1.8 0.0 0.0 5.0 0.0 0.8: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 20 . . 4 . 0 0 . 0 .:
Old : 34: 21 20 . . 4 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 49.7 68.2 74.6 45.8 49.7 60.1 69.8
Old : 49.0 49.7 68.2 74.6 45.8 49.7 60.1 69.8
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,325: 31,084 18,025 1,000 11,766 442 25 3,607 45 1,373 430 980: 376 30
Old : 35,325: 31,084 18,025 1,000 11,766 442 25 3,607 45 1,373 430 980: 376 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -3,257: -2,782 -1,711 -118 -576 -124 -25 -80 0 -100 -105 -127: 19 -534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 51.0 2.8 33.3 1.3 0.1 10.2 0.1 3.9 1.2 2.8: 1.1 0.1
Old : 100.0: 88.0 51.0 2.8 33.3 1.3 0.1 10.2 0.1 3.9 1.2 2.8: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 24 . . . . . . . 4 .:
Old : 42: 25 24 . . . . . . . 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 : 51.2 49.8 67.1 70.4 43.2 49.7 54.9 66.2
Old : 51.2 49.8 67.1 70.4 43.2 49.7 54.9 66.2
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,722: 19,040 14,262 0 5,879 1,524 205 0 30 0 0 25: 898 2
Old : 21,722: 19,040 14,262 0 5,879 1,524 205 0 30 0 0 25: 898 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,008: -992 -551 0 -774 374 -45 0 0 -491 0 -2: 148 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 65.7 0.0 27.1 7.0 0.9 0.0 0.1 0.0 0.0 0.1: 4.1 0.0
Old : 100.0: 87.7 65.7 0.0 27.1 7.0 0.9 0.0 0.1 0.0 0.0 0.1: 4.1 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 : 31: 23 18 0 4 4 . 0 . 0 0 .:
Old : 31: 23 18 0 4 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 : 50.6 46.9 67.7 77.8 37.2 39.1 51.9 57.8
Old : 50.6 46.9 67.7 77.8 37.2 39.1 51.9 57.8
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,509: 16,034 15,974 3,240 1,676 2,765 0 650 0 0 1,045 359: 111 40
Old : 22,509: 16,034 15,974 3,240 1,676 2,765 0 650 0 0 1,045 359: 111 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,128: -575 -887 -355 87 0 0 -70 0 0 22 -167: -31 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 71.0 14.4 7.4 12.3 0.0 2.9 0.0 0.0 4.6 1.6: 0.5 0.2
Old : 100.0: 71.2 71.0 14.4 7.4 12.3 0.0 2.9 0.0 0.0 4.6 1.6: 0.5 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: 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 : 55.8 49.5 81.1 71.0 55.8 42.0 70.7 60.1
Old : 55.8 49.5 81.1 71.0 55.8 42.0 70.7 60.1
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,539: 12,743 11,078 1,299 3,158 827 0 125 0 44 125 120: 506 106
Old : 15,539: 12,743 11,078 1,299 3,158 827 0 125 0 44 125 120: 506 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -521: -684 -663 -25 317 -87 0 -25 0 44 -76 15: 216 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 71.3 8.4 20.3 5.3 0.0 0.8 0.0 0.3 0.8 0.8: 3.3 0.7
Old : 100.0: 82.0 71.3 8.4 20.3 5.3 0.0 0.8 0.0 0.3 0.8 0.8: 3.3 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 : 26: 13 13 . . 4 0 . 0 . . .:
Old : 26: 13 13 . . 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 : 61.4 60.8 82.7 82.4 60.8 57.5 80.5 76.4
Old : 61.4 60.8 82.7 82.4 60.8 57.5 80.5 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,673: 34,799 29,514 1,400 6,569 725 100 300 300 0 200 0: 349 65
Old : 37,673: 34,799 29,514 1,400 6,569 725 100 300 300 0 200 0: 349 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -2,090: -1,670 -1,615 135 -145 -155 0 0 0 0 0 0: -400 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 78.3 3.7 17.4 1.9 0.3 0.8 0.8 0.0 0.5 0.0: 0.9 0.2
