COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 92,078: 27,017 28,499 7,892 9,552 6,442 428 24,335 4,708 35,029 8,242 9,354: 1,208 946 Old : 92,078: 27,017 28,499 7,892 9,552 6,442 428 24,335 4,708 35,029 8,242 9,354: 1,208 946 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -5,243: 163 -1,498 -530 2,262 -230 -300 -2,800 -5,264 -170 1,530 973: 115 -216 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 31.0 8.6 10.4 7.0 0.5 26.4 5.1 38.0 9.0 10.2: 1.3 1.0 Old : 100.0: 29.3 31.0 8.6 10.4 7.0 0.5 26.4 5.1 38.0 9.0 10.2: 1.3 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 16 15 . . 5 . 6 4 16 12 20: Old : 58: 16 15 . . 5 . 6 4 16 12 20: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.6 38.6 60.3 60.3 27.3 27.5 42.8 40.3 Old : 39.6 38.6 60.3 60.3 27.3 27.5 42.8 40.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 18,459: 2,044 8,264 0 3,032 716 403 2,305 1,807 11,667 1,039 1,196: 626 100 Old : 18,459: 2,044 8,264 0 3,032 716 403 2,305 1,807 11,667 1,039 1,196: 626 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 1,264: -30 380 0 20 65 -60 340 470 610 -75 209: 0 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 44.8 0.0 16.4 3.9 2.2 12.5 9.8 63.2 5.6 6.5: 3.4 0.5 Old : 100.0: 11.1 44.8 0.0 16.4 3.9 2.2 12.5 9.8 63.2 5.6 6.5: 3.4 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 : 34: 11 8 0 4 . . . . 11 4 10: Old : 34: 11 8 0 4 . . . . 11 4 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 58.8 70.9 79.2 51.6 49.5 63.0 65.9 Old : 56.1 58.8 70.9 79.2 51.6 49.5 63.0 65.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 9,682: 1,735 1,161 993 711 2,363 228 619 2,034 577 1,042 1,753: 0 0 Old : 9,682: 1,735 1,161 993 711 2,363 228 619 2,034 577 1,042 1,753: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 5: 27 38 -11 23 -7 -3 -42 -8 16 11 -9: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 12.0 10.3 7.3 24.4 2.4 6.4 21.0 6.0 10.8 18.1: 0.0 0.0 Old : 100.0: 17.9 12.0 10.3 7.3 24.4 2.4 6.4 21.0 6.0 10.8 18.1: 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 : 35: 9 8 . . 4 . . . 11 7 13: Old : 35: 9 8 . . 4 . . . 11 7 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 53.5 73.0 76.8 18.4 17.7 22.8 23.4 Old : 47.1 53.5 73.0 76.8 18.4 17.7 22.8 23.4 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 158,105: 87,401 105,074 9,218 13,016 17,039 19,927 1,478 2,952 10,951 7,783 10,028: 589 736 Old : 158,105: 87,401 105,074 9,218 13,016 17,039 19,927 1,478 2,952 10,951 7,783 10,028: 589 736 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -6,530: -4,362 -3,535 -1,114 -1,922 -130 -703 -100 -171 507 18 -674: 115 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 66.5 5.8 8.2 10.8 12.6 0.9 1.9 6.9 4.9 6.3: 0.4 0.5 Old : 100.0: 55.3 66.5 5.8 8.2 10.8 12.6 0.9 1.9 6.9 4.9 6.3: 0.4 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 : 77: 42 44 . . 4 6 . 6 8 10 14: Old : 77: 42 44 . . 4 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 : 49.4 32.8 64.4 53.7 32.6 25.2 40.6 35.7 Old : 49.4 32.8 64.4 53.7 32.6 25.2 40.6 35.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 42,221: 32,147 33,339 3,423 3,459 4,086 0 391 146 1,619 0 800: 0 0 Old : 42,221: 32,147 33,339 3,423 3,459 4,086 0 391 146 1,619 0 800: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -4,236: -3,674 -3,737 371 469 -532 0 -190 1 -156 0 -247: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 79.0 8.1 8.2 9.7 0.0 0.9 0.3 3.8 0.0 1.9: 0.0 0.0 Old : 100.0: 76.1 79.0 8.1 8.2 9.7 0.0 0.9 0.3 3.8 0.0 1.9: 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 : 33: 21 20 . . . 0 . . . 0 .: Old : 33: 21 20 . . . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 46.4 78.1 73.9 39.3 34.0 48.8 49.6 Old : 52.8 46.4 78.1 73.9 39.3 34.0 48.8 49.6 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 332,978: 281,656 290,331 25,331 13,200 24,055 1,616 0 0 0 5,072 320: 0 0 Old : 332,978: 281,656 290,331 25,331 13,200 24,055 1,616 0 0 0 5,072 320: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -39,008: -33,408 -26,528 -3,377 -3,393 -1,599 -624 0 0 0 -7,488 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.6 87.2 7.6 4.0 7.2 0.5 0.0 0.0 0.0 1.5 0.1: 0.0 0.0 Old : 100.0: 84.6 87.2 7.6 4.0 7.2 0.5 0.0 0.0 0.0 1.5 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 20 19 . . . . 0 0 0 . .: Old : 28: 20 19 . . . . 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 50.6 77.4 84.0 49.7 50.1 61.7 65.3 Old : 53.6 50.6 77.4 84.0 49.7 50.1 61.7 65.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 1,534,436: 1,237,048 1,208,910 173,004 147,146 28,827 1,942 13,991 62,788 27,681 69,628 3,146: 0 0 Old : 1,534,436: 1,237,048 1,208,910 173,004 147,146 28,827 1,942 13,991 62,788 27,681 69,628 3,146: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -58,303: -58,356 -51,428 -5,274 1,275 2,450 -376 -11,549 4,822 1,552 -752 -1,920: -1,201 -1,201 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.6 78.8 11.3 9.6 1.9 0.1 0.9 4.1 1.8 4.5 0.2: 0.0 0.0 Old : 100.0: 80.6 78.8 11.3 9.6 1.9 0.1 0.9 4.1 1.8 4.5 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 : 57: 34 34 . 4 4 . . . 4 4 .: Old : 57: 34 34 . 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 : 46.2 44.2 67.2 64.9 37.7 37.4 48.0 50.3 Old : 46.2 44.2 67.2 64.9 37.7 37.4 48.0 50.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 72,395: 49,651 54,184 7,354 1,592 7,654 1,943 3,488 356 2,164 1,686 3,273: 0 162 Old : 72,395: 49,651 54,184 7,354 1,592 7,654 1,943 3,488 356 2,164 1,686 3,273: 0 162 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 960: 153 409 212 -561 494 0 77 200 -381 -103 282: 0 162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.6 74.8 10.2 2.2 10.6 2.7 4.8 0.5 3.0 2.3 4.5: 0.0 0.2 Old : 100.0: 68.6 74.8 10.2 2.2 10.6 2.7 4.8 0.5 3.0 2.3 4.5: 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: 24 24 . . . . . . 5 4 5: Old : 42: 24 24 . . . . . . 5 4 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 57.6 77.1 79.0 47.7 51.9 64.0 62.8 Old : 53.6 57.6 77.1 79.0 47.7 51.9 64.0 62.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 315,897: 192,348 259,750 67,378 0 53,323 0 0 0 2,528 8 320: 0 2,496 Old : 315,897: 192,348 259,750 67,378 0 53,323 0 0 0 2,528 8 320: 0 2,496 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 321: 321 -3,429 -1,254 0 1,254 0 0 0 0 0 0: 0 2,496 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.9 82.2 21.3 0.0 16.9 0.0 0.0 0.0 0.8 0.0 0.1: 0.0 0.8 Old : 100.0: 60.9 82.2 21.3 0.0 16.9 0.0 0.0 0.0 0.8 0.0 0.1: 0.0 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 : 24: 15 15 . 0 . 0 0 0 . . .: Old : 24: 15 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 : 64.6 67.4 91.4 86.2 44.6 53.8 62.6 60.8 Old : 64.6 67.4 91.4 86.2 44.6 53.8 62.6 60.8 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 428,653: 322,705 368,637 53,331 9,392 39,744 3,040 728 8,632 1,201 1,520 0: 0 0 Old : 428,653: 322,705 368,637 53,331 9,392 39,744 3,040 728 8,632 1,201 1,520 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -17,184: -12,680 -17,192 -2,624 0 -376 -1,504 0 0 0 384 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.3 86.0 12.4 2.2 9.3 0.7 0.2 2.0 0.3 0.4 0.0: 0.0 0.0 Old : 100.0: 75.3 86.0 12.4 2.2 9.3 0.7 0.2 2.0 0.3 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 : 41: 26 22 . . . . . . . . 0: Old : 41: 26 22 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 59.3 72.4 79.5 41.4 53.9 57.5 64.8 Old : 47.2 59.3 72.4 79.5 41.4 53.9 57.5 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 31,471: 24,586 28,568 3,169 0 1,618 413 0 678 316 42 41: 650 524 Old : 31,471: 24,586 28,568 3,169 0 1,618 413 0 678 316 42 41: 650 524 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -3,179: -2,704 -2,924 -114 0 -105 -279 -207 -41 -178 42 -23: 265 79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 90.8 10.1 0.0 5.1 1.3 0.0 2.2 1.0 0.1 0.1: 2.1 1.7 Old : 100.0: 78.1 90.8 10.1 0.0 5.1 1.3 0.0 2.2 1.0 0.1 0.1: 2.1 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 20 22 . 