COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,488: 25,201 26,190 9,371 9,598 4,319 0 17,055 4,514 29,086 11,150 7,966: 1,031 696
Old : 81,488: 25,201 26,190 9,371 9,598 4,319 0 17,055 4,514 29,086 11,150 7,966: 1,031 696
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 1,350: 1,083 -156 -60 543 -90 0 269 628 -680 -253 409: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 32.1 11.5 11.8 5.3 0.0 20.9 5.5 35.7 13.7 9.8: 1.3 0.9
Old : 100.0: 30.9 32.1 11.5 11.8 5.3 0.0 20.9 5.5 35.7 13.7 9.8: 1.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 17 14 . 4 4 0 6 4 14 14 20:
Old : 58: 17 14 . 4 4 0 6 4 14 14 20:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 43.1 61.5 63.1 33.6 25.7 46.8 38.6
Old : 41.3 43.1 61.5 63.1 33.6 25.7 46.8 38.6
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,581: 1,463 8,035 0 2,897 733 314 961 2,017 11,299 1,694 1,085: 670 159
Old : 17,581: 1,463 8,035 0 2,897 733 314 961 2,017 11,299 1,694 1,085: 670 159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 13: -35 -205 0 50 55 -4 21 104 -150 -65 63: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 45.7 0.0 16.5 4.2 1.8 5.5 11.5 64.3 9.6 6.2: 3.8 0.9
Old : 100.0: 8.3 45.7 0.0 16.5 4.2 1.8 5.5 11.5 64.3 9.6 6.2: 3.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 7 8 0 4 . . . . 12 . 10:
Old : 32: 7 8 0 4 . . . . 12 . 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 : 61.6 53.2 72.5 76.2 55.2 43.0 63.2 61.3
Old : 61.6 53.2 72.5 76.2 55.2 43.0 63.2 61.3
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,080: 2,036 1,754 1,127 769 2,461 193 475 2,227 788 1,146 2,237: 10 10
Old : 11,080: 2,036 1,754 1,127 769 2,461 193 475 2,227 788 1,146 2,237: 10 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -18: 3 31 43 -5 11 -13 19 -35 1 -12 -27: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 15.8 10.2 6.9 22.2 1.7 4.3 20.1 7.1 10.3 20.2: 0.1 0.1
Old : 100.0: 18.4 15.8 10.2 6.9 22.2 1.7 4.3 20.1 7.1 10.3 20.2: 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 : 34: 8 8 . . 5 . . 4 8 7 12:
Old : 34: 8 8 . . 5 . . 4 8 7 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 : 42.7 47.8 69.0 74.0 17.7 17.0 22.6 22.2
Old : 42.7 47.8 69.0 74.0 17.7 17.0 22.6 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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 153,432: 83,323 98,187 11,675 14,189 15,269 20,116 2,429 3,790 8,536 8,530 10,051: 672 987
Old : 153,432: 83,323 98,187 11,675 14,189 15,269 20,116 2,429 3,790 8,536 8,530 10,051: 672 987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -5,267: -3,659 -3,460 1,445 -123 -839 -1,329 172 581 -437 -674 -1,072: 43 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 64.0 7.6 9.2 10.0 13.1 1.6 2.5 5.6 5.6 6.6: 0.4 0.6
Old : 100.0: 54.3 64.0 7.6 9.2 10.0 13.1 1.6 2.5 5.6 5.6 6.6: 0.4 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 : 78: 44 45 . . 4 4 5 9 9 8 12:
Old : 78: 44 45 . . 4 4 5 9 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 : 47.9 31.1 63.1 52.3 33.2 24.9 41.6 36.8
Old : 47.9 31.1 63.1 52.3 33.2 24.9 41.6 36.8
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,531: 38,944 44,131 2,124 254 4,866 0 431 389 3,904 156 304: 0 0
Old : 50,531: 38,944 44,131 2,124 254 4,866 0 431 389 3,904 156 304: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 3,027: 2,761 5,228 652 -2,488 173 0 7 28 -510 156 -78: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 87.3 4.2 0.5 9.6 0.0 0.9 0.8 7.7 0.3 0.6: 0.0 0.0
Old : 100.0: 77.1 87.3 4.2 0.5 9.6 0.0 0.9 0.8 7.7 0.3 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 22 . . . 0 . . 4 . .:
Old : 36: 22 22 . . . 0 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 47.0 76.8 79.1 39.5 38.6 53.5 56.1
Old : 52.9 47.0 76.8 79.1 39.5 38.6 53.5 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 381,887: 341,407 311,776 1,361 39,076 19,969 10,162 0 0 331 2,409 8,657: 0 0
Old : 381,887: 341,407 311,776 1,361 39,076 19,969 10,162 0 0 331 2,409 8,657: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 38,475: 55,393 38,976 -9,903 10,963 -7,015 0 0 0 0 -4,449 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 81.6 0.4 10.2 5.2 2.7 0.0 0.0 0.1 0.6 2.3: 0.0 0.0
Old : 100.0: 89.4 81.6 0.4 10.2 5.2 2.7 0.0 0.0 0.1 0.6 2.3: 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 : 32: 21 19 . . . . 0 0 . . .:
Old : 32: 21 19 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 52.9 79.8 79.7 57.4 43.9 65.9 63.6
Old : 62.5 52.9 79.8 79.7 57.4 43.9 65.9 63.6
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,483,731: 1,174,071 1,179,437 152,102 138,872 34,422 50,345 11,647 41,923 29,690 76,252 1,178: 0 0
Old : 1,483,731: 1,174,071 1,179,437 152,102 138,872 34,422 50,345 11,647 41,923 29,690 76,252 1,178: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -53,014: -44,899 -27,442 -7,510 -25,753 2,333 -5,234 2,744 1,608 1,504 -5,688 -816: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 79.5 10.3 9.4 2.3 3.4 0.8 2.8 2.0 5.1 0.1: 0.0 0.0
Old : 100.0: 79.1 79.5 10.3 9.4 2.3 3.4 0.8 2.8 2.0 5.1 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 : 58: 34 35 . . . 4 . . . 4 .:
Old : 58: 34 35 . . . 4 . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 46.1 63.6 65.2 35.4 37.0 46.5 50.4
Old : 39.7 46.1 63.6 65.2 35.4 37.0 46.5 50.4
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,729: 47,023 44,110 8,860 5,990 8,403 1,447 2,096 227 0 5,134 1,769: 0 0
Old : 67,729: 47,023 44,110 8,860 5,990 8,403 1,447 2,096 227 0 5,134 1,769: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 2,586: 2,446 -243 2,053 4,536 -1,174 0 -108 -63 0 314 -676: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 65.1 13.1 8.8 12.4 2.1 3.1 0.3 0.0 7.6 2.6: 0.0 0.0
Old : 100.0: 69.4 65.1 13.1 8.8 12.4 2.1 3.1 0.3 0.0 7.6 2.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 22 . . . . . . 0 6 4:
Old : 37: 21 22 . . . . . . 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 : 63.0 67.5 81.8 85.8 57.0 54.2 66.8 66.7
Old : 63.0 67.5 81.8 85.8 57.0 54.2 66.8 66.7
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 336,032: 246,229 228,665 49,748 62,164 40,055 0 4,506 0 0 642 0: 0 0
Old : 336,032: 246,229 228,665 49,748 62,164 40,055 0 4,506 0 0 642 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -27,886: -25,384 -18,575 7,400 919 -9,902 0 0 0 0 -328 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 68.0 14.8 18.5 11.9 0.0 1.3 0.0 0.0 0.2 0.0: 0.0 0.0
Old : 100.0: 73.3 68.0 14.8 18.5 11.9 0.0 1.3 0.0 0.0 0.2 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 : 24: 14 13 . . . 0 . 0 0 . 0:
Old : 24: 14 13 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 86.2 90.8 95.4 66.4 71.2 75.8 75.1
Old : 71.3 86.2 90.8 95.4 66.4 71.2 75.8 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 427,729: 297,060 371,552 77,219 9,392 37,425 5,840 728 8,632 1,553 0 0: 0 0
Old : 427,729: 297,060 371,552 77,219 9,392 37,425 5,840 728 8,632 1,553 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -33,328: -19,575 -38,327 -19,568 0 4,999 1,224 0 0 -408 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 86.9 18.1 2.2 8.7 1.4 0.2 2.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 69.5 86.9 18.1 2.2 8.7 1.4 0.2 2.0 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 25 23 . . . . . . . 0 0:
Old : 43: 25 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 : 48.2 57.3 70.0 76.7 35.0 54.1 52.8 67.2
Old : 48.2 57.3 70.0 76.7 35.0 54.1 52.8 67.2
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,026: 21,383 26,522 3,623 0 2,001 584 0 84 273 42 0: 1,078 377
Old : 29,026: 21,383 26,522 3,623 0 2,001 584 0 84 273 42 0: 1,078 377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -2,768: -2,337 -2,835 -902 0 172 42 0 -42 -105 -62 0: 404 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 91.4 12.5 0.0 6.9 2.0 0.0 0.3 0.9 0.1 0.0: 3.7 1.3
Old : 100.0: 73.7 91.4 12.5 0.0 6.9 2.0 0.0 0.3 0.9 0.1 0.0: 3.7 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 : 36: 20 21 . 0 . . 0 . . . 0:
Old : 36: 20 21 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 60.9 68.6 79.7 41.8 57.4 60.4 70.6
Old : 48.7 60.9 68.6 79.7 41.8 57.4 60.4 70.6
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,567: 32,447 42,082 24,134 14,920 1,555 0 0 0 140 0 0: 291 10
Old : 58,567: 32,447 42,082 24,134 14,920 1,555 0 0 0 140 0 0: 291 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 2,397: -2,535 3,362 4,948 -960 0 0 0 0 0 0 0: -16 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 71.9 41.2 25.5 2.7 0.0 0.0 0.0 0.2 0.0 0.0: 0.5 0.0
Old : 100.0: 55.4 71.9 41.2 25.5 2.7 0.0 0.0 0.0 0.2 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 : 40: 27 28 . . . 0 0 0 . 0 0:
Old : 40: 27 28 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 54.0 78.2 72.9 62.7 51.9 71.4 67.7
Old : 64.7 54.0 78.2 72.9 62.7 51.9 71.4 67.7
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 77,254: 49,681 55,357 26,284 20,795 985 0 0 0 0 0 0: 304 117
Old : 77,254: 49,681 55,357 26,284 20,795 985 0 0 0 0 0 0: 304 117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 791: -4,356 1,277 5,173 -485 0 0 0 0 0 0 0: -26 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 71.7 34.0 26.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 64.3 71.7 34.0 26.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 29 27 . . . 0 0 0 0 0 0:
Old : 41: 29 27 . . . 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 : 56.8 60.4 73.9 75.6 55.8 57.9 70.9 69.6
Old : 56.8 60.4 73.9 75.6 55.8 57.9 70.9 69.6
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,909: 18,857 22,039 3,760 295 2,580 0 0 0 100 875 0: 612 120
Old : 25,909: 18,857 22,039 3,760 295 2,580 0 0 0 100 875 0: 612 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,559: -1,505 -1,274 185 0 -185 0 0 0 -50 -100 0: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 85.1 14.5 1.1 10.0 0.0 0.0 0.0 0.4 3.4 0.0: 2.4 0.5
Old : 100.0: 72.8 85.1 14.5 1.1 10.0 0.0 0.0 0.0 0.4 3.4 0.0: 2.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 12 . . . 0 0 0 . . 0:
Old : 26: 14 12 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 76.0 84.0 88.9 58.3 71.5 74.7 79.9
Old : 60.5 76.0 84.0 88.9 58.3 71.5 74.7 79.9
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 296,416: 176,560 291,736 106,112 0 4,680 6,280 0 0 2,784 0 0: 0 0
Old : 296,416: 176,560 291,736 106,112 0 4,680 6,280 0 0 2,784 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -5,536: 176 -5,536 -2,856 0 0 -816 0 0 -2,040 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 98.4 35.8 0.0 1.6 2.1 0.0 0.0 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 59.6 98.4 35.8 0.0 1.6 2.1 0.0 0.0 0.9 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: 18 18 . 0 . . 0 0 . 0 0:
Old : 29: 18 18 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 78.5 78.5 91.8 55.5 74.1 76.2 86.6
Old : 57.6 78.5 78.5 91.8 55.5 74.1 76.2 86.6
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,071: 4,032 3,913 174 634 85 589 0 87 168 1,204 0: 936 148
Old : 6,071: 4,032 3,913 174 634 85 589 0 87 168 1,204 0: 936 148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,029: -1,416 -1,051 42 42 -63 -84 0 0 -84 63 -63: 639 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 64.5 2.9 10.4 1.4 9.7 0.0 1.4 2.8 19.8 0.0: 15.4 2.4
Old : 100.0: 66.4 64.5 2.9 10.4 1.4 9.7 0.0 1.4 2.8 19.8 0.0: 15.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 . . . . 0 . . . 0:
Old : 21: 12 10 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 73.2 66.0 89.9 45.7 71.1 59.4 80.5
Old : 45.7 73.2 66.0 89.9 45.7 71.1 59.4 80.5
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,395: 4,255 4,295 0 1,740 60 1,600 0 0 300 0 0: 180 300
Old : 6,395: 4,255 4,295 0 1,740 60 1,600 0 0 300 0 0: 180 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,000: -650 -850 0 -150 0 -200 0 0 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 67.2 0.0 27.2 0.9 25.0 0.0 0.0 4.7 0.0 0.0: 2.8 4.7
Old : 100.0: 66.5 67.2 0.0 27.2 0.9 25.0 0.0 0.0 4.7 0.0 0.0: 2.8 4.7
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 : 21: 11 12 0 . . . 0 0 . 0 0:
Old : 21: 11 12 0 . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 65.3 76.6 82.8 45.3 50.9 65.7 61.8
Old : 50.0 65.3 76.6 82.8 45.3 50.9 65.7 61.8
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,675: 6,460 5,545 0 2,205 1,025 200 0 100 905 225 475: 510 100
Old : 9,675: 6,460 5,545 0 2,205 1,025 200 0 100 905 225 475: 510 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,050: -715 -625 0 -180 -225 -25 0 25 -75 -25 0: -35 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 57.3 0.0 22.8 10.6 2.1 0.0 1.0 9.4 2.3 4.9: 5.3 1.0
Old : 100.0: 66.8 57.3 0.0 22.8 10.6 2.1 0.0 1.0 9.4 2.3 4.9: 5.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 0 . . . 0 . . . .:
Old : 22: 10 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 : 52.7 60.2 82.4 80.2 41.3 50.6 60.9 62.7
Old : 52.7 60.2 82.4 80.2 41.3 50.6 60.9 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,137: 27,300 33,167 7,520 1,195 1,555 0 50 0 200 1,050 0: 562 120
Old : 37,137: 27,300 33,167 7,520 1,195 1,555 0 50 0 200 1,050 0: 562 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -2,210: -1,546 -1,395 -365 -330 -235 0 0 0 -50 -250 0: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 89.3 20.2 3.2 4.2 0.0 0.1 0.0 0.5 2.8 0.0: 1.5 0.3
Old : 100.0: 73.5 89.3 20.2 3.2 4.2 0.0 0.1 0.0 0.5 2.8 0.0: 1.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 16 . . . 0 . 0 . . 0:
Old : 32: 18 16 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 77.6 79.5 88.2 53.1 74.3 76.2 83.2
Old : 54.0 77.6 79.5 88.2 53.1 74.3 76.2 83.2
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,515: 21,290 21,125 2,935 4,580 1,550 0 0 0 1,560 250 0: 180 10
Old : 27,515: 21,290 21,125 2,935 4,580 1,550 0 0 0 1,560 250 0: 180 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -660: -610 -490 15 -100 -65 0 0 0 0 0 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 76.8 10.7 16.6 5.6 0.0 0.0 0.0 5.7 0.9 0.0: 0.7 0.0
Old : 100.0: 77.4 76.8 10.7 16.6 5.6 0.0 0.0 0.0 5.7 0.9 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 : 30: 23 17 . . . 0 0 0 . . 0:
Old : 30: 23 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 : 52.1 73.7 71.6 91.1 49.3 62.3 65.4 74.7