Old : 100.0: 92.4 78.3 3.7 17.4 1.9 0.3 0.8 0.8 0.0 0.5 0.0: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 26 24 . . . . . . 0 . 0:
Old : 39: 26 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 : 49.4 50.9 69.5 71.5 47.1 48.0 64.1 64.4
Old : 49.4 50.9 69.5 71.5 47.1 48.0 64.1 64.4
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,829: 13,220 12,484 965 2,700 460 0 0 0 449 0 25: 710 160
Old : 15,829: 13,220 12,484 965 2,700 460 0 0 0 449 0 25: 710 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -880: -850 -377 0 -335 0 0 0 0 7 0 -7: -30 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 78.9 6.1 17.1 2.9 0.0 0.0 0.0 2.8 0.0 0.2: 4.5 1.0
Old : 100.0: 83.5 78.9 6.1 17.1 2.9 0.0 0.0 0.0 2.8 0.0 0.2: 4.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 14 . . . 0 0 0 . 0 .:
Old : 25: 18 14 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 75.8 65.2 89.8 37.2 69.8 57.8 75.9
Old : 42.6 75.8 65.2 89.8 37.2 69.8 57.8 75.9
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,440: 10,842 9,661 635 2,866 895 0 0 0 1,025 0 18: 25 0
Old : 13,440: 10,842 9,661 635 2,866 895 0 0 0 1,025 0 18: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,149: -1,055 -1,318 0 237 0 0 0 0 -44 0 0: -50 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 71.9 4.7 21.3 6.7 0.0 0.0 0.0 7.6 0.0 0.1: 0.2 0.0
Old : 100.0: 80.7 71.9 4.7 21.3 6.7 0.0 0.0 0.0 7.6 0.0 0.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 17 . . . 0 0 0 . 0 .:
Old : 28: 20 17 . . . 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 : 40.9 71.2 65.2 88.1 37.3 64.1 56.5 70.1
Old : 40.9 71.2 65.2 88.1 37.3 64.1 56.5 70.1
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,940: 33,534 36,919 6,035 2,605 1,265 0 0 0 0 100 0: 4,106 4,051
Old : 44,940: 33,534 36,919 6,035 2,605 1,265 0 0 0 0 100 0: 4,106 4,051
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -3,725: -3,460 -3,075 -330 -245 0 0 0 0 0 -100 0: 65 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 82.2 13.4 5.8 2.8 0.0 0.0 0.0 0.0 0.2 0.0: 9.1 9.0
Old : 100.0: 74.6 82.2 13.4 5.8 2.8 0.0 0.0 0.0 0.0 0.2 0.0: 9.1 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 : 74.2 49.1 87.1 75.1 73.3 41.4 76.8 64.2
Old : 74.2 49.1 87.1 75.1 73.3 41.4 76.8 64.2
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,827: 30,133 31,538 4,860 3,665 890 0 0 0 0 0 0: 3,944 3,734
Old : 39,827: 30,133 31,538 4,860 3,665 890 0 0 0 0 0 0: 3,944 3,734
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -2,506: -2,650 -1,985 15 -245 -15 0 0 0 0 0 0: 144 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 79.2 12.2 9.2 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 9.9 9.4
Old : 100.0: 75.7 79.2 12.2 9.2 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 9.9 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 : 73.4 46.3 86.7 75.4 71.6 41.2 73.4 65.6
Old : 73.4 46.3 86.7 75.4 71.6 41.2 73.4 65.6
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,440: 21,020 7,465 2,670 0 195 0 9,320 0 0 7,850 225: 2,330 1,385
Old : 26,440: 21,020 7,465 2,670 0 195 0 9,320 0 0 7,850 225: 2,330 1,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -995: -770 -810 360 0 -360 0 -75 -25 0 500 -200: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 28.2 10.1 0.0 0.7 0.0 35.2 0.0 0.0 29.7 0.9: 8.8 5.2
Old : 100.0: 79.5 28.2 10.1 0.0 0.7 0.0 35.2 0.0 0.0 29.7 0.9: 8.8 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 : 26: 14 12 . 0 . 0 . 0 0 4 .:
Old : 26: 14 12 . 0 . 0 . 0 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 75.1 78.1 85.9 46.1 65.8 61.6 73.3
Old : 61.2 75.1 78.1 85.9 46.1 65.8 61.6 73.3