0 . . 0 . 4 . .: Old : 37: 20 22 . 0 . . 0 . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 59.6 68.9 77.5 43.2 55.5 61.7 69.1 Old : 46.4 59.6 68.9 77.5 43.2 55.5 61.7 69.1 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 51,285: 35,074 33,305 14,028 16,300 1,660 0 0 0 140 0 0: 383 20 Old : 51,285: 35,074 33,305 14,028 16,300 1,660 0 0 0 140 0 0: 383 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -4,706: -2,827 -4,320 -1,722 -305 -80 0 0 0 -50 0 0: -27 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.4 64.9 27.4 31.8 3.2 0.0 0.0 0.0 0.3 0.0 0.0: 0.7 0.0 Old : 100.0: 68.4 64.9 27.4 31.8 3.2 0.0 0.0 0.0 0.3 0.0 0.0: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 27 27 . . . 0 0 0 . 0 0: Old : 39: 27 27 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 58.8 74.4 73.6 59.4 57.0 71.8 69.3 Old : 59.7 58.8 74.4 73.6 59.4 57.0 71.8 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 mwh : : : Positions : All : 4,300: 2,800 4,000 100 0 0 50 150 150 1,050 0 0: 150 0 Old : 4,300: 2,800 4,000 100 0 0 50 150 150 1,050 0 0: 150 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.1 93.0 2.3 0.0 0.0 1.2 3.5 3.5 24.4 0.0 0.0: 3.5 0.0 Old : 100.0: 65.1 93.0 2.3 0.0 0.0 1.2 3.5 3.5 24.4 0.0 0.0: 3.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 11 . 0 0 . . . . 0 0: Old : 23: 12 11 . 0 0 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 61.6 77.9 89.5 58.1 61.6 69.8 73.3 Old : 60.5 61.6 77.9 89.5 58.1 61.6 69.8 73.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 72,824: 54,980 49,965 16,123 21,435 1,280 0 0 0 40 25 0: 401 119 Old : 72,824: 54,980 49,965 16,123 21,435 1,280 0 0 0 40 25 0: 401 119 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -8,501: -5,753 -8,280 -2,072 -245 0 -500 0 0 -382 25 0: 206 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.5 68.6 22.1 29.4 1.8 0.0 0.0 0.0 0.1 0.0 0.0: 0.6 0.2 Old : 100.0: 75.5 68.6 22.1 29.4 1.8 0.0 0.0 0.0 0.1 0.0 0.0: 0.6 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 : 42: 30 28 . . . 0 0 0 . . 0: Old : 42: 30 28 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 63.6 73.0 77.6 56.4 61.2 72.2 73.9 Old : 56.6 63.6 73.0 77.6 56.4 61.2 72.2 73.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 27,401: 22,347 22,706 1,140 595 2,805 0 0 0 525 1,175 0: 584 120 Old : 27,401: 22,347 22,706 1,140 595 2,805 0 0 0 525 1,175 0: 584 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 1,523: 983 1,123 -500 -600 1,000 0 0 0 0 0 0: 40 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.6 82.9 4.2 2.2 10.2 0.0 0.0 0.0 1.9 4.3 0.0: 2.1 0.4 Old : 100.0: 81.6 82.9 4.2 2.2 10.2 0.0 0.0 0.0 1.9 4.3 0.0: 2.1 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 : 28: 17 14 . . . 0 0 0 . . 0: Old : 28: 17 14 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.4 69.5 82.3 88.8 59.3 69.2 74.1 79.6 Old : 60.4 69.5 82.3 88.8 59.3 69.2 74.1 79.6 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 300,312: 207,624 289,800 70,232 0 10,128 7,096 0 0 4,848 0 384: 0 0 Old : 300,312: 207,624 289,800 70,232 0 10,128 7,096 0 0 4,848 0 384: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 5,440: 768 5,440 4,672 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.1 96.5 23.4 0.0 3.4 2.4 0.0 0.0 1.6 0.0 0.1: 0.0 0.0 Old : 100.0: 69.1 96.5 23.4 0.0 3.4 2.4 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 : 31: 21 17 . 0 . . 0 0 . 0 .: Old : 31: 21 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 : 45.6 73.6 67.1 89.9 41.3 66.1 60.0 75.5 Old : 45.6 73.6 67.1 89.9 41.3 66.1 60.0 75.5 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 9,623: 7,602 6,086 90 1,293 127 1,112 0 156 428 1,856 84: 24 21 Old : 9,623: 7,602 6,086 90 1,293 127 1,112 0 156 428 1,856 84: 24 21 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 107: 128 170 0 0 0 0 0 0 0 0 0: -21 -63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 63.2 0.9 13.4 1.3 11.6 0.0 1.6 4.4 19.3 0.9: 0.2 0.2 Old : 100.0: 79.0 63.2 0.9 13.4 1.3 11.6 0.0 1.6 4.4 19.3 0.9: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 18 18 . . . 4 0 . . . .: Old : 31: 18 18 . . . 4 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.6 64.6 62.7 81.9 35.6 58.7 59.0 70.8 Old : 35.6 64.6 62.7 81.9 35.6 58.7 59.0 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 10,340: 6,410 6,860 0 3,240 60 1,800 0 0 1,950 0 0: 120 180 Old : 10,340: 6,410 6,860 0 3,240 60 1,800 0 0 1,950 0 0: 120 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.0 66.3 0.0 31.3 0.6 17.4 0.0 0.0 18.9 0.0 0.0: 1.2 1.7 Old : 100.0: 62.0 66.3 0.0 31.3 0.6 17.4 0.0 0.0 18.9 0.0 0.0: 1.2 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 48.8 61.9 80.5 83.8 48.8 55.4 74.7 67.6 Old : 48.8 61.9 80.5 83.8 48.8 55.4 74.7 67.6 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 10,085: 6,775 6,795 0 1,355 975 250 0 50 1,025 300 430: 580 180 Old : 10,085: 6,775 6,795 0 1,355 975 250 0 50 1,025 300 430: 580 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,085: -1,070 -855 0 -730 415 -375 0 0 -140 -75 0: 85 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.2 67.4 0.0 13.4 9.7 2.5 0.0 0.5 10.2 3.0 4.3: 5.8 1.8 Old : 100.0: 67.2 67.4 0.0 13.4 9.7 2.5 0.0 0.5 10.2 3.0 4.3: 5.8 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 10 0 . . . 0 . . . .: Old : 20: 9 10 0 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.4 68.8 84.0 86.6 32.8 32.4 43.1 43.1 Old : 61.4 68.8 84.0 86.6 32.8 32.4 43.1 43.1 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 37,670: 31,295 32,585 2,570 55 3,285 0 75 0 450 1,550 0: 70 120 Old : 37,670: 31,295 32,585 2,570 55 3,285 0 75 0 450 1,550 0: 70 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 1,753: 968 1,233 195 0 520 0 0 0 0 0 0: 70 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.1 86.5 6.8 0.1 8.7 0.0 0.2 0.0 1.2 4.1 0.0: 0.2 0.3 Old : 100.0: 83.1 86.5 6.8 0.1 8.7 0.0 0.2 0.0 1.2 4.1 0.0: 0.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 21 23 . . . 0 . 0 . . 0: Old : 40: 21 23 . . . 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 : 53.0 70.7 75.4 84.5 49.3 69.1 65.8 76.7 Old : 53.0 70.7 75.4 84.5 49.3 69.1 65.8 76.7 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 25,509: 20,279 19,839 2,435 3,650 1,845 50 0 0 660 75 0: 240 100 Old : 25,509: 20,279 19,839 2,435 3,650 1,845 50 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 30, 2016 : : 480: 1,080 480 0 600 -600 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 77.8 9.5 14.3 7.2 0.2 0.0 0.0 2.6 0.3 0.0: 0.9 0.4 Old : 100.0: 79.5 77.8 9.5 14.3 7.2 0.2 0.0 0.0 2.6 0.3 0.0: 0.9 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 : 33: 21 20 . . . . 0 0 . . 0: Old : 33: 21 20 . . . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 64.8 68.9 86.7 41.8 52.2 57.7 64.1 Old : 46.3 64.8 68.9 86.7 41.8 52.2 57.7 64.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 21,939: 16,656 15,497 2,541 2,669 1,855 115 419 0 0 707 214: 558 578 Old : 21,939: 16,656 15,497 2,541 2,669 1,855 115 419 0 0 707 214: 558 578 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -313: -271 -334 0 63 -42 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.9 70.6 11.6 12.2 8.5 0.5 1.9 0.0 0.0 3.2 1.0: 2.5 2.6 Old : 100.0: 75.9 70.6 11.6 12.2 8.5 0.5 1.9 0.0 0.0 3.2 1.0: 2.5 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 : 35: 21 21 . . . . . 