COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,225: 27,307 26,994 8,878 9,150 5,030 0 20,186 3,192 32,115 12,045 8,743: 960 885
Old : 86,225: 27,307 26,994 8,878 9,150 5,030 0 20,186 3,192 32,115 12,045 8,743: 960 885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 503: 1,325 -875 -18 525 -115 -48 1,613 -1,375 729 1,071 190: -185 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 31.3 10.3 10.6 5.8 0.0 23.4 3.7 37.2 14.0 10.1: 1.1 1.0
Old : 100.0: 31.7 31.3 10.3 10.6 5.8 0.0 23.4 3.7 37.2 14.0 10.1: 1.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 17 14 . . 4 0 6 4 17 13 19:
Old : 59: 17 14 . . 4 0 6 4 17 13 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 40.2 58.5 61.8 28.4 25.1 42.2 40.8
Old : 41.6 40.2 58.5 61.8 28.4 25.1 42.2 40.8
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 19,447: 1,757 9,197 0 3,107 792 463 1,180 2,580 12,164 1,417 1,038: 653 136
Old : 19,447: 1,757 9,197 0 3,107 792 463 1,180 2,580 12,164 1,417 1,038: 653 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 1,058: 15 394 0 205 15 10 -180 435 365 36 208: 10 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 47.3 0.0 16.0 4.1 2.4 6.1 13.3 62.5 7.3 5.3: 3.4 0.7
Old : 100.0: 9.0 47.3 0.0 16.0 4.1 2.4 6.1 13.3 62.5 7.3 5.3: 3.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 7 7 0 4 . . . . 15 . 8:
Old : 34: 7 7 0 4 . . . . 15 . 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 56.4 71.7 81.6 51.9 45.3 60.9 66.5
Old : 59.9 56.4 71.7 81.6 51.9 45.3 60.9 66.5
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,480: 1,895 1,440 1,063 755 2,402 272 607 2,192 616 1,051 2,026: 14 7
Old : 10,480: 1,895 1,440 1,063 755 2,402 272 607 2,192 616 1,051 2,026: 14 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -31: -35 -5 16 -22 14 121 110 -34 -47 -49 -44: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.7 10.1 7.2 22.9 2.6 5.8 20.9 5.9 10.0 19.3: 0.1 0.1
Old : 100.0: 18.1 13.7 10.1 7.2 22.9 2.6 5.8 20.9 5.9 10.0 19.3: 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 : 36: 9 8 . . 4 . . 4 11 7 13:
Old : 36: 9 8 . . 4 . . 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 : 45.6 50.8 71.3 74.8 17.7 17.5 22.3 22.2
Old : 45.6 50.8 71.3 74.8 17.7 17.5 22.3 22.2
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 158,949: 86,927 103,714 9,310 13,256 17,615 20,842 2,917 2,761 10,437 7,546 10,552: 507 589
Old : 158,949: 86,927 103,714 9,310 13,256 17,615 20,842 2,917 2,761 10,437 7,546 10,552: 507 589
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -3,297: -2,973 -2,806 -154 323 529 -151 492 -301 854 -453 11: -1,112 -1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 65.2 5.9 8.3 11.1 13.1 1.8 1.7 6.6 4.7 6.6: 0.3 0.4
Old : 100.0: 54.7 65.2 5.9 8.3 11.1 13.1 1.8 1.7 6.6 4.7 6.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 78: 42 44 . . 4 6 . 6 9 8 12:
Old : 78: 42 44 . . 4 6 . 6 9 8 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 33.2 63.4 53.6 31.6 25.2 39.4 35.4
Old : 48.5 33.2 63.4 53.6 31.6 25.2 39.4 35.4
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,773: 31,444 35,430 4,296 4,148 3,891 202 0 537 3,636 0 1,767: 0 0
Old : 45,773: 31,444 35,430 4,296 4,148 3,891 202 0 537 3,636 0 1,767: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 500: 227 218 489 438 -156 -8 0 0 -52 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 77.4 9.4 9.1 8.5 0.4 0.0 1.2 7.9 0.0 3.9: 0.0 0.0
Old : 100.0: 68.7 77.4 9.4 9.1 8.5 0.4 0.0 1.2 7.9 0.0 3.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 20 . . . . 0 . 4 0 .:
Old : 33: 22 20 . . . . 0 . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 52.8 73.3 76.5 38.3 34.6 51.5 53.0
Old : 46.8 52.8 73.3 76.5 38.3 34.6 51.5 53.0
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 354,358: 284,941 272,548 33,018 35,277 27,157 9,242 0 0 0 19,376 0: 0 0
Old : 354,358: 284,941 272,548 33,018 35,277 27,157 9,242 0 0 0 19,376 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 8,003: 3,777 -5,692 976 11,743 1,000 2,250 0 0 0 952 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 76.9 9.3 10.0 7.7 2.6 0.0 0.0 0.0 5.5 0.0: 0.0 0.0
Old : 100.0: 80.4 76.9 9.3 10.0 7.7 2.6 0.0 0.0 0.0 5.5 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 : 30: 18 16 . . . . 0 0 0 . 0:
Old : 30: 18 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 : 56.3 53.4 80.5 83.0 46.7 45.1 61.8 64.3
Old : 56.3 53.4 80.5 83.0 46.7 45.1 61.8 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,544,707: 1,231,126 1,225,592 167,318 171,622 29,027 42,332 6,511 46,741 26,169 63,220 1,994: 0 0
Old : 1,544,707: 1,231,126 1,225,592 167,318 171,622 29,027 42,332 6,511 46,741 26,169 63,220 1,994: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -49,596: -18,656 -33,677 -3,481 6,996 149 160 -984 216 -1,872 -1,176 -1,152: -24,960 -19,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 79.3 10.8 11.1 1.9 2.7 0.4 3.0 1.7 4.1 0.1: 0.0 0.0
Old : 100.0: 79.7 79.3 10.8 11.1 1.9 2.7 0.4 3.0 1.7 4.1 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 : 59: 33 36 . . . . . . 4 4 .:
Old : 59: 33 36 . . . . . . 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 : 44.6 47.5 65.2 66.6 36.6 37.5 46.6 50.0
Old : 44.6 47.5 65.2 66.6 36.6 37.5 46.6 50.0
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,686: 45,776 46,024 6,141 974 9,773 2,307 2,215 388 0 5,012 3,301: 0 0
Old : 67,686: 45,776 46,024 6,141 974 9,773 2,307 2,215 388 0 5,012 3,301: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -6,261: -5,021 -4,178 -1,690 -1,770 1,474 -184 -339 -47 -275 -883 -518: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 68.0 9.1 1.4 14.4 3.4 3.3 0.6 0.0 7.4 4.9: 0.0 0.0
Old : 100.0: 67.6 68.0 9.1 1.4 14.4 3.4 3.3 0.6 0.0 7.4 4.9: 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 : 37: 23 23 . . . . . . 0 6 4:
Old : 37: 23 23 . . . . . . 0 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 : 63.1 58.4 81.8 80.4 46.7 46.5 59.0 56.0
Old : 63.1 58.4 81.8 80.4 46.7 46.5 59.0 56.0
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 342,211: 247,948 240,488 42,348 48,838 51,915 0 642 0 0 328 0: 0 0
Old : 342,211: 247,948 240,488 42,348 48,838 51,915 0 642 0 0 328 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -29,085: -4,118 -26,822 0 20,462 -23,367 0 642 0 -1,280 320 -320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 70.3 12.4 14.3 15.2 0.0 0.2 0.0 0.0 0.1 0.0: 0.0 0.0
Old : 100.0: 72.5 70.3 12.4 14.3 15.2 0.0 0.2 0.0 0.0 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.4 82.2 93.4 93.8 57.5 59.5 67.4 66.4
Old : 68.4 82.2 93.4 93.8 57.5 59.5 67.4 66.4
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 454,503: 334,264 401,862 72,717 9,392 33,889 3,800 728 8,632 1,201 0 0: 0 0
Old : 454,503: 334,264 401,862 72,717 9,392 33,889 3,800 728 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: October 4, 2016 :
: -13,616: -8,632 -17,912 -8,904 0 4,680 -760 0 0 0 0 0: 0 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 88.4 16.0 2.1 7.5 0.8 0.2 1.9 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 73.5 88.4 16.0 2.1 7.5 0.8 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 : 42: 27 21 . . . . . . . 0 0:
Old : 42: 27 21 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 60.9 69.5 79.9 39.1 58.1 54.0 68.5
Old : 47.3 60.9 69.5 79.9 39.1 58.1 54.0 68.5
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,034: 25,213 28,630 2,781 0 2,446 416 287 126 357 83 21: 674 441
Old : 32,034: 25,213 28,630 2,781 0 2,446 416 287 126 357 83 21: 674 441
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,085: -691 -1,509 -589 0 426 42 82 -42 -63 42 -21: -147 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 89.4 8.7 0.0 7.6 1.3 0.9 0.4 1.1 0.3 0.1: 2.1 1.4