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,855: 19,975 7,250 0 140 300 0 9,015 0 0 4,355 25: 2,555 1,770
Old : 22,855: 19,975 7,250 0 140 300 0 9,015 0 0 4,355 25: 2,555 1,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -380: -245 -460 -35 140 -145 0 -70 0 0 125 0: 45 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 31.7 0.0 0.6 1.3 0.0 39.4 0.0 0.0 19.1 0.1: 11.2 7.7
Old : 100.0: 87.4 31.7 0.0 0.6 1.3 0.0 39.4 0.0 0.0 19.1 0.1: 11.2 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 0 . . 0 . 0 0 . .:
Old : 23: 13 10 0 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 71.3 78.3 84.1 49.6 61.6 61.1 69.0
Old : 64.2 71.3 78.3 84.1 49.6 61.6 61.1 69.0
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,893: 12,734 20,280 3,816 0 1,603 1,450 0 525 2,925 75 225: 1,615 2,185
Old : 24,893: 12,734 20,280 3,816 0 1,603 1,450 0 525 2,925 75 225: 1,615 2,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -545: -785 -1,185 640 0 25 -145 0 95 -350 -25 75: -100 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 81.5 15.3 0.0 6.4 5.8 0.0 2.1 11.8 0.3 0.9: 6.5 8.8
Old : 100.0: 51.2 81.5 15.3 0.0 6.4 5.8 0.0 2.1 11.8 0.3 0.9: 6.5 8.8
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 : 26: 16 10 . 0 . . 0 . . . .:
Old : 26: 16 10 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 81.0 79.6 88.7 47.8 73.7 70.2 74.7
Old : 54.3 81.0 79.6 88.7 47.8 73.7 70.2 74.7
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,051: 10,374 16,741 2,067 0 2,183 1,725 0 200 2,950 0 225: 1,327 1,702
Old : 21,051: 10,374 16,741 2,067 0 2,183 1,725 0 200 2,950 0 225: 1,327 1,702
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,215: -732 -1,245 435 0 -435 40 0 -40 -450 0 75: -108 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 79.5 9.8 0.0 10.4 8.2 0.0 1.0 14.0 0.0 1.1: 6.3 8.1
Old : 100.0: 49.3 79.5 9.8 0.0 10.4 8.2 0.0 1.0 14.0 0.0 1.1: 6.3 8.1
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 : 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 : 53.1 84.2 78.7 90.5 42.8 70.8 66.2 71.2
Old : 53.1 84.2 78.7 90.5 42.8 70.8 66.2 71.2
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,175: 20,050 15,655 7,570 0 1,640 0 12,535 0 100 250 50: 765 45
Old : 30,175: 20,050 15,655 7,570 0 1,640 0 12,535 0 100 250 50: 765 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,160: -1,235 90 115 0 -415 0 -635 0 100 -250 50: 225 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 51.9 25.1 0.0 5.4 0.0 41.5 0.0 0.3 0.8 0.2: 2.5 0.1
Old : 100.0: 66.4 51.9 25.1 0.0 5.4 0.0 41.5 0.0 0.3 0.8 0.2: 2.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 8 . 0 . 0 . 0 . . .:
Old : 26: 16 8 . 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 : 75.9 90.4 90.5 97.9 69.9 87.6 84.1 93.0
Old : 75.9 90.4 90.5 97.9 69.9 87.6 84.1 93.0
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,030: 15,660 12,545 7,425 0 1,110 0 11,110 0 0 50 0: 835 215
Old : 25,030: 15,660 12,545 7,425 0 1,110 0 11,110 0 0 50 0: 835 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -995: -1,120 -510 225 0 -225 0 -260 0 0 0 0: 125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 50.1 29.7 0.0 4.4 0.0 44.4 0.0 0.0 0.2 0.0: 3.3 0.9
Old : 100.0: 62.6 50.1 29.7 0.0 4.4 0.0 44.4 0.0 0.0 0.2 0.0: 3.3 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 : 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 : 73.5 92.7 89.9 97.8 68.2 90.5 84.3 93.3
Old : 73.5 92.7 89.9 97.8 68.2 90.5 84.3 93.3
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,860: 23,005 17,665 0 3,580 1,970 0 2,290 75 1,375 1,150 75: 1,360 1,055