0 0 . .: Old : 35: 21 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 : 42.6 53.3 68.0 72.2 37.5 45.1 55.6 56.6 Old : 42.6 53.3 68.0 72.2 37.5 45.1 55.6 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 55,141: 48,155 45,661 761 2,948 2,570 0 222 0 1,331 1,838 1,777: 547 125 Old : 55,141: 48,155 45,661 761 2,948 2,570 0 222 0 1,331 1,838 1,777: 547 125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 327: -83 303 -181 -115 24 0 0 0 0 100 20: 547 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.3 82.8 1.4 5.3 4.7 0.0 0.4 0.0 2.4 3.3 3.2: 1.0 0.2 Old : 100.0: 87.3 82.8 1.4 5.3 4.7 0.0 0.4 0.0 2.4 3.3 3.2: 1.0 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 : 43: 29 23 . . 4 0 . 0 . . .: Old : 43: 29 23 . . 4 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.7 44.2 67.2 67.4 42.0 43.7 61.4 63.9 Old : 46.7 44.2 67.2 67.4 42.0 43.7 61.4 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 71,418: 61,488 53,279 4,121 3,028 2,500 122 265 175 1,667 11,127 924: 421 120 Old : 71,418: 61,488 53,279 4,121 3,028 2,500 122 265 175 1,667 11,127 924: 421 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 398: 223 200 214 36 -266 0 0 0 5 482 -149: 371 95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 74.6 5.8 4.2 3.5 0.2 0.4 0.2 2.3 15.6 1.3: 0.6 0.2 Old : 100.0: 86.1 74.6 5.8 4.2 3.5 0.2 0.4 0.2 2.3 15.6 1.3: 0.6 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 : 56: 32 29 . . 4 . . . 5 5 5: Old : 56: 32 29 . . 4 . . . 5 5 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 : 38.5 45.0 56.9 66.7 38.0 41.9 53.3 58.2 Old : 38.5 45.0 56.9 66.7 38.0 41.9 53.3 58.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 46,960: 37,795 42,070 7,090 3,500 1,390 0 0 0 665 0 0: 20 0 Old : 46,960: 37,795 42,070 7,090 3,500 1,390 0 0 0 665 0 0: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -5,190: -4,085 -5,190 -925 80 -80 0 0 0 -95 0 0: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 89.6 15.1 7.5 3.0 0.0 0.0 0.0 1.4 0.0 0.0: 0.0 0.0 Old : 100.0: 80.5 89.6 15.1 7.5 3.0 0.0 0.0 0.0 1.4 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: 24 8 . . . 0 0 0 . 0 0: Old : 29: 24 8 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 98.1 80.1 99.7 56.5 94.7 77.6 94.8 Old : 58.9 98.1 80.1 99.7 56.5 94.7 77.6 94.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 52,875: 42,785 45,860 8,285 6,395 620 0 0 0 1,165 0 0: 20 0 Old : 52,875: 42,785 45,860 8,285 6,395 620 0 0 0 1,165 0 0: 20 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -6,140: -4,510 -6,000 -1,395 -90 -50 -50 0 0 -130 0 0: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 86.7 15.7 12.1 1.2 0.0 0.0 0.0 2.2 0.0 0.0: 0.0 0.0 Old : 100.0: 80.9 86.7 15.7 12.1 1.2 0.0 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 : 31: 23 13 . . . 0 0 0 . 0 0: Old : 31: 23 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 : 61.3 94.8 79.5 98.7 60.4 93.3 78.5 94.9 Old : 61.3 94.8 79.5 98.7 60.4 93.3 78.5 94.9 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 340,842: 228,996 288,840 34,409 13,478 13,463 0 816 0 54,018 16,545 5,820: 4,136 1,880 Old : 340,842: 228,996 288,840 34,409 13,478 13,463 0 816 0 54,018 16,545 5,820: 4,136 1,880 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 794: -4,520 -1,480 770 -376 0 0 0 0 -362 0 770: 4,136 1,880 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.2 84.7 10.1 4.0 3.9 0.0 0.2 0.0 15.8 4.9 1.7: 1.2 0.6 Old : 100.0: 67.2 84.7 10.1 4.0 3.9 0.0 0.2 0.0 15.8 4.9 1.7: 1.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 25 26 . . . 0 . 0 4 . .: Old : 43: 25 26 . . . 0 . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 48.0 75.2 68.0 47.5 46.5 65.1 63.9 Old : 52.5 48.0 75.2 68.0 47.5 46.5 65.1 63.9 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 27,214: 20,162 21,187 501 451 1,261 86 829 785 2,908 1,448 969: 543 285 Old : 27,214: 20,162 21,187 501 451 1,261 86 829 785 2,908 1,448 969: 543 285 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 149: -532 282 0 -8 -63 0 -107 -8 395 0 -81: 437 133 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 77.9 1.8 1.7 4.6 0.3 3.0 2.9 10.7 5.3 3.6: 2.0 1.0 Old : 100.0: 74.1 77.9 1.8 1.7 4.6 0.3 3.0 2.9 10.7 5.3 3.6: 2.0 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 23 28 . . . . . . . . 5: Old : 45: 23 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 : 50.2 45.2 72.7 59.2 44.5 45.1 64.4 56.7 Old : 50.2 45.2 72.7 59.2 44.5 45.1 64.4 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 33,249: 21,192 32,885 10,043 0 0 77 104 0 1,911 234 26: 0 0 Old : 33,249: 21,192 32,885 10,043 0 0 77 104 0 1,911 234 26: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 78: 26 52 0 0 0 0 0 0 52 26 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 98.9 30.2 0.0 0.0 0.2 0.3 0.0 5.7 0.7 0.1: 0.0 0.0 Old : 100.0: 63.7 98.9 30.2 0.0 0.0 0.2 0.3 0.0 5.7 0.7 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 13 13 . 0 0 . . 0 . 4 .: Old : 31: 13 13 . 0 0 . . 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.4 81.3 91.4 95.7 71.6 77.4 82.1 83.4 Old : 74.4 81.3 91.4 95.7 71.6 77.4 82.1 83.4 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 276,022: 217,721 220,068 43,641 21,669 13,900 760 19,184 0 0 1,201 0: 0 0 Old : 276,022: 217,721 220,068 43,641 21,669 13,900 760 19,184 0 0 1,201 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -8,945: -6,689 -12,489 -2,256 3,544 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 79.7 15.8 7.9 5.0 0.3 7.0 0.0 0.0 0.4 0.0: 0.0 0.0 Old : 100.0: 78.9 79.7 15.8 7.9 5.0 0.3 7.0 0.0 0.0 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 : 29: 16 14 . . . . . 0 0 . 0: Old : 29: 16 14 . . . . . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 62.5 83.7 80.9 59.8 49.0 67.8 66.0 Old : 71.1 62.5 83.7 80.9 59.8 49.0 67.8 66.0 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 19,444: 15,556 17,118 3,088 360 444 252 1,018 0 0 0 0: 104 504 Old : 19,444: 15,556 17,118 3,088 360 444 252 1,018 0 0 0 0: 104 504 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,411: -1,172 -1,347 -97 -65 19 -46 -46 0 -92 -69 0: -23 97 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 88.0 15.9 1.9 2.3 1.3 5.2 0.0 0.0 0.0 0.0: 0.5 2.6 Old : 100.0: 80.0 88.0 15.9 1.9 2.3 1.3 5.2 0.0 0.0 0.0 0.0: 0.5 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 : 25: 15 15 . . . . . 0 0 0 0: Old : 25: 15 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 : 69.6 70.6 85.2 86.0 61.6 64.7 74.2 74.1 Old : 69.6 70.6 85.2 86.0 61.6 64.7 74.2 74.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 10,962: 6,935 7,770 1,614 1,147 331 759 0 0 434 0 617: 272 1,097 Old : 10,962: 6,935 7,770 1,614 1,147 331 759 0 0 434 0 617: 272 1,097 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -690: -615 -392 70 -23 141 -184 -138 0 -133 -69 -23: 54 -186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.3 70.9 14.7 10.5 3.0 6.9 0.0 0.0 4.0 0.0 5.6: 2.5 10.0 Old : 100.0: 63.3 70.9 14.7 10.5 3.0 6.9 0.0 0.0 4.0 0.0 5.6: 2.5 10.0 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: 16 15 . . . . 0 0 . 0 .: Old : 26: 16 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 : 53.7 51.0 73.3 74.2 41.1 47.9 57.7 59.8 Old : 53.7 51.0 73.3 74.2 41.1 47.9 57.7 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 129,655: 101,058 95,396 21,580 29,865 408 3,553 0 0 728 1,658 1,944: 384 384 Old : 129,655: 101,058 95,396 21,580 29,865 408 3,553 0 0 728 1,658 1,944: 384 384 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -18,416: -13,536 -14,656 -3,384 -3,008 -376 -744 0 0 0 0 -376: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 73.6 16.6 23.0 0.3 2.7 0.0 0.0 0.6 1.3 1.5: 0.3 0.3 Old : 100.0: 77.9 73.6 16.6 23.0 0.3 2.7 0.0 0.0 0.6 1.3 1.5: 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 : 26: 12 11 . . . . 