COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 95,850: 30,572 30,177 8,374 10,251 6,388 188 25,683 4,159 35,326 8,771 9,739: 1,104 682
Old : 95,850: 30,572 30,177 8,374 10,251 6,388 188 25,683 4,159 35,326 8,771 9,739: 1,104 682
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,198: 835 799 522 -858 121 -240 114 -180 -416 898 717: -161 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 31.5 8.7 10.7 6.7 0.2 26.8 4.3 36.9 9.2 10.2: 1.2 0.7
Old : 100.0: 31.9 31.5 8.7 10.7 6.7 0.2 26.8 4.3 36.9 9.2 10.2: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 17 15 . . 5 . 7 5 17 12 22:
Old : 60: 17 15 . . 5 . 7 5 17 12 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 38.3 59.7 59.9 26.8 26.3 43.3 41.4
Old : 41.4 38.3 59.7 59.9 26.8 26.3 43.3 41.4
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,671: 2,287 9,267 0 2,988 716 403 2,510 2,287 13,518 1,709 1,024: 436 170
Old : 20,671: 2,287 9,267 0 2,988 716 403 2,510 2,287 13,518 1,709 1,024: 436 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 623: 35 205 0 -80 75 0 -30 65 550 410 -52: -50 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 44.8 0.0 14.5 3.5 1.9 12.1 11.1 65.4 8.3 5.0: 2.1 0.8
Old : 100.0: 11.1 44.8 0.0 14.5 3.5 1.9 12.1 11.1 65.4 8.3 5.0: 2.1 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 : 36: 10 7 0 4 . . . . 14 4 10:
Old : 36: 10 7 0 4 . . . . 14 4 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 57.7 71.4 79.0 50.9 46.7 63.0 64.9
Old : 55.5 57.7 71.4 79.0 50.9 46.7 63.0 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,987: 1,835 1,232 1,058 759 2,376 205 634 2,089 585 1,065 1,824: 15 7
Old : 9,987: 1,835 1,232 1,058 759 2,376 205 634 2,089 585 1,065 1,824: 15 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 93: 46 81 -36 34 -6 -63 -151 48 61 48 38: 6 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 12.3 10.6 7.6 23.8 2.0 6.4 20.9 5.9 10.7 18.3: 0.1 0.1
Old : 100.0: 18.4 12.3 10.6 7.6 23.8 2.0 6.4 20.9 5.9 10.7 18.3: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 9 8 . . 4 . . . 11 7 13:
Old : 35: 9 8 . . 4 . . . 11 7 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 52.6 72.3 75.9 19.2 18.1 23.3 23.5
Old : 46.2 52.6 72.3 75.9 19.2 18.1 23.3 23.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 162,286: 90,179 107,576 9,565 12,425 17,311 20,360 1,762 3,181 10,384 8,621 10,570: 736 840
Old : 162,286: 90,179 107,576 9,565 12,425 17,311 20,360 1,762 3,181 10,384 8,621 10,570: 736 840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 852: 2,140 576 254 -881 -8 132 204 -37 -2,676 -64 994: 54 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 66.3 5.9 7.7 10.7 12.5 1.1 2.0 6.4 5.3 6.5: 0.5 0.5
Old : 100.0: 55.6 66.3 5.9 7.7 10.7 12.5 1.1 2.0 6.4 5.3 6.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 78: 43 44 . . 4 6 . 6 11 8 15:
Old : 78: 43 44 . . 4 6 . 6 11 8 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 31.9 63.4 52.7 31.6 24.6 39.3 35.3
Old : 48.4 31.9 63.4 52.7 31.6 24.6 39.3 35.3
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,785: 33,009 36,002 3,403 3,029 4,957 234 25 512 2,883 472 1,788: 0 0
Old : 46,785: 33,009 36,002 3,403 3,029 4,957 234 25 512 2,883 472 1,788: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,482: 324 1,030 55 386 230 234 -384 384 891 472 364: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 77.0 7.3 6.5 10.6 0.5 0.1 1.1 6.2 1.0 3.8: 0.0 0.0
Old : 100.0: 70.6 77.0 7.3 6.5 10.6 0.5 0.1 1.1 6.2 1.0 3.8: 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 : 35: 22 20 . . . . . . . . .:
Old : 35: 22 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 46.5 75.1 71.5 38.2 31.5 49.8 45.1
Old : 47.8 46.5 75.1 71.5 38.2 31.5 49.8 45.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 364,594: 308,085 305,102 27,874 19,753 23,219 5,096 0 0 0 16,200 320: 0 0
Old : 364,594: 308,085 305,102 27,874 19,753 23,219 5,096 0 0 0 16,200 320: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 11,174: 12,463 5,794 967 5,700 -1,928 -328 0 0 0 1,608 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 83.7 7.6 5.4 6.4 1.4 0.0 0.0 0.0 4.4 0.1: 0.0 0.0
Old : 100.0: 84.5 83.7 7.6 5.4 6.4 1.4 0.0 0.0 0.0 4.4 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: 20 19 . . . . 0 0 0 . .:
Old : 30: 20 19 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 50.0 77.6 81.3 45.6 46.8 59.4 65.0
Old : 55.0 50.0 77.6 81.3 45.6 46.8 59.4 65.0
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,570,481: 1,260,160 1,259,411 170,976 147,192 31,990 22,990 9,408 50,434 30,025 68,140 3,146: 760 760
Old : 1,570,481: 1,260,160 1,259,411 170,976 147,192 31,990 22,990 9,408 50,434 30,025 68,140 3,146: 760 760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 25,543: 23,271 21,195 -4,184 11,069 -129 7,905 -737 -5,535 3,048 -1,488 408: 760 760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 80.2 10.9 9.4 2.0 1.5 0.6 3.2 1.9 4.3 0.2: 0.0 0.0
Old : 100.0: 80.2 80.2 10.9 9.4 2.0 1.5 0.6 3.2 1.9 4.3 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 37 . . 4 . . . 4 4 .:
Old : 59: 34 37 . . 4 . . . 4 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 46.0 64.9 65.7 37.3 36.5 46.6 49.0
Old : 44.3 46.0 64.9 65.7 37.3 36.5 46.6 49.0
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 66,978: 44,264 47,617 7,676 1,734 7,918 2,440 2,683 330 351 2,697 3,973: 26 26
Old : 66,978: 44,264 47,617 7,676 1,734 7,918 2,440 2,683 330 351 2,697 3,973: 26 26
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,886: 1,820 430 -133 415 233 18 128 -26 -321 411 269: 26 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 71.1 11.5 2.6 11.8 3.6 4.0 0.5 0.5 4.0 5.9: 0.0 0.0
Old : 100.0: 66.1 71.1 11.5 2.6 11.8 3.6 4.0 0.5 0.5 4.0 5.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 22 . . . . . . 4 6 4:
Old : 42: 25 22 . . . . . . 4 6 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 : 56.6 58.7 75.1 80.2 46.2 46.8 58.6 57.9
Old : 56.6 58.7 75.1 80.2 46.2 46.8 58.6 57.9
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 304,203: 195,400 242,241 45,569 0 61,634 0 0 0 1,280 8 320: 0 0
Old : 304,203: 195,400 242,241 45,569 0 61,634 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 20, 2016 :
: 8,479: 2,589 8,807 6,218 0 -328 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 79.6 15.0 0.0 20.3 0.0 0.0 0.0 0.4 0.0 0.1: 0.0 0.0
Old : 100.0: 64.2 79.6 15.0 0.0 20.3 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 : 25: 14 16 . 0 . 0 0 0 . . .:
Old : 25: 14 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 : 65.5 72.9 91.4 88.5 47.5 55.0 62.9 62.1
Old : 65.5 72.9 91.4 88.5 47.5 55.0 62.9 62.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 452,940: 341,166 403,444 68,917 9,392 30,744 2,280 728 8,632 1,201 0 0: 0 0
Old : 452,940: 341,166 403,444 68,917 9,392 30,744 2,280 728 8,632 1,201 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 8,180: -1,632 14,004 14,876 0 -4,304 -760 0 0 0 -1,520 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 89.1 15.2 2.1 6.8 0.5 0.2 1.9 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 75.3 89.1 15.2 2.1 6.8 0.5 0.2 1.9 0.3 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 : 41: 28 23 . . . . . . . 0 0:
Old : 41: 28 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 : 46.4 58.4 70.4 78.6 39.1 55.1 55.7 66.6
Old : 46.4 58.4 70.4 78.6 39.1 55.1 55.7 66.6
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,844: 25,865 30,182 3,410 0 1,744 374 205 168 421 0 41: 821 504
Old : 32,844: 25,865 30,182 3,410 0 1,744 374 205 168 421 0 41: 821 504
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 641: 464 580 177 0 41 -41 41 0 21 0 0: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 91.9 10.4 0.0 5.3 1.1 0.6 0.5 1.3 0.0 0.1: 2.5 1.5
Old : 100.0: 78.8 91.9 10.4 0.0 5.3 1.1 0.6 0.5 1.3 0.0 0.1: 2.5 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 : 38: 21 23 . 0 . . . . 4 0 .:
Old : 38: 21 23 . 0 . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 59.1 67.7 77.1 40.7 55.3 57.5 67.4
Old : 45.3 59.1 67.7 77.1 40.7 55.3 57.5 67.4
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 55,550: 36,979 38,565 16,563 15,420 1,545 0 0 0 140 0 0: 323 20
Old : 55,550: 36,979 38,565 16,563 15,420 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 20, 2016 :
: 1,250: 625 1,250 625 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 69.4 29.8 27.8 2.8 0.0 0.0 0.0 0.3 0.0 0.0: 0.6 0.0
Old : 100.0: 66.6 69.4 29.8 27.8 2.8 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 : 58.7 59.1 75.9 72.8 58.2 57.8 70.8 70.8
Old : 58.7 59.1 75.9 72.8 58.2 57.8 70.8 70.8
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,214: 56,245 54,970 19,518 21,030 1,070 0 0 0 40 25 0: 341 119
Old : 77,214: 56,245 54,970 19,518 21,030 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 20, 2016 :
: 1,105: 655 1,095 450 10 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 71.2 25.3 27.2 1.4 0.0 0.0 0.0 0.1 0.0 0.0: 0.4 0.2
Old : 100.0: 72.8 71.2 25.3 27.2 1.4 0.0 0.0 0.0 0.1 0.0 0.0: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 30 27 . . . 0 0 0 . . 0:
Old : 42: 30 27 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 62.6 71.9 78.0 54.1 61.1 69.5 75.1
Old : 54.1 62.6 71.9 78.0 54.1 61.1 69.5 75.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,448: 21,783 22,338 2,050 1,130 2,785 0 0 0 200 1,075 0: 630 120
Old : 27,448: 21,783 22,338 2,050 1,130 2,785 0 0 0 200 1,075 0: 630 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,306: 1,766 666 -380 720 -80 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 81.4 7.5 4.1 10.1 0.0 0.0 0.0 0.7 3.9 0.0: 2.3 0.4
Old : 100.0: 79.4 81.4 7.5 4.1 10.1 0.0 0.0 0.0 0.7 3.9 0.0: 2.3 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 : 27: 16 14 . . . 0 0 0 . . 0:
Old : 27: 16 14 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 71.6 80.8 90.4 57.9 69.4 74.8 80.2
Old : 59.7 71.6 80.8 90.4 57.9 69.4 74.8 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 300,896: 199,864 288,000 76,192 0 10,112 7,096 0 0 4,848 0 384: 2,400 2,400
Old : 300,896: 199,864 288,000 76,192 0 10,112 7,096 0 0 4,848 0 384: 2,400 2,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -1,968: -6,256 2,712 8,968 0 -4,680 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 95.7 25.3 0.0 3.4 2.4 0.0 0.0 1.6 0.0 0.1: 0.8 0.8
Old : 100.0: 66.4 95.7 25.3 0.0 3.4 2.4 0.0 0.0 1.6 0.0 0.1: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 43.3 74.9 67.3 89.1 39.5 62.8 59.4 73.3
Old : 43.3 74.9 67.3 89.1 39.5 62.8 59.4 73.3
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,298: 6,334 5,595 90 1,243 127 1,135 0 87 336 1,057 147: 42 42
Old : 8,298: 6,334 5,595 90 1,243 127 1,135 0 87 336 1,057 147: 42 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 21: 21 0 0 21 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 67.4 1.1 15.0 1.5 13.7 0.0 1.0 4.0 12.7 1.8: 0.5 0.5
Old : 100.0: 76.3 67.4 1.1 15.0 1.5 13.7 0.0 1.0 4.0 12.7 1.8: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 39.3 64.2 68.0 83.7 39.3 59.1 64.4 71.0
Old : 39.3 64.2 68.0 83.7 39.3 59.1 64.4 71.0
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,785: 5,455 6,235 0 2,190 60 1,800 0 0 1,350 0 0: 120 300
Old : 8,785: 5,455 6,235 0 2,190 60 1,800 0 0 1,350 0 0: 120 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 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: 62.1 71.0 0.0 24.9 0.7 20.5 0.0 0.0 15.4 0.0 0.0: 1.4 3.4
Old : 100.0: 62.1 71.0 0.0 24.9 0.7 20.5 0.0 0.0 15.4 0.0 0.0: 1.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 14 0 . . . 0 0 . 0 0:
Old : 23: 10 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 : 47.0 58.3 78.3 80.6 44.4 48.5 71.4 62.0
Old : 47.0 58.3 78.3 80.6 44.4 48.5 71.4 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,540: 7,880 7,775 0 1,205 1,325 250 0 50 925 475 530: 580 180
Old : 11,540: 7,880 7,775 0 1,205 1,325 250 0 50 925 475 530: 580 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -50: -50 -150 0 0 0 0 0 0 -100 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 67.4 0.0 10.4 11.5 2.2 0.0 0.4 8.0 4.1 4.6: 5.0 1.6
Old : 100.0: 68.3 67.4 0.0 10.4 11.5 2.2 0.0 0.4 8.0 4.1 4.6: 5.0 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 : 21: 12 12 0 . . . 0 . . . .:
Old : 21: 12 12 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 68.8 79.7 84.8 28.3 33.4 41.0 44.2
Old : 54.8 68.8 79.7 84.8 28.3 33.4 41.0 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,953: 28,463 31,173 3,625 160 2,975 0 75 0 250 1,400 50: 590 120
Old : 35,953: 28,463 31,173 3,625 160 2,975 0 75 0 250 1,400 50: 590 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 804: 1,934 709 -965 160 -115 0 0 0 -100 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 86.7 10.1 0.4 8.3 0.0 0.2 0.0 0.7 3.9 0.1: 1.6 0.3
Old : 100.0: 79.2 86.7 10.1 0.4 8.3 0.0 0.2 0.0 0.7 3.9 0.1: 1.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 19 . . . 0 . 0 . . .:
Old : 35: 19 19 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 74.5 71.2 87.8 47.8 73.0 66.0 80.5
Old : 48.6 74.5 71.2 87.8 47.8 73.0 66.0 80.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,401: 21,916 21,296 1,975 4,190 1,685 25 0 0 1,560 150 0: 240 80
Old : 27,401: 21,916 21,296 1,975 4,190 1,685 25 0 0 1,560 150 0: 240 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,279: 2,554 1,379 -1,175 900 0 0 0 0 900 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 77.7 7.2 15.3 6.1 0.1 0.0 0.0 5.7 0.5 0.0: 0.9 0.3
Old : 100.0: 80.0 77.7 7.2 15.3 6.1 0.1 0.0 0.0 5.7 0.5 0.0: 0.9 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 : 31: 22 20 . . . . 0 0 . . 0:
Old : 31: 22 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 : 45.3 69.4 66.8 87.5 42.5 57.5 56.8 66.5
Old : 45.3 69.4 66.8 87.5 42.5 57.5 56.8 66.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,748: 15,966 14,418 2,396 2,548 1,853 0 210 0 0 960 147: 386 612
Old : 20,748: 15,966 14,418 2,396 2,548 1,853 0 210 0 0 960 147: 386 612
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 336: 228 573 212 -254 -42 0 0 0 0 123 0: -62 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 69.5 11.5 12.3 8.9 0.0 1.0 0.0 0.0 4.6 0.7: 1.9 2.9
Old : 100.0: 77.0 69.5 11.5 12.3 8.9 0.0 1.0 0.0 0.0 4.6 0.7: 1.9 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 : 32: 21 20 . . . 0 . 0 0 . .:
Old : 32: 21 20 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 54.2 68.4 76.8 36.4 45.9 56.9 61.3
Old : 41.5 54.2 68.4 76.8 36.4 45.9 56.9 61.3