Old : 100.0: 78.7 89.4 8.7 0.0 7.6 1.3 0.9 0.4 1.1 0.3 0.1: 2.1 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 : 38: 21 22 . 0 . . . . . . .:
Old : 38: 21 22 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 59.4 67.2 78.1 39.4 55.4 56.2 67.2
Old : 45.9 59.4 67.2 78.1 39.4 55.4 56.2 67.2
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 52,770: 34,137 36,520 16,631 14,680 1,555 0 0 0 140 0 0: 307 15
Old : 52,770: 34,137 36,520 16,631 14,680 1,555 0 0 0 140 0 0: 307 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -2,360: -1,022 -1,815 -842 -310 0 0 0 0 0 0 0: -496 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 69.2 31.5 27.8 2.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.6 0.0
Old : 100.0: 64.7 69.2 31.5 27.8 2.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 27 26 . . . 0 0 0 . 0 0:
Old : 40: 27 26 . . . 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 60.0 75.9 73.3 56.4 58.9 70.5 70.7
Old : 56.7 60.0 75.9 73.3 56.4 58.9 70.5 70.7
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 72,068: 51,627 50,850 19,126 20,115 985 0 0 0 0 0 0: 330 118
Old : 72,068: 51,627 50,850 19,126 20,115 985 0 0 0 0 0 0: 330 118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -5,251: -2,717 -4,410 -1,427 -485 0 0 0 0 -40 -25 0: -1,067 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 70.6 26.5 27.9 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.2
Old : 100.0: 71.6 70.6 26.5 27.9 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 30 28 . . . 0 0 0 0 0 0:
Old : 41: 30 28 . . . 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 : 52.1 64.2 72.2 78.3 52.1 61.9 69.6 74.9
Old : 52.1 64.2 72.2 78.3 52.1 61.9 69.6 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,343: 19,237 22,188 3,575 295 2,765 0 0 0 150 975 0: 616 120
Old : 26,343: 19,237 22,188 3,575 295 2,765 0 0 0 150 975 0: 616 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,050: -746 -895 -85 100 -155 0 0 0 -50 -100 0: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 84.2 13.6 1.1 10.5 0.0 0.0 0.0 0.6 3.7 0.0: 2.3 0.5
Old : 100.0: 73.0 84.2 13.6 1.1 10.5 0.0 0.0 0.0 0.6 3.7 0.0: 2.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 14 . . . 0 0 0 . . 0:
Old : 28: 15 14 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 75.1 82.5 90.2 57.8 71.8 74.9 80.6
Old : 58.9 75.1 82.5 90.2 57.8 71.8 74.9 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 289,992: 186,664 280,648 81,656 0 9,344 7,096 0 0 5,232 0 0: 0 0
Old : 289,992: 186,664 280,648 81,656 0 9,344 7,096 0 0 5,232 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -13,552: -11,992 -10,000 1,608 0 -768 0 0 0 384 0 -384: -2,400 -2,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 96.8 28.2 0.0 3.2 2.4 0.0 0.0 1.8 0.0 0.0: 0.0 0.0
Old : 100.0: 64.4 96.8 28.2 0.0 3.2 2.4 0.0 0.0 1.8 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 : 30: 19 19 . 0 . . 0 0 . 0 0:
Old : 30: 19 19 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 76.8 69.7 90.3 42.4 67.7 64.0 79.1
Old : 47.4 76.8 69.7 90.3 42.4 67.7 64.0 79.1
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,870: 5,239 4,734 111 592 169 673 0 87 252 1,141 63: 276 84
Old : 6,870: 5,239 4,734 111 592 169 673 0 87 252 1,141 63: 276 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,407: -1,053 -882 21 -588 21 -462 0 0 -84 84 -84: 234 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 68.9 1.6 8.6 2.5 9.8 0.0 1.3 3.7 16.6 0.9: 4.0 1.2
Old : 100.0: 76.3 68.9 1.6 8.6 2.5 9.8 0.0 1.3 3.7 16.6 0.9: 4.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 11 . . . . 0 . . . .:
Old : 24: 14 11 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 69.3 68.1 87.4 40.7 62.5 65.5 72.5
Old : 40.7 69.3 68.1 87.4 40.7 62.5 65.5 72.5
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,260: 4,830 5,310 0 1,590 60 1,800 0 0 450 0 0: 120 300
Old : 7,260: 4,830 5,310 0 1,590 60 1,800 0 0 450 0 0: 120 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,525: -625 -925 0 -600 0 0 0 0 -900 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 73.1 0.0 21.9 0.8 24.8 0.0 0.0 6.2 0.0 0.0: 1.7 4.1
Old : 100.0: 66.5 73.1 0.0 21.9 0.8 24.8 0.0 0.0 6.2 0.0 0.0: 1.7 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 : 21: 9 13 0 . . . 0 0 . 0 0:
Old : 21: 9 13 0 . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 59.9 84.7 80.6 47.5 46.3 69.9 59.5
Old : 52.7 59.9 84.7 80.6 47.5 46.3 69.9 59.5
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,940: 7,490 7,455 0 1,310 1,250 300 0 0 930 350 425: 545 150
Old : 10,940: 7,490 7,455 0 1,310 1,250 300 0 0 930 350 425: 545 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -675: -415 -340 0 0 0 50 0 -50 -20 0 -80: -160 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 68.1 0.0 12.0 11.4 2.7 0.0 0.0 8.5 3.2 3.9: 5.0 1.4
Old : 100.0: 68.5 68.1 0.0 12.0 11.4 2.7 0.0 0.0 8.5 3.2 3.9: 5.0 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 : 20: 12 10 0 . . . 0 0 . . .:
Old : 20: 12 10 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 69.1 79.6 84.4 29.7 34.4 42.3 44.9
Old : 54.3 69.1 79.6 84.4 29.7 34.4 42.3 44.9
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,112: 26,441 32,362 7,975 1,460 1,870 0 0 0 250 1,300 0: 576 120
Old : 37,112: 26,441 32,362 7,975 1,460 1,870 0 0 0 250 1,300 0: 576 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -424: -295 -599 560 975 -625 0 -75 0 -50 -100 0: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 87.2 21.5 3.9 5.0 0.0 0.0 0.0 0.7 3.5 0.0: 1.6 0.3
Old : 100.0: 71.2 87.2 21.5 3.9 5.0 0.0 0.0 0.0 0.7 3.5 0.0: 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 : 33: 18 18 . . . 0 0 0 . . 0:
Old : 33: 18 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 : 50.0 75.3 75.5 86.7 47.5 72.0 72.2 81.5
Old : 50.0 75.3 75.5 86.7 47.5 72.0 72.2 81.5
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,050: 21,375 20,650 2,380 4,680 1,555 0 0 0 1,560 150 0: 180 15
Old : 27,050: 21,375 20,650 2,380 4,680 1,555 0 0 0 1,560 150 0: 180 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,081: -971 -906 105 20 -130 -25 0 0 0 0 0: -60 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 76.3 8.8 17.3 5.7 0.0 0.0 0.0 5.8 0.6 0.0: 0.7 0.1
Old : 100.0: 79.0 76.3 8.8 17.3 5.7 0.0 0.0 0.0 5.8 0.6 0.0: 0.7 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 : 28: 22 17 . . . 0 0 0 . . 0:
Old : 28: 22 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 : 48.8 73.0 68.3 89.8 45.9 62.2 61.4 72.0
Old : 48.8 73.0 68.3 89.8 45.9 62.2 61.4 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,976: 15,730 15,391 2,464 2,079 1,958 295 126 0 0 1,002 105: 424 315
Old : 20,976: 15,730 15,391 2,464 2,079 1,958 295 126 0 0 1,002 105: 424 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -720: -843 106 -210 -592 63 295 -84 0 0 42 -42: 17 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 73.4 11.7 9.9 9.3 1.4 0.6 0.0 0.0 4.8 0.5: 2.0 1.5
Old : 100.0: 75.0 73.4 11.7 9.9 9.3 1.4 0.6 0.0 0.0 4.8 0.5: 2.0 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 : 34: 17 22 . . . . . 0 0 . .:
Old : 34: 17 22 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 52.1 68.4 76.0 36.1 42.6 56.6 61.3
Old : 40.5 52.1 68.4 76.0 36.1 42.6 56.6 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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,934: 44,701 42,336 995 1,706 2,560 0 222 0 1,160 2,444 1,478: 40 188