0 0 . . .: Old : 26: 12 11 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.2 65.7 83.9 86.6 60.0 65.1 77.0 81.1 Old : 64.2 65.7 83.9 86.6 60.0 65.1 77.0 81.1 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 17,048: 14,091 10,411 1,265 3,025 892 0 1,391 0 230 504 319: 251 506 Old : 17,048: 14,091 10,411 1,265 3,025 892 0 1,391 0 230 504 319: 251 506 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -996: -616 -197 -332 -166 67 0 -443 0 94 -69 -161: -48 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.7 61.1 7.4 17.7 5.2 0.0 8.2 0.0 1.3 3.0 1.9: 1.5 3.0 Old : 100.0: 82.7 61.1 7.4 17.7 5.2 0.0 8.2 0.0 1.3 3.0 1.9: 1.5 3.0 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: 18 23 . . . 0 . 0 . . .: Old : 35: 18 23 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 35.4 78.1 56.2 55.1 32.6 60.4 45.6 Old : 61.7 35.4 78.1 56.2 55.1 32.6 60.4 45.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 182,249: 148,988 107,485 17,564 50,517 14,521 0 8,558 408 768 760 0: 0 0 Old : 182,249: 148,988 107,485 17,564 50,517 14,521 0 8,558 408 768 760 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -18,888: -15,864 -13,984 -2,256 -4,536 0 0 -368 0 -768 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.7 59.0 9.6 27.7 8.0 0.0 4.7 0.2 0.4 0.4 0.0: 0.0 0.0 Old : 100.0: 81.7 59.0 9.6 27.7 8.0 0.0 4.7 0.2 0.4 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 : 29: 15 17 . . . 0 . . . . 0: Old : 29: 15 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 : 65.7 59.8 83.1 81.3 41.5 46.2 54.6 57.4 Old : 65.7 59.8 83.1 81.3 41.5 46.2 54.6 57.4 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 10,640: 8,470 10,020 1,835 0 75 0 100 200 0 225 0: 60 20 Old : 10,640: 8,470 10,020 1,835 0 75 0 100 200 0 225 0: 60 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -745: -630 -640 -215 0 0 0 -150 150 -50 -100 0: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.6 94.2 17.2 0.0 0.7 0.0 0.9 1.9 0.0 2.1 0.0: 0.6 0.2 Old : 100.0: 79.6 94.2 17.2 0.0 0.7 0.0 0.9 1.9 0.0 2.1 0.0: 0.6 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: 14 12 . 0 . 0 . . 0 . 0: Old : 23: 14 12 . 0 . 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 78.2 85.1 92.7 36.2 49.6 53.1 57.8 Old : 62.6 78.2 85.1 92.7 36.2 49.6 53.1 57.8 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 27,634: 13,633 20,878 6,305 0 4,837 300 0 1,228 1,250 610 81: 0 0 Old : 27,634: 13,633 20,878 6,305 0 4,837 300 0 1,228 1,250 610 81: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -175: -524 -1,207 -1,256 0 231 -4 -270 1,228 328 21 -178: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.3 75.6 22.8 0.0 17.5 1.1 0.0 4.4 4.5 2.2 0.3: 0.0 0.0 Old : 100.0: 49.3 75.6 22.8 0.0 17.5 1.1 0.0 4.4 4.5 2.2 0.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 15 . 0 . . 0 . . . .: Old : 28: 17 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 : 64.6 55.3 87.4 76.9 45.2 48.2 58.1 60.3 Old : 64.6 55.3 87.4 76.9 45.2 48.2 58.1 60.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 235,418: 137,402 149,033 32,360 16,545 65,656 0 0 0 0 4,184 0: 0 0 Old : 235,418: 137,402 149,033 32,360 16,545 65,656 0 0 0 0 4,184 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -8,424: -5,616 -12,272 -1,560 5,096 -1,248 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 63.3 13.7 7.0 27.9 0.0 0.0 0.0 0.0 1.8 0.0: 0.0 0.0 Old : 100.0: 58.4 63.3 13.7 7.0 27.9 0.0 0.0 0.0 0.0 1.8 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 15 . . . 0 0 0 0 . 0: Old : 23: 13 15 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.2 66.5 94.8 88.8 53.6 36.4 59.4 54.7 Old : 80.2 66.5 94.8 88.8 53.6 36.4 59.4 54.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 10,650: 9,540 6,400 150 2,650 0 0 1,580 0 400 0 0: 560 20 Old : 10,650: 9,540 6,400 150 2,650 0 0 1,580 0 400 0 0: 560 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -845: -1,245 -420 0 -320 0 0 -100 0 0 0 0: 400 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.6 60.1 1.4 24.9 0.0 0.0 14.8 0.0 3.8 0.0 0.0: 5.3 0.2 Old : 100.0: 89.6 60.1 1.4 24.9 0.0 0.0 14.8 0.0 3.8 0.0 0.0: 5.3 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 : 20: 12 12 . . 0 0 . 0 . 0 0: Old : 20: 12 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 : 69.1 76.6 84.0 92.6 58.2 64.2 70.1 77.7 Old : 69.1 76.6 84.0 92.6 58.2 64.2 70.1 77.7 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 11,030: 9,940 6,660 220 2,555 50 0 1,580 0 205 0 155: 460 30 Old : 11,030: 9,940 6,660 220 2,555 50 0 1,580 0 205 0 155: 460 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,705: -1,875 -675 0 130 -130 0 -1,015 0 -100 0 0: 400 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.1 60.4 2.0 23.2 0.5 0.0 14.3 0.0 1.9 0.0 1.4: 4.2 0.3 Old : 100.0: 90.1 60.4 2.0 23.2 0.5 0.0 14.3 0.0 1.9 0.0 1.4: 4.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 12 . . . 0 . 0 . 0 .: Old : 22: 12 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 : 67.5 70.6 83.6 89.1 56.2 58.6 67.4 74.3 Old : 67.5 70.6 83.6 89.1 56.2 58.6 67.4 74.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 742,310: 430,042 408,950 5,538 74,714 105,803 4,409 20,868 32,908 66,616 3,087 95,980: 1,012 0 Old : 742,310: 430,042 408,950 5,538 74,714 105,803 4,409 20,868 32,908 66,616 3,087 95,980: 1,012 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -239: -2,914 5,088 -130 1,326 -574 383 -3,949 3,085 4,871 -388 -4,828: -133 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.9 55.1 0.7 10.1 14.3 0.6 2.8 4.4 9.0 0.4 12.9: 0.1 0.0 Old : 100.0: 57.9 55.1 0.7 10.1 14.3 0.6 2.8 4.4 9.0 0.4 12.9: 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: 17 16 . . . . . . 5 . 4: Old : 31: 17 16 . . . . . . 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 : 60.4 57.8 81.3 88.0 17.8 26.2 23.8 27.8 Old : 60.4 57.8 81.3 88.0 17.8 26.2 23.8 27.8 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 16,115: 13,935 6,555 1,165 8,800 740 0 0 0 0 0 0: 275 20 Old : 16,115: 13,935 6,555 1,165 8,800 740 0 0 0 0 0 0: 275 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,495: -1,300 -865 -280 -630 0 0 0 0 0 0 0: 85 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 40.7 7.2 54.6 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 0.1 Old : 100.0: 86.5 40.7 7.2 54.6 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 10 . . . 0 0 0 0 0 0: Old : 23: 13 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 : 65.3 84.1 88.8 96.4 61.6 82.6 81.1 90.6 Old : 65.3 84.1 88.8 96.4 61.6 82.6 81.1 90.6 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 19,046: 10,961 14,551 5,550 2,280 2,165 200 0 50 0 0 0: 120 0 Old : 19,046: 10,961 14,551 5,550 2,280 2,165 200 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 30, 2016 : : -1,910: -1,355 -1,860 -115 -35 -15 -425 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 76.4 29.1 12.0 11.4 1.1 0.0 0.3 0.0 0.0 0.0: 0.6 0.0 Old : 100.0: 57.6 76.4 29.1 12.0 11.4 1.1 0.0 0.3 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 : 26: 14 12 . . 4 . 0 . 0 0 0: Old : 26: 14 12 . . 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 : 68.8 75.4 86.2 93.1 60.2 64.5 71.1 74.1 Old : 68.8 75.4 86.2 93.1 60.2 64.5 71.1 74.1 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 13,279: 8,542 8,939 2,585 2,555 1,735 150 50 0 0 0 0: 267 0 Old : 13,279: 8,542 8,939 2,585 2,555 1,735 150 50 0 0 0 0: 267 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,208: -1,080 -933 -65 -135 -15 -25 0 0 0 -125 0: -23 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.3 67.3 19.5 19.2 13.1 1.1 0.4 0.0 0.0 0.0 0.0: 2.0 0.0 Old : 100.0: 64.3 67.3 19.5 19.2 13.1 1.1 0.4 0.0 0.0 0.0 0.0: 2.0 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 : 24: 13 10 . . . . . 0 0 0 0: Old : 24: 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 : 66.5 75.6 84.2 92.4 56.9 61.7 70.0 72.6 Old : 66.5 75.6 84.2 92.4 56.9 61.7 70.0 72.6 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 19,670: 13,080 18,565 5,715 60 475 0 400 0 0 0 0: 400 170 Old : 19,670: 13,080 18,565 5,715 60 475 0 400 0 0 0 0: 400 170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,950: -2,175 -1,405 210 0 -295 0 -100 0 0 -150 0: 310 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.5 94.4 29.1 0.3 2.4 0.0 2.0 0.0 0.0 0.0 0.0: 2.0 0.9 Old : 100.0: 66.5 94.4 29.1 0.3 2.4 0.0 2.0 0.0 0.0 0.0 0.0: 2.0 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 10 11 . . . 