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 54,224: 47,674 44,484 1,226 2,250 2,346 0 222 0 1,541 3,321 1,413: 24 188
Old : 54,224: 47,674 44,484 1,226 2,250 2,346 0 222 0 1,541 3,321 1,413: 24 188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 472: 272 427 0 -245 45 0 0 0 370 461 -219: 4 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 82.0 2.3 4.1 4.3 0.0 0.4 0.0 2.8 6.1 2.6: 0.0 0.3
Old : 100.0: 87.9 82.0 2.3 4.1 4.3 0.0 0.4 0.0 2.8 6.1 2.6: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 29 23 . . 4 0 . 0 . . .:
Old : 42: 29 23 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 45.0 67.1 71.0 43.2 43.7 62.9 65.5
Old : 45.9 45.0 67.1 71.0 43.2 43.7 62.9 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,324: 61,046 51,263 5,049 3,007 1,499 422 416 0 1,767 13,605 476: 65 58
Old : 70,324: 61,046 51,263 5,049 3,007 1,499 422 416 0 1,767 13,605 476: 65 58
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 546: 447 73 45 -625 -30 100 30 0 158 1,275 -187: 13 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 72.9 7.2 4.3 2.1 0.6 0.6 0.0 2.5 19.3 0.7: 0.1 0.1
Old : 100.0: 86.8 72.9 7.2 4.3 2.1 0.6 0.6 0.0 2.5 19.3 0.7: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 33 29 . . . . . 0 5 4 4:
Old : 56: 33 29 . . . . . 0 5 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 45.3 57.2 66.8 37.9 43.1 54.2 59.5
Old : 38.3 45.3 57.2 66.8 37.9 43.1 54.2 59.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,615: 36,650 42,725 8,890 3,500 1,390 0 0 0 665 0 0: 20 0
Old : 47,615: 36,650 42,725 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 20, 2016 :
: 350: 350 350 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 89.7 18.7 7.4 2.9 0.0 0.0 0.0 1.4 0.0 0.0: 0.0 0.0
Old : 100.0: 77.0 89.7 18.7 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 : 54.5 98.3 79.3 99.7 52.0 94.6 76.8 94.7
Old : 54.5 98.3 79.3 99.7 52.0 94.6 76.8 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,585: 40,845 46,660 10,925 6,295 630 0 0 0 1,165 0 0: 20 0
Old : 53,585: 40,845 46,660 10,925 6,295 630 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 20, 2016 :
: 170: 220 120 0 100 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 87.1 20.4 11.7 1.2 0.0 0.0 0.0 2.2 0.0 0.0: 0.0 0.0
Old : 100.0: 76.2 87.1 20.4 11.7 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 : 55.6 94.7 78.8 98.6 54.5 93.2 77.6 94.7
Old : 55.6 94.7 78.8 98.6 54.5 93.2 77.6 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 320,071: 223,903 274,458 25,600 13,070 12,727 0 1,632 0 53,946 14,289 3,895: 0 0
Old : 320,071: 223,903 274,458 25,600 13,070 12,727 0 1,632 0 53,946 14,289 3,895: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,609: 4,704 393 0 0 0 0 816 0 -3,495 0 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 85.7 8.0 4.1 4.0 0.0 0.5 0.0 16.9 4.5 1.2: 0.0 0.0
Old : 100.0: 70.0 85.7 8.0 4.1 4.0 0.0 0.5 0.0 16.9 4.5 1.2: 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 : 42: 24 26 . . . 0 . 0 . . .:
Old : 42: 24 26 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 47.5 75.5 67.8 47.9 46.5 64.8 64.1
Old : 52.3 47.5 75.5 67.8 47.9 46.5 64.8 64.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,192: 18,934 21,330 767 300 975 157 898 834 3,923 1,229 540: 62 85
Old : 26,192: 18,934 21,330 767 300 975 157 898 834 3,923 1,229 540: 62 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 186: 22 216 -35 70 -28 0 182 -19 542 40 -275: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 81.4 2.9 1.1 3.7 0.6 3.4 3.2 15.0 4.7 2.1: 0.2 0.3
Old : 100.0: 72.3 81.4 2.9 1.1 3.7 0.6 3.4 3.2 15.0 4.7 2.1: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 20 29 . . . . . . . . 5:
Old : 44: 20 29 . . . . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 45.1 74.4 60.1 47.8 44.7 64.6 57.6
Old : 53.4 45.1 74.4 60.1 47.8 44.7 64.6 57.6
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,833: 23,826 36,552 8,893 0 0 77 50 0 3,935 129 102: 0 0
Old : 36,833: 23,826 36,552 8,893 0 0 77 50 0 3,935 129 102: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 744: 98 692 52 0 0 0 0 0 542 0 52: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 99.2 24.1 0.0 0.0 0.2 0.1 0.0 10.7 0.4 0.3: 0.0 0.0
Old : 100.0: 64.7 99.2 24.1 0.0 0.0 0.2 0.1 0.0 10.7 0.4 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 14 . 0 0 . . 0 . . .:
Old : 31: 13 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 : 67.4 80.2 90.1 94.9 66.3 70.9 73.5 75.5
Old : 67.4 80.2 90.1 94.9 66.3 70.9 73.5 75.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 290,126: 230,281 230,709 44,369 25,132 13,900 1,576 19,184 0 0 1,201 0: 0 0
Old : 290,126: 230,281 230,709 44,369 25,132 13,900 1,576 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 20, 2016 :
: -408: -408 -408 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 79.5 15.3 8.7 4.8 0.5 6.6 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 79.4 79.5 15.3 8.7 4.8 0.5 6.6 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: 17 14 . . . . . 0 0 . 0:
Old : 29: 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 : 67.9 60.5 83.6 80.8 58.6 49.3 69.1 67.1
Old : 67.9 60.5 83.6 80.8 58.6 49.3 69.1 67.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,717: 15,957 17,367 2,898 404 465 334 1,018 0 0 0 0: 63 463
Old : 19,717: 15,957 17,367 2,898 404 465 334 1,018 0 0 0 0: 63 463
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 124: 166 124 0 42 -42 82 0 0 0 0 0: -82 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 88.1 14.7 2.0 2.4 1.7 5.2 0.0 0.0 0.0 0.0: 0.3 2.3
Old : 100.0: 80.9 88.1 14.7 2.0 2.4 1.7 5.2 0.0 0.0 0.0 0.0: 0.3 2.3
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: 15 16 . . . . . 0 0 0 0:
Old : 27: 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 : 67.3 68.8 83.2 85.5 61.0 62.4 72.9 72.2
Old : 67.3 68.8 83.2 85.5 61.0 62.4 72.9 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,862: 4,904 8,033 3,901 1,345 21 0 0 0 65 0 63: 908 400
Old : 9,862: 4,904 8,033 3,901 1,345 21 0 0 0 65 0 63: 908 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 81.5 39.6 13.6 0.2 0.0 0.0 0.0 0.7 0.0 0.6: 9.2 4.1
Old : 100.0: 49.7 81.5 39.6 13.6 0.2 0.0 0.0 0.0 0.7 0.0 0.6: 9.2 4.1
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 : 20: 12 11 . . . 0 0 0 . 0 .:
Old : 20: 12 11 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 75.4 78.5 93.8 58.8 72.6 76.2 85.5
Old : 58.8 75.4 78.5 93.8 58.8 72.6 76.2 85.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,574: 7,317 8,320 1,581 1,221 340 759 0 0 688 0 617: 272 1,076
Old : 11,574: 7,317 8,320 1,581 1,221 340 759 0 0 688 0 617: 272 1,076
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 84: 84 105 0 0 0 0 0 0 0 0 0: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 71.9 13.7 10.5 2.9 6.6 0.0 0.0 5.9 0.0 5.3: 2.4 9.3
Old : 100.0: 63.2 71.9 13.7 10.5 2.9 6.6 0.0 0.0 5.9 0.0 5.3: 2.4 9.3
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: 16 15 . . . . 0 0 . 0 .:
Old : 26: 16 15 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 50.9 78.2 73.4 46.8 48.3 62.0 60.1
Old : 59.7 50.9 78.2 73.4 46.8 48.3 62.0 60.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 129,304: 93,275 105,638 21,172 18,905 1,183 5,162 0 0 4,934 0 3,194: 384 384
