COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 93,046: 27,638 29,127 7,717 9,606 6,350 488 26,821 4,248 35,894 6,455 9,419: 1,292 1,020
Old : 93,046: 27,638 29,127 7,717 9,606 6,350 488 26,821 4,248 35,894 6,455 9,419: 1,292 1,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 968: 621 628 -175 54 -92 60 2,486 -460 865 -1,787 65: 84 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 31.3 8.3 10.3 6.8 0.5 28.8 4.6 38.6 6.9 10.1: 1.4 1.1
Old : 100.0: 29.7 31.3 8.3 10.3 6.8 0.5 28.8 4.6 38.6 6.9 10.1: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 17 15 . . 5 . 6 4 17 11 19:
Old : 58: 17 15 . . 5 . 6 4 17 11 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 38.9 60.3 62.4 27.2 27.8 42.1 42.0
Old : 39.5 38.9 60.3 62.4 27.2 27.8 42.1 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,439: 2,144 8,614 0 3,032 701 403 2,545 2,062 12,477 1,239 1,166: 486 80
Old : 19,439: 2,144 8,614 0 3,032 701 403 2,545 2,062 12,477 1,239 1,166: 486 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 980: 100 350 0 0 -15 0 240 255 810 200 -30: -140 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 44.3 0.0 15.6 3.6 2.1 13.1 10.6 64.2 6.4 6.0: 2.5 0.4
Old : 100.0: 11.0 44.3 0.0 15.6 3.6 2.1 13.1 10.6 64.2 6.4 6.0: 2.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 11 8 0 4 . . . . 13 . 10:
Old : 35: 11 8 0 4 . . . . 13 . 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 59.0 71.6 78.8 51.6 48.6 62.8 65.1
Old : 55.7 59.0 71.6 78.8 51.6 48.6 62.8 65.1
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,734: 1,755 1,096 1,028 693 2,364 285 762 2,036 488 1,006 1,779: 0 0
Old : 9,734: 1,755 1,096 1,028 693 2,364 285 762 2,036 488 1,006 1,779: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 53: 20 -65 35 -18 1 57 142 2 -88 -36 26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 11.3 10.6 7.1 24.3 2.9 7.8 20.9 5.0 10.3 18.3: 0.0 0.0
Old : 100.0: 18.0 11.3 10.6 7.1 24.3 2.9 7.8 20.9 5.0 10.3 18.3: 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 : 35: 9 8 . . 4 . . . 10 8 13:
Old : 35: 9 8 . . 4 . . . 10 8 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 : 47.8 53.7 72.9 75.9 18.6 17.9 23.4 24.3
Old : 47.8 53.7 72.9 75.9 18.6 17.9 23.4 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 159,524: 87,930 105,918 9,296 12,718 17,110 20,114 1,639 2,942 11,586 8,525 9,893: 652 779
Old : 159,524: 87,930 105,918 9,296 12,718 17,110 20,114 1,639 2,942 11,586 8,525 9,893: 652 779
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 1,419: 529 844 79 -298 71 187 161 -10 635 742 -135: 63 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 66.4 5.8 8.0 10.7 12.6 1.0 1.8 7.3 5.3 6.2: 0.4 0.5
Old : 100.0: 55.1 66.4 5.8 8.0 10.7 12.6 1.0 1.8 7.3 5.3 6.2: 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 : 76: 41 43 . . 4 6 . 6 7 11 14:
Old : 76: 41 43 . . 4 6 . 6 7 11 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 : 48.9 32.5 64.1 53.2 31.9 24.5 40.4 34.9
Old : 48.9 32.5 64.1 53.2 31.9 24.5 40.4 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 43,540: 32,249 35,114 3,446 2,461 4,628 0 401 136 2,281 0 800: 0 0
Old : 43,540: 32,249 35,114 3,446 2,461 4,628 0 401 136 2,281 0 800: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 1,318: 102 1,774 23 -998 542 0 10 -10 662 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 80.6 7.9 5.7 10.6 0.0 0.9 0.3 5.2 0.0 1.8: 0.0 0.0
Old : 100.0: 74.1 80.6 7.9 5.7 10.6 0.0 0.9 0.3 5.2 0.0 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 50.3 47.0 77.7 74.4 39.8 31.6 50.7 46.8
Old : 50.3 47.0 77.7 74.4 39.8 31.6 50.7 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 344,785: 288,999 295,146 25,987 13,528 24,055 5,424 0 0 0 11,736 320: 0 0
Old : 344,785: 288,999 295,146 25,987 13,528 24,055 5,424 0 0 0 11,736 320: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 11,807: 7,343 4,815 656 328 0 3,808 0 0 0 6,664 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 85.6 7.5 3.9 7.0 1.6 0.0 0.0 0.0 3.4 0.1: 0.0 0.0
Old : 100.0: 83.8 85.6 7.5 3.9 7.0 1.6 0.0 0.0 0.0 3.4 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 18 . . . . 0 0 0 . .:
Old : 29: 20 18 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 50.2 76.5 82.9 48.2 50.0 60.1 65.4
Old : 52.6 50.2 76.5 82.9 48.2 50.0 60.1 65.4
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,539,502: 1,230,108 1,221,616 179,072 138,998 31,940 1,942 9,025 65,557 28,145 69,628 2,738: 0 0
Old : 1,539,502: 1,230,108 1,221,616 179,072 138,998 31,940 1,942 9,025 65,557 28,145 69,628 2,738: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 5,066: -6,941 12,706 6,068 -8,148 3,113 0 -4,966 2,769 464 0 -408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 79.4 11.6 9.0 2.1 0.1 0.6 4.3 1.8 4.5 0.2: 0.0 0.0
Old : 100.0: 79.9 79.4 11.6 9.0 2.1 0.1 0.6 4.3 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 : 59: 34 35 . . 4 . . . 5 4 .:
Old : 59: 34 35 . . 4 . . . 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 : 46.2 43.7 67.0 64.5 37.7 37.0 47.4 49.6
Old : 46.2 43.7 67.0 64.5 37.7 37.0 47.4 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,873: 42,245 48,058 8,090 2,830 6,277 2,217 2,440 356 2,608 1,832 3,080: 0 0
Old : 64,873: 42,245 48,058 8,090 2,830 6,277 2,217 2,440 356 2,608 1,832 3,080: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -7,522: -7,406 -6,126 736 1,238 -1,377 274 -1,048 0 444 146 -193: 0 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 74.1 12.5 4.4 9.7 3.4 3.8 0.5 4.0 2.8 4.7: 0.0 0.0
Old : 100.0: 65.1 74.1 12.5 4.4 9.7 3.4 3.8 0.5 4.0 2.8 4.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 20 . . . . . . 5 4 6:
Old : 42: 25 20 . . . . . . 5 4 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 61.2 75.6 80.7 48.4 51.5 62.4 63.1
Old : 55.4 61.2 75.6 80.7 48.4 51.5 62.4 63.1
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 287,631: 186,952 225,341 37,117 0 61,962 0 0 0 1,280 8 320: 0 0
Old : 287,631: 186,952 225,341 37,117 0 61,962 0 0 0 1,280 8 320: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -28,266: -5,396 -34,409 -30,261 0 8,639 0 0 0 -1,248 0 0: 0 -2,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 78.3 12.9 0.0 21.5 0.0 0.0 0.0 0.4 0.0 0.1: 0.0 0.0
Old : 100.0: 65.0 78.3 12.9 0.0 21.5 0.0 0.0 0.0 0.4 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 : 24: 14 15 . 0 . 0 0 0 . . .:
Old : 24: 14 15 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 71.6 92.4 88.1 48.7 54.7 62.1 62.0
Old : 65.0 71.6 92.4 88.1 48.7 54.7 62.1 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 447,162: 339,303 387,146 55,242 9,392 39,744 3,040 728 8,632 1,201 1,520 0: 0 0
Old : 447,162: 339,303 387,146 55,242 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: September 6, 2016 :