0 . 0 0 0 0: Old : 23: 10 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 : 72.1 82.6 93.4 92.2 69.1 82.3 88.3 89.9 Old : 72.1 82.6 93.4 92.2 69.1 82.3 88.3 89.9 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 17,140: 12,185 15,480 3,260 50 1,355 0 0 0 0 140 75: 265 40 Old : 17,140: 12,185 15,480 3,260 50 1,355 0 0 0 0 140 75: 265 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,470: -1,425 -1,385 65 0 -65 0 0 0 0 -10 0: -45 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 90.3 19.0 0.3 7.9 0.0 0.0 0.0 0.0 0.8 0.4: 1.5 0.2 Old : 100.0: 71.1 90.3 19.0 0.3 7.9 0.0 0.0 0.0 0.0 0.8 0.4: 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: 14 9 . . . 0 0 0 0 . .: Old : 21: 14 9 . . . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.4 84.9 87.5 98.3 59.4 71.0 70.5 75.5 Old : 70.4 84.9 87.5 98.3 59.4 71.0 70.5 75.5 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 18,587: 12,957 15,982 2,405 50 2,475 0 0 0 435 0 40: 275 40 Old : 18,587: 12,957 15,982 2,405 50 2,475 0 0 0 435 0 40: 275 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,640: -1,465 -1,375 255 0 -255 -100 0 0 -25 0 0: -50 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.7 86.0 12.9 0.3 13.3 0.0 0.0 0.0 2.3 0.0 0.2: 1.5 0.2 Old : 100.0: 69.7 86.0 12.9 0.3 13.3 0.0 0.0 0.0 2.3 0.0 0.2: 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: 14 8 . . . 0 0 0 . 0 .: Old : 21: 14 8 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.8 90.6 83.9 98.9 50.4 76.2 66.5 77.9 Old : 65.8 90.6 83.9 98.9 50.4 76.2 66.5 77.9 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 97,358: 79,101 81,928 3,252 2,410 11,270 1,840 100 30 1,725 1,345 140: 0 135 Old : 97,358: 79,101 81,928 3,252 2,410 11,270 1,840 100 30 1,725 1,345 140: 0 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -9,929: -6,796 -9,404 -2,223 -165 -225 -160 -25 -40 -300 135 -185: 0 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 84.2 3.3 2.5 11.6 1.9 0.1 0.0 1.8 1.4 0.1: 0.0 0.1 Old : 100.0: 81.2 84.2 3.3 2.5 11.6 1.9 0.1 0.0 1.8 1.4 0.1: 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: 32 30 4 . 4 . . . . . .: Old : 50: 32 30 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 : 43.7 48.8 64.6 74.0 39.8 41.0 51.3 55.3 Old : 43.7 48.8 64.6 74.0 39.8 41.0 51.3 55.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 111,949: 87,667 94,524 8,577 2,300 11,095 2,530 1,010 1,145 700 1,510 220: 15 145 Old : 111,949: 87,667 94,524 8,577 2,300 11,095 2,530 1,010 1,145 700 1,510 220: 15 145 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -11,249: -8,726 -9,273 -1,938 -140 -150 -120 -886 0 -175 -655 -140: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 84.4 7.7 2.1 9.9 2.3 0.9 1.0 0.6 1.3 0.2: 0.0 0.1 Old : 100.0: 78.3 84.4 7.7 2.1 9.9 2.3 0.9 1.0 0.6 1.3 0.2: 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 : 54: 39 34 4 . . . . . . . .: Old : 54: 39 34 4 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 50.3 61.3 72.6 36.9 48.1 49.0 59.2 Old : 45.4 50.3 61.3 72.6 36.9 48.1 49.0 59.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 174,244: 118,080 130,412 26,888 7,987 8,431 5,307 7,619 6,868 4,497 8,771 4,104: 68 52 Old : 174,244: 118,080 130,412 26,888 7,987 8,431 5,307 7,619 6,868 4,497 8,771 4,104: 68 52 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -6,682: -4,297 -5,337 -1,905 728 183 -805 -581 188 1,155 -671 -1,202: 1 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.8 74.8 15.4 4.6 4.8 3.0 4.4 3.9 2.6 5.0 2.4: 0.0 0.0 Old : 100.0: 67.8 74.8 15.4 4.6 4.8 3.0 4.4 3.9 2.6 5.0 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 : 72: 39 41 4 . 5 . 4 . 6 8 9: Old : 72: 39 41 4 . 5 . 4 . 6 8 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.9 59.2 54.0 70.4 36.1 49.2 51.3 56.3 Old : 37.9 59.2 54.0 70.4 36.1 49.2 51.3 56.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 120,919: 101,513 102,035 5,689 7,240 5,430 4,532 70 1,852 1,535 3,987 305: 63 0 Old : 120,919: 101,513 102,035 5,689 7,240 5,430 4,532 70 1,852 1,535 3,987 305: 63 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -3,057: -4,156 -4,176 -653 1,479 -807 2,134 50 542 -10 -35 -100: -7 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 84.4 4.7 6.0 4.5 3.7 0.1 1.5 1.3 3.3 0.3: 0.1 0.0 Old : 100.0: 84.0 84.4 4.7 6.0 4.5 3.7 0.1 1.5 1.3 3.3 0.3: 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 : 49: 32 30 . . 4 . . . . 4 .: Old : 49: 32 30 . . 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 : 32.1 62.6 51.8 78.5 29.3 50.8 44.2 61.4 Old : 32.1 62.6 51.8 78.5 29.3 50.8 44.2 61.4 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 34,995: 30,085 23,855 925 7,900 2,125 770 950 0 915 0 165: 10 0 Old : 34,995: 30,085 23,855 925 7,900 2,125 770 950 0 915 0 165: 10 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -2,100: -2,015 -965 50 -925 -75 -60 0 0 135 0 -135: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 68.2 2.6 22.6 6.1 2.2 2.7 0.0 2.6 0.0 0.5: 0.0 0.0 Old : 100.0: 86.0 68.2 2.6 22.6 6.1 2.2 2.7 0.0 2.6 0.0 0.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 21 11 . . . . . 0 . 0 .: Old : 29: 21 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 : 60.0 91.2 75.6 97.9 59.5 85.3 72.7 86.2 Old : 60.0 91.2 75.6 97.9 59.5 85.3 72.7 86.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 30,940: 25,620 25,570 725 1,640 3,380 0 220 30 1,085 0 100: 0 0 Old : 30,940: 25,620 25,570 725 1,640 3,380 0 220 30 1,085 0 100: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,565: -1,480 -540 75 -875 -100 -30 20 -20 50 0 -50: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 82.6 2.3 5.3 10.9 0.0 0.7 0.1 3.5 0.0 0.3: 0.0 0.0 Old : 100.0: 82.8 82.6 2.3 5.3 10.9 0.0 0.7 0.1 3.5 0.0 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 : 29: 22 10 . . . 0 . . . 0 .: Old : 29: 22 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 : 59.4 92.8 78.4 98.2 57.6 80.4 71.8 82.0 Old : 59.4 92.8 78.4 98.2 57.6 80.4 71.8 82.0 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 33,860: 28,745 26,250 110 3,814 3,381 1,000 0 250 200 0 0: 174 165 Old : 33,860: 28,745 26,250 110 3,814 3,381 1,000 0 250 200 0 0: 174 165 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,505: -1,345 -1,280 -70 -140 -70 0 0 0 0 0 0: -20 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 77.5 0.3 11.3 10.0 3.0 0.0 0.7 0.6 0.0 0.0: 0.5 0.5 Old : 100.0: 84.9 77.5 0.3 11.3 10.0 3.0 0.0 0.7 0.6 0.0 0.0: 0.5 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 26 25 . . . . 0 . . 0 0: Old : 37: 26 25 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 55.5 60.8 77.8 39.9 49.7 53.3 62.3 Old : 43.9 55.5 60.8 77.8 39.9 49.7 53.3 62.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 Mwh : : : Positions : All : 15,801: 11,896 12,871 2,195 1,615 1,185 300 0 0 225 0 0: 0 130 Old : 15,801: 11,896 12,871 2,195 1,615 1,185 300 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 30, 2016 : : 1,120: 820 520 300 600 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.3 81.5 13.9 10.2 7.5 1.9 0.0 0.0 1.4 0.0 0.0: 0.0 0.8 Old : 100.0: 75.3 81.5 13.9 10.2 7.5 1.9 0.0 0.0 1.4 0.0 0.0: 0.0 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 : 26: 19 15 . . . . 0 0 . 0 0: Old : 26: 19 15 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.3 61.2 62.9 84.7 33.4 51.3 51.3 59.7 Old : 40.3 61.2 62.9 84.7 33.4 51.3 51.3 59.