Old : 129,304: 93,275 105,638 21,172 18,905 1,183 5,162 0 0 4,934 0 3,194: 384 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 408: 408 1,609 -408 -793 0 408 0 0 408 0 -408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 81.7 16.4 14.6 0.9 4.0 0.0 0.0 3.8 0.0 2.5: 0.3 0.3
Old : 100.0: 72.1 81.7 16.4 14.6 0.9 4.0 0.0 0.0 3.8 0.0 2.5: 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 : 28: 12 12 . . . . 0 0 . 0 .:
Old : 28: 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 : 60.8 64.1 79.6 84.7 56.6 62.8 71.0 80.4
Old : 60.8 64.1 79.6 84.7 56.6 62.8 71.0 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,282: 14,117 10,859 1,265 2,666 1,037 0 1,370 0 272 504 319: 272 527
Old : 17,282: 14,117 10,859 1,265 2,666 1,037 0 1,370 0 272 504 319: 272 527
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -112: -257 -195 -6 37 88 0 0 0 84 0 -42: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 62.8 7.3 15.4 6.0 0.0 7.9 0.0 1.6 2.9 1.8: 1.6 3.0
Old : 100.0: 81.7 62.8 7.3 15.4 6.0 0.0 7.9 0.0 1.6 2.9 1.8: 1.6 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 : 59.9 36.0 75.7 56.6 50.8 32.0 55.9 42.6
Old : 59.9 36.0 75.7 56.6 50.8 32.0 55.9 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 190,455: 159,488 111,680 15,971 55,229 13,820 0 8,558 408 768 760 0: 0 0
Old : 190,455: 159,488 111,680 15,971 55,229 13,820 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 20, 2016 :
: 4,714: 793 0 3,903 4,696 18 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 58.6 8.4 29.0 7.3 0.0 4.5 0.2 0.4 0.4 0.0: 0.0 0.0
Old : 100.0: 83.7 58.6 8.4 29.0 7.3 0.0 4.5 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 : 63.9 61.0 83.6 81.7 43.7 48.3 57.0 58.6
Old : 63.9 61.0 83.6 81.7 43.7 48.3 57.0 58.6
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,465: 8,295 9,845 1,835 0 75 0 100 200 0 225 0: 60 20
Old : 10,465: 8,295 9,845 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 20, 2016 :
: -150: -150 -150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 94.1 17.5 0.0 0.7 0.0 1.0 1.9 0.0 2.2 0.0: 0.6 0.2
Old : 100.0: 79.3 94.1 17.5 0.0 0.7 0.0 1.0 1.9 0.0 2.2 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 : 22: 13 12 . 0 . 0 . . 0 . 0:
Old : 22: 13 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 : 63.9 77.8 85.8 92.6 38.5 50.4 54.9 58.7
Old : 63.9 77.8 85.8 92.6 38.5 50.4 54.9 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,378: 13,591 21,680 6,464 0 4,860 0 4 1,224 2,239 610 0: 0 0
Old : 28,378: 13,591 21,680 6,464 0 4,860 0 4 1,224 2,239 610 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -20: 127 59 -248 0 -52 0 0 0 180 0 -27: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 76.4 22.8 0.0 17.1 0.0 0.0 4.3 7.9 2.1 0.0: 0.0 0.0
Old : 100.0: 47.9 76.4 22.8 0.0 17.1 0.0 0.0 4.3 7.9 2.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 16 . 0 . 0 . . . . 0:
Old : 30: 18 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 : 66.0 53.2 86.5 78.0 51.3 45.6 61.2 59.3
Old : 66.0 53.2 86.5 78.0 51.3 45.6 61.2 59.3
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 247,367: 139,896 160,982 32,360 7,090 75,111 0 0 0 0 4,184 0: 0 0
Old : 247,367: 139,896 160,982 32,360 7,090 75,111 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 20, 2016 :
: 11,277: 4,102 11,277 0 -7,175 7,175 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 65.1 13.1 2.9 30.4 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 56.6 65.1 13.1 2.9 30.4 0.0 0.0 0.0 0.0 1.7 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: 14 15 . . . 0 0 0 0 . 0:
Old : 23: 14 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 : 84.0 68.6 95.3 89.8 54.0 40.4 58.4 54.1
Old : 84.0 68.6 95.3 89.8 54.0 40.4 58.4 54.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,700: 9,590 6,400 150 2,400 0 0 1,880 0 400 0 0: 560 20
Old : 10,700: 9,590 6,400 150 2,400 0 0 1,880 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 20, 2016 :
: 0: 0 0 0 -300 0 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 59.8 1.4 22.4 0.0 0.0 17.6 0.0 3.7 0.0 0.0: 5.2 0.2
Old : 100.0: 89.6 59.8 1.4 22.4 0.0 0.0 17.6 0.0 3.7 0.0 0.0: 5.2 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 : 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 : 68.7 76.7 83.6 92.7 57.9 64.4 69.8 77.6
Old : 68.7 76.7 83.6 92.7 57.9 64.4 69.8 77.6
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,185: 9,990 6,660 220 2,305 155 0 1,880 0 205 0 155: 460 30
Old : 11,185: 9,990 6,660 220 2,305 155 0 1,880 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 20, 2016 :
: 105: 0 0 0 -300 105 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 59.5 2.0 20.6 1.4 0.0 16.8 0.0 1.8 0.0 1.4: 4.1 0.3
Old : 100.0: 89.3 59.5 2.0 20.6 1.4 0.0 16.8 0.0 1.8 0.0 1.4: 4.1 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 : 66.6 71.0 82.5 89.2 55.4 58.2 66.4 73.3
Old : 66.6 71.0 82.5 89.2 55.4 58.2 66.4 73.3
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 716,595: 427,861 387,614 5,559 70,660 98,450 4,922 21,025 33,499 41,735 2,748 102,599: 1,971 0
Old : 716,595: 427,861 387,614 5,559 70,660 98,450 4,922 21,025 33,499 41,735 2,748 102,599: 1,971 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -7,346: -4,165 -8,136 -66 7,722 -822 -906 -458 -354 1,369 -549 -2,941: 539 -1,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 54.1 0.8 9.9 13.7 0.7 2.9 4.7 5.8 0.4 14.3: 0.3 0.0
Old : 100.0: 59.7 54.1 0.8 9.9 13.7 0.7 2.9 4.7 5.8 0.4 14.3: 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 : 31: 17 16 . . . . . . 5 . 5:
Old : 31: 17 16 . . . . . . 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 59.1 81.4 88.0 19.9 26.6 24.6 28.5
Old : 61.4 59.1 81.4 88.0 19.9 26.6 24.6 28.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,310: 14,080 6,570 1,035 8,800 920 0 0 0 0 0 0: 275 20
Old : 16,310: 14,080 6,570 1,035 8,800 920 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 20, 2016 :
: 280: 280 0 -280 0 280 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 40.3 6.3 54.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 0.1
Old : 100.0: 86.3 40.3 6.3 54.0 5.6 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 : 24: 13 11 . . . 0 0 0 0 0 0:
Old : 24: 13 11 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 84.2 88.5 96.7 62.4 81.6 81.1 89.8
Old : 66.1 84.2 88.5 96.7 62.4 81.6 81.1 89.8
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,041: 12,926 14,341 3,325 2,530 3,120 500 0 50 0 0 0: 120 0
Old : 20,041: 12,926 14,341 3,325 2,530 3,120 500 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 20, 2016 :
: 145: 1,690 -810 -2,800 0 955 300 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 71.6 16.6 12.6 15.6 2.5 0.0 0.2 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 64.5 71.6 16.6 12.6 15.6 2.5 0.0 0.2 0.0 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 14 . . 4 . 0 . 0 0 0:
Old : 30: 15 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 : 65.4 74.5 83.7 89.5 46.3 60.8 62.6 68.2
Old : 65.4 74.5 83.7 89.5 46.3 60.8 62.6 68.2
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,232: 10,070 8,967 785 2,555 2,660 400 0 50 0 0 0: 267 0
Old : 14,232: 10,070 8,967 785 2,555 2,660 400 0 50 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 20, 2016 :