: 18,509: 16,598 18,509 1,911 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 86.6 12.4 2.1 8.9 0.7 0.2 1.9 0.3 0.3 0.0: 0.0 0.0
Old : 100.0: 75.9 86.6 12.4 2.1 8.9 0.7 0.2 1.9 0.3 0.3 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 : 45.6 59.6 70.7 79.3 38.4 54.4 55.0 64.6
Old : 45.6 59.6 70.7 79.3 38.4 54.4 55.0 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,955: 25,027 29,201 3,339 0 1,703 414 0 423 337 42 41: 671 545
Old : 31,955: 25,027 29,201 3,339 0 1,703 414 0 423 337 42 41: 671 545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 484: 441 633 170 0 85 1 0 -255 21 0 0: 21 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 91.4 10.4 0.0 5.3 1.3 0.0 1.3 1.1 0.1 0.1: 2.1 1.7
Old : 100.0: 78.3 91.4 10.4 0.0 5.3 1.3 0.0 1.3 1.1 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 : 46.2 60.7 69.1 78.3 42.0 56.7 60.9 69.4
Old : 46.2 60.7 69.1 78.3 42.0 56.7 60.9 69.4
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,795: 35,279 36,030 15,508 15,200 1,545 0 0 0 140 0 0: 323 20
Old : 52,795: 35,279 36,030 15,508 15,200 1,545 0 0 0 140 0 0: 323 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 1,510: 205 2,725 1,480 -1,100 -115 0 0 0 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 68.2 29.4 28.8 2.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.6 0.0
Old : 100.0: 66.8 68.2 29.4 28.8 2.9 0.0 0.0 0.0 0.3 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 : 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 : 57.9 59.6 74.2 73.1 57.3 57.9 68.6 70.5
Old : 57.9 59.6 74.2 73.1 57.3 57.9 68.6 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,499: 54,310 52,565 18,738 20,720 1,070 0 0 0 40 25 0: 341 119
Old : 74,499: 54,310 52,565 18,738 20,720 1,070 0 0 0 40 25 0: 341 119
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 1,675: -670 2,600 2,615 -715 -210 0 0 0 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 70.6 25.2 27.8 1.4 0.0 0.0 0.0 0.1 0.0 0.0: 0.5 0.2
Old : 100.0: 72.9 70.6 25.2 27.8 1.4 0.0 0.0 0.0 0.1 0.0 0.0: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.1 63.6 70.8 78.2 52.9 61.3 68.2 74.7
Old : 53.1 63.6 70.8 78.2 52.9 61.3 68.2 74.7
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,032: 19,367 21,622 3,090 410 2,805 0 0 0 200 1,075 0: 570 120
Old : 26,032: 19,367 21,622 3,090 410 2,805 0 0 0 200 1,075 0: 570 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,369: -2,980 -1,084 1,950 -185 0 0 0 0 -325 -100 0: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 83.1 11.9 1.6 10.8 0.0 0.0 0.0 0.8 4.1 0.0: 2.2 0.5
Old : 100.0: 74.4 83.1 11.9 1.6 10.8 0.0 0.0 0.0 0.8 4.1 0.0: 2.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 13 . . . 0 0 0 . . 0:
Old : 27: 16 13 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 71.3 80.6 89.6 52.2 70.1 71.2 79.6
Old : 54.0 71.3 80.6 89.6 52.2 70.1 71.2 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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 291,576: 201,896 281,064 67,224 0 10,128 7,096 0 0 4,848 0 384: 0 0
Old : 291,576: 201,896 281,064 67,224 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: September 6, 2016 :
: -8,736: -5,728 -8,736 -3,008 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 96.4 23.1 0.0 3.5 2.4 0.0 0.0 1.7 0.0 0.1: 0.0 0.0
Old : 100.0: 69.2 96.4 23.1 0.0 3.5 2.4 0.0 0.0 1.7 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 : 32: 22 18 . 0 . . 0 0 . 0 .:
Old : 32: 22 18 . 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 : 45.7 74.3 67.3 90.1 42.6 64.8 60.7 74.3
Old : 45.7 74.3 67.3 90.1 42.6 64.8 60.7 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,815: 5,935 5,154 90 1,201 127 1,135 0 87 336 1,120 84: 21 42
Old : 7,815: 5,935 5,154 90 1,201 127 1,135 0 87 336 1,120 84: 21 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,808: -1,667 -932 0 -92 0 23 0 -69 -92 -736 0: -3 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 66.0 1.2 15.4 1.6 14.5 0.0 1.1 4.3 14.3 1.1: 0.3 0.5
Old : 100.0: 75.9 66.0 1.2 15.4 1.6 14.5 0.0 1.1 4.3 14.3 1.1: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 13 . . . . 0 . . . .:
Old : 27: 15 13 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 67.1 68.0 84.6 39.7 62.2 62.8 73.8
Old : 39.8 67.1 68.0 84.6 39.7 62.2 62.8 73.8
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,665: 5,335 6,235 0 2,190 60 1,800 0 0 1,350 0 0: 120 180
Old : 8,665: 5,335 6,235 0 2,190 60 1,800 0 0 1,350 0 0: 120 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,675: -1,075 -625 0 -1,050 0 0 0 0 -600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 72.0 0.0 25.3 0.7 20.8 0.0 0.0 15.6 0.0 0.0: 1.4 2.1
Old : 100.0: 61.6 72.0 0.0 25.3 0.7 20.8 0.0 0.0 15.6 0.0 0.0: 1.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 46.7 59.1 78.5 81.8 45.0 50.5 71.6 64.2
Old : 46.7 59.1 78.5 81.8 45.0 50.5 71.6 64.2
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,205: 7,595 7,415 0 1,505 1,275 250 0 50 1,025 350 430: 580 180
Old : 11,205: 7,595 7,415 0 1,505 1,275 250 0 50 1,025 350 430: 580 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 1,120: 820 620 0 150 300 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 66.2 0.0 13.4 11.4 2.2 0.0 0.4 9.1 3.1 3.8: 5.2 1.6
Old : 100.0: 67.8 66.2 0.0 13.4 11.4 2.2 0.0 0.4 9.1 3.1 3.8: 5.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 10 0 . . . 0 . . . .:
Old : 20: 10 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 : 56.0 70.4 82.0 86.5 29.9 35.3 43.7 45.7
Old : 56.0 70.4 82.0 86.5 29.9 35.3 43.7 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,119: 26,259 30,444 4,900 0 3,080 0 75 0 350 1,400 0: 530 120
Old : 35,119: 26,259 30,444 4,900 0 3,080 0 75 0 350 1,400 0: 530 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -2,551: -5,036 -2,141 2,330 -55 -205 0 0 0 -100 -150 0: 460 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 86.7 14.0 0.0 8.8 0.0 0.2 0.0 1.0 4.0 0.0: 1.5 0.3
Old : 100.0: 74.8 86.7 14.0 0.0 8.8 0.0 0.2 0.0 1.0 4.0 0.0: 1.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 16 . 0 . 0 . 0 . . 0:
Old : 33: 19 16 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 72.9 72.1 86.9 44.9 71.9 61.5 79.7
Old : 47.4 72.9 72.1 86.9 44.9 71.9 61.5 79.7
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,536: 19,041 19,296 2,850 3,290 1,685 25 0 0 660 150 0: 275 115
Old : 24,536: 19,041 19,296 2,850 3,290 1,685 25 0 0 660 150 0: 275 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -973: -1,238 -543 415 -360 -160 -25 0 0 0 75 0: 35 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 78.6 11.6 13.4 6.9 0.1 0.0 0.0 2.7 0.6 0.0: 1.1 0.5
Old : 100.0: 77.6 78.6 11.6 13.4 6.9 0.1 0.0 0.0 2.7 0.6 0.0: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 20 . . . . 0 0 . . 0:
Old : 31: 20 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 : 49.8 66.5 68.3 87.7 45.9 54.8 59.0 67.8