Old : 50,934: 44,701 42,336 995 1,706 2,560 0 222 0 1,160 2,444 1,478: 40 188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -3,685: -3,370 -2,975 -231 -72 102 0 0 0 -421 -990 235: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 83.1 2.0 3.3 5.0 0.0 0.4 0.0 2.3 4.8 2.9: 0.1 0.4
Old : 100.0: 87.8 83.1 2.0 3.3 5.0 0.0 0.4 0.0 2.3 4.8 2.9: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 28 25 . . 4 0 . 0 . . .:
Old : 42: 28 25 . . 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 : 47.4 47.8 67.6 72.3 44.7 47.6 63.3 66.0
Old : 47.4 47.8 67.6 72.3 44.7 47.6 63.3 66.0
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 67,935: 59,192 48,346 4,607 2,901 1,399 422 605 0 1,561 13,924 712: 42 48
Old : 67,935: 59,192 48,346 4,607 2,901 1,399 422 605 0 1,561 13,924 712: 42 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -3,817: -2,901 -4,075 -498 159 -200 0 54 0 -392 42 203: -29 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 71.2 6.8 4.3 2.1 0.6 0.9 0.0 2.3 20.5 1.0: 0.1 0.1
Old : 100.0: 87.1 71.2 6.8 4.3 2.1 0.6 0.9 0.0 2.3 20.5 1.0: 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 : 56: 31 29 . . . . . 0 6 4 5:
Old : 56: 31 29 . . . . . 0 6 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 47.1 57.9 67.9 37.7 44.8 54.2 59.7
Old : 38.7 47.1 57.9 67.9 37.7 44.8 54.2 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,685: 33,460 38,585 8,135 3,580 1,490 0 0 0 585 0 0: 15 30
Old : 43,685: 33,460 38,585 8,135 3,580 1,490 0 0 0 585 0 0: 15 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -4,400: -1,260 -4,580 -2,200 80 100 0 0 0 -80 0 0: -960 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 88.3 18.6 8.2 3.4 0.0 0.0 0.0 1.3 0.0 0.0: 0.0 0.1
Old : 100.0: 76.6 88.3 18.6 8.2 3.4 0.0 0.0 0.0 1.3 0.0 0.0: 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 : 27: 23 9 . . . 0 0 0 . 0 0:
Old : 27: 23 9 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 97.5 76.1 99.2 47.2 93.3 72.4 93.3
Old : 49.2 97.5 76.1 99.2 47.2 93.3 72.4 93.3
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,090: 37,340 42,030 9,915 6,270 790 0 0 0 1,030 0 0: 15 0
Old : 49,090: 37,340 42,030 9,915 6,270 790 0 0 0 1,030 0 0: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -4,910: -1,780 -5,045 -2,080 -25 160 0 0 0 -135 0 0: -1,075 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 85.6 20.2 12.8 1.6 0.0 0.0 0.0 2.1 0.0 0.0: 0.0 0.0
Old : 100.0: 76.1 85.6 20.2 12.8 1.6 0.0 0.0 0.0 2.1 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: 22 14 . . . 0 0 0 . 0 0:
Old : 29: 22 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 : 51.5 94.5 76.5 98.7 51.0 93.0 74.9 94.0
Old : 51.5 94.5 76.5 98.7 51.0 93.0 74.9 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 296,087: 206,720 255,041 21,724 13,094 11,959 0 1,632 0 52,924 11,601 2,760: 0 0
Old : 296,087: 206,720 255,041 21,724 13,094 11,959 0 1,632 0 52,924 11,601 2,760: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -27,952: -19,167 -23,385 -5,452 24 -768 0 0 0 -1,430 -2,688 -1,135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 86.1 7.3 4.4 4.0 0.0 0.6 0.0 17.9 3.9 0.9: 0.0 0.0
Old : 100.0: 69.8 86.1 7.3 4.4 4.0 0.0 0.6 0.0 17.9 3.9 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 25 . . . 0 . 0 . . .:
Old : 42: 23 25 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 50.0 75.4 71.0 50.9 49.2 66.9 67.6
Old : 53.9 50.0 75.4 71.0 50.9 49.2 66.9 67.6
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,649: 17,322 20,207 825 474 851 157 795 841 4,091 894 458: 104 130
Old : 24,649: 17,322 20,207 825 474 851 157 795 841 4,091 894 458: 104 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,930: -1,551 -1,370 -19 307 -292 0 -114 -1 16 -377 -125: 42 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 82.0 3.3 1.9 3.5 0.6 3.2 3.4 16.6 3.6 1.9: 0.4 0.5
Old : 100.0: 70.3 82.0 3.3 1.9 3.5 0.6 3.2 3.4 16.6 3.6 1.9: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 28 . . . . . . . . 4:
Old : 42: 21 28 . . . . . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 45.8 75.3 61.2 50.1 45.3 67.6 58.3
Old : 55.1 45.8 75.3 61.2 50.1 45.3 67.6 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,373: 21,702 34,243 8,195 0 0 308 0 0 4,065 27 103: 0 0
Old : 34,373: 21,702 34,243 8,195 0 0 308 0 0 4,065 27 103: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -2,615: -2,150 -2,490 -698 0 0 231 -50 0 27 -50 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 99.6 23.8 0.0 0.0 0.9 0.0 0.0 11.8 0.1 0.3: 0.0 0.0
Old : 100.0: 63.1 99.6 23.8 0.0 0.0 0.9 0.0 0.0 11.8 0.1 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 : 30: 13 14 . 0 0 . 0 0 . . .:
Old : 30: 13 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 : 69.5 79.7 90.3 95.7 68.4 71.5 75.6 78.4
Old : 69.5 79.7 90.3 95.7 68.4 71.5 75.6 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 285,182: 223,729 219,533 45,977 31,748 13,900 1,576 18,800 0 0 1,201 0: 0 0
Old : 285,182: 223,729 219,533 45,977 31,748 13,900 1,576 18,800 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: October 4, 2016 :
: -12,984: -9,144 -9,864 -3,072 -2,736 0 0 -384 0 0 0 0: -768 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 77.0 16.1 11.1 4.9 0.6 6.6 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 78.5 77.0 16.1 11.1 4.9 0.6 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 : 27: 16 13 . . . . . 0 0 . 0:
Old : 27: 16 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 : 68.4 64.5 84.5 83.8 61.7 52.6 73.1 71.2
Old : 68.4 64.5 84.5 83.8 61.7 52.6 73.1 71.2
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,927: 14,476 16,398 2,731 232 858 271 1,018 0 104 0 0: 487 421
Old : 18,927: 14,476 16,398 2,731 232 858 271 1,018 0 104 0 0: 487 421
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,382: -1,510 -1,212 -359 -212 126 -63 0 0 0 0 0: 424 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 86.6 14.4 1.2 4.5 1.4 5.4 0.0 0.5 0.0 0.0: 2.6 2.2
Old : 100.0: 76.5 86.6 14.4 1.2 4.5 1.4 5.4 0.0 0.5 0.0 0.0: 2.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 17 . . . . . 0 . 0 0:
Old : 27: 13 17 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 69.5 83.5 85.5 61.0 63.1 73.5 72.8
Old : 66.3 69.5 83.5 85.5 61.0 63.1 73.5 72.8
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 10,925: 6,259 7,840 1,680 1,147 351 675 0 0 157 0 512: 1,291 1,075
Old : 10,925: 6,259 7,840 1,680 1,147 351 675 0 0 157 0 512: 1,291 1,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -732: -994 -501 99 -74 -10 -84 0 0 -531 0 -105: 893 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 71.8 15.4 10.5 3.2 6.2 0.0 0.0 1.4 0.0 4.7: 11.8 9.8
Old : 100.0: 57.3 71.8 15.4 10.5 3.2 6.2 0.0 0.0 1.4 0.0 4.7: 11.8 9.8
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 15 . . . . 0 0 . 0 .:
Old : 24: 13 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 : 58.9 51.4 75.7 74.7 47.3 50.2 55.4 61.2
Old : 58.9 51.4 75.7 74.7 47.3 50.2 55.4 61.2
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 118,184: 87,540 98,045 17,714 16,610 1,535 4,011 0 0 5,390 0 1,586: 408 408
Old : 118,184: 87,540 98,045 17,714 16,610 1,535 4,011 0 0 5,390 0 1,586: 408 408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -11,903: -5,400 -1,847 -2,280 -1,224 0 -1,151 0 0 -768 0 -384: -1,920 -8,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 83.0 15.0 14.1 1.3 3.4 0.0 0.0 4.6 0.0 1.3: 0.3 0.3
Old : 100.0: 74.1 83.0 15.0 14.1 1.3 3.4 0.0 0.0 4.6 0.0 1.3: 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 : 29: 14 12 . . . . 0 0 . 0 .:
Old : 29: 14 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 : 62.3 65.5 79.9 87.5 58.0 63.5 71.3 81.5
Old : 62.3 65.5 79.9 87.5 58.0 63.5 71.3 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,460: 13,421 10,314 1,076 2,618 1,104 0 1,180 0 416 544 256: 187 444