Old : 52.1 73.7 71.6 91.1 49.3 62.3 65.4 74.7
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,275: 14,693 14,961 2,697 2,229 1,664 610 0 21 0 1,065 84: 506 251
Old : 20,275: 14,693 14,961 2,697 2,229 1,664 610 0 21 0 1,065 84: 506 251
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -565: -228 -480 -189 147 -126 42 -42 -42 0 84 -42: 20 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 73.8 13.3 11.0 8.2 3.0 0.0 0.1 0.0 5.3 0.4: 2.5 1.2
Old : 100.0: 72.5 73.8 13.3 11.0 8.2 3.0 0.0 0.1 0.0 5.3 0.4: 2.5 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 : 33: 18 21 . . . . 0 . 0 . .:
Old : 33: 18 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 : 43.9 50.8 69.3 75.0 38.6 41.7 58.7 60.5
Old : 43.9 50.8 69.3 75.0 38.6 41.7 58.7 60.5
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 53,904: 48,970 43,978 1,040 4,361 1,376 0 222 0 690 1,979 1,805: 23 183
Old : 53,904: 48,970 43,978 1,040 4,361 1,376 0 222 0 690 1,979 1,805: 23 183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -2,143: -1,163 -2,213 -30 597 -604 0 0 0 -480 -96 158: -24 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 81.6 1.9 8.1 2.6 0.0 0.4 0.0 1.3 3.7 3.3: 0.0 0.3
Old : 100.0: 90.8 81.6 1.9 8.1 2.6 0.0 0.4 0.0 1.3 3.7 3.3: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 26 25 . . 4 0 . 0 . . 4:
Old : 41: 26 25 . . 4 0 . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 52.3 70.3 72.7 44.2 51.0 64.5 65.4
Old : 44.8 52.3 70.3 72.7 44.2 51.0 64.5 65.4
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,999: 66,620 47,704 2,418 3,307 1,355 422 1,761 0 365 17,078 1,746: 73 48
Old : 72,999: 66,620 47,704 2,418 3,307 1,355 422 1,761 0 365 17,078 1,746: 73 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -3,037: -666 -3,572 -2,172 353 38 0 454 0 -791 -856 566: -12 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 65.3 3.3 4.5 1.9 0.6 2.4 0.0 0.5 23.4 2.4: 0.1 0.1
Old : 100.0: 91.3 65.3 3.3 4.5 1.9 0.6 2.4 0.0 0.5 23.4 2.4: 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 : 54: 32 29 . . . . . 0 . 7 5:
Old : 54: 32 29 . . . . . 0 . 7 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 : 43.4 47.3 63.7 68.9 39.7 44.9 58.2 59.9
Old : 43.4 47.3 63.7 68.9 39.7 44.9 58.2 59.9
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,165: 33,505 38,025 7,445 3,660 1,470 0 0 0 720 0 0: 25 10
Old : 43,165: 33,505 38,025 7,445 3,660 1,470 0 0 0 720 0 0: 25 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -2,185: -1,440 -2,165 -630 80 -80 0 0 0 -45 0 0: 10 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 88.1 17.2 8.5 3.4 0.0 0.0 0.0 1.7 0.0 0.0: 0.1 0.0
Old : 100.0: 77.6 88.1 17.2 8.5 3.4 0.0 0.0 0.0 1.7 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 : 27: 23 8 . . . 0 0 0 . 0 0:
Old : 27: 23 8 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 96.6 74.5 99.6 50.0 89.6 71.3 89.6
Old : 52.4 96.6 74.5 99.6 50.0 89.6 71.3 89.6
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,435: 36,505 40,615 9,800 6,020 1,000 0 0 0 1,120 800 0: 10 0
Old : 48,435: 36,505 40,615 9,800 6,020 1,000 0 0 0 1,120 800 0: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -3,175: -2,425 -3,125 -655 -50 0 0 0 0 -90 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 83.9 20.2 12.4 2.1 0.0 0.0 0.0 2.3 1.7 0.0: 0.0 0.0
Old : 100.0: 75.4 83.9 20.2 12.4 2.1 0.0 0.0 0.0 2.3 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 24 13 . . . 0 0 0 . . 0:
Old : 31: 24 13 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 92.9 73.4 98.2 48.1 89.1 70.7 90.7