Old : 49.8 66.5 68.3 87.7 45.9 54.8 59.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,560: 15,865 14,186 2,226 2,692 1,832 0 210 0 0 816 168: 469 656
Old : 20,560: 15,865 14,186 2,226 2,692 1,832 0 210 0 0 816 168: 469 656
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,379: -791 -1,311 -315 23 -23 -115 -209 0 0 109 -46: -89 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 69.0 10.8 13.1 8.9 0.0 1.0 0.0 0.0 4.0 0.8: 2.3 3.2
Old : 100.0: 77.2 69.0 10.8 13.1 8.9 0.0 1.0 0.0 0.0 4.0 0.8: 2.3 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 18 . . . 0 . 0 0 . .:
Old : 30: 19 18 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 55.4 70.6 76.2 39.0 47.0 59.6 59.9
Old : 44.4 55.4 70.6 76.2 39.0 47.0 59.6 59.9
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,322: 45,982 43,211 1,226 2,470 2,321 0 222 0 1,071 2,249 1,722: 0 127
Old : 52,322: 45,982 43,211 1,226 2,470 2,321 0 222 0 1,071 2,249 1,722: 0 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -2,819: -2,173 -2,450 465 -478 -249 0 0 0 -260 411 -55: -547 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 82.6 2.3 4.7 4.4 0.0 0.4 0.0 2.0 4.3 3.3: 0.0 0.2
Old : 100.0: 87.9 82.6 2.3 4.7 4.4 0.0 0.4 0.0 2.0 4.3 3.3: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 28 23 . . 4 0 . 0 . . .:
Old : 42: 28 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 : 46.8 44.2 68.0 69.5 43.4 43.5 63.6 64.9
Old : 46.8 44.2 68.0 69.5 43.4 43.5 63.6 64.9
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,376: 58,514 50,168 4,431 3,632 1,672 272 386 0 1,421 10,494 1,024: 42 0
Old : 67,376: 58,514 50,168 4,431 3,632 1,672 272 386 0 1,421 10,494 1,024: 42 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -4,042: -2,974 -3,111 310 604 -828 150 121 -175 -246 -633 100: -379 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 74.5 6.6 5.4 2.5 0.4 0.6 0.0 2.1 15.6 1.5: 0.1 0.0
Old : 100.0: 86.8 74.5 6.6 5.4 2.5 0.4 0.6 0.0 2.1 15.6 1.5: 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 : 55: 30 29 . . . . . 0 5 4 5:
Old : 55: 30 29 . . . . . 0 5 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 44.1 57.5 67.0 37.7 41.0 53.8 58.0
Old : 38.6 44.1 57.5 67.0 37.7 41.0 53.8 58.0
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,205: 36,240 42,315 8,890 3,500 1,390 0 0 0 665 0 0: 20 0
Old : 47,205: 36,240 42,315 8,890 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: September 6, 2016 :
: 245: -1,555 245 1,800 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 89.6 18.8 7.4 2.9 0.0 0.0 0.0 1.4 0.0 0.0: 0.0 0.0
Old : 100.0: 76.8 89.6 18.8 7.4 2.9 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 9 . . . 0 0 0 . 0 0:
Old : 29: 24 9 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 98.0 79.8 99.6 52.4 94.6 77.2 94.7
Old : 55.0 98.0 79.8 99.6 52.4 94.6 77.2 94.7
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 53,170: 40,380 46,155 10,985 6,395 620 0 0 0 1,165 0 0: 20 0
Old : 53,170: 40,380 46,155 10,985 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: September 6, 2016 :
: 295: -2,405 295 2,700 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 86.8 20.7 12.0 1.2 0.0 0.0 0.0 2.2 0.0 0.0: 0.0 0.0
Old : 100.0: 75.9 86.8 20.7 12.0 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 14 . . . 0 0 0 . 0 0:
Old : 31: 23 14 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 94.6 79.2 98.6 55.0 93.1 78.1 94.8
Old : 56.0 94.6 79.2 98.6 55.0 93.1 78.1 94.8
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 309,493: 213,328 263,910 27,568 13,478 12,335 0 816 0 51,597 14,289 4,665: 0 0
Old : 309,493: 213,328 263,910 27,568 13,478 12,335 0 816 0 51,597 14,289 4,665: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -31,349: -15,668 -24,930 -6,841 0 -1,128 0 0 0 -2,421 -2,256 -1,155: -4,136 -1,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 85.3 8.9 4.4 4.0 0.0 0.3 0.0 16.7 4.6 1.5: 0.0 0.0
Old : 100.0: 68.9 85.3 8.9 4.4 4.0 0.0 0.3 0.0 16.7 4.6 1.5: 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 : 41: 24 25 . . . 0 . 0 . . .:
Old : 41: 24 25 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 48.7 76.4 69.9 47.9 47.8 66.7 66.2
Old : 52.0 48.7 76.4 69.9 47.9 47.8 66.7 66.2
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,339: 18,423 20,432 780 231 1,025 17 749 835 3,340 1,126 836: 83 106
Old : 25,339: 18,423 20,432 780 231 1,025 17 749 835 3,340 1,126 836: 83 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,875: -1,738 -755 279 -220 -236 -69 -80 50 432 -322 -133: -460 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 80.6 3.1 0.9 4.0 0.1 3.0 3.3 13.2 4.4 3.3: 0.3 0.4
Old : 100.0: 72.7 80.6 3.1 0.9 4.0 0.1 3.0 3.3 13.2 4.4 3.3: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 20 27 . . . . . . . . 5:
Old : 44: 20 27 . . . . . . . . 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 : 50.6 45.9 73.3 60.0 44.7 45.7 63.6 57.3
Old : 50.6 45.9 73.3 60.0 44.7 45.7 63.6 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,439: 21,899 33,210 9,321 0 0 77 50 0 2,092 129 50: 0 0
Old : 33,439: 21,899 33,210 9,321 0 0 77 50 0 2,092 129 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 190: 707 325 -722 0 0 0 -54 0 181 -105 24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 99.3 27.9 0.0 0.0 0.2 0.1 0.0 6.3 0.4 0.1: 0.0 0.0
Old : 100.0: 65.5 99.3 27.9 0.0 0.0 0.2 0.1 0.0 6.3 0.4 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 12 14 . 0 0 . . 0 . . .:
Old : 30: 12 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 : 71.5 82.2 91.2 95.3 67.5 73.7 78.2 80.5
Old : 71.5 82.2 91.2 95.3 67.5 73.7 78.2 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 277,598: 223,233 221,644 39,705 21,669 13,900 760 19,184 0 0 1,201 0: 0 0
Old : 277,598: 223,233 221,644 39,705 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: September 6, 2016 :
: 1,576: 5,512 1,576 -3,936 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 79.8 14.3 7.8 5.0 0.3 6.9 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 80.4 79.8 14.3 7.8 5.0 0.3 6.9 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 : 69.3 62.1 83.5 80.4 58.1 48.7 68.2 65.7
Old : 69.3 62.1 83.5 80.4 58.1 48.7 68.2 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,361: 15,726 17,076 2,835 360 444 252 1,018 0 0 0 0: 104 463
Old : 19,361: 15,726 17,076 2,835 360 444 252 1,018 0 0 0 0: 104 463
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -83: 170 -42 -253 0 0 0 0 0 0 0 0: 0 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 88.2 14.6 1.9 2.3 1.3 5.3 0.0 0.0 0.0 0.0: 0.5 2.4
Old : 100.0: 81.2 88.2 14.6 1.9 2.3 1.3 5.3 0.0 0.0 0.0 0.0: 0.5 2.4
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: 15 16 . . . . . 0 0 0 0:
Old : 26: 15 16 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 70.1 84.6 85.6 61.8 63.8 74.8 73.5