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 262,179: 188,029 145,955 0 60,141 51,303 18,325 0 3,938 0 332 483: 102 28 Old : 262,179: 188,029 145,955 0 60,141 51,303 18,325 0 3,938 0 332 483: 102 28 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -6,544: -8,578 -7,338 0 -1,716 2,390 -561 0 206 0 -104 16: -18 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 55.7 0.0 22.9 19.6 7.0 0.0 1.5 0.0 0.1 0.2: 0.0 0.0 Old : 100.0: 71.7 55.7 0.0 22.9 19.6 7.0 0.0 1.5 0.0 0.1 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 20 15 0 . . . 0 . 0 . .: Old : 30: 20 15 0 . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 78.9 83.3 93.5 27.4 36.5 33.5 38.2 Old : 54.5 78.9 83.3 93.5 27.4 36.5 33.5 38.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 2,880,197: 2,172,298 1,380,430 0 1,164,858 292,799 388,850 0 26,250 0 15,860 0: 0 0 Old : 2,880,197: 2,172,298 1,380,430 0 1,164,858 292,799 388,850 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 30, 2016 : : -114,650: -101,210 -59,690 0 -49,200 -5,760 -7,680 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.4 47.9 0.0 40.4 10.2 13.5 0.0 0.9 0.0 0.6 0.0: 0.0 0.0 Old : 100.0: 75.4 47.9 0.0 40.4 10.2 13.5 0.0 0.9 0.0 0.6 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 63.0 83.7 84.0 91.3 49.8 60.2 61.2 64.6 Old : 63.0 83.7 84.0 91.3 49.8 60.2 61.2 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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) : : : Positions : All : 48,085: 30,164 35,460 1,673 265 12,360 3,825 0 0 0 0 0: 63 0 Old : 48,085: 30,164 35,460 1,673 265 12,360 3,825 0 0 0 0 0: 63 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.7 73.7 3.5 0.6 25.7 8.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.0 Old : 100.0: 62.7 73.7 3.5 0.6 25.7 8.0 0.0 0.0 0.0 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 : 20: 14 11 . . . . 0 0 0 0 0: Old : 20: 14 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 : 57.0 62.9 83.7 89.9 25.0 35.1 35.0 38.6 Old : 57.0 62.9 83.7 89.9 25.0 35.1 35.0 38.6 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 999,658: 688,649 808,802 184,875 64,722 126,134 0 0 0 0 0 0: 0 0 Old : 999,658: 688,649 808,802 184,875 64,722 126,134 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 30, 2016 : : -7,448: 232 -30,248 -5,376 25,104 -2,304 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 80.9 18.5 6.5 12.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 68.9 80.9 18.5 6.5 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 : 64.7 80.2 84.0 96.4 43.4 63.5 58.2 66.4 Old : 64.7 80.2 84.0 96.4 43.4 63.5 58.2 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 16,884: 7,445 14,474 6,097 0 880 700 0 0 225 0 100: 1,437 1,430 Old : 16,884: 7,445 14,474 6,097 0 880 700 0 0 225 0 100: 1,437 1,430 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 0: 0 -40 0 0 0 0 0 0 0 0 0: 0 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.1 85.7 36.1 0.0 5.2 4.1 0.0 0.0 1.3 0.0 0.6: 8.5 8.5 Old : 100.0: 44.1 85.7 36.1 0.0 5.2 4.1 0.0 0.0 1.3 0.0 0.6: 8.5 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 11 . 0 . . 0 0 . 0 .: Old : 20: 8 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 : 72.4 58.5 86.9 82.8 67.2 53.6 77.1 74.3 Old : 72.4 58.5 86.9 82.8 67.2 53.6 77.1 74.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 104,784: 94,128 26,344 4,440 78,440 0 5,920 0 0 0 0 0: 296 0 Old : 104,784: 94,128 26,344 4,440 78,440 0 5,920 0 0 0 0 0: 296 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 96,112: 86,256 21,192 3,656 75,080 0 5,920 -160 0 0 0 0: 280 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.8 25.1 4.2 74.9 0.0 5.6 0.0 0.0 0.0 0.0 0.0: 0.3 0.0 Old : 100.0: 89.8 25.1 4.2 74.9 0.0 5.6 0.0 0.0 0.0 0.0 0.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 6 . . 0 . 0 0 0 0 0: Old : 21: 11 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 : 74.0 87.9 91.2 98.3 74.0 87.9 91.2 97.2 Old : 74.0 87.9 91.2 98.3 74.0 87.9 91.2 97.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 26,423: 19,176 16,413 2,133 4,971 2,314 160 1,395 0 2,174 874 421: 45 35 Old : 26,423: 19,176 16,413 2,133 4,971 2,314 160 1,395 0 2,174 874 421: 45 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,657: -986 -1,107 -152 -188 30 125 -135 -125 -349 -22 -45: -155 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.6 62.1 8.1 18.8 8.8 0.6 5.3 0.0 8.2 3.3 1.6: 0.2 0.1 Old : 100.0: 72.6 62.1 8.1 18.8 8.8 0.6 5.3 0.0 8.2 3.3 1.6: 0.2 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 : 39: 22 19 . . 4 . . 0 4 . .: Old : 39: 22 19 . . 4 . . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 48.3 70.8 69.1 41.2 46.3 58.4 64.4 Old : 46.4 48.3 70.8 69.1 41.2 46.3 58.4 64.4 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 19,724: 16,040 15,224 1,648 3,825 302 360 0 0 1,106 0 53: 215 320 Old : 19,724: 16,040 15,224 1,648 3,825 302 360 0 0 1,106 0 53: 215 320 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,060: -820 -744 116 -495 -116 0 0 0 -100 0 -10: -130 305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 77.2 8.4 19.4 1.5 1.8 0.0 0.0 5.6 0.0 0.3: 1.1 1.6 Old : 100.0: 81.3 77.2 8.4 19.4 1.5 1.8 0.0 0.0 5.6 0.0 0.3: 1.1 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 17 . . 4 . 0 0 . 0 .: Old : 30: 17 17 . . 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 : 47.3 50.3 70.3 73.8 44.9 50.3 59.1 66.3 Old : 47.3 50.3 70.3 73.8 44.9 50.3 59.1 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 34,643: 30,401 16,907 1,262 13,125 48 0 2,952 640 1,312 293 666: 314 12 Old : 34,643: 30,401 16,907 1,262 13,125 48 0 2,952 640 1,312 293 666: 314 12 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -2,860: -2,448 -1,872 97 -229 -127 -25 -85 0 65 -142 -380: -42 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.8 48.8 3.6 37.9 0.1 0.0 8.5 1.8 3.8 0.8 1.9: 0.9 0.0 Old : 100.0: 87.8 48.8 3.6 37.9 0.1 0.0 8.5 1.8 3.8 0.8 1.9: 0.9 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: 25 24 . . . 0 . . . . 4: Old : 40: 25 24 . . . 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 : 58.2 48.3 72.7 72.1 52.6 46.4 64.1 68.2 Old : 58.2 48.3 72.7 72.1 52.6 46.4 64.1 68.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 21,041: 19,139 13,399 10 6,313 1,264 160 0 30 0 35 0: 438 0 Old : 21,041: 19,139 13,399 10 6,313 1,264 160 0 30 0 35 0: 438 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,014: -1,154 -953 10 -274 205 -45 0 0 0 25 -15: -15 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.0 63.7 0.0 30.0 6.0 0.8 0.0 0.1 0.0 0.2 0.0: 2.1 0.0 Old : 100.0: 91.0 63.7 0.0 30.0 6.0 0.8 0.0 0.1 0.0 0.2 0.0: 2.1 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 17 . . 4 . 0 . 0 . 0: Old : 31: 23 17 . . 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 : 56.9 47.7 72.7 79.3 45.7 42.3 58.5 64.8 Old : 56.9 47.7 72.7 79.3 45.7 42.3 58.5 64.8 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 24,325: 17,081 18,566 4,633 905 2,295 0 1,180 0 0 1,183 196: 120 0 Old : 24,325: 17,081 18,566 4,633 905 2,295 0 1,180 0 0 1,183 196: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 101: 116 622 305 -261 -115 0 -70 0 0 109 -174: -31 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 76.3 19.0 3.7 9.4 0.0 4.9 0.0 0.0 4.9 0.8: 0.5 0.0 Old : 100.0: 70.2 76.3 19.0 3.7 9.4 0.0 4.9 0.0 0.0 4.9 0.8: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 13 . . . 0 . 0 0 . .: Old : 28: 17 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 : 51.1 53.2 77.1 74.9 50.6 47.4 72.4 66.2 Old : 51.1 53.2 77.1 74.9 50.6 47.4 72.4 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 15,324: 12,755 11,997 1,344 2,495 540 0 100 0 129 100 0: 556 92 Old : 15,324: 12,755 11,997 1,344 2,495 540 0 100 0 129 100 0: 556 92 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -490: -298 -76 45 -98 -252 0 -25 0 -35 -25 0: 50 -14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.2 78.3 8.8 16.3 3.5 0.0 0.7 0.0 0.8 0.7 0.0: 3.6 0.6 Old : 100.0: 83.2 78.3 8.8 16.3 3.5 0.0 0.7 0.0 0.8 0.7 0.0: 3.6 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 12 . . 4 0 . 0 . . 