Old : 16,460: 13,421 10,314 1,076 2,618 1,104 0 1,180 0 416 544 256: 187 444
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,328: -655 -948 -154 204 -58 0 -231 0 -124 20 -63: -274 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 62.7 6.5 15.9 6.7 0.0 7.2 0.0 2.5 3.3 1.6: 1.1 2.7
Old : 100.0: 81.5 62.7 6.5 15.9 6.7 0.0 7.2 0.0 2.5 3.3 1.6: 1.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 23 . . . 0 . 0 . . .:
Old : 34: 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 : 58.9 35.9 75.4 58.1 49.7 29.2 54.8 40.2
Old : 58.9 35.9 75.4 58.1 49.7 29.2 54.8 40.2
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 188,409: 147,578 112,617 26,123 52,149 14,300 0 8,175 408 0 760 0: 0 0
Old : 188,409: 147,578 112,617 26,123 52,149 14,300 0 8,175 408 0 760 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -12,271: -9,943 -10,752 1,176 1,600 -1,968 0 -383 0 -768 0 0: -768 -768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 59.8 13.9 27.7 7.6 0.0 4.3 0.2 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 78.3 59.8 13.9 27.7 7.6 0.0 4.3 0.2 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 : 27: 16 15 . . . 0 . . 0 . 0:
Old : 27: 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 : 67.6 60.5 84.7 81.8 44.5 45.3 60.6 58.4
Old : 67.6 60.5 84.7 81.8 44.5 45.3 60.6 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,220: 8,265 9,630 1,845 0 50 0 300 0 0 225 0: 60 15
Old : 10,220: 8,265 9,630 1,845 0 50 0 300 0 0 225 0: 60 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,200: -985 -775 25 0 -25 0 200 -200 0 0 0: -15 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 94.2 18.1 0.0 0.5 0.0 2.9 0.0 0.0 2.2 0.0: 0.6 0.1
Old : 100.0: 80.9 94.2 18.1 0.0 0.5 0.0 2.9 0.0 0.0 2.2 0.0: 0.6 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 : 22: 13 11 . 0 . 0 . 0 0 . 0:
Old : 22: 13 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 : 68.8 80.8 88.8 93.9 46.2 55.0 60.1 64.3
Old : 68.8 80.8 88.8 93.9 46.2 55.0 60.1 64.3
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,012: 13,881 21,055 4,179 0 4,962 0 5 1,530 3,460 460 0: 0 0
Old : 28,012: 13,881 21,055 4,179 0 4,962 0 5 1,530 3,460 460 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 286: -48 286 157 0 0 0 0 0 177 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 75.2 14.9 0.0 17.7 0.0 0.0 5.5 12.4 1.6 0.0: 0.0 0.0
Old : 100.0: 49.6 75.2 14.9 0.0 17.7 0.0 0.0 5.5 12.4 1.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 15 . 0 . 0 . . . . 0:
Old : 26: 15 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 : 68.4 56.4 91.6 80.4 55.3 49.3 65.5 64.0
Old : 68.4 56.4 91.6 80.4 55.3 49.3 65.5 64.0
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 243,616: 139,969 152,095 33,657 17,667 69,990 0 0 0 0 3,864 0: 0 0
Old : 243,616: 139,969 152,095 33,657 17,667 69,990 0 0 0 0 3,864 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 3,879: 2,280 3,879 0 -1,599 1,599 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 62.4 13.8 7.3 28.7 0.0 0.0 0.0 0.0 1.6 0.0: 0.0 0.0
Old : 100.0: 57.5 62.4 13.8 7.3 28.7 0.0 0.0 0.0 0.0 1.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 13 . . . 0 0 0 0 . 0:
Old : 22: 13 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 : 83.7 71.8 95.3 92.6 55.9 40.0 60.6 57.1
Old : 83.7 71.8 95.3 92.6 55.9 40.0 60.6 57.1
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,225: 8,840 6,370 150 1,760 300 0 1,780 0 400 0 0: 535 15
Old : 10,225: 8,840 6,370 150 1,760 300 0 1,780 0 400 0 0: 535 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -475: -550 -30 0 -640 300 0 -100 0 0 0 0: -225 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 62.3 1.5 17.2 2.9 0.0 17.4 0.0 3.9 0.0 0.0: 5.2 0.1
Old : 100.0: 86.5 62.3 1.5 17.2 2.9 0.0 17.4 0.0 3.9 0.0 0.0: 5.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . . . 0 . 0 . 0 0:
Old : 20: 12 12 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 73.3 81.0 92.9 54.9 57.4 66.5 73.9
Old : 66.3 73.3 81.0 92.9 54.9 57.4 66.5 73.9
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,630: 9,215 6,515 150 1,760 405 0 1,780 0 155 0 155: 550 15
Old : 10,630: 9,215 6,515 150 1,760 405 0 1,780 0 155 0 155: 550 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -555: -575 -145 -70 -545 250 0 -100 0 -50 0 0: -110 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 61.3 1.4 16.6 3.8 0.0 16.7 0.0 1.5 0.0 1.5: 5.2 0.1
Old : 100.0: 86.7 61.3 1.4 16.6 3.8 0.0 16.7 0.0 1.5 0.0 1.5: 5.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . . . 0 . 0 . 0 .:
Old : 20: 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 : 64.7 68.8 80.5 90.3 53.2 54.8 63.9 70.8
Old : 64.7 68.8 80.5 90.3 53.2 54.8 63.9 70.8
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 737,311: 450,052 397,930 5,443 66,740 99,933 10,258 21,304 37,110 26,573 6,417 106,303: 1,639 1,575
Old : 737,311: 450,052 397,930 5,443 66,740 99,933 10,258 21,304 37,110 26,573 6,417 106,303: 1,639 1,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 27,320: 28,084 14,146 16 -8,286 7,499 1,034 812 1,525 -16,829 3,761 10,881: -4,892 -3,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 54.0 0.7 9.1 13.6 1.4 2.9 5.0 3.6 0.9 14.4: 0.2 0.2
Old : 100.0: 61.0 54.0 0.7 9.1 13.6 1.4 2.9 5.0 3.6 0.9 14.4: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 16 . . . . . . . . .:
Old : 30: 17 16 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 57.7 82.7 85.2 21.6 25.6 25.0 27.6
Old : 63.4 57.7 82.7 85.2 21.6 25.6 25.0 27.6
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,350: 13,160 6,195 865 8,145 990 0 0 0 0 0 0: 335 20
Old : 15,350: 13,160 6,195 865 8,145 990 0 0 0 0 0 0: 335 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,030: -830 -365 -75 -605 0 0 0 0 0 0 0: -125 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 40.4 5.6 53.1 6.4 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 0.1
Old : 100.0: 85.7 40.4 5.6 53.1 6.4 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 10 . . . 0 0 0 0 0 0:
Old : 23: 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 : 66.1 84.5 88.2 96.9 62.2 81.2 81.3 88.8
Old : 66.1 84.5 88.2 96.9 62.2 81.2 81.3 88.8
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,518: 12,578 12,973 3,380 3,495 3,000 375 0 50 0 0 0: 135 0
Old : 19,518: 12,578 12,973 3,380 3,495 3,000 375 0 50 0 0 0: 135 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -593: -63 -1,368 75 1,215 -90 -125 0 0 0 0 0: -390 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 66.5 17.3 17.9 15.4 1.9 0.0 0.3 0.0 0.0 0.0: 0.7 0.0
Old : 100.0: 64.4 66.5 17.3 17.9 15.4 1.9 0.0 0.3 0.0 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 13 . . 4 . 0 . 0 0 0:
Old : 28: 14 13 . . 4 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 78.8 85.4 91.6 50.0 64.6 65.6 72.0
Old : 67.9 78.8 85.4 91.6 50.0 64.6 65.6 72.0
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,454: 9,730 8,144 0 2,235 3,075 400 0 0 0 0 0: 249 0
Old : 13,454: 9,730 8,144 0 2,235 3,075 400 0 0 0 0 0: 249 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -848: -25 -823 -665 80 345 0 0 -50 0 0 0: -453 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 60.5 0.0 16.6 22.9 3.0 0.0 0.0 0.0 0.0 0.0: 1.9 0.0
Old : 100.0: 72.3 60.5 0.0 16.6 22.9 3.0 0.0 0.0 0.0 0.0 0.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 12 0 4 . . 0 0 0 0 0:
Old : 25: 13 12 0 4 . . 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 : 60.8 74.8 82.9 88.9 39.4 44.5 50.3 54.0
Old : 60.8 74.8 82.9 88.9 39.4 44.5 50.3 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,840: 14,520 20,710 6,525 60 425 0 475 0 0 50 0: 370 120