Old : 68.6 70.1 84.6 85.6 61.8 63.8 74.8 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 11,595: 7,466 8,320 1,633 1,147 414 759 0 0 434 0 617: 272 1,097
Old : 11,595: 7,466 8,320 1,633 1,147 414 759 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: September 6, 2016 :
: 633: 531 550 19 0 83 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 71.8 14.1 9.9 3.6 6.5 0.0 0.0 3.7 0.0 5.3: 2.3 9.5
Old : 100.0: 64.4 71.8 14.1 9.9 3.6 6.5 0.0 0.0 3.7 0.0 5.3: 2.3 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 16 . . . . 0 0 . 0 .:
Old : 26: 16 16 . . . . 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 50.8 77.9 73.0 47.8 48.2 60.9 59.7
Old : 59.7 50.8 77.9 73.0 47.8 48.2 60.9 59.7
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 128,488: 97,155 103,621 21,580 19,698 1,183 4,754 0 0 1,488 1,658 1,944: 384 384
Old : 128,488: 97,155 103,621 21,580 19,698 1,183 4,754 0 0 1,488 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: September 6, 2016 :
: -1,167: -3,903 8,225 0 -10,167 775 1,201 0 0 760 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 80.6 16.8 15.3 0.9 3.7 0.0 0.0 1.2 1.3 1.5: 0.3 0.3
Old : 100.0: 75.6 80.6 16.8 15.3 0.9 3.7 0.0 0.0 1.2 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 : 64.8 63.8 82.8 84.6 60.9 62.6 74.9 80.6
Old : 64.8 63.8 82.8 84.6 60.9 62.6 74.9 80.6
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,308: 14,417 10,608 1,265 3,154 826 0 1,370 0 230 504 319: 251 527
Old : 17,308: 14,417 10,608 1,265 3,154 826 0 1,370 0 230 504 319: 251 527
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 260: 326 197 0 129 -66 0 -21 0 0 0 0: 0 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 61.3 7.3 18.2 4.8 0.0 7.9 0.0 1.3 2.9 1.8: 1.5 3.0
Old : 100.0: 83.3 61.3 7.3 18.2 4.8 0.0 7.9 0.0 1.3 2.9 1.8: 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 : 59.2 37.8 75.7 57.7 49.3 32.0 55.2 41.8
Old : 59.2 37.8 75.7 57.7 49.3 32.0 55.2 41.8
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 188,075: 156,333 110,535 17,965 55,213 12,601 0 8,558 408 768 760 0: 0 0
Old : 188,075: 156,333 110,535 17,965 55,213 12,601 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: September 6, 2016 :
: 5,826: 7,345 3,050 401 4,696 -1,920 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 58.8 9.6 29.4 6.7 0.0 4.6 0.2 0.4 0.4 0.0: 0.0 0.0
Old : 100.0: 83.1 58.8 9.6 29.4 6.7 0.0 4.6 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: 16 17 . . . 0 . . . . 0:
Old : 29: 16 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 : 63.7 60.7 81.3 81.9 41.0 48.5 54.8 58.9
Old : 63.7 60.7 81.3 81.9 41.0 48.5 54.8 58.9
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 6, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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: 15 12 . 0 . 0 . . 0 . 0:
Old : 23: 15 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 84.8 92.7 36.2 49.3 52.9 57.5
Old : 62.6 78.2 84.8 92.7 36.2 49.3 52.9 57.5
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,015: 13,634 21,186 6,231 0 4,937 300 0 1,228 1,631 610 54: 0 0
Old : 28,015: 13,634 21,186 6,231 0 4,937 300 0 1,228 1,631 610 54: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 381: 1 308 -74 0 100 0 0 0 381 0 -27: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 75.6 22.2 0.0 17.6 1.1 0.0 4.4 5.8 2.2 0.2: 0.0 0.0
Old : 100.0: 48.7 75.6 22.2 0.0 17.6 1.1 0.0 4.4 5.8 2.2 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.9 54.6 87.3 76.3 45.7 47.7 59.0 60.3
Old : 63.9 54.6 87.3 76.3 45.7 47.7 59.0 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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 237,370: 137,074 150,985 32,360 14,265 67,936 0 0 0 0 4,184 0: 0 0
Old : 237,370: 137,074 150,985 32,360 14,265 67,936 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: September 6, 2016 :
: 1,952: -328 1,952 0 -2,280 2,280 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 63.6 13.6 6.0 28.6 0.0 0.0 0.0 0.0 1.8 0.0: 0.0 0.0
Old : 100.0: 57.7 63.6 13.6 6.0 28.6 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 : 80.5 66.8 94.8 88.9 53.3 36.6 58.6 54.0
Old : 80.5 66.8 94.8 88.9 53.3 36.6 58.6 54.0
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 6, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 6, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 723,131: 431,736 403,340 5,623 64,530 97,919 5,420 21,212 33,546 48,258 3,249 99,334: 1,295 0
Old : 723,131: 431,736 403,340 5,623 64,530 97,919 5,420 21,212 33,546 48,258 3,249 99,334: 1,295 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -19,179: 1,694 -5,610 84 -10,183 -7,884 1,011 344 638 -18,358 162 3,354: 283 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 55.8 0.8 8.9 13.5 0.7 2.9 4.6 6.7 0.4 13.7: 0.2 0.0
Old : 100.0: 59.7 55.8 0.8 8.9 13.5 0.7 2.9 4.6 6.7 0.4 13.7: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 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 : 60.9 58.2 81.3 87.4 18.7 25.7 23.9 27.8
Old : 60.9 58.2 81.3 87.4 18.7 25.7 23.9 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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 6, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,871: 11,211 15,126 6,125 2,530 2,165 200 0 50 0 0 0: 120 0
Old : 19,871: 11,211 15,126 6,125 2,530 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: September 6, 2016 :
: 825: 250 575 575 250 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 76.1 30.8 12.7 10.9 1.0 0.0 0.3 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 56.4 76.1 30.8 12.7 10.9 1.0 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 : 28: 14 14 . . 4 . 0 . 0 0 0:
Old : 28: 14 14 . . 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 : 68.9 73.4 85.7 90.6 60.7 63.0 72.3 73.2
Old : 68.9 73.4 85.7 90.6 60.7 63.0 72.3 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,824: 8,592 9,514 3,110 2,555 1,705 150 50 0 0 0 0: 267 0
Old : 13,824: 8,592 9,514 3,110 2,555 1,705 150 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: September 6, 2016 :
: 545: 50 575 525 0 -30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 68.8 22.5 18.5 12.3 1.1 0.4 0.0 0.0 0.0 0.0: 1.9 0.0
Old : 100.0: 62.2 68.8 22.5 18.5 12.3 1.1 0.4 0.0 0.0 0.0 0.0: 1.9 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 : 27: 13 13 . . . . . 0 0 0 0:
Old : 27: 13 13 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 70.1 84.9 86.4 58.7 56.9 71.4 69.6
Old : 67.7 70.1 84.9 86.4 58.7 56.9 71.4 69.6
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,730: 13,080 18,565 5,715 60 475 0 400 0 0 0 0: 460 230
Old : 19,730: 13,080 18,565 5,715 60 475 0 400 0 0 0 0: 460 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 60: 0 0 0 0 0 0 0 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 94.1 29.0 0.3 2.4 0.0 2.0 0.0 0.0 0.0 0.0: 2.3 1.2