Old : 50.3 92.9 73.4 98.2 48.1 89.1 70.7 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 303,149: 208,998 263,258 21,252 11,400 16,631 0 1,201 0 54,668 9,059 1,600: 0 0
Old : 303,149: 208,998 263,258 21,252 11,400 16,631 0 1,201 0 54,668 9,059 1,600: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -9,088: -15,032 -6,016 -7,544 -2,464 4,672 0 -816 0 10,424 -2,856 -1,608: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 86.8 7.0 3.8 5.5 0.0 0.4 0.0 18.0 3.0 0.5: 0.0 0.0
Old : 100.0: 68.9 86.8 7.0 3.8 5.5 0.0 0.4 0.0 18.0 3.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 24 . . . 0 . 0 . . .:
Old : 38: 19 24 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 53.3 75.8 73.0 52.3 53.1 66.1 67.7
Old : 54.4 53.3 75.8 73.0 52.3 53.1 66.1 67.7
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 26,371: 17,706 20,470 500 421 1,529 157 1,341 765 4,044 831 802: 868 212
Old : 26,371: 17,706 20,470 500 421 1,529 157 1,341 765 4,044 831 802: 868 212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -328: -706 -1,037 -522 252 376 0 214 0 -211 -126 -50: 785 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 77.6 1.9 1.6 5.8 0.6 5.1 2.9 15.3 3.2 3.0: 3.3 0.8
Old : 100.0: 67.1 77.6 1.9 1.6 5.8 0.6 5.1 2.9 15.3 3.2 3.0: 3.3 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 : 41: 21 26 . . . . . . 4 . 4:
Old : 41: 21 26 . . . . . . 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 : 50.9 43.0 71.2 59.6 47.4 42.9 61.3 56.7
Old : 50.9 43.0 71.2 59.6 47.4 42.9 61.3 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 36,918: 24,235 36,332 10,965 0 0 282 0 0 850 0 586: 0 0
Old : 36,918: 24,235 36,332 10,965 0 0 282 0 0 850 0 586: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 796: 1,386 492 1,542 0 0 -26 0 0 -2,438 -28 332: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 98.4 29.7 0.0 0.0 0.8 0.0 0.0 2.3 0.0 1.6: 0.0 0.0
Old : 100.0: 65.6 98.4 29.7 0.0 0.0 0.8 0.0 0.0 2.3 0.0 1.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 14 . 0 0 . 0 0 4 0 .:
Old : 29: 14 14 . 0 0 . 0 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 : 74.4 85.3 92.6 95.9 70.2 79.8 80.5 84.3
Old : 74.4 85.3 92.6 95.9 70.2 79.8 80.5 84.3
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 283,869: 228,768 197,645 19,337 34,019 32,612 3,152 18,800 0 0 793 0: 0 0
Old : 283,869: 228,768 197,645 19,337 34,019 32,612 3,152 18,800 0 0 793 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -20,400: -16,728 -23,056 -3,264 3,472 -408 0 0 0 0 -408 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 69.6 6.8 12.0 11.5 1.1 6.6 0.0 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 80.6 69.6 6.8 12.0 11.5 1.1 6.6 0.0 0.0 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 14 . . . . . 0 0 . 0:
Old : 27: 16 14 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 62.8 85.7 84.9 60.9 52.5 71.0 69.5
Old : 72.3 62.8 85.7 84.9 60.9 52.5 71.0 69.5
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,250: 14,553 16,111 1,480 0 2,010 661 0 1,018 0 732 0: 528 379
Old : 20,250: 14,553 16,111 1,480 0 2,010 661 0 1,018 0 732 0: 528 379
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -653: -339 -1,424 -787 0 555 23 0 0 -125 258 0: 20 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 79.6 7.3 0.0 9.9 3.3 0.0 5.0 0.0 3.6 0.0: 2.6 1.9
Old : 100.0: 71.9 79.6 7.3 0.0 9.9 3.3 0.0 5.0 0.0 3.6 0.0: 2.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 16 . 0 . . 0 . 0 . 0:
Old : 27: 15 16 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 63.6 79.1 82.2 47.5 55.0 57.3 62.8