: 408: 1,428 -547 -2,275 0 955 250 -50 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 63.0 5.5 18.0 18.7 2.8 0.0 0.4 0.0 0.0 0.0: 1.9 0.0
Old : 100.0: 70.8 63.0 5.5 18.0 18.7 2.8 0.0 0.4 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 : 28: 14 14 . . . . 0 . 0 0 0:
Old : 28: 14 14 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 69.0 82.0 84.9 40.6 42.5 53.2 54.1
Old : 60.3 69.0 82.0 84.9 40.6 42.5 53.2 54.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,805: 13,215 18,625 5,715 60 475 0 475 0 0 0 0: 400 170
Old : 19,805: 13,215 18,625 5,715 60 475 0 475 0 0 0 0: 400 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 25: 25 0 0 0 0 0 25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 94.0 28.9 0.3 2.4 0.0 2.4 0.0 0.0 0.0 0.0: 2.0 0.9
Old : 100.0: 66.7 94.0 28.9 0.3 2.4 0.0 2.4 0.0 0.0 0.0 0.0: 2.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 12 . . . 0 . 0 0 0 0:
Old : 24: 11 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 : 71.6 82.0 92.8 91.6 68.6 81.7 87.7 89.3
Old : 71.6 82.0 92.8 91.6 68.6 81.7 87.7 89.3
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,115: 12,325 15,880 3,910 50 1,515 0 365 25 0 190 75: 265 15
Old : 18,115: 12,325 15,880 3,910 50 1,515 0 365 25 0 190 75: 265 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 660: 125 175 350 0 160 0 290 25 0 50 0: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 87.7 21.6 0.3 8.4 0.0 2.0 0.1 0.0 1.0 0.4: 1.5 0.1
Old : 100.0: 68.0 87.7 21.6 0.3 8.4 0.0 2.0 0.1 0.0 1.0 0.4: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 9 . . . 0 . . 0 . .:
Old : 24: 14 9 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 82.6 88.0 96.8 59.8 69.0 70.6 74.6
Old : 70.8 82.6 88.0 96.8 59.8 69.0 70.6 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,282: 13,022 16,407 3,055 50 2,355 50 340 50 410 0 65: 275 15
Old : 19,282: 13,022 16,407 3,055 50 2,355 50 340 50 410 0 65: 275 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 680: 50 200 350 0 180 50 265 50 -25 0 25: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 85.1 15.8 0.3 12.2 0.3 1.8 0.3 2.1 0.0 0.3: 1.4 0.1
Old : 100.0: 67.5 85.1 15.8 0.3 12.2 0.3 1.8 0.3 2.1 0.0 0.3: 1.4 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: 14 8 . . . . . . . 0 .:
Old : 23: 14 8 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 88.9 83.9 97.9 51.9 75.1 67.2 78.4
Old : 65.8 88.9 83.9 97.9 51.9 75.1 67.2 78.4
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,719: 85,730 88,377 3,107 2,660 12,707 2,240 100 30 1,575 1,395 315: 15 135
Old : 105,719: 85,730 88,377 3,107 2,660 12,707 2,240 100 30 1,575 1,395 315: 15 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 5,737: 3,810 4,780 -63 -1,033 1,690 275 0 0 -150 125 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 83.6 2.9 2.5 12.0 2.1 0.1 0.0 1.5 1.3 0.3: 0.0 0.1
Old : 100.0: 81.1 83.6 2.9 2.5 12.0 2.1 0.1 0.0 1.5 1.3 0.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 33 31 4 . 5 . . . . . .:
Old : 52: 33 31 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 : 45.6 50.9 65.1 75.1 40.7 43.2 51.5 57.5
Old : 45.6 50.9 65.1 75.1 40.7 43.2 51.5 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 122,069: 95,749 101,814 9,577 2,405 11,805 2,930 2,430 1,125 500 1,972 368: 15 150
Old : 122,069: 95,749 101,814 9,577 2,405 11,805 2,930 2,430 1,125 500 1,972 368: 15 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 6,225: 4,082 5,615 1,570 -570 390 200 400 0 -200 202 183: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 83.4 7.8 2.0 9.7 2.4 2.0 0.9 0.4 1.6 0.3: 0.0 0.1
Old : 100.0: 78.4 83.4 7.8 2.0 9.7 2.4 2.0 0.9 0.4 1.6 0.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 40 35 4 . 4 . . . . 5 4:
Old : 60: 40 35 4 . 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 : 46.7 52.6 61.9 74.2 39.2 50.7 51.1 61.7
Old : 46.7 52.6 61.9 74.2 39.2 50.7 51.1 61.7
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 184,228: 124,703 137,977 26,911 4,792 11,190 5,415 8,425 5,722 4,455 10,327 5,606: 226 190
Old : 184,228: 124,703 137,977 26,911 4,792 11,190 5,415 8,425 5,722 4,455 10,327 5,606: 226 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,064: 678 1,001 47 -2,555 2,114 -198 808 -244 -1,064 238 578: 153 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 74.9 14.6 2.6 6.1 2.9 4.6 3.1 2.4 5.6 3.0: 0.1 0.1
Old : 100.0: 67.7 74.9 14.6 2.6 6.1 2.9 4.6 3.1 2.4 5.6 3.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 74: 39 42 4 . 5 . 4 . 5 10 10:
Old : 74: 39 42 4 . 5 . 4 . 5 10 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 : 38.6 58.9 53.9 69.8 36.3 48.9 51.0 56.2
Old : 38.6 58.9 53.9 69.8 36.3 48.9 51.0 56.2
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 129,052: 105,782 108,538 6,342 6,808 6,300 5,922 351 2,488 1,535 3,937 295: 388 335
Old : 129,052: 105,782 108,538 6,342 6,808 6,300 5,922 351 2,488 1,535 3,937 295: 388 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 4,143: 2,578 3,613 645 -100 355 250 0 0 0 -50 -10: 325 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 84.1 4.9 5.3 4.9 4.6 0.3 1.9 1.2 3.1 0.2: 0.3 0.3
Old : 100.0: 82.0 84.1 4.9 5.3 4.9 4.6 0.3 1.9 1.2 3.1 0.2: 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 : 52: 35 29 . . 4 . . . . 4 .:
Old : 52: 35 29 . . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 62.7 52.5 77.8 27.7 52.2 45.8 61.4
Old : 31.0 62.7 52.5 77.8 27.7 52.2 45.8 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,100: 31,275 25,190 1,525 8,030 2,745 770 1,025 0 665 0 110: 10 0
Old : 37,100: 31,275 25,190 1,525 8,030 2,745 770 1,025 0 665 0 110: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 815: 795 1,520 -225 -1,175 475 0 0 0 -225 0 -5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 67.9 4.1 21.6 7.4 2.1 2.8 0.0 1.8 0.0 0.3: 0.0 0.0
Old : 100.0: 84.3 67.9 4.1 21.6 7.4 2.1 2.8 0.0 1.8 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 : 28: 21 12 . . . . . 0 . 0 .:
Old : 28: 21 12 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 89.9 76.5 98.0 58.1 81.5 71.6 84.9
Old : 60.3 89.9 76.5 98.0 58.1 81.5 71.6 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,325: 26,975 26,935 850 1,405 4,660 0 220 30 735 0 75: 0 0
Old : 33,325: 26,975 26,935 850 1,405 4,660 0 220 30 735 0 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,375: 900 1,575 -275 -1,225 1,050 0 0 0 -275 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 80.8 2.6 4.2 14.0 0.0 0.7 0.1 2.2 0.0 0.2: 0.0 0.0
Old : 100.0: 80.9 80.8 2.6 4.2 14.0 0.0 0.7 0.1 2.2 0.0 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 : 29: 21 11 . . . 0 . . . 0 .:
Old : 29: 21 11 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 91.8 80.7 98.3 57.3 76.6 69.2 78.5
Old : 61.3 91.8 80.7 98.3 57.3 76.6 69.2 78.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 35,475: 29,445 26,170 35 4,819 4,161 1,000 0 250 200 0 0: 384 75
Old : 35,475: 29,445 26,170 35 4,819 4,161 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 20, 2016 :
: 1,045: 165 230 -10 225 680 0 0 0 0 0 0: 210 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 73.8 0.1 13.6 11.7 2.8 0.0 0.7 0.6 0.0 0.0: 1.1 0.2