Old : 100.0: 66.3 94.1 29.0 0.3 2.4 0.0 2.0 0.0 0.0 0.0 0.0: 2.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 71.9 82.3 93.1 91.9 68.9 82.0 88.1 89.6
Old : 71.9 82.3 93.1 91.9 68.9 82.0 88.1 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,440: 12,185 15,705 3,560 50 1,355 0 75 0 0 140 75: 265 40
Old : 17,440: 12,185 15,705 3,560 50 1,355 0 75 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: September 6, 2016 :
: 300: 0 225 300 0 0 0 75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 90.1 20.4 0.3 7.8 0.0 0.4 0.0 0.0 0.8 0.4: 1.5 0.2
Old : 100.0: 69.9 90.1 20.4 0.3 7.8 0.0 0.4 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 : 22: 14 9 . . . 0 . 0 0 . .:
Old : 22: 14 9 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 84.7 87.8 97.9 60.1 71.1 71.0 75.5
Old : 70.9 84.7 87.8 97.9 60.1 71.1 71.0 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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 16,207 2,705 50 2,175 0 75 0 435 0 40: 275 40
Old : 18,587: 12,957 16,207 2,705 50 2,175 0 75 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: September 6, 2016 :
: 0: 0 225 300 0 -300 0 75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 87.2 14.6 0.3 11.7 0.0 0.4 0.0 2.3 0.0 0.2: 1.5 0.2
Old : 100.0: 69.7 87.2 14.6 0.3 11.7 0.0 0.4 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 : 22: 14 8 . . . 0 . 0 . 0 .:
Old : 22: 14 8 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 90.2 83.9 98.5 52.0 77.5 68.1 79.5
Old : 65.8 90.2 83.9 98.5 52.0 77.5 68.1 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,808: 79,581 81,413 3,220 3,523 10,197 1,915 100 30 1,725 1,270 140: 0 135
Old : 96,808: 79,581 81,413 3,220 3,523 10,197 1,915 100 30 1,725 1,270 140: 0 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -550: 480 -515 -32 1,113 -1,073 75 0 0 0 -75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 84.1 3.3 3.6 10.5 2.0 0.1 0.0 1.8 1.3 0.1: 0.0 0.1
Old : 100.0: 82.2 84.1 3.3 3.6 10.5 2.0 0.1 0.0 1.8 1.3 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 : 51: 33 31 . . 4 . . . . . .:
Old : 51: 33 31 . . 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 : 44.1 49.7 63.5 74.9 40.3 41.6 51.8 56.2
Old : 44.1 49.7 63.5 74.9 40.3 41.6 51.8 56.2
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,789: 88,622 93,939 7,582 2,375 10,920 2,605 1,330 1,125 700 1,735 220: 15 145
Old : 111,789: 88,622 93,939 7,582 2,375 10,920 2,605 1,330 1,125 700 1,735 220: 15 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -160: 955 -585 -995 75 -175 75 320 -20 0 225 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 84.0 6.8 2.1 9.8 2.3 1.2 1.0 0.6 1.6 0.2: 0.0 0.1
Old : 100.0: 79.3 84.0 6.8 2.1 9.8 2.3 1.2 1.0 0.6 1.6 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 : 57: 39 34 4 . . . . . . 4 .:
Old : 57: 39 34 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 : 44.3 50.8 60.5 73.7 36.5 48.9 48.7 60.4
Old : 44.3 50.8 60.5 73.7 36.5 48.9 48.7 60.4
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 180,609: 121,512 135,872 27,889 7,170 9,335 5,348 8,800 5,662 5,952 8,893 4,823: 88 54
Old : 180,609: 121,512 135,872 27,889 7,170 9,335 5,348 8,800 5,662 5,952 8,893 4,823: 88 54
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 6,365: 3,432 5,460 1,000 -817 905 41 1,181 -1,206 1,455 123 718: 20 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 75.2 15.4 4.0 5.2 3.0 4.9 3.1 3.3 4.9 2.7: 0.0 0.0
Old : 100.0: 67.3 75.2 15.4 4.0 5.2 3.0 4.9 3.1 3.3 4.9 2.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 73: 39 42 4 . 5 . 4 . 6 8 9:
Old : 73: 39 42 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 : 37.5 59.9 53.2 70.7 35.6 50.0 50.5 57.3
Old : 37.5 59.9 53.2 70.7 35.6 50.0 50.5 57.3
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 124,334: 102,540 104,495 5,696 6,973 6,035 5,672 51 2,488 1,535 3,987 305: 63 0
Old : 124,334: 102,540 104,495 5,696 6,973 6,035 5,672 51 2,488 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: September 6, 2016 :
: 3,415: 1,027 2,460 7 -267 605 1,140 -19 636 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 84.0 4.6 5.6 4.9 4.6 0.0 2.0 1.2 3.2 0.2: 0.1 0.0
Old : 100.0: 82.5 84.0 4.6 5.6 4.9 4.6 0.0 2.0 1.2 3.2 0.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 34 30 . . 4 . . . . 4 .:
Old : 50: 34 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 : 31.3 61.9 51.9 77.3 27.7 50.5 44.0 60.4
Old : 31.3 61.9 51.9 77.3 27.7 50.5 44.0 60.4
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,205: 30,000 23,695 1,250 8,225 2,170 770 950 0 840 0 165: 10 0
Old : 35,205: 30,000 23,695 1,250 8,225 2,170 770 950 0 840 0 165: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 210: -85 -160 325 325 45 0 0 0 -75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 67.3 3.6 23.4 6.2 2.2 2.7 0.0 2.4 0.0 0.5: 0.0 0.0
Old : 100.0: 85.2 67.3 3.6 23.4 6.2 2.2 2.7 0.0 2.4 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 : 28: 21 11 . . . . . 0 . 0 .:
Old : 28: 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 : 59.2 91.6 75.8 98.2 58.6 85.6 72.0 86.6
Old : 59.2 91.6 75.8 98.2 58.6 85.6 72.0 86.6
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,880: 25,580 25,425 600 1,545 3,560 0 220 30 1,010 0 100: 0 0
Old : 30,880: 25,580 25,425 600 1,545 3,560 0 220 30 1,010 0 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -60: -40 -145 -125 -95 180 0 0 0 -75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 82.3 1.9 5.0 11.5 0.0 0.7 0.1 3.3 0.0 0.3: 0.0 0.0
Old : 100.0: 82.8 82.3 1.9 5.0 11.5 0.0 0.7 0.1 3.3 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 : 59.8 93.3 78.8 98.4 57.9 80.3 72.0 81.5
Old : 59.8 93.3 78.8 98.4 57.9 80.3 72.0 81.5
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 34,495: 28,895 26,640 50 3,814 3,716 1,000 0 250 200 0 0: 384 75
Old : 34,495: 28,895 26,640 50 3,814 3,716 1,000 0 250 200 0 0: 384 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 635: 150 390 -60 0 335 0 0 0 0 0 0: 210 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 77.2 0.1 11.1 10.8 2.9 0.0 0.7 0.6 0.0 0.0: 1.1 0.2
Old : 100.0: 83.8 77.2 0.1 11.1 10.8 2.9 0.0 0.7 0.6 0.0 0.0: 1.1 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 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 : 43.2 55.2 59.7 77.9 38.8 50.3 51.6 61.8
Old : 43.2 55.2 59.7 77.9 38.8 50.3 51.6 61.8
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,271: 11,366 12,556 2,250 1,465 1,130 300 0 0 225 0 0: 0 120
Old : 15,271: 11,366 12,556 2,250 1,465 1,130 300 0 0 225 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -530: -530 -315 55 -150 -55 0 0 0 0 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 82.2 14.7 9.6 7.4 2.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.8