Old : 27,860: 23,005 17,665 0 3,580 1,970 0 2,290 75 1,375 1,150 75: 1,360 1,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -360: -310 -755 0 20 -20 0 70 -25 25 625 -25: -5 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 63.4 0.0 12.8 7.1 0.0 8.2 0.3 4.9 4.1 0.3: 4.9 3.8
Old : 100.0: 82.6 63.4 0.0 12.8 7.1 0.0 8.2 0.3 4.9 4.1 0.3: 4.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 11 0 . . 0 . . . . .:
Old : 25: 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 : 62.1 77.0 84.3 93.0 53.6 65.2 65.5 70.9
Old : 62.1 77.0 84.3 93.0 53.6 65.2 65.5 70.9
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,505: 21,080 16,015 0 3,885 1,605 0 2,440 60 1,475 480 345: 940 675
Old : 25,505: 21,080 16,015 0 3,885 1,605 0 2,440 60 1,475 480 345: 940 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -525: -305 -560 0 220 -220 0 -40 0 25 305 -55: 30 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 62.8 0.0 15.2 6.3 0.0 9.6 0.2 5.8 1.9 1.4: 3.7 2.6
Old : 100.0: 82.7 62.8 0.0 15.2 6.3 0.0 9.6 0.2 5.8 1.9 1.4: 3.7 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 : 24: 13 11 0 . . 0 . . . . .:
Old : 24: 13 11 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 84.4 84.3 94.9 56.9 71.1 69.4 75.9
Old : 62.9 84.4 84.3 94.9 56.9 71.1 69.4 75.9
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,444: 23,580 20,509 0 5,696 1,654 4,455 375 135 250 1,985 180: 1,190 910
Old : 31,444: 23,580 20,509 0 5,696 1,654 4,455 375 135 250 1,985 180: 1,190 910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,355: -1,405 -1,545 0 325 0 110 0 -60 -15 200 -60: 75 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 65.2 0.0 18.1 5.3 14.2 1.2 0.4 0.8 6.3 0.6: 3.8 2.9
Old : 100.0: 75.0 65.2 0.0 18.1 5.3 14.2 1.2 0.4 0.8 6.3 0.6: 3.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 11 0 . . . . . . . .:
Old : 26: 16 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 : 55.9 78.3 76.5 93.4 55.3 73.1 73.1 86.6
Old : 55.9 78.3 76.5 93.4 55.3 73.1 73.1 86.6
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,625: 19,630 18,030 2,820 1,500 1,550 0 1,020 545 0 2,075 125: 1,955 1,780
Old : 26,625: 19,630 18,030 2,820 1,500 1,550 0 1,020 545 0 2,075 125: 1,955 1,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,155: -885 -675 -10 300 -125 0 -635 50 0 290 -200: 15 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 67.7 10.6 5.6 5.8 0.0 3.8 2.0 0.0 7.8 0.5: 7.3 6.7
Old : 100.0: 73.7 67.7 10.6 5.6 5.8 0.0 3.8 2.0 0.0 7.8 0.5: 7.3 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 : 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 : 53.3 71.0 73.6 88.3 46.5 70.5 66.8 81.1
Old : 53.3 71.0 73.6 88.3 46.5 70.5 66.8 81.1
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 117,214: 69,950 100,704 5,415 1,865 7,369 20,905 0 0 7,610 1,070 630: 5,335 5,576
Old : 117,214: 69,950 100,704 5,415 1,865 7,369 20,905 0 0 7,610 1,070 630: 5,335 5,576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -3,345: -1,140 -2,496 -1,015 -110 185 -650 0 0 590 50 -350: -965 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 85.9 4.6 1.6 6.3 17.8 0.0 0.0 6.5 0.9 0.5: 4.6 4.8
Old : 100.0: 59.7 85.9 4.6 1.6 6.3 17.8 0.0 0.0 6.5 0.9 0.5: 4.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 25 . . . . 0 0 . . .:
Old : 40: 20 25 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 52.4 81.7 70.1 51.4 51.2 68.9 65.0
Old : 58.4 52.4 81.7 70.1 51.4 51.2 68.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 103,985: 62,560 87,921 448 3,065 7,640 23,710 0 0 4,235 0 200: 5,192 5,159