Old : 100.0: 83.0 73.8 0.1 13.6 11.7 2.8 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 : 36: 26 24 . . . . 0 . . 0 0:
Old : 36: 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 : 46.9 56.0 63.0 78.5 39.8 50.6 52.7 63.2
Old : 46.9 56.0 63.0 78.5 39.8 50.6 52.7 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,996: 14,291 14,246 990 1,740 1,890 600 0 0 225 0 0: 0 120
Old : 17,996: 14,291 14,246 990 1,740 1,890 600 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 20, 2016 :
: 2,390: 2,090 1,540 -600 -50 900 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 79.2 5.5 9.7 10.5 3.3 0.0 0.0 1.3 0.0 0.0: 0.0 0.7
Old : 100.0: 79.4 79.2 5.5 9.7 10.5 3.3 0.0 0.0 1.3 0.0 0.0: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 17 . . . . 0 0 . 0 0:
Old : 27: 19 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 : 44.0 63.7 64.1 84.2 30.5 52.5 45.5 57.4
Old : 44.0 63.7 64.1 84.2 30.5 52.5 45.5 57.4
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 258,220: 184,894 148,883 0 53,934 50,803 18,229 0 3,797 0 382 406: 92 16
Old : 258,220: 184,894 148,883 0 53,934 50,803 18,229 0 3,797 0 382 406: 92 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,487: -1,861 5,270 0 -7,137 3,303 75 0 5 -15 67 -28: 8 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 57.7 0.0 20.9 19.7 7.1 0.0 1.5 0.0 0.1 0.2: 0.0 0.0
Old : 100.0: 71.6 57.7 0.0 20.9 19.7 7.1 0.0 1.5 0.0 0.1 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 15 0 . . . 0 . 0 . .:
Old : 30: 20 15 0 . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 79.6 83.3 93.4 26.5 35.5 32.7 37.4
Old : 53.9 79.6 83.3 93.4 26.5 35.5 32.7 37.4
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,945,107: 2,176,368 1,462,900 0 1,086,458 353,639 388,850 0 26,250 0 15,860 0: 0 0
Old : 2,945,107: 2,176,368 1,462,900 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 20, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 49.7 0.0 36.9 12.0 13.2 0.0 0.9 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 73.9 49.7 0.0 36.9 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 : 61.0 84.5 82.3 91.9 49.6 60.1 61.0 64.4
Old : 61.0 84.5 82.3 91.9 49.6 60.1 61.0 64.4
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,568: 31,091 34,912 938 1,005 12,651 3,825 0 0 0 0 0: 63 0
Old : 48,568: 31,091 34,912 938 1,005 12,651 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 20, 2016 :
: 315: 315 0 -315 0 315 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 71.9 1.9 2.1 26.0 7.9 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 64.0 71.9 1.9 2.1 26.0 7.9 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 : 56.7 63.1 82.5 90.0 24.1 33.4 32.4 36.8
Old : 56.7 63.1 82.5 90.0 24.1 33.4 32.4 36.8
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 999,658: 688,649 785,322 161,395 64,722 149,614 0 0 0 0 0 0: 0 0
Old : 999,658: 688,649 785,322 161,395 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 20, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 78.6 16.1 6.5 15.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 68.9 78.6 16.1 6.5 15.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . 0 0 0 0 0 0:
Old : 20: 12 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 77.8 84.0 96.4 39.7 61.2 55.8 64.0
Old : 62.4 77.8 84.0 96.4 39.7 61.2 55.8 64.0
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,328: 10,176 2,848 480 8,480 0 640 0 0 0 0 0: 32 0
Old : 11,328: 10,176 2,848 480 8,480 0 640 0 0 0 0 0: 32 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,004: 18,898 17,420 2,163 4,425 2,464 160 1,395 0 2,426 574 726: 167 0
Old : 27,004: 18,898 17,420 2,163 4,425 2,464 160 1,395 0 2,426 574 726: 167 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 97: 22 177 -235 -245 145 0 0 0 138 0 20: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 64.5 8.0 16.4 9.1 0.6 5.2 0.0 9.0 2.1 2.7: 0.6 0.0
Old : 100.0: 70.0 64.5 8.0 16.4 9.1 0.6 5.2 0.0 9.0 2.1 2.7: 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: 25 20 . . 4 . . 0 4 . .:
Old : 40: 25 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 : 44.7 45.1 68.8 68.3 39.2 42.7 56.1 63.5
Old : 44.7 45.1 68.8 68.3 39.2 42.7 56.1 63.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,834: 17,035 16,724 1,404 3,795 906 510 0 0 1,671 0 89: 219 320
Old : 21,834: 17,035 16,724 1,404 3,795 906 510 0 0 1,671 0 89: 219 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 91: -340 35 131 25 -5 0 0 0 265 0 36: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 76.6 6.4 17.4 4.1 2.3 0.0 0.0 7.7 0.0 0.4: 1.0 1.5
Old : 100.0: 78.0 76.6 6.4 17.4 4.1 2.3 0.0 0.0 7.7 0.0 0.4: 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 : 46.4 49.5 70.2 70.8 41.0 49.4 57.1 65.2
Old : 46.4 49.5 70.2 70.8 41.0 49.4 57.1 65.2
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,243: 32,969 17,612 841 14,216 160 0 3,102 615 1,845 1,011 515: 298 12
Old : 37,243: 32,969 17,612 841 14,216 160 0 3,102 615 1,845 1,011 515: 298 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 720: 1,191 216 -390 200 55 0 90 -15 -45 224 -50: -26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 47.3 2.3 38.2 0.4 0.0 8.3 1.7 5.0 2.7 1.4: 0.8 0.0
Old : 100.0: 88.5 47.3 2.3 38.2 0.4 0.0 8.3 1.7 5.0 2.7 1.4: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 26 24 . . . 0 . . . . 4:
Old : 42: 26 24 . . . 0 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 48.5 74.6 72.1 54.0 46.5 64.7 68.5
Old : 61.7 48.5 74.6 72.1 54.0 46.5 64.7 68.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,522: 20,786 15,280 10 6,083 2,094 160 0 30 0 35 0: 442 0
Old : 23,522: 20,786 15,280 10 6,083 2,094 160 0 30 0 35 0: 442 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 181: 207 6 0 205 -30 0 0 0 0 0 0: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 65.0 0.0 25.9 8.9 0.7 0.0 0.1 0.0 0.1 0.0: 1.9 0.0
Old : 100.0: 88.4 65.0 0.0 25.9 8.9 0.7 0.0 0.1 0.0 0.1 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 : 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 : 55.9 50.9 72.9 80.2 39.7 39.2 53.1 58.5
Old : 55.9 50.9 72.9 80.2 39.7 39.2 53.1 58.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,391: 17,358 19,970 5,584 830 2,050 0 1,180 0 0 1,105 256: 143 0
Old : 25,391: 17,358 19,970 5,584 830 2,050 0 1,180 0 0 1,105 256: 143 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 746: 247 1,039 661 -85 -245 0 0 0 0 -23 60: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 78.6 22.0 3.3 8.1 0.0 4.6 0.0 0.0 4.4 1.0: 0.6 0.0
Old : 100.0: 68.4 78.6 22.0 3.3 8.1 0.0 4.6 0.0 0.0 4.4 1.0: 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: 18 13 4 . . 0 . 0 0 . .:
Old : 28: 18 13 4 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 57.0 76.9 76.3 51.3 51.8 70.9 67.5
Old : 51.8 57.0 76.9 76.3 51.3 51.8 70.9 67.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,599: 13,230 12,730 1,124 1,717 740 0 100 0 129 100 0: 376 212
Old : 15,599: 13,230 12,730 1,124 1,717 740 0 100 0 129 100 0: 376 212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 265: 445 753 -170 -778 170 0 0 0 0 0 0: -180 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 81.6 7.2 11.0 4.7 0.0 0.6 0.0 0.8 0.6 0.0: 2.4 1.4
Old : 100.0: 84.8 81.6 7.2 11.0 4.7 0.0 0.6 0.0 0.8 0.6 0.0: 2.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 12 . . 4 0 . 0 . . 0:
Old : 26: 15 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 : 59.9 67.8 81.7 84.5 59.7 66.0 79.5 80.7
Old : 59.9 67.8 81.7 84.5 59.7 66.0 79.5 80.7
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,098: 34,004 28,464 1,075 6,494 1,585 100 300 0 0 200 0: 334 55
Old : 37,098: 34,004 28,464 1,075 6,494 1,585 100 300 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 20, 2016 :
: -20: -760 -595 15 -150 725 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 76.7 2.9 17.5 4.3 0.3 0.8 0.0 0.0 0.5 0.0: 0.9 0.1
Old : 100.0: 91.7 76.7 2.9 17.5 4.3 0.3 0.8 0.0 0.0 0.5 0.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 29 25 . . . . . 0 0 . 0:
Old : 38: 29 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 : 44.0 52.5 64.1 71.8 41.6 47.0 57.3 61.1
Old : 44.0 52.5 64.1 71.8 41.6 47.0 57.3 61.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 16,976: 13,714 13,593 1,005 1,775 1,315 0 0 0 496 150 6: 440 137
Old : 16,976: 13,714 13,593 1,005 1,775 1,315 0 0 0 496 150 6: 440 137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 758: 330 1,585 0 -1,200 380 0 0 0 60 0 -12: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 80.1 5.9 10.5 7.7 0.0 0.0 0.0 2.9 0.9 0.0: 2.6 0.8
Old : 100.0: 80.8 80.1 5.9 10.5 7.7 0.0 0.0 0.0 2.9 0.9 0.0: 2.6 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: 18 16 . . . 0 0 0 . . .:
Old : 26: 18 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 : 38.6 77.1 60.2 90.8 35.8 64.7 55.1 72.9
Old : 38.6 77.1 60.2 90.8 35.8 64.7 55.1 72.9
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 14,274: 10,880 9,794 620 2,698 1,735 0 0 0 1,001 0 18: 20 29
Old : 14,274: 10,880 9,794 620 2,698 1,735 0 0 0 1,001 0 18: 20 29
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 785: 365 1,320 0 -900 360 0 0 0 60 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 68.6 4.3 18.9 12.2 0.0 0.0 0.0 7.0 0.0 0.1: 0.1 0.2
Old : 100.0: 76.2 68.6 4.3 18.9 12.2 0.0 0.0 0.0 7.0 0.0 0.1: 0.1 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 : 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 : 38.2 75.0 62.6 89.0 34.5 56.7 53.7 65.6
Old : 38.2 75.0 62.6 89.0 34.5 56.7 53.7 65.6
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,438: 32,424 35,834 6,175 2,660 1,375 0 0 0 0 50 0: 3,464 3,519
Old : 43,438: 32,424 35,834 6,175 2,660 1,375 0 0 0 0 50 0: 3,464 3,519
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 100: -400 0 400 0 0 0 0 0 0 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 82.5 14.2 6.1 3.2 0.0 0.0 0.0 0.0 0.1 0.0: 8.0 8.1
Old : 100.0: 74.6 82.5 14.2 6.1 3.2 0.0 0.0 0.0 0.0 0.1 0.0: 8.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.0 46.3 87.2 75.9 72.2 41.3 77.5 65.6
Old : 73.0 46.3 87.2 75.9 72.2 41.3 77.5 65.6
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,299: 29,588 31,363 5,170 3,420 850 0 0 0 0 0 0: 3,691 3,666
Old : 39,299: 29,588 31,363 5,170 3,420 850 0 0 0 0 0 0: 3,691 3,666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 250: -400 0 400 0 0 0 0 0 0 0 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 79.8 13.2 8.7 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 9.4 9.3
Old : 100.0: 75.3 79.8 13.2 8.7 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 9.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 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 : 73.0 44.3 86.8 75.9 71.9 39.7 75.3 67.5
Old : 73.0 44.3 86.8 75.9 71.9 39.7 75.3 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,430: 24,200 7,130 4,900 0 355 0 13,375 150 0 9,475 75: 2,750 1,870
Old : 32,430: 24,200 7,130 4,900 0 355 0 13,375 150 0 9,475 75: 2,750 1,870
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,150: 550 550 600 0 0 0 600 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 22.0 15.1 0.0 1.1 0.0 41.2 0.5 0.0 29.2 0.2: 8.5 5.8
Old : 100.0: 74.6 22.0 15.1 0.0 1.1 0.0 41.2 0.5 0.0 29.2 0.2: 8.5 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 : 24: 15 10 . 0 . 0 . . 0 . .:
Old : 24: 15 10 . 0 . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 76.4 81.5 86.1 54.6 71.1 68.5 77.6
Old : 65.6 76.4 81.5 86.1 54.6 71.1 68.5 77.6
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,450: 21,140 7,200 1,660 0 1,175 0 12,320 620 0 4,030 25: 2,830 2,080
Old : 27,450: 21,140 7,200 1,660 0 1,175 0 12,320 620 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 20, 2016 :
: 1,230: 480 480 450 0 150 0 450 150 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 26.2 6.0 0.0 4.3 0.0 44.9 2.3 0.0 14.7 0.1: 10.3 7.6
Old : 100.0: 77.0 26.2 6.0 0.0 4.3 0.0 44.9 2.3 0.0 14.7 0.1: 10.3 7.6
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 : 22: 12 11 . 0 . 0 . . 0 . .:
Old : 22: 12 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 : 64.4 70.4 78.3 82.1 49.5 60.8 59.3 68.3
Old : 64.4 70.4 78.3 82.1 49.5 60.8 59.3 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,243: 15,114 19,570 2,296 225 3,056 1,040 50 635 2,475 1,080 300: 1,327 1,327
Old : 26,243: 15,114 19,570 2,296 225 3,056 1,040 50 635 2,475 1,080 300: 1,327 1,327
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,010: 1,830 35 -1,145 25 790 -300 0 0 0 325 -100: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 74.6 8.7 0.9 11.6 4.0 0.2 2.4 9.4 4.1 1.1: 5.1 5.1
Old : 100.0: 57.6 74.6 8.7 0.9 11.6 4.0 0.2 2.4 9.4 4.1 1.1: 5.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 9 . . . . . . . . .:
Old : 28: 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 : 52.7 80.4 79.3 91.1 41.2 69.9 65.0 73.3
Old : 52.7 80.4 79.3 91.1 41.2 69.9 65.0 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,386: 12,402 16,396 1,332 0 3,068 1,415 100 210 2,475 1,255 250: 1,234 1,107
Old : 22,386: 12,402 16,396 1,332 0 3,068 1,415 100 210 2,475 1,255 250: 1,234 1,107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,505: 2,085 415 -945 0 815 -300 0 0 0 425 -75: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 73.2 6.0 0.0 13.7 6.3 0.4 0.9 11.1 5.6 1.1: 5.5 4.9
Old : 100.0: 55.4 73.2 6.0 0.0 13.7 6.3 0.4 0.9 11.1 5.6 1.1: 5.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.5 82.3 79.7 93.3 40.8 70.9 64.7 73.2
Old : 52.5 82.3 79.7 93.3 40.8 70.9 64.7 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,590: 23,415 16,735 7,575 700 2,910 0 14,225 0 950 850 0: 740 170
Old : 35,590: 23,415 16,735 7,575 700 2,910 0 14,225 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 20, 2016 :
: 625: 175 25 525 0 -75 0 675 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 47.0 21.3 2.0 8.2 0.0 40.0 0.0 2.7 2.4 0.0: 2.1 0.5
Old : 100.0: 65.8 47.0 21.3 2.0 8.2 0.0 40.0 0.0 2.7 2.4 0.0: 2.1 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 : 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 : 77.5 87.8 92.1 96.2 68.9 82.4 83.1 89.2
Old : 77.5 87.8 92.1 96.2 68.9 82.4 83.1 89.2
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,380: 19,345 13,405 7,995 700 2,195 0 13,155 0 0 650 0: 845 275
Old : 30,380: 19,345 13,405 7,995 700 2,195 0 13,155 0 0 650 0: 845 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 25: 25 25 75 0 0 0 75 0 0 0 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 44.1 26.3 2.3 7.2 0.0 43.3 0.0 0.0 2.1 0.0: 2.8 0.9