Old : 100.0: 74.4 82.2 14.7 9.6 7.4 2.0 0.0 0.0 1.5 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 16 . . . . 0 0 . 0 0:
Old : 26: 19 16 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 60.8 63.5 84.4 33.6 50.7 51.6 59.8
Old : 40.7 60.8 63.5 84.4 33.6 50.7 51.6 59.8
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 259,183: 188,201 142,112 0 64,150 48,246 18,258 0 3,888 43 315 455: 90 15
Old : 259,183: 188,201 142,112 0 64,150 48,246 18,258 0 3,888 43 315 455: 90 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -2,996: 173 -3,843 0 4,010 -3,057 -66 0 -49 43 -17 -28: -11 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 54.8 0.0 24.8 18.6 7.0 0.0 1.5 0.0 0.1 0.2: 0.0 0.0
Old : 100.0: 72.6 54.8 0.0 24.8 18.6 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 . . . .:
Old : 30: 20 15 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 79.9 83.2 93.6 28.1 37.4 34.3 39.1
Old : 54.7 79.9 83.2 93.6 28.1 37.4 34.3 39.1
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,953,197: 2,184,458 1,470,990 0 1,086,458 353,639 388,850 0 26,250 0 15,860 0: 0 0
Old : 2,953,197: 2,184,458 1,470,990 0 1,086,458 353,639 388,850 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: September 6, 2016 :
: 73,000: 12,160 90,560 0 -78,400 60,840 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 49.8 0.0 36.8 12.0 13.2 0.0 0.9 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 74.0 49.8 0.0 36.8 12.0 13.2 0.0 0.9 0.0 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 13 0 4 . . 0 . 0 . 0:
Old : 26: 15 13 0 4 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 84.2 82.3 91.6 49.3 59.5 60.5 63.8
Old : 61.2 84.2 82.3 91.6 49.3 59.5 60.5 63.8
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 6, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,023,138: 712,129 808,802 161,395 64,722 149,614 0 0 0 0 0 0: 0 0
Old : 1,023,138: 712,129 808,802 161,395 64,722 149,614 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: September 6, 2016 :
: 23,480: 23,480 0 -23,480 0 23,480 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 79.1 15.8 6.3 14.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 69.6 79.1 15.8 6.3 14.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . 0 0 0 0 0 0:
Old : 20: 12 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 78.3 84.3 96.5 41.1 62.1 56.8 64.8
Old : 63.3 78.3 84.3 96.5 41.1 62.1 56.8 64.8
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,632: 66,144 18,512 3,120 55,120 0 4,160 0 0 0 0 0: 208 0
Old : 73,632: 66,144 18,512 3,120 55,120 0 4,160 0 0 0 0 0: 208 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -31,152: -27,984 -7,832 -1,320 -23,320 0 -1,760 0 0 0 0 0: -88 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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,588: 19,106 16,588 2,153 4,971 2,339 160 1,395 0 2,249 874 421: 160 0
Old : 26,588: 19,106 16,588 2,153 4,971 2,339 160 1,395 0 2,249 874 421: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 165: -70 175 20 0 25 0 0 0 75 0 0: 115 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 62.4 8.1 18.7 8.8 0.6 5.2 0.0 8.5 3.3 1.6: 0.6 0.0
Old : 100.0: 71.9 62.4 8.1 18.7 8.8 0.6 5.2 0.0 8.5 3.3 1.6: 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 : 40: 23 20 . . 4 . . 0 4 . .:
Old : 40: 23 20 . . 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 : 46.5 48.0 70.8 68.7 41.2 46.0 58.4 64.2
Old : 46.5 48.0 70.8 68.7 41.2 46.0 58.4 64.2
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,899: 17,054 16,313 1,573 3,825 388 510 0 0 1,106 0 53: 215 320
Old : 20,899: 17,054 16,313 1,573 3,825 388 510 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: September 6, 2016 :
: 1,175: 1,014 1,089 -75 0 86 150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 78.1 7.5 18.3 1.9 2.4 0.0 0.0 5.3 0.0 0.3: 1.0 1.5
Old : 100.0: 81.6 78.1 7.5 18.3 1.9 2.4 0.0 0.0 5.3 0.0 0.3: 1.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 18 . . 4 . 0 0 . 0 .:
Old : 30: 17 18 . . 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 : 48.7 50.3 70.6 72.3 43.3 50.3 58.8 66.9
Old : 48.7 50.3 70.6 72.3 43.3 50.3 58.8 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,309: 31,021 16,517 1,307 14,030 0 0 3,002 640 1,392 483 625: 324 12
Old : 35,309: 31,021 16,517 1,307 14,030 0 0 3,002 640 1,392 483 625: 324 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 666: 620 -390 45 905 -48 0 50 0 80 190 -41: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 46.8 3.7 39.7 0.0 0.0 8.5 1.8 3.9 1.4 1.8: 0.9 0.0
Old : 100.0: 87.9 46.8 3.7 39.7 0.0 0.0 8.5 1.8 3.9 1.4 1.8: 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: 26 23 . . 0 0 . . . . 4:
Old : 40: 26 23 . . 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 : 58.6 50.0 72.5 73.3 52.5 48.2 63.9 69.6
Old : 58.6 50.0 72.5 73.3 52.5 48.2 63.9 69.6
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,321: 20,459 14,394 10 6,638 1,224 160 0 30 0 35 0: 438 0
Old : 22,321: 20,459 14,394 10 6,638 1,224 160 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: September 6, 2016 :
: 1,280: 1,320 995 0 325 -40 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 64.5 0.0 29.7 5.5 0.7 0.0 0.1 0.0 0.2 0.0: 2.0 0.0
Old : 100.0: 91.7 64.5 0.0 29.7 5.5 0.7 0.0 0.1 0.0 0.2 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 : 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 : 58.2 49.9 74.1 81.4 41.1 41.4 54.5 62.4
Old : 58.2 49.9 74.1 81.4 41.1 41.4 54.5 62.4
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 6, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 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 54.7 77.1 75.4 50.6 48.8 72.4 66.4
Old : 51.1 54.7 77.1 75.4 50.6 48.8 72.4 66.4
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 6, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 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 67.5 82.3 86.0 60.3 65.6 80.4 83.2
Old : 60.5 67.5 82.3 86.0 60.3 65.6 80.4 83.2
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,588: 33,994 29,074 1,065 5,864 1,095 100 300 0 0 200 0: 334 55
Old : 36,588: 33,994 29,074 1,065 5,864 1,095 100 300 0 0 200 0: 334 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 70: 185 125 -60 0 245 0 0 -300 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 79.5 2.9 16.0 3.0 0.3 0.8 0.0 0.0 0.5 0.0: 0.9 0.2
Old : 100.0: 92.9 79.5 2.9 16.0 3.0 0.3 0.8 0.0 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 24 . . . . . 0 0 . 0:
Old : 37: 26 24 . . . . . 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 : 48.1 51.8 66.6 72.0 45.6 47.8 61.5 62.2
Old : 48.1 51.8 66.6 72.0 45.6 47.8 61.5 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,959: 12,865 12,224 1,005 2,485 935 0 0 0 436 150 18: 700 147