Old : 21,840: 14,520 20,710 6,525 60 425 0 475 0 0 50 0: 370 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 985: 745 1,035 485 0 -50 0 0 0 0 50 0: -195 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 94.8 29.9 0.3 1.9 0.0 2.2 0.0 0.0 0.2 0.0: 1.7 0.5
Old : 100.0: 66.5 94.8 29.9 0.3 1.9 0.0 2.2 0.0 0.0 0.2 0.0: 1.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 12 . . . 0 . 0 0 . 0:
Old : 25: 11 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 : 76.1 83.3 94.4 92.8 73.3 83.1 90.0 90.8
Old : 76.1 83.3 94.4 92.8 73.3 83.1 90.0 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,990: 8,475 13,355 4,905 85 295 0 75 0 0 0 0: 315 180
Old : 13,990: 8,475 13,355 4,905 85 295 0 75 0 0 0 0: 315 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -605: -330 -575 -30 -25 0 0 0 0 0 0 0: -245 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 95.5 35.1 0.6 2.1 0.0 0.5 0.0 0.0 0.0 0.0: 2.3 1.3
Old : 100.0: 60.6 95.5 35.1 0.6 2.1 0.0 0.5 0.0 0.0 0.0 0.0: 2.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 . . . 0 . 0 0 0 0:
Old : 20: 11 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 : 70.9 84.5 92.2 95.3 68.9 84.1 88.8 91.2
Old : 70.9 84.5 92.2 95.3 68.9 84.1 88.8 91.2
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,355: 11,515 14,705 4,090 650 1,350 0 355 25 0 180 75: 300 15
Old : 17,355: 11,515 14,705 4,090 650 1,350 0 355 25 0 180 75: 300 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -770: -750 -975 315 600 -175 0 -10 0 0 -10 0: -160 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 84.7 23.6 3.7 7.8 0.0 2.0 0.1 0.0 1.0 0.4: 1.7 0.1
Old : 100.0: 66.3 84.7 23.6 3.7 7.8 0.0 2.0 0.1 0.0 1.0 0.4: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 7 . . . 0 . . 0 . .:
Old : 23: 13 7 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 80.4 88.4 95.7 62.0 68.1 73.1 76.5
Old : 72.5 80.4 88.4 95.7 62.0 68.1 73.1 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,367: 12,077 15,482 3,625 650 1,785 50 330 50 420 0 55: 305 15
Old : 18,367: 12,077 15,482 3,625 650 1,785 50 330 50 420 0 55: 305 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -980: -890 -725 705 600 -635 0 -10 0 10 0 -10: -160 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 84.3 19.7 3.5 9.7 0.3 1.8 0.3 2.3 0.0 0.3: 1.7 0.1
Old : 100.0: 65.8 84.3 19.7 3.5 9.7 0.3 1.8 0.3 2.3 0.0 0.3: 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 : 22: 13 7 . . . . . . . 0 .:
Old : 22: 13 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 : 66.3 86.3 84.3 97.0 56.2 75.8 69.9 80.7
Old : 66.3 86.3 84.3 97.0 56.2 75.8 69.9 80.7
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,491: 82,990 83,089 1,715 3,236 12,031 2,105 75 30 1,350 1,625 255: 15 150
Old : 100,491: 82,990 83,089 1,715 3,236 12,031 2,105 75 30 1,350 1,625 255: 15 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -5,948: -4,395 -5,298 -337 501 -401 -135 -25 0 -225 210 -60: -395 -875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 82.7 1.7 3.2 12.0 2.1 0.1 0.0 1.3 1.6 0.3: 0.0 0.1
Old : 100.0: 82.6 82.7 1.7 3.2 12.0 2.1 0.1 0.0 1.3 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 : 50: 30 27 . . 5 . . . . . .:
Old : 50: 30 27 . . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 52.3 62.4 75.6 38.3 44.1 48.8 55.9
Old : 41.9 52.3 62.4 75.6 38.3 44.1 48.8 55.9
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 119,884: 97,252 99,019 4,109 410 14,305 2,930 3,265 365 450 1,912 473: 0 135
Old : 119,884: 97,252 99,019 4,109 410 14,305 2,930 3,265 365 450 1,912 473: 0 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -6,905: -3,597 -6,310 -4,033 -1,945 2,335 0 975 -950 -50 195 -45: -565 -1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 82.6 3.4 0.3 11.9 2.4 2.7 0.3 0.4 1.6 0.4: 0.0 0.1
Old : 100.0: 81.1 82.6 3.4 0.3 11.9 2.4 2.7 0.3 0.4 1.6 0.4: 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 : 61: 39 32 4 . 4 . . . . 5 .:
Old : 61: 39 32 4 . 4 . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 52.9 58.8 73.4 35.3 49.0 45.7 59.4
Old : 40.8 52.9 58.8 73.4 35.3 49.0 45.7 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 183,533: 126,983 135,525 24,437 9,724 9,813 5,325 8,668 5,510 6,218 9,050 5,149: 98 94
Old : 183,533: 126,983 135,525 24,437 9,724 9,813 5,325 8,668 5,510 6,218 9,050 5,149: 98 94
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -2,260: 1,790 -664 -1,989 4,468 -1,572 -180 -300 -227 1,397 -1,190 -425: -1,055 -2,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 73.8 13.3 5.3 5.3 2.9 4.7 3.0 3.4 4.9 2.8: 0.1 0.1
Old : 100.0: 69.2 73.8 13.3 5.3 5.3 2.9 4.7 3.0 3.4 4.9 2.8: 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 : 78: 40 44 . . 5 . 4 . 7 9 9:
Old : 78: 40 44 . . 5 . 4 . 7 9 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 : 39.4 61.0 53.2 71.1 37.0 51.2 50.4 58.8
Old : 39.4 61.0 53.2 71.1 37.0 51.2 50.4 58.8
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,877: 103,762 104,800 5,674 7,387 6,415 5,872 650 2,493 1,385 3,902 230: 46 0
Old : 125,877: 103,762 104,800 5,674 7,387 6,415 5,872 650 2,493 1,385 3,902 230: 46 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -2,294: -1,059 -578 26 164 -44 -50 344 -45 -150 -55 -65: -907 -2,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 83.3 4.5 5.9 5.1 4.7 0.5 2.0 1.1 3.1 0.2: 0.0 0.0
Old : 100.0: 82.4 83.3 4.5 5.9 5.1 4.7 0.5 2.0 1.1 3.1 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 : 53: 36 30 . . 4 . . . . 4 .:
Old : 53: 36 30 . . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 63.0 52.9 77.9 28.5 51.5 45.8 61.1
Old : 31.6 63.0 52.9 77.9 28.5 51.5 45.8 61.1
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,000: 29,930 26,665 1,825 5,680 2,520 660 1,025 0 945 0 110: 10 0
Old : 36,000: 29,930 26,665 1,825 5,680 2,520 660 1,025 0 945 0 110: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,375: -1,015 500 325 -1,265 -225 -110 0 0 135 0 0: -485 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 74.1 5.1 15.8 7.0 1.8 2.8 0.0 2.6 0.0 0.3: 0.0 0.0
Old : 100.0: 83.1 74.1 5.1 15.8 7.0 1.8 2.8 0.0 2.6 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 : 27: 19 12 . . . . . 0 . 0 .:
Old : 27: 19 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 : 59.4 89.3 75.9 98.3 56.7 81.6 71.6 85.8
Old : 59.4 89.3 75.9 98.3 56.7 81.6 71.6 85.8
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,035: 26,240 28,095 1,250 80 4,535 0 220 30 905 0 75: 0 0
Old : 33,035: 26,240 28,095 1,250 80 4,535 0 220 30 905 0 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -160: -180 995 425 -740 -55 0 0 0 150 0 0: -500 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 85.0 3.8 0.2 13.7 0.0 0.7 0.1 2.7 0.0 0.2: 0.0 0.0
Old : 100.0: 79.4 85.0 3.8 0.2 13.7 0.0 0.7 0.1 2.7 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 : 28: 19 11 . . . 0 . . . 0 .:
Old : 28: 19 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 : 61.5 91.1 80.4 98.5 55.9 78.3 69.2 79.2
Old : 61.5 91.1 80.4 98.5 55.9 78.3 69.2 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 34,725: 29,795 26,010 0 5,134 3,321 1,000 0 250 200 0 0: 159 10
Old : 34,725: 29,795 26,010 0 5,134 3,321 1,000 0 250 200 0 0: 159 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -975: -470 -585 0 -60 -250 0 0 0 0 0 0: -255 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 74.9 0.0 14.8 9.6 2.9 0.0 0.7 0.6 0.0 0.0: 0.5 0.0
Old : 100.0: 85.8 74.9 0.0 14.8 9.6 2.9 0.0 0.7 0.6 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 27 24 0 . . . 0 . . 0 0:
Old : 37: 27 24 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 : 44.7 55.4 62.5 78.7 40.2 49.6 53.1 64.4