Old : 60.1 63.6 79.1 82.2 47.5 55.0 57.3 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 9,687: 4,922 7,460 3,712 1,785 0 122 0 42 65 0 42: 782 358
Old : 9,687: 4,922 7,460 3,712 1,785 0 122 0 42 65 0 42: 782 358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -273: -84 -210 -105 -21 0 21 0 -21 21 0 -21: -84 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 77.0 38.3 18.4 0.0 1.3 0.0 0.4 0.7 0.0 0.4: 8.1 3.7
Old : 100.0: 50.8 77.0 38.3 18.4 0.0 1.3 0.0 0.4 0.7 0.0 0.4: 8.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 9 . . 0 . 0 . . 0 .:
Old : 20: 13 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 : 61.3 76.5 82.0 94.2 61.3 74.3 80.1 88.3
Old : 61.3 76.5 82.0 94.2 61.3 74.3 80.1 88.3
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 9,516: 5,122 6,730 1,854 1,105 433 550 82 0 107 55 457: 993 654
Old : 9,516: 5,122 6,730 1,854 1,105 433 550 82 0 107 55 457: 993 654
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -966: -483 -861 -252 -42 0 -125 0 0 -29 55 -55: -22 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 70.7 19.5 11.6 4.6 5.8 0.9 0.0 1.1 0.6 4.8: 10.4 6.9
Old : 100.0: 53.8 70.7 19.5 11.6 4.6 5.8 0.9 0.0 1.1 0.6 4.8: 10.4 6.9
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 : 27: 15 15 . . . . . 0 . . .:
Old : 27: 15 15 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 54.1 66.9 76.6 46.4 54.1 58.1 66.9
Old : 48.7 54.1 66.9 76.6 46.4 54.1 58.1 66.9
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,813: 74,104 83,484 16,105 17,146 775 1,948 0 0 8,473 0 408: 0 0
Old : 101,813: 74,104 83,484 16,105 17,146 775 1,948 0 0 8,473 0 408: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -13,056: -9,384 -8,976 -1,224 -3,264 0 -2,040 0 0 408 0 -408: -408 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 82.0 15.8 16.8 0.8 1.9 0.0 0.0 8.3 0.0 0.4: 0.0 0.0
Old : 100.0: 72.8 82.0 15.8 16.8 0.8 1.9 0.0 0.0 8.3 0.0 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 12 . . . . 0 0 . 0 .:
Old : 27: 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 : 57.0 69.9 80.8 91.5 55.9 68.0 76.1 88.0
Old : 57.0 69.9 80.8 91.5 55.9 68.0 76.1 88.0
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,196: 11,510 10,378 2,164 2,053 497 106 866 41 373 917 256: 249 188
Old : 15,196: 11,510 10,378 2,164 2,053 497 106 866 41 373 917 256: 249 188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -693: -877 -45 515 -64 -265 0 -292 0 -22 252 -23: -21 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 68.3 14.2 13.5 3.3 0.7 5.7 0.3 2.5 6.0 1.7: 1.6 1.2
Old : 100.0: 75.7 68.3 14.2 13.5 3.3 0.7 5.7 0.3 2.5 6.0 1.7: 1.6 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 : 32: 18 20 . . . . . . . . .:
Old : 32: 18 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 30.1 77.3 52.4 52.4 28.8 63.9 47.6
Old : 58.5 30.1 77.3 52.4 52.4 28.8 63.9 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 172,071: 131,384 96,176 26,042 48,063 13,421 0 7,767 408 0 5,420 816: 0 0
Old : 172,071: 131,384 96,176 26,042 48,063 13,421 0 7,767 408 0 5,420 816: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,296: -1,625 -2,573 836 -2,096 -540 0 -408 0 -398 3,890 431: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 55.9 15.1 27.9 7.8 0.0 4.5 0.2 0.0 3.1 0.5: 0.0 0.0
Old : 100.0: 76.4 55.9 15.1 27.9 7.8 0.0 4.5 0.2 0.0 3.1 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 15 . . . 0 . . 0 . .:
Old : 30: 17 15 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 54.1 81.8 77.3 53.0 49.7 68.5 63.5
Old : 64.9 54.1 81.8 77.3 53.0 49.7 68.5 63.5