Old : 15,959: 12,865 12,224 1,005 2,485 935 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: September 6, 2016 :
: 615: 75 75 0 0 540 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 76.6 6.3 15.6 5.9 0.0 0.0 0.0 2.7 0.9 0.1: 4.4 0.9
Old : 100.0: 80.6 76.6 6.3 15.6 5.9 0.0 0.0 0.0 2.7 0.9 0.1: 4.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 41.3 75.9 63.3 89.8 36.4 65.1 55.6 70.9
Old : 41.3 75.9 63.3 89.8 36.4 65.1 55.6 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,289: 10,315 8,874 620 2,998 1,375 0 0 0 941 0 18: 20 24
Old : 13,289: 10,315 8,874 620 2,998 1,375 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: September 6, 2016 :
: 615: 75 75 0 0 540 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 66.8 4.7 22.6 10.3 0.0 0.0 0.0 7.1 0.0 0.1: 0.2 0.2
Old : 100.0: 77.6 66.8 4.7 22.6 10.3 0.0 0.0 0.0 7.1 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 : 40.8 71.2 64.3 87.9 36.8 56.1 54.2 64.4
Old : 40.8 71.2 64.3 87.9 36.8 56.1 54.2 64.4
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,263: 32,824 35,759 5,700 2,660 1,375 0 0 0 0 50 0: 3,364 3,419
Old : 43,263: 32,824 35,759 5,700 2,660 1,375 0 0 0 0 50 0: 3,364 3,419
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -2,487: -1,910 -2,010 -460 -245 235 0 0 0 0 -100 0: -352 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 82.7 13.2 6.1 3.2 0.0 0.0 0.0 0.0 0.1 0.0: 7.8 7.9
Old : 100.0: 75.9 82.7 13.2 6.1 3.2 0.0 0.0 0.0 0.0 0.1 0.0: 7.8 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 73.2 46.3 87.5 76.0 72.3 41.5 77.7 65.9
Old : 73.2 46.3 87.5 76.0 72.3 41.5 77.7 65.9
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,974: 29,988 31,288 4,695 3,420 850 0 0 0 0 0 0: 3,441 3,416
Old : 38,974: 29,988 31,288 4,695 3,420 850 0 0 0 0 0 0: 3,441 3,416
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,268: -1,010 -910 -165 -245 85 0 0 0 0 0 0: -178 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 80.3 12.0 8.8 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 8.8 8.8
Old : 100.0: 76.9 80.3 12.0 8.8 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 8.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.4 44.5 87.3 76.3 72.3 40.1 75.7 68.1
Old : 73.4 44.5 87.3 76.3 72.3 40.1 75.7 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,210: 21,375 6,280 3,300 0 215 0 9,875 50 0 9,400 75: 2,195 1,315
Old : 27,210: 21,375 6,280 3,300 0 215 0 9,875 50 0 9,400 75: 2,195 1,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,090: -920 -885 735 0 -125 0 -175 0 0 800 -200: -580 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 23.1 12.1 0.0 0.8 0.0 36.3 0.2 0.0 34.5 0.3: 8.1 4.8
Old : 100.0: 78.6 23.1 12.1 0.0 0.8 0.0 36.3 0.2 0.0 34.5 0.3: 8.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 8 . 0 . 0 . . 0 . .:
Old : 22: 13 8 . 0 . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 78.6 83.2 89.0 54.8 71.6 71.2 79.3
Old : 66.3 78.6 83.2 89.0 54.8 71.6 71.2 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,205: 19,510 6,420 0 540 470 0 9,270 370 0 4,030 25: 2,830 2,080
Old : 23,205: 19,510 6,420 0 540 470 0 9,270 370 0 4,030 25: 2,830 2,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -905: -470 -610 0 175 -265 0 -70 0 0 -25 0: -170 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 27.7 0.0 2.3 2.0 0.0 39.9 1.6 0.0 17.4 0.1: 12.2 9.0
Old : 100.0: 84.1 27.7 0.0 2.3 2.0 0.0 39.9 1.6 0.0 17.4 0.1: 12.2 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 : 22: 12 10 0 . . 0 . . 0 . .:
Old : 22: 12 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 : 65.8 69.1 78.9 82.2 52.2 58.7 64.6 68.1
Old : 65.8 69.1 78.9 82.2 52.2 58.7 64.6 68.1
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,418: 13,444 19,645 3,491 200 2,266 1,340 100 635 2,475 805 400: 1,367 1,367
Old : 25,418: 13,444 19,645 3,491 200 2,266 1,340 100 635 2,475 805 400: 1,367 1,367
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -100: -30 -815 10 200 240 -45 100 -5 -275 125 0: 5 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 77.3 13.7 0.8 8.9 5.3 0.4 2.5 9.7 3.2 1.6: 5.4 5.4
Old : 100.0: 52.9 77.3 13.7 0.8 8.9 5.3 0.4 2.5 9.7 3.2 1.6: 5.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 9 . . . . . . . . .:
Old : 27: 16 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 : 53.3 79.5 78.4 90.5 44.4 71.0 66.9 74.2
Old : 53.3 79.5 78.4 90.5 44.4 71.0 66.9 74.2
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,161: 10,547 16,211 2,327 0 2,253 1,715 150 210 2,475 830 325: 1,309 1,182
Old : 21,161: 10,547 16,211 2,327 0 2,253 1,715 150 210 2,475 830 325: 1,309 1,182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -590: -157 -625 185 0 -260 40 150 -40 -375 150 0: 17 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 76.6 11.0 0.0 10.6 8.1 0.7 1.0 11.7 3.9 1.5: 6.2 5.6
Old : 100.0: 49.8 76.6 11.0 0.0 10.6 8.1 0.7 1.0 11.7 3.9 1.5: 6.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 7 . 0 . . . . . . .:
Old : 24: 16 7 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 82.2 78.3 92.5 42.4 71.8 65.5 73.0
Old : 53.0 82.2 78.3 92.5 42.4 71.8 65.5 73.0
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,415: 22,690 16,710 7,000 100 3,035 0 13,550 0 950 850 0: 740 170
Old : 34,415: 22,690 16,710 7,000 100 3,035 0 13,550 0 950 850 0: 740 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -830: -1,120 -610 510 0 -90 0 235 0 50 -200 -50: -130 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 48.6 20.3 0.3 8.8 0.0 39.4 0.0 2.8 2.5 0.0: 2.2 0.5
Old : 100.0: 65.9 48.6 20.3 0.3 8.8 0.0 39.4 0.0 2.8 2.5 0.0: 2.2 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 : 24: 11 10 . . . 0 . 0 . . 0:
Old : 24: 11 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 : 76.7 89.2 91.8 97.0 67.5 83.2 82.2 88.8
Old : 76.7 89.2 91.8 97.0 67.5 83.2 82.2 88.8
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,805: 19,070 13,380 7,570 100 2,240 0 13,080 0 0 650 0: 925 355
Old : 29,805: 19,070 13,380 7,570 100 2,240 0 13,080 0 0 650 0: 925 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -255: -405 -485 495 0 -75 0 560 0 0 0 0: -270 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 44.9 25.4 0.3 7.5 0.0 43.9 0.0 0.0 2.2 0.0: 3.1 1.2
Old : 100.0: 64.0 44.9 25.4 0.3 7.5 0.0 43.9 0.0 0.0 2.2 0.0: 3.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 7 . . . 0 . 0 0 . 0:
Old : 20: 10 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 : 77.0 91.3 93.1 96.8 68.9 85.9 84.6 90.0
Old : 77.0 91.3 93.1 96.8 68.9 85.9 84.6 90.0
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,675: 22,650 16,905 0 3,005 2,445 0 2,560 75 1,250 1,770 125: 1,130 790