Old : 44.7 55.4 62.5 78.7 40.2 49.6 53.1 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,796: 14,791 14,171 1,020 2,645 1,860 900 0 0 225 0 0: 0 120
Old : 18,796: 14,791 14,171 1,020 2,645 1,860 900 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: October 4, 2016 :
: -70: -370 -75 30 35 -30 300 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 75.4 5.4 14.1 9.9 4.8 0.0 0.0 1.2 0.0 0.0: 0.0 0.6
Old : 100.0: 78.7 75.4 5.4 14.1 9.9 4.8 0.0 0.0 1.2 0.0 0.0: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 16 . . . . 0 0 . 0 0:
Old : 25: 17 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 : 45.0 66.3 67.2 85.3 28.9 55.9 47.4 62.5
Old : 45.0 66.3 67.2 85.3 28.9 55.9 47.4 62.5
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 266,179: 180,211 148,161 0 61,092 51,566 29,199 0 4,708 0 211 435: 60 7
Old : 266,179: 180,211 148,161 0 61,092 51,566 29,199 0 4,708 0 211 435: 60 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 9,397: -1,714 1,461 0 8,416 -1,184 11,531 0 766 0 -64 11: -13 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 55.7 0.0 23.0 19.4 11.0 0.0 1.8 0.0 0.1 0.2: 0.0 0.0
Old : 100.0: 67.7 55.7 0.0 23.0 19.4 11.0 0.0 1.8 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 16 0 . . . 0 . 0 . .:
Old : 30: 20 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 : 53.0 81.3 85.0 94.5 29.3 37.8 35.4 39.8
Old : 53.0 81.3 85.0 94.5 29.3 37.8 35.4 39.8
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,760,170: 2,013,311 1,373,051 0 1,005,090 339,919 380,690 0 26,250 0 15,860 0: 0 0
Old : 2,760,170: 2,013,311 1,373,051 0 1,005,090 339,919 380,690 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: October 4, 2016 :
: -63,120: -63,120 -16,160 0 -46,960 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 49.7 0.0 36.4 12.3 13.8 0.0 1.0 0.0 0.6 0.0: 0.0 0.0
Old : 100.0: 72.9 49.7 0.0 36.4 12.3 13.8 0.0 1.0 0.0 0.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 13 0 4 . . 0 . 0 . 0:
Old : 26: 15 13 0 4 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 84.7 84.2 91.6 48.4 56.9 57.6 61.0
Old : 63.1 84.7 84.2 91.6 48.4 56.9 57.6 61.0
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,994: 28,124 32,984 2,649 1,656 11,354 3,825 0 0 0 0 0: 42 0
Old : 45,994: 28,124 32,984 2,649 1,656 11,354 3,825 0 0 0 0 0: 42 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 282: -783 487 1,270 0 -205 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 71.7 5.8 3.6 24.7 8.3 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 61.1 71.7 5.8 3.6 24.7 8.3 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 : 59.2 65.8 84.4 91.0 24.4 36.0 37.2 41.2
Old : 59.2 65.8 84.4 91.0 24.4 36.0 37.2 41.2
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 897,987: 607,759 698,312 159,763 69,210 130,465 0 0 0 0 0 0: 0 0
Old : 897,987: 607,759 698,312 159,763 69,210 130,465 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: October 4, 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: 67.7 77.8 17.8 7.7 14.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 67.7 77.8 17.8 7.7 14.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.2 78.3 85.0 97.4 43.7 65.2 61.0 68.3
Old : 62.2 78.3 85.0 97.4 43.7 65.2 61.0 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 127,776: 118,272 49,896 3,960 77,880 0 5,280 0 0 0 0 0: 264 0
Old : 127,776: 118,272 49,896 3,960 77,880 0 5,280 0 0 0 0 0: 264 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -42,592: -39,424 -16,632 -1,320 -25,960 0 -1,760 0 0 0 0 0: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 39.0 3.1 61.0 0.0 4.1 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 92.6 39.0 3.1 61.0 0.0 4.1 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 5 . . 0 . 0 0 0 0 0:
Old : 21: 11 5 . . 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 : 75.2 90.1 91.7 100.0 75.2 90.1 91.7 100.0
Old : 75.2 90.1 91.7 100.0 75.2 90.1 91.7 100.0
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,799: 17,480 16,453 2,118 4,118 2,533 135 1,335 0 2,482 628 732: 319 0
Old : 25,799: 17,480 16,453 2,118 4,118 2,533 135 1,335 0 2,482 628 732: 319 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,247: -1,305 -645 53 -250 -73 -25 -60 0 -9 54 11: 101 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 63.8 8.2 16.0 9.8 0.5 5.2 0.0 9.6 2.4 2.8: 1.2 0.0
Old : 100.0: 67.8 63.8 8.2 16.0 9.8 0.5 5.2 0.0 9.6 2.4 2.8: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 21 4 . 4 . . 0 4 . .:
Old : 38: 21 21 4 . 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 : 43.9 45.0 69.3 69.2 37.6 43.3 54.4 63.6
Old : 43.9 45.0 69.3 69.2 37.6 43.3 54.4 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,646: 15,805 16,004 1,389 3,282 1,001 510 0 0 1,741 0 59: 141 300
Old : 20,646: 15,805 16,004 1,389 3,282 1,001 510 0 0 1,741 0 59: 141 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,182: -1,165 -550 20 -258 -49 0 0 0 60 0 -30: -18 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 77.5 6.7 15.9 4.8 2.5 0.0 0.0 8.4 0.0 0.3: 0.7 1.5
Old : 100.0: 76.6 77.5 6.7 15.9 4.8 2.5 0.0 0.0 8.4 0.0 0.3: 0.7 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 : 31: 18 19 . . . . 0 0 . 0 .:
Old : 31: 18 19 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 47.5 70.0 69.8 39.8 47.5 56.4 64.9
Old : 44.8 47.5 70.0 69.8 39.8 47.5 56.4 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,325: 33,414 16,165 649 15,530 259 0 3,527 310 1,886 1,002 520: 287 12
Old : 37,325: 33,414 16,165 649 15,530 259 0 3,527 310 1,886 1,002 520: 287 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,635: -847 -1,264 -192 339 125 0 280 -305 -39 -210 25: -402 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 43.3 1.7 41.6 0.7 0.0 9.4 0.8 5.1 2.7 1.4: 0.8 0.0
Old : 100.0: 89.5 43.3 1.7 41.6 0.7 0.0 9.4 0.8 5.1 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 : 40: 27 23 . . . 0 . . . . .:
Old : 40: 27 23 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 52.1 74.0 74.8 54.2 51.1 64.7 71.5
Old : 60.1 52.1 74.0 74.8 54.2 51.1 64.7 71.5
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,782: 21,066 15,175 60 6,263 2,029 100 0 45 0 270 0: 482 0
Old : 23,782: 21,066 15,175 60 6,263 2,029 100 0 45 0 270 0: 482 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,232: -692 -945 -10 -220 -60 -60 0 15 0 35 0: -425 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 63.8 0.3 26.3 8.5 0.4 0.0 0.2 0.0 1.1 0.0: 2.0 0.0
Old : 100.0: 88.6 63.8 0.3 26.3 8.5 0.4 0.0 0.2 0.0 1.1 0.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 17 . . . . 0 . 0 . 0:
Old : 31: 23 17 . . . . 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 : 56.4 50.8 72.8 77.8 39.5 39.0 49.7 54.7
Old : 56.4 50.8 72.8 77.8 39.5 39.0 49.7 54.7
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,495: 15,811 19,659 6,174 770 1,975 0 810 0 0 1,026 255: 280 0
Old : 24,495: 15,811 19,659 6,174 770 1,975 0 810 0 0 1,026 255: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,456: -1,252 -708 -210 -60 -75 0 -370 0 0 -79 24: 57 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 80.3 25.2 3.1 8.1 0.0 3.3 0.0 0.0 4.2 1.0: 1.1 0.0
Old : 100.0: 64.5 80.3 25.2 3.1 8.1 0.0 3.3 0.0 0.0 4.2 1.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 13 4 . . 0 . 0 0 . .:
Old : 27: 17 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 : 54.1 59.1 78.9 78.0 53.6 54.1 72.0 70.1
Old : 54.1 59.1 78.9 78.0 53.6 54.1 72.0 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,539: 12,270 12,098 1,464 1,762 325 0 75 0 114 75 0: 366 204