Old : 100.0: 63.7 44.1 26.3 2.3 7.2 0.0 43.3 0.0 0.0 2.1 0.0: 2.8 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 : 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 : 77.7 89.6 93.4 96.7 69.9 84.7 85.3 90.2
Old : 77.7 89.6 93.4 96.7 69.9 84.7 85.3 90.2
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,820: 22,895 16,905 25 3,555 2,320 0 2,260 75 1,200 1,740 175: 1,130 790
Old : 27,820: 22,895 16,905 25 3,555 2,320 0 2,260 75 1,200 1,740 175: 1,130 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 100: 200 0 25 550 -125 0 -300 0 -50 -75 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 60.8 0.1 12.8 8.3 0.0 8.1 0.3 4.3 6.3 0.6: 4.1 2.8
Old : 100.0: 82.3 60.8 0.1 12.8 8.3 0.0 8.1 0.3 4.3 6.3 0.6: 4.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 10 . . . 0 . . . . .:
Old : 24: 13 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 75.7 86.0 92.4 56.3 63.5 68.3 71.9
Old : 63.5 75.7 86.0 92.4 56.3 63.5 68.3 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,915: 21,790 15,705 75 3,660 2,135 0 2,325 60 1,300 1,970 370: 1,185 690
Old : 26,915: 21,790 15,705 75 3,660 2,135 0 2,325 60 1,300 1,970 370: 1,185 690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,075: 1,050 0 75 900 -225 0 -325 0 -50 500 50: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 58.4 0.3 13.6 7.9 0.0 8.6 0.2 4.8 7.3 1.4: 4.4 2.6
Old : 100.0: 81.0 58.4 0.3 13.6 7.9 0.0 8.6 0.2 4.8 7.3 1.4: 4.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 9 . . . 0 . . . . .:
Old : 23: 12 9 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 79.2 86.0 92.8 59.2 65.9 71.1 75.1
Old : 64.8 79.2 86.0 92.8 59.2 65.9 71.1 75.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,249: 21,750 19,644 25 5,251 3,309 5,265 425 0 225 1,935 330: 1,345 1,355
Old : 32,249: 21,750 19,644 25 5,251 3,309 5,265 425 0 225 1,935 330: 1,345 1,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 350: -1,100 525 0 -1,450 1,195 50 0 0 0 -125 50: 155 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 60.9 0.1 16.3 10.3 16.3 1.3 0.0 0.7 6.0 1.0: 4.2 4.2
Old : 100.0: 67.4 60.9 0.1 16.3 10.3 16.3 1.3 0.0 0.7 6.0 1.0: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 12 . . . . . 0 . . .:
Old : 28: 18 12 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 74.6 76.0 90.1 52.7 62.4 65.5 76.1
Old : 58.6 74.6 76.0 90.1 52.7 62.4 65.5 76.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,530: 17,665 17,595 4,030 1,550 2,680 0 610 695 0 1,940 25: 1,435 1,435
Old : 26,530: 17,665 17,595 4,030 1,550 2,680 0 610 695 0 1,940 25: 1,435 1,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 500: -925 675 1,525 0 -60 0 0 0 0 -75 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 66.3 15.2 5.8 10.1 0.0 2.3 2.6 0.0 7.3 0.1: 5.4 5.4
Old : 100.0: 66.6 66.3 15.2 5.8 10.1 0.0 2.3 2.6 0.0 7.3 0.1: 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 : 29: 21 12 . . . 0 . . 0 . .:
Old : 29: 21 12 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 68.7 75.2 86.2 46.3 63.2 59.9 72.9
Old : 59.1 68.7 75.2 86.2 46.3 63.2 59.9 72.9
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 122,469: 64,404 107,574 8,890 675 8,016 25,665 0 165 10,105 870 445: 4,779 4,724
Old : 122,469: 64,404 107,574 8,890 675 8,016 25,665 0 165 10,105 870 445: 4,779 4,724
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,680: -925 1,920 1,545 -50 -145 1,225 0 25 50 0 40: -135 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 87.8 7.3 0.6 6.5 21.0 0.0 0.1 8.3 0.7 0.4: 3.9 3.9
Old : 100.0: 52.6 87.8 7.3 0.6 6.5 21.0 0.0 0.1 8.3 0.7 0.4: 3.9 3.9
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 : 42: 20 27 . . . . 0 . . . .:
Old : 42: 20 27 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 56.1 78.6 73.5 45.6 54.9 64.0 66.7
Old : 57.3 56.1 78.6 73.5 45.6 54.9 64.0 66.7
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 109,730: 57,574 93,485 3,048 2,215 8,790 28,385 0 150 6,720 0 0: 5,063 5,090
Old : 109,730: 57,574 93,485 3,048 2,215 8,790 28,385 0 150 6,720 0 0: 5,063 5,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,330: -1,125 2,770 2,620 0 -665 500 0 150 775 0 -25: -900 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 85.2 2.8 2.0 8.0 25.9 0.0 0.1 6.1 0.0 0.0: 4.6 4.6
Old : 100.0: 52.5 85.2 2.8 2.0 8.0 25.9 0.0 0.1 6.1 0.0 0.0: 4.6 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 : 39: 19 27 . . . . 0 . 4 0 0:
Old : 39: 19 27 . . . . 0 . 4 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 53.6 81.3 71.9 52.8 51.0 66.0 62.5
Old : 61.1 53.6 81.3 71.9 52.8 51.0 66.0 62.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,030: 18,260 19,490 1,295 200 1,385 0 75 100 250 0 0: 740 780
Old : 22,030: 18,260 19,490 1,295 200 1,385 0 75 100 250 0 0: 740 780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 100: 0 0 -50 0 0 0 50 0 100 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 88.5 5.9 0.9 6.3 0.0 0.3 0.5 1.1 0.0 0.0: 3.4 3.5
Old : 100.0: 82.9 88.5 5.9 0.9 6.3 0.0 0.3 0.5 1.1 0.0 0.0: 3.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 13 . . . 0 . . . 0 0:
Old : 26: 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 : 48.3 73.0 75.0 85.2 44.5 60.2 60.9 65.0
Old : 48.3 73.0 75.0 85.2 44.5 60.2 60.9 65.0
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,075: 14,555 16,060 1,460 590 595 0 225 0 900 0 0: 565 605
Old : 18,075: 14,555 16,060 1,460 590 595 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 20, 2016 :
: 100: 0 100 100 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 88.9 8.1 3.3 3.3 0.0 1.2 0.0 5.0 0.0 0.0: 3.1 3.3
Old : 100.0: 80.5 88.9 8.1 3.3 3.3 0.0 1.2 0.0 5.0 0.0 0.0: 3.1 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 : 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 : 50.0 77.0 72.0 89.8 43.4 67.7 60.6 75.2
Old : 50.0 77.0 72.0 89.8 43.4 67.7 60.6 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,965: 31,185 25,430 1,105 4,300 1,520 50 2,300 300 0 295 0: 3,805 3,820
Old : 37,965: 31,185 25,430 1,105 4,300 1,520 50 2,300 300 0 295 0: 3,805 3,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 350: 800 600 0 150 0 50 0 0 0 100 0: -500 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 67.0 2.9 11.3 4.0 0.1 6.1 0.8 0.0 0.8 0.0: 10.0 10.1
Old : 100.0: 82.1 67.0 2.9 11.3 4.0 0.1 6.1 0.8 0.0 0.8 0.0: 10.0 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 17 . . . . . . 0 . 0:
Old : 31: 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 : 62.1 42.6 77.4 67.1 60.1 39.9 69.7 59.7
Old : 62.1 42.6 77.4 67.1 60.1 39.9 69.7 59.7
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,870: 21,175 15,160 0 5,640 1,750 0 375 25 0 0 0: 2,920 2,920
Old : 25,870: 21,175 15,160 0 5,640 1,750 0 375 25 0 0 0: 2,920 2,920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 480: 435 -90 0 525 -125 0 0 0 0 0 0: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 58.6 0.0 21.8 6.8 0.0 1.4 0.1 0.0 0.0 0.0: 11.3 11.3
Old : 100.0: 81.9 58.6 0.0 21.8 6.8 0.0 1.4 0.1 0.0 0.0 0.0: 11.3 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 13 0 . . 0 . . 0 0 0:
Old : 24: 14 13 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 46.5 68.8 70.3 37.6 35.3 50.5 50.2
Old : 48.5 46.5 68.8 70.3 37.6 35.3 50.5 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2016