Old : 27,675: 22,650 16,905 0 3,005 2,445 0 2,560 75 1,250 1,770 125: 1,130 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -805: -815 -1,040 0 75 -25 0 270 0 25 150 -25: 35 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 61.1 0.0 10.9 8.8 0.0 9.3 0.3 4.5 6.4 0.5: 4.1 2.9
Old : 100.0: 81.8 61.1 0.0 10.9 8.8 0.0 9.3 0.3 4.5 6.4 0.5: 4.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 10 0 . . 0 . . . . .:
Old : 24: 13 10 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 75.6 86.2 92.5 55.6 62.6 67.6 71.1
Old : 62.9 75.6 86.2 92.5 55.6 62.6 67.6 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,595: 20,470 15,705 0 2,785 2,410 0 2,700 60 1,350 1,125 320: 985 490
Old : 25,595: 20,470 15,705 0 2,785 2,410 0 2,700 60 1,350 1,125 320: 985 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -600: -850 -885 0 25 50 0 260 0 25 175 -50: 225 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 61.4 0.0 10.9 9.4 0.0 10.5 0.2 5.3 4.4 1.3: 3.8 1.9
Old : 100.0: 80.0 61.4 0.0 10.9 9.4 0.0 10.5 0.2 5.3 4.4 1.3: 3.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 9 0 . . 0 . . . . .:
Old : 22: 12 9 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 81.8 86.3 94.0 57.1 66.6 69.5 74.1
Old : 62.9 81.8 86.3 94.0 57.1 66.6 69.5 74.1
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,789: 21,550 17,979 0 6,341 1,834 5,165 375 0 0 2,010 280: 960 970
Old : 29,789: 21,550 17,979 0 6,341 1,834 5,165 375 0 0 2,010 280: 960 970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,795: -1,550 -1,005 0 -875 250 135 0 -135 -250 275 -125: -120 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 60.4 0.0 21.3 6.2 17.3 1.3 0.0 0.0 6.7 0.9: 3.2 3.3
Old : 100.0: 72.3 60.4 0.0 21.3 6.2 17.3 1.3 0.0 0.0 6.7 0.9: 3.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 11 0 . . . . 0 0 . .:
Old : 27: 17 11 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 76.5 78.0 92.2 59.0 70.4 73.2 84.0
Old : 59.7 76.5 78.0 92.2 59.0 70.4 73.2 84.0
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,385: 17,785 16,125 2,315 1,525 2,140 0 510 695 0 1,940 25: 1,425 1,425
Old : 24,385: 17,785 16,125 2,315 1,525 2,140 0 510 695 0 1,940 25: 1,425 1,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,230: -1,110 -225 465 0 -135 0 -510 0 0 90 -125: -325 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 66.1 9.5 6.3 8.8 0.0 2.1 2.9 0.0 8.0 0.1: 5.8 5.8
Old : 100.0: 72.9 66.1 9.5 6.3 8.8 0.0 2.1 2.9 0.0 8.0 0.1: 5.8 5.8
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 : 29: 21 10 . . . 0 . . 0 . .:
Old : 29: 21 10 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 69.9 74.4 87.8 45.3 67.0 63.2 77.2
Old : 56.0 69.9 74.4 87.8 45.3 67.0 63.2 77.2
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 118,494: 66,009 101,804 5,880 1,405 8,551 21,950 0 90 10,160 870 305: 5,549 5,469
Old : 118,494: 66,009 101,804 5,880 1,405 8,551 21,950 0 90 10,160 870 305: 5,549 5,469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -3,935: -3,361 -4,391 -2,300 -10 1,487 45 0 0 1,000 -200 -275: -531 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 85.9 5.0 1.2 7.2 18.5 0.0 0.1 8.6 0.7 0.3: 4.7 4.6
Old : 100.0: 55.7 85.9 5.0 1.2 7.2 18.5 0.0 0.1 8.6 0.7 0.3: 4.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 26 . . . . 0 . . . .:
Old : 41: 20 26 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 55.5 79.0 72.7 46.5 53.6 63.7 65.4
Old : 55.8 55.5 79.0 72.7 46.5 53.6 63.7 65.4
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 106,050: 59,169 88,280 773 2,805 8,755 25,645 0 0 5,525 0 25: 6,158 6,185
Old : 106,050: 59,169 88,280 773 2,805 8,755 25,645 0 0 5,525 0 25: 6,158 6,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -3,620: -2,460 -3,190 -1,025 190 210 150 0 0 265 0 -200: -560 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 83.2 0.7 2.6 8.3 24.2 0.0 0.0 5.2 0.0 0.0: 5.8 5.8
Old : 100.0: 55.8 83.2 0.7 2.6 8.3 24.2 0.0 0.0 5.2 0.0 0.0: 5.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 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 : 60.5 52.6 80.8 71.1 53.1 49.8 66.0 61.5
Old : 60.5 52.6 80.8 71.1 53.1 49.8 66.0 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,405: 17,385 19,490 2,220 200 790 0 25 100 150 0 0: 760 800
Old : 21,405: 17,385 19,490 2,220 200 790 0 25 100 150 0 0: 760 800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -470: -1,430 -275 1,250 10 -60 -50 25 -25 0 0 0: -155 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 91.1 10.4 0.9 3.7 0.0 0.1 0.5 0.7 0.0 0.0: 3.6 3.7
Old : 100.0: 81.2 91.1 10.4 0.9 3.7 0.0 0.1 0.5 0.7 0.0 0.0: 3.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.2 75.1 76.0 87.0 49.2 62.0 62.9 66.9
Old : 51.2 75.1 76.0 87.0 49.2 62.0 62.9 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, September 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,975: 14,555 15,960 1,360 590 595 0 225 0 900 0 0: 565 605
Old : 17,975: 14,555 15,960 1,360 590 595 0 225 0 900 0 0: 565 605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 210: -1,050 330 1,315 -50 -115 0 -25 0 0 0 0: 60 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 88.8 7.6 3.3 3.3 0.0 1.3 0.0 5.0 0.0 0.0: 3.1 3.4
Old : 100.0: 81.0 88.8 7.6 3.3 3.3 0.0 1.3 0.0 5.0 0.0 0.0: 3.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 10 . . . 0 . 0 . 0 0:
Old : 25: 18 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 : 49.8 76.8 71.8 89.7 43.1 67.5 60.3 75.1
Old : 49.8 76.8 71.8 89.7 43.1 67.5 60.3 75.1
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,305: 30,385 23,900 1,105 5,025 1,520 0 2,300 300 0 250 0: 3,995 4,010
Old : 37,305: 30,385 23,900 1,105 5,025 1,520 0 2,300 300 0 250 0: 3,995 4,010
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -990: -230 -470 90 515 -425 0 -125 0 -160 -180 -70: -195 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 64.1 3.0 13.5 4.1 0.0 6.2 0.8 0.0 0.7 0.0: 10.7 10.7
Old : 100.0: 81.5 64.1 3.0 13.5 4.1 0.0 6.2 0.8 0.0 0.7 0.0: 10.7 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 16 . . . 0 . . 0 . 0:
Old : 30: 16 16 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 44.6 75.0 68.0 57.4 41.7 68.4 60.5
Old : 59.5 44.6 75.0 68.0 57.4 41.7 68.4 60.5
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 13, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,270: 20,620 15,250 0 4,995 1,875 0 375 25 0 0 0: 2,750 2,750
Old : 25,270: 20,620 15,250 0 4,995 1,875 0 375 25 0 0 0: 2,750 2,750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -960: -750 -505 0 -160 -25 0 -75 0 0 0 0: -185 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 60.3 0.0 19.8 7.4 0.0 1.5 0.1 0.0 0.0 0.0: 10.9 10.9
Old : 100.0: 81.6 60.3 0.0 19.8 7.4 0.0 1.5 0.1 0.0 0.0 0.0: 10.9 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 47.4 45.6 68.2 70.6 35.4 33.5 48.7 48.9
Old : 47.4 45.6 68.2 70.6 35.4 33.5 48.7 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2016