Old : 14,539: 12,270 12,098 1,464 1,762 325 0 75 0 114 75 0: 366 204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -770: -610 -467 180 55 -135 0 -25 0 -15 -25 0: -190 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 83.2 10.1 12.1 2.2 0.0 0.5 0.0 0.8 0.5 0.0: 2.5 1.4
Old : 100.0: 84.4 83.2 10.1 12.1 2.2 0.0 0.5 0.0 0.8 0.5 0.0: 2.5 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: 14 11 . . . 0 . 0 . . 0:
Old : 26: 14 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 : 61.4 71.6 82.9 86.8 61.4 70.1 79.7 84.4
Old : 61.4 71.6 82.9 86.8 61.4 70.1 79.7 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,163: 33,129 28,304 1,125 5,834 1,485 100 300 0 0 200 0: 324 40
Old : 36,163: 33,129 28,304 1,125 5,834 1,485 100 300 0 0 200 0: 324 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,830: -1,860 -480 250 -980 25 0 0 0 0 0 0: -245 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 78.3 3.1 16.1 4.1 0.3 0.8 0.0 0.0 0.6 0.0: 0.9 0.1
Old : 100.0: 91.6 78.3 3.1 16.1 4.1 0.3 0.8 0.0 0.0 0.6 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: 28 24 . . . . . 0 0 . 0:
Old : 38: 28 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 : 44.5 51.8 64.2 72.7 41.9 46.5 57.5 62.8
Old : 44.5 51.8 64.2 72.7 41.9 46.5 57.5 62.8
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,923: 13,769 13,433 1,010 1,785 1,535 0 0 0 573 150 6: 30 14
Old : 16,923: 13,769 13,433 1,010 1,785 1,535 0 0 0 573 150 6: 30 14
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -583: -230 -292 0 10 0 0 0 0 57 0 0: -410 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 79.4 6.0 10.5 9.1 0.0 0.0 0.0 3.4 0.9 0.0: 0.2 0.1
Old : 100.0: 81.4 79.4 6.0 10.5 9.1 0.0 0.0 0.0 3.4 0.9 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 17 . . . 0 0 0 . . .:
Old : 28: 20 17 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 79.1 63.1 92.1 39.3 69.2 57.1 74.1
Old : 42.1 79.1 63.1 92.1 39.3 69.2 57.1 74.1
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,035: 10,715 9,439 575 2,885 1,675 0 0 0 1,037 0 18: 15 18
Old : 14,035: 10,715 9,439 575 2,885 1,675 0 0 0 1,037 0 18: 15 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -764: -695 -462 0 7 0 0 0 0 16 0 0: -85 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 67.3 4.1 20.6 11.9 0.0 0.0 0.0 7.4 0.0 0.1: 0.1 0.1
Old : 100.0: 76.3 67.3 4.1 20.6 11.9 0.0 0.0 0.0 7.4 0.0 0.1: 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 : 25: 19 16 . . . 0 0 0 . 0 .:
Old : 25: 19 16 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 77.3 66.3 91.6 37.2 60.8 56.5 69.5
Old : 40.6 77.3 66.3 91.6 37.2 60.8 56.5 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,709: 30,634 34,779 7,175 3,015 475 0 0 0 0 0 0: 3,425 3,440
Old : 41,709: 30,634 34,779 7,175 3,015 475 0 0 0 0 0 0: 3,425 3,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,819: -1,790 -1,295 160 -245 0 0 0 0 0 -50 0: -189 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 83.4 17.2 7.2 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 8.2 8.2
Old : 100.0: 73.4 83.4 17.2 7.2 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 8.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 18 . . . 0 0 0 0 0 0:
Old : 24: 14 18 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 47.7 87.5 76.8 74.2 44.0 79.2 69.4
Old : 74.3 47.7 87.5 76.8 74.2 44.0 79.2 69.4
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,982: 27,863 30,398 6,265 3,775 175 0 0 0 0 0 0: 3,679 3,634
Old : 37,982: 27,863 30,398 6,265 3,775 175 0 0 0 0 0 0: 3,679 3,634
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,647: -1,725 -1,205 255 -245 -40 0 0 0 0 0 0: -137 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 80.0 16.5 9.9 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 9.7 9.6
Old : 100.0: 73.4 80.0 16.5 9.9 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 9.7 9.6
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 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 : 73.9 44.6 87.5 77.3 73.8 43.0 76.6 70.6
Old : 73.9 44.6 87.5 77.3 73.8 43.0 76.6 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,370: 23,010 6,675 5,060 0 195 0 13,355 150 0 8,900 0: 2,955 2,095
Old : 31,370: 23,010 6,675 5,060 0 195 0 13,355 150 0 8,900 0: 2,955 2,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,240: -1,370 -635 160 0 -160 0 -20 0 0 -575 -75: 205 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 21.3 16.1 0.0 0.6 0.0 42.6 0.5 0.0 28.4 0.0: 9.4 6.7
Old : 100.0: 73.4 21.3 16.1 0.0 0.6 0.0 42.6 0.5 0.0 28.4 0.0: 9.4 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 10 . 0 . 0 . . 0 . 0:
Old : 23: 14 10 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 76.3 82.0 86.0 56.9 71.8 70.7 77.6
Old : 66.5 76.3 82.0 86.0 56.9 71.8 70.7 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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,825: 20,400 6,770 1,610 0 1,175 0 12,225 620 0 3,755 0: 3,020 2,280
Old : 26,825: 20,400 6,770 1,610 0 1,175 0 12,225 620 0 3,755 0: 3,020 2,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -805: -920 -610 -50 0 0 0 -95 0 0 -275 -25: 190 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 25.2 6.0 0.0 4.4 0.0 45.6 2.3 0.0 14.0 0.0: 11.3 8.5
Old : 100.0: 76.0 25.2 6.0 0.0 4.4 0.0 45.6 2.3 0.0 14.0 0.0: 11.3 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 11 . 0 . 0 . . 0 . 0:
Old : 21: 11 11 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 69.7 78.1 81.8 51.3 61.4 60.4 67.8
Old : 65.1 69.7 78.1 81.8 51.3 61.4 60.4 67.8
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,008: 15,334 16,820 95 299 4,610 1,245 100 380 2,200 1,655 125: 1,019 1,019
Old : 25,008: 15,334 16,820 95 299 4,610 1,245 100 380 2,200 1,655 125: 1,019 1,019
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,150: -95 -1,720 -1,406 74 989 205 50 -255 -275 25 -150: -163 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 67.3 0.4 1.2 18.4 5.0 0.4 1.5 8.8 6.6 0.5: 4.1 4.1
Old : 100.0: 61.3 67.3 0.4 1.2 18.4 5.0 0.4 1.5 8.8 6.6 0.5: 4.1 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 : 27: 17 8 . . . . . . . . .:
Old : 27: 17 8 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 84.6 80.2 92.4 41.5 66.7 62.3 68.5
Old : 51.8 84.6 80.2 92.4 41.5 66.7 62.3 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,831: 12,950 14,851 120 133 3,750 1,555 100 80 2,200 1,855 100: 1,076 962
Old : 21,831: 12,950 14,851 120 133 3,750 1,555 100 80 2,200 1,855 100: 1,076 962
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -790: 423 -1,050 -1,142 133 432 140 0 -130 -275 50 -150: -88 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 68.0 0.5 0.6 17.2 7.1 0.5 0.4 10.1 8.5 0.5: 4.9 4.4
Old : 100.0: 59.3 68.0 0.5 0.6 17.2 7.1 0.5 0.4 10.1 8.5 0.5: 4.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 17 7 . . . . . . . . .:
Old : 23: 17 7 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 85.6 78.8 93.9 41.7 67.3 62.6 69.5
Old : 51.1 85.6 78.8 93.9 41.7 67.3 62.6 69.5
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,605: 22,835 16,665 8,240 700 2,095 0 14,115 0 600 750 0: 835 280
Old : 34,605: 22,835 16,665 8,240 700 2,095 0 14,115 0 600 750 0: 835 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,165: -910 -250 815 0 -815 0 -110 0 -350 -100 0: 95 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 48.2 23.8 2.0 6.1 0.0 40.8 0.0 1.7 2.2 0.0: 2.4 0.8
Old : 100.0: 66.0 48.2 23.8 2.0 6.1 0.0 40.8 0.0 1.7 2.2 0.0: 2.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 9 . . . 0 . 0 . . 0:
Old : 23: 10 9 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.6 87.6 93.0 96.0 72.0 84.4 86.0 91.0
Old : 78.6 87.6 93.0 96.0 72.0 84.4 86.0 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,815: 18,635 13,290 8,395 700 1,850 0 12,995 0 0 600 0: 935 380