Old : 103,985: 62,560 87,921 448 3,065 7,640 23,710 0 0 4,235 0 200: 5,192 5,159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,645: 146 -525 -200 -110 -60 -1,245 0 0 620 0 -450: -456 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 84.6 0.4 2.9 7.3 22.8 0.0 0.0 4.1 0.0 0.2: 5.0 5.0
Old : 100.0: 60.2 84.6 0.4 2.9 7.3 22.8 0.0 0.0 4.1 0.0 0.2: 5.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 25 . . . . 0 0 . 0 .:
Old : 36: 17 25 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 49.4 83.7 67.4 58.2 47.5 69.3 61.2
Old : 65.0 49.4 83.7 67.4 58.2 47.5 69.3 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,675: 17,725 18,475 870 190 900 50 0 125 150 0 0: 855 985
Old : 20,675: 17,725 18,475 870 190 900 50 0 125 150 0 0: 855 985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,070: -935 -860 50 10 -60 -25 0 0 150 0 0: -250 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 89.4 4.2 0.9 4.4 0.2 0.0 0.6 0.7 0.0 0.0: 4.1 4.8
Old : 100.0: 85.7 89.4 4.2 0.9 4.4 0.2 0.0 0.6 0.7 0.0 0.0: 4.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 18 13 . . . . 0 . . 0 0:
Old : 23: 18 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 : 54.5 70.1 76.3 84.4 48.5 57.9 60.1 63.7
Old : 54.5 70.1 76.3 84.4 48.5 57.9 60.1 63.7
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,315: 14,665 13,840 0 945 570 0 250 0 750 0 0: 330 710
Old : 16,315: 14,665 13,840 0 945 570 0 250 0 750 0 0: 330 710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -840: -990 -990 0 -165 0 0 -25 0 150 0 0: 0 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 84.8 0.0 5.8 3.5 0.0 1.5 0.0 4.6 0.0 0.0: 2.0 4.4
Old : 100.0: 89.9 84.8 0.0 5.8 3.5 0.0 1.5 0.0 4.6 0.0 0.0: 2.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 11 0 . . 0 . 0 . 0 0:
Old : 24: 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 : 54.2 71.9 72.9 87.1 45.3 59.1 59.9 67.3
Old : 54.2 71.9 72.9 87.1 45.3 59.1 59.9 67.3
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,525: 24,625 19,100 1,015 3,810 1,945 0 2,425 300 180 430 50: 3,410 3,465
Old : 31,525: 24,625 19,100 1,015 3,810 1,945 0 2,425 300 180 430 50: 3,410 3,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,215: -745 -815 90 125 -335 0 -75 0 -100 -50 50: -175 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 60.6 3.2 12.1 6.2 0.0 7.7 1.0 0.6 1.4 0.2: 10.8 11.0
Old : 100.0: 78.1 60.6 3.2 12.1 6.2 0.0 7.7 1.0 0.6 1.4 0.2: 10.8 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 14 . . . 0 . . . . .:
Old : 30: 18 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 : 48.5 37.1 69.1 62.4 38.1 34.1 51.7 51.1
Old : 48.5 37.1 69.1 62.4 38.1 34.1 51.7 51.1
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 09, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,040: 18,015 13,690 0 3,765 1,725 0 500 0 0 0 0: 3,300 3,360
Old : 23,040: 18,015 13,690 0 3,765 1,725 0 500 0 0 0 0: 3,300 3,360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -995: -810 -655 0 -140 -45 0 -75 0 0 0 0: -140 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 59.4 0.0 16.3 7.5 0.0 2.2 0.0 0.0 0.0 0.0: 14.3 14.6
Old : 100.0: 78.2 59.4 0.0 16.3 7.5 0.0 2.2 0.0 0.0 0.0 0.0: 14.3 14.6
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: 13 12 0 . . 0 . 0 0 0 0:
Old : 23: 13 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 : 47.2 44.2 68.6 65.5 38.7 31.7 52.9 48.9
Old : 47.2 44.2 68.6 65.5 38.7 31.7 52.9 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2016