0: Old : 26: 14 12 . . 4 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 67.3 82.3 85.8 60.3 65.4 80.4 83.1 Old : 60.5 67.3 82.3 85.8 60.3 65.4 80.4 83.1 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 36,518: 33,809 28,949 1,125 5,864 850 100 300 300 0 200 0: 334 55 Old : 36,518: 33,809 28,949 1,125 5,864 850 100 300 300 0 200 0: 334 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,925: -1,755 -1,175 -275 -865 125 0 0 0 0 0 0: -20 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.6 79.3 3.1 16.1 2.3 0.3 0.8 0.8 0.0 0.5 0.0: 0.9 0.2 Old : 100.0: 92.6 79.3 3.1 16.1 2.3 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 : 37: 26 23 . . . . . . 0 . 0: Old : 37: 26 23 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 52.1 67.7 72.2 46.9 49.7 62.9 63.3 Old : 49.3 52.1 67.7 72.2 46.9 49.7 62.9 63.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 15,344: 12,790 12,149 1,005 2,485 395 0 0 0 436 150 18: 700 147 Old : 15,344: 12,790 12,149 1,005 2,485 395 0 0 0 436 150 18: 700 147 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -805: -860 -455 105 -335 0 0 0 0 -13 0 -7: -30 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.4 79.2 6.5 16.2 2.6 0.0 0.0 0.0 2.8 1.0 0.1: 4.6 1.0 Old : 100.0: 83.4 79.2 6.5 16.2 2.6 0.0 0.0 0.0 2.8 1.0 0.1: 4.6 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: 17 14 . . . 0 0 0 . . .: Old : 25: 17 14 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 75.4 65.7 89.9 37.9 68.2 57.8 74.3 Old : 43.0 75.4 65.7 89.9 37.9 68.2 57.8 74.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 12,674: 10,240 8,799 620 2,998 835 0 0 0 941 0 18: 20 24 Old : 12,674: 10,240 8,799 620 2,998 835 0 0 0 941 0 18: 20 24 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,036: -997 -712 50 -348 0 0 0 0 -84 0 0: -5 24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.8 69.4 4.9 23.7 6.6 0.0 0.0 0.0 7.4 0.0 0.1: 0.2 0.2 Old : 100.0: 80.8 69.4 4.9 23.7 6.6 0.0 0.0 0.0 7.4 0.0 0.1: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 20 17 . . . 0 0 0 . 0 .: Old : 25: 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 : 40.4 71.0 65.5 88.5 36.2 59.4 55.0 67.9 Old : 40.4 71.0 65.5 88.5 36.2 59.4 55.0 67.9 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 45,750: 34,734 37,769 6,160 2,905 1,140 0 0 0 0 150 0: 3,716 3,786 Old : 45,750: 34,734 37,769 6,160 2,905 1,140 0 0 0 0 150 0: 3,716 3,786 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -125: -25 0 -300 -300 175 0 0 0 0 0 0: 25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.9 82.6 13.5 6.3 2.5 0.0 0.0 0.0 0.0 0.3 0.0: 8.1 8.3 Old : 100.0: 75.9 82.6 13.5 6.3 2.5 0.0 0.0 0.0 0.0 0.3 0.0: 8.1 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 75.9 48.7 88.3 74.9 75.6 41.0 79.1 64.9 Old : 75.9 48.7 88.3 74.9 75.6 41.0 79.1 64.9 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 40,242: 30,998 32,198 4,860 3,665 765 0 0 0 0 0 0: 3,619 3,614 Old : 40,242: 30,998 32,198 4,860 3,665 765 0 0 0 0 0 0: 3,619 3,614 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -265: 0 0 -300 -300 35 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.0 80.0 12.1 9.1 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 9.0 Old : 100.0: 77.0 80.0 12.1 9.1 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 9.0 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 : 23: 12 18 . . . 0 0 0 0 0 0: Old : 23: 12 18 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.9 45.5 87.7 75.2 74.0 40.7 75.8 66.9 Old : 74.9 45.5 87.7 75.2 74.0 40.7 75.8 66.9 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,300: 22,295 7,165 2,565 0 340 0 10,050 50 0 8,600 275: 2,775 1,820 Old : 28,300: 22,295 7,165 2,565 0 340 0 10,050 50 0 8,600 275: 2,775 1,820 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -45: -50 0 -300 0 0 0 0 0 0 -300 0: 305 255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 25.3 9.1 0.0 1.2 0.0 35.5 0.2 0.0 30.4 1.0: 9.8 6.4 Old : 100.0: 78.8 25.3 9.1 0.0 1.2 0.0 35.5 0.2 0.0 30.4 1.0: 9.8 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 11 . 0 . 0 . . 0 4 .: Old : 26: 14 11 . 0 . 0 . . 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 75.7 80.4 86.1 50.6 67.7 66.7 74.7 Old : 63.7 75.7 80.4 86.1 50.6 67.7 66.7 74.7 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 24,110: 19,980 7,030 0 365 735 0 9,340 370 0 4,055 25: 3,000 2,190 Old : 24,110: 19,980 7,030 0 365 735 0 9,340 370 0 4,055 25: 3,000 2,190 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 100: -250 -200 0 0 100 0 0 0 0 0 0: 250 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 29.2 0.0 1.5 3.0 0.0 38.7 1.5 0.0 16.8 0.1: 12.4 9.1 Old : 100.0: 82.9 29.2 0.0 1.5 3.0 0.0 38.7 1.5 0.0 16.8 0.1: 12.4 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 10 0 . . 0 . . 0 . .: Old : 23: 13 10 0 . . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 69.1 78.3 82.1 49.0 57.4 62.0 66.3 Old : 63.8 69.1 78.3 82.1 49.0 57.4 62.0 66.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 25,518: 13,474 20,460 3,481 0 2,026 1,385 0 640 2,750 680 400: 1,362 1,312 Old : 25,518: 13,474 20,460 3,481 0 2,026 1,385 0 640 2,750 680 400: 1,362 1,312 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 130: 315 -440 -210 0 0 -115 0 115 0 480 0: 25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.8 80.2 13.6 0.0 7.9 5.4 0.0 2.5 10.8 2.7 1.6: 5.3 5.1 Old : 100.0: 52.8 80.2 13.6 0.0 7.9 5.4 0.0 2.5 10.8 2.7 1.6: 5.3 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 11 . 0 . . 0 . . . .: Old : 28: 17 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 : 53.9 81.4 79.3 91.6 45.9 72.9 67.7 74.3 Old : 53.9 81.4 79.3 91.6 45.9 72.9 67.7 74.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 21,751: 10,704 16,836 2,142 0 2,513 1,675 0 250 2,850 680 325: 1,292 1,147 Old : 21,751: 10,704 16,836 2,142 0 2,513 1,675 0 250 2,850 680 325: 1,292 1,147 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 130: 130 -450 -100 0 100 0 0 0 0 480 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.2 77.4 9.8 0.0 11.6 7.7 0.0 1.1 13.1 3.1 1.5: 5.9 5.3 Old : 100.0: 49.2 77.4 9.8 0.0 11.6 7.7 0.0 1.1 13.1 3.1 1.5: 5.9 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 18 10 . 0 . . 0 . . . .: Old : 25: 18 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 : 53.5 83.4 78.3 92.9 42.0 69.6 64.5 70.4 Old : 53.5 83.4 78.3 92.9 42.0 69.6 64.5 70.4 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 35,245: 23,810 17,320 6,490 100 3,125 0 13,315 0 900 1,050 50: 870 285 Old : 35,245: 23,810 17,320 6,490 100 3,125 0 13,315 0 900 1,050 50: 870 285 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 3,730: 3,600 1,200 -1,860 0 1,795 0 360 0 0 300 0: 195 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.6 49.1 18.4 0.3 8.9 0.0 37.8 0.0 2.6 3.0 0.1: 2.5 0.8 Old : 100.0: 67.6 49.1 18.4 0.3 8.9 0.0 37.8 0.0 2.6 3.0 0.1: 2.5 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 : 26: 15 10 . . . 0 . 0 . . .: Old : 26: 15 10 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.4 87.9 90.1 96.4 65.1 81.6 80.5 88.1 Old : 74.4 87.9 90.1 96.4 65.1 81.6 80.5 88.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 30,060: 19,475 13,865 7,075 100 2,315 0 12,520 0 0 650 0: 1,195 610 Old : 30,060: 19,475 13,865 7,075 100 2,315 0 12,520 0 0 650 0: 1,195 610 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 3,930: 3,700 1,200 -1,760 0 1,795 0 560 0 0 300 0: 195 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.8 46.1 23.5 0.3 7.7 0.0 41.7 0.0 0.0 2.2 0.0: 4.0 2.0 Old : 100.0: 64.8 46.1 23.5 0.3 7.7 0.0 41.7 0.0 0.0 2.2 0.0: 4.0 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 7 . . . 0 . 0 0 . 