Old : 29,815: 18,635 13,290 8,395 700 1,850 0 12,995 0 0 600 0: 935 380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -745: -890 -295 400 0 -345 0 -160 0 0 -50 0: 90 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 44.6 28.2 2.3 6.2 0.0 43.6 0.0 0.0 2.0 0.0: 3.1 1.3
Old : 100.0: 62.5 44.6 28.2 2.3 6.2 0.0 43.6 0.0 0.0 2.0 0.0: 3.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 78.1 89.6 93.5 96.5 71.4 85.8 86.3 90.9
Old : 78.1 89.6 93.5 96.5 71.4 85.8 86.3 90.9
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,035: 23,485 17,455 25 3,170 1,965 0 2,285 50 1,200 2,115 175: 1,135 820
Old : 28,035: 23,485 17,455 25 3,170 1,965 0 2,285 50 1,200 2,115 175: 1,135 820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -395: 245 -335 0 380 -445 0 25 -25 0 150 0: -170 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 62.3 0.1 11.3 7.0 0.0 8.2 0.2 4.3 7.5 0.6: 4.0 2.9
Old : 100.0: 83.8 62.3 0.1 11.3 7.0 0.0 8.2 0.2 4.3 7.5 0.6: 4.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 10 . . . 0 . . . . .:
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 : 65.5 77.6 86.0 93.0 59.9 67.3 72.9 76.7
Old : 65.5 77.6 86.0 93.0 59.9 67.3 72.9 76.7
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,805: 23,035 16,545 75 3,720 1,300 0 2,340 45 1,300 2,120 195: 855 540
Old : 26,805: 23,035 16,545 75 3,720 1,300 0 2,340 45 1,300 2,120 195: 855 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -310: 1,000 -45 0 825 -925 0 15 -15 0 25 0: -370 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 61.7 0.3 13.9 4.8 0.0 8.7 0.2 4.8 7.9 0.7: 3.2 2.0
Old : 100.0: 85.9 61.7 0.3 13.9 4.8 0.0 8.7 0.2 4.8 7.9 0.7: 3.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 69.9 82.1 87.1 94.8 66.2 72.5 78.2 82.1
Old : 69.9 82.1 87.1 94.8 66.2 72.5 78.2 82.1
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,759: 22,055 18,274 25 6,901 3,354 4,910 275 350 225 1,750 545: 1,295 1,310
Old : 32,759: 22,055 18,274 25 6,901 3,354 4,910 275 350 225 1,750 545: 1,295 1,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -590: -495 -1,420 0 1,000 -155 -55 -50 50 0 -85 115: -50 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 55.8 0.1 21.1 10.2 15.0 0.8 1.1 0.7 5.3 1.7: 4.0 4.0
Old : 100.0: 67.3 55.8 0.1 21.1 10.2 15.0 0.8 1.1 0.7 5.3 1.7: 4.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 10 . . . . . . . . .:
Old : 28: 17 10 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 74.8 74.7 90.1 49.3 60.0 62.1 73.0
Old : 56.4 74.8 74.7 90.1 49.3 60.0 62.1 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,040: 18,380 16,420 1,300 1,525 4,245 135 300 560 0 1,580 315: 1,105 1,095
Old : 26,040: 18,380 16,420 1,300 1,525 4,245 135 300 560 0 1,580 315: 1,105 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,285: -55 -1,225 -1,760 0 650 135 -210 -135 0 -235 190: -310 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 63.1 5.0 5.9 16.3 0.5 1.2 2.2 0.0 6.1 1.2: 4.2 4.2
Old : 100.0: 70.6 63.1 5.0 5.9 16.3 0.5 1.2 2.2 0.0 6.1 1.2: 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 : 29: 19 11 . . . . . . 0 . .:
Old : 29: 19 11 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 72.2 73.2 88.4 36.8 57.0 50.4 65.4
Old : 55.5 72.2 73.2 88.4 36.8 57.0 50.4 65.4
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 120,424: 60,799 106,524 10,670 975 7,789 25,285 0 115 10,845 85 805: 4,116 4,131
Old : 120,424: 60,799 106,524 10,670 975 7,789 25,285 0 115 10,845 85 805: 4,116 4,131
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -4,915: -4,085 -3,185 950 300 -972 -580 0 -50 115 -785 160: -453 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 88.5 8.9 0.8 6.5 21.0 0.0 0.1 9.0 0.1 0.7: 3.4 3.4
Old : 100.0: 50.5 88.5 8.9 0.8 6.5 21.0 0.0 0.1 9.0 0.1 0.7: 3.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 17 26 . . . . 0 . . . 4:
Old : 41: 17 26 . . . . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 56.1 79.6 74.0 48.0 54.5 65.4 66.4
Old : 60.0 56.1 79.6 74.0 48.0 54.5 65.4 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,506: 55,265 94,020 6,958 2,575 7,935 27,430 0 150 7,035 0 300: 3,433 3,526
Old : 108,506: 55,265 94,020 6,958 2,575 7,935 27,430 0 150 7,035 0 300: 3,433 3,526
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -3,704: -3,099 -1,135 3,405 285 -1,790 -855 0 0 -235 0 150: -1,280 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 86.6 6.4 2.4 7.3 25.3 0.0 0.1 6.5 0.0 0.3: 3.2 3.2
Old : 100.0: 50.9 86.6 6.4 2.4 7.3 25.3 0.0 0.1 6.5 0.0 0.3: 3.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 17 26 . . . . 0 . 4 0 .:
Old : 39: 17 26 . . . . 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 : 65.2 53.3 85.7 73.2 53.4 52.2 70.1 65.6
Old : 65.2 53.3 85.7 73.2 53.4 52.2 70.1 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_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,295: 17,585 19,215 1,870 210 800 0 100 75 100 0 0: 865 895
Old : 21,295: 17,585 19,215 1,870 210 800 0 100 75 100 0 0: 865 895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -735: -675 -275 575 10 -585 0 25 -25 -150 0 0: 125 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 90.2 8.8 1.0 3.8 0.0 0.5 0.4 0.5 0.0 0.0: 4.1 4.2
Old : 100.0: 82.6 90.2 8.8 1.0 3.8 0.0 0.5 0.4 0.5 0.0 0.0: 4.1 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 : 25: 19 12 . . . 0 . . . 0 0:
Old : 25: 19 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 : 48.8 75.5 74.8 87.0 46.1 61.9 63.7 66.9
Old : 48.8 75.5 74.8 87.0 46.1 61.9 63.7 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,720: 13,930 16,010 2,100 540 375 0 200 0 750 0 0: 565 595
Old : 17,720: 13,930 16,010 2,100 540 375 0 200 0 750 0 0: 565 595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -355: -625 -50 640 -50 -220 0 -25 0 -150 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 90.3 11.9 3.0 2.1 0.0 1.1 0.0 4.2 0.0 0.0: 3.2 3.4
Old : 100.0: 78.6 90.3 11.9 3.0 2.1 0.0 1.1 0.0 4.2 0.0 0.0: 3.2 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 : 24: 18 10 . . . 0 . 0 . 0 0:
Old : 24: 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 : 51.5 79.0 73.5 91.0 45.8 70.4 63.2 77.5
Old : 51.5 79.0 73.5 91.0 45.8 70.4 63.2 77.5
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,235: 30,665 24,695 1,145 4,150 1,360 50 2,175 300 0 845 0: 3,715 3,710
Old : 37,235: 30,665 24,695 1,145 4,150 1,360 50 2,175 300 0 845 0: 3,715 3,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -880: -670 -385 40 -150 -160 0 -125 0 0 50 0: -90 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 66.3 3.1 11.1 3.7 0.1 5.8 0.8 0.0 2.3 0.0: 10.0 10.0
Old : 100.0: 82.4 66.3 3.1 11.1 3.7 0.1 5.8 0.8 0.0 2.3 0.0: 10.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 16 . . . . . . 0 . 0:
Old : 30: 15 16 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 43.0 78.6 67.3 62.0 39.9 71.8 59.8
Old : 63.1 43.0 78.6 67.3 62.0 39.9 71.8 59.8
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,560: 20,915 14,695 0 5,820 1,625 0 400 0 0 0 0: 3,020 3,020
Old : 25,560: 20,915 14,695 0 5,820 1,625 0 400 0 0 0 0: 3,020 3,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -490: -260 -285 0 0 -125 0 25 -25 0 0 0: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 57.5 0.0 22.8 6.4 0.0 1.6 0.0 0.0 0.0 0.0: 11.8 11.8
Old : 100.0: 81.8 57.5 0.0 22.8 6.4 0.0 1.6 0.0 0.0 0.0 0.0: 11.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 13 0 . . 0 . 0 0 0 0:
Old : 25: 15 13 0 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 47.1 65.9 69.3 35.1 36.2 48.2 52.0
Old : 46.2 47.1 65.9 69.3 35.1 36.2 48.2 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2016