0: Old : 21: 13 7 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.5 89.9 91.2 96.0 66.3 84.3 82.6 88.8 Old : 74.5 89.9 91.2 96.0 66.3 84.3 82.6 88.8 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,480: 23,465 17,945 0 2,930 2,470 0 2,290 75 1,225 1,620 150: 1,095 1,000 Old : 28,480: 23,465 17,945 0 2,930 2,470 0 2,290 75 1,225 1,620 150: 1,095 1,000 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -480: -505 0 0 0 0 0 0 0 0 -480 0: 25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.4 63.0 0.0 10.3 8.7 0.0 8.0 0.3 4.3 5.7 0.5: 3.8 3.5 Old : 100.0: 82.4 63.0 0.0 10.3 8.7 0.0 8.0 0.3 4.3 5.7 0.5: 3.8 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 62.2 74.8 85.9 92.9 54.1 61.5 65.0 69.0 Old : 62.2 74.8 85.9 92.9 54.1 61.5 65.0 69.0 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 26,195: 21,320 16,590 0 2,760 2,360 0 2,440 60 1,325 950 370: 760 665 Old : 26,195: 21,320 16,590 0 2,760 2,360 0 2,440 60 1,325 950 370: 760 665 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -480: -505 0 0 0 0 0 0 0 0 -480 0: 25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 63.3 0.0 10.5 9.0 0.0 9.3 0.2 5.1 3.6 1.4: 2.9 2.5 Old : 100.0: 81.4 63.3 0.0 10.5 9.0 0.0 9.3 0.2 5.1 3.6 1.4: 2.9 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 : 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 : 62.0 81.4 86.0 94.3 54.9 65.6 67.3 72.4 Old : 62.0 81.4 86.0 94.3 54.9 65.6 67.3 72.4 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 31,584: 23,100 18,984 0 7,216 1,584 5,030 375 135 250 1,735 405: 1,080 1,150 Old : 31,584: 23,100 18,984 0 7,216 1,584 5,030 375 135 250 1,735 405: 1,080 1,150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,750: -1,850 -1,800 0 0 0 100 0 0 0 0 0: 0 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 60.1 0.0 22.8 5.0 15.9 1.2 0.4 0.8 5.5 1.3: 3.4 3.6 Old : 100.0: 73.1 60.1 0.0 22.8 5.0 15.9 1.2 0.4 0.8 5.5 1.3: 3.4 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 11 0 . . . . . . . .: Old : 27: 17 11 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 76.7 75.8 91.7 57.8 71.7 71.7 84.3 Old : 58.3 76.7 75.8 91.7 57.8 71.7 71.7 84.3 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 25,615: 18,895 16,350 1,850 1,525 2,275 0 1,020 695 0 1,850 150: 1,750 1,750 Old : 25,615: 18,895 16,350 1,850 1,525 2,275 0 1,020 695 0 1,850 150: 1,750 1,750 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : -1,400: -1,800 -1,500 325 25 100 0 0 0 0 0 0: -25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.8 63.8 7.2 6.0 8.9 0.0 4.0 2.7 0.0 7.2 0.6: 6.8 6.8 Old : 100.0: 73.8 63.8 7.2 6.0 8.9 0.0 4.0 2.7 0.0 7.2 0.6: 6.8 6.8 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 : 30: 21 10 . . . 0 . . 0 . .: Old : 30: 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 : 53.7 68.1 72.1 86.7 43.3 64.9 61.3 75.5 Old : 53.7 68.1 72.1 86.7 43.3 64.9 61.3 75.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 122,429: 69,370 106,195 8,180 1,415 7,064 21,905 0 90 9,160 1,070 580: 6,080 6,015 Old : 122,429: 69,370 106,195 8,180 1,415 7,064 21,905 0 90 9,160 1,070 580: 6,080 6,015 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 1,650: -1,215 1,500 2,370 0 70 375 0 0 0 0 0: 50 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.7 86.7 6.7 1.2 5.8 17.9 0.0 0.1 7.5 0.9 0.5: 5.0 4.9 Old : 100.0: 56.7 86.7 6.7 1.2 5.8 17.9 0.0 0.1 7.5 0.9 0.5: 5.0 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 22 26 . . . . 0 . . . .: Old : 41: 22 26 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 54.4 79.1 71.6 45.8 53.2 64.7 65.1 Old : 56.1 54.4 79.1 71.6 45.8 53.2 64.7 65.1 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 109,670: 61,629 91,470 1,798 2,615 8,545 25,495 0 0 5,260 0 225: 6,718 6,815 Old : 109,670: 61,629 91,470 1,798 2,615 8,545 25,495 0 0 5,260 0 225: 6,718 6,815 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 2,510: -850 1,490 1,560 0 540 560 0 0 300 0 0: 400 480 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.2 83.4 1.6 2.4 7.8 23.2 0.0 0.0 4.8 0.0 0.2: 6.1 6.2 Old : 100.0: 56.2 83.4 1.6 2.4 7.8 23.2 0.0 0.0 4.8 0.0 0.2: 6.1 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 19 27 . . . . 0 0 . 0 .: Old : 38: 19 27 . . . . 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 : 60.2 50.7 80.5 70.3 51.8 48.3 63.7 59.9 Old : 60.2 50.7 80.5 70.3 51.8 48.3 63.7 59.9 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 21,875: 18,815 19,765 970 190 850 50 0 125 150 0 0: 915 945 Old : 21,875: 18,815 19,765 970 190 850 50 0 125 150 0 0: 915 945 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 0: -10 0 0 0 0 0 0 0 0 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 90.4 4.4 0.9 3.9 0.2 0.0 0.6 0.7 0.0 0.0: 4.2 4.3 Old : 100.0: 86.0 90.4 4.4 0.9 3.9 0.2 0.0 0.6 0.7 0.0 0.0: 4.2 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 19 13 . . . . 0 . . 0 0: Old : 24: 19 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 : 51.5 72.2 74.7 85.6 46.2 60.6 60.1 66.1 Old : 51.5 72.2 74.7 85.6 46.2 60.6 60.1 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 17,765: 15,605 15,630 45 640 710 0 250 0 900 0 0: 505 535 Old : 17,765: 15,605 15,630 45 640 710 0 250 0 900 0 0: 505 535 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 0: -10 0 0 0 0 0 0 0 0 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.8 88.0 0.3 3.6 4.0 0.0 1.4 0.0 5.1 0.0 0.0: 2.8 3.0 Old : 100.0: 87.8 88.0 0.3 3.6 4.0 0.0 1.4 0.0 5.1 0.0 0.0: 2.8 3.0 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 11 . . . 0 . 0 . 0 0: Old : 25: 18 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 : 51.3 76.1 70.0 89.1 45.0 63.0 59.3 70.2 Old : 51.3 76.1 70.0 89.1 45.0 63.0 59.3 70.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 38,295: 30,615 24,370 1,015 4,510 1,945 0 2,425 300 160 430 70: 4,190 4,245 Old : 38,295: 30,615 24,370 1,015 4,510 1,945 0 2,425 300 160 430 70: 4,190 4,245 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 6,000: 6,000 5,640 0 300 0 0 0 0 0 0 0: 0 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 63.6 2.7 11.8 5.1 0.0 6.3 0.8 0.4 1.1 0.2: 10.9 11.1 Old : 100.0: 79.9 63.6 2.7 11.8 5.1 0.0 6.3 0.8 0.4 1.1 0.2: 10.9 11.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 18 15 . . . 0 . . . . .: Old : 31: 18 15 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 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 42.8 72.5 66.2 54.2 39.8 65.4 58.2 Old : 57.3 42.8 72.5 66.2 54.2 39.8 65.4 58.2 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, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 26,230: 21,370 15,755 0 5,155 1,900 0 450 25 0 0 0: 2,935 2,945 Old : 26,230: 21,370 15,755 0 5,155 1,900 0 450 25 0 0 0: 2,935 2,945 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 2,150: 2,225 1,615 0 600 250 0 0 0 0 0 0: -325 -315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.5 60.1 0.0 19.7 7.2 0.0 1.7 0.1 0.0 0.0 0.0: 11.2 11.2 Old : 100.0: 81.5 60.1 0.0 19.7 7.2 0.0 1.7 0.1 0.0 0.0 0.0: 11.2 11.2 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: 14 12 0 . . 0 . . 0 0 0: Old : 23: 14 12 0 . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 44.8 67.5 70.0 35.9 33.1 49.6 48.2 Old : 47.2 44.8 67.5 70.0 35.9 33.1 49.6 48.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV REAL-TIME PK - ICE FUTURES ENERGY DIV Code-064IAN Disaggregated Commitments of Traders - Options and Futures Combined, September 06, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 2,909: 2,544 2,587 190 0 0 0 30 0 0 50 0: 175 242 Old : 2,909: 2,544 2,587 190 0 0 0 30 0 0 50 0: 175 242 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.5 88.9 6.5 0.0 0.0 0.0 1.0 0.0 0.0 1.7 0.0: 6.0 8.3 Old : 100.0: 87.5 88.9 6.5 0.0 0.0 0.0 1.0 0.0 0.0 1.7 0.0: 6.0 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 9 . 0 0 0 . 0 0 . 0: Old : 20: 13 9 . 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 : 63.1 70.8 85.0 89.4 57.8 69.9 79.7 80.8 Old : 63.1 70.8 85.0 89.4 57.8 69.9 79.7 80.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2016