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,850: 6,860 8,290 1,855 0 25 0 250 50 0 225 0: 60 10
Old : 8,850: 6,860 8,290 1,855 0 25 0 250 50 0 225 0: 60 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -645: -680 -640 -15 0 0 0 -50 50 0 0 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 93.7 21.0 0.0 0.3 0.0 2.8 0.6 0.0 2.5 0.0: 0.7 0.1
Old : 100.0: 77.5 93.7 21.0 0.0 0.3 0.0 2.8 0.6 0.0 2.5 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 : 23: 13 12 . 0 . 0 . . 0 . 0:
Old : 23: 13 12 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 75.4 86.6 93.3 54.4 65.3 69.5 72.7
Old : 64.0 75.4 86.6 93.3 54.4 65.3 69.5 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,688: 14,903 18,913 1,512 0 5,525 0 6 1,836 2,912 408 0: 0 0
Old : 26,688: 14,903 18,913 1,512 0 5,525 0 6 1,836 2,912 408 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 1,065: 1,485 68 -1,416 0 690 0 1 306 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 70.9 5.7 0.0 20.7 0.0 0.0 6.9 10.9 1.5 0.0: 0.0 0.0
Old : 100.0: 55.8 70.9 5.7 0.0 20.7 0.0 0.0 6.9 10.9 1.5 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 : 24: 15 12 . 0 . 0 . . . . 0:
Old : 24: 15 12 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 58.1 89.3 83.1 47.8 48.3 59.6 61.4
Old : 60.6 58.1 89.3 83.1 47.8 48.3 59.6 61.4
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 229,501: 141,523 137,980 30,073 29,752 57,905 0 0 0 0 3,864 0: 0 0
Old : 229,501: 141,523 137,980 30,073 29,752 57,905 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: November 1, 2016 :
: -622: 0 -622 0 622 -622 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 60.1 13.1 13.0 25.2 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 61.7 60.1 13.1 13.0 25.2 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 13 . . . 0 0 0 0 . 0:
Old : 22: 14 13 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.6 73.1 93.5 93.0 58.2 44.7 64.0 60.8
Old : 81.6 73.1 93.5 93.0 58.2 44.7 64.0 60.8
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,535: 9,255 6,245 150 2,380 220 0 1,680 0 400 0 0: 510 10
Old : 10,535: 9,255 6,245 150 2,380 220 0 1,680 0 400 0 0: 510 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -750: -725 -330 0 -315 0 0 -100 0 0 0 0: -25 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 59.3 1.4 22.6 2.1 0.0 15.9 0.0 3.8 0.0 0.0: 4.8 0.1
Old : 100.0: 87.9 59.3 1.4 22.6 2.1 0.0 15.9 0.0 3.8 0.0 0.0: 4.8 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 : 68.0 72.6 82.7 93.5 46.3 59.6 59.8 71.6
Old : 68.0 72.6 82.7 93.5 46.3 59.6 59.8 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,705: 9,365 6,350 150 2,180 355 0 1,680 0 180 0 130: 525 10
Old : 10,705: 9,365 6,350 150 2,180 355 0 1,680 0 180 0 130: 525 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -990: -965 -320 0 -540 0 0 -100 0 25 0 -25: -25 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 59.3 1.4 20.4 3.3 0.0 15.7 0.0 1.7 0.0 1.2: 4.9 0.1
Old : 100.0: 87.5 59.3 1.4 20.4 3.3 0.0 15.7 0.0 1.7 0.0 1.2: 4.9 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 : 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 : 65.4 68.1 81.6 91.7 45.8 57.4 59.9 71.0
Old : 65.4 68.1 81.6 91.7 45.8 57.4 59.9 71.0
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 696,580: 389,937 350,288 5,203 94,565 100,372 7,407 19,496 35,150 61,552 774 95,694: 1,262 239
Old : 696,580: 389,937 350,288 5,203 94,565 100,372 7,407 19,496 35,150 61,552 774 95,694: 1,262 239
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 13,460: -532 10,200 -57 23,403 -4,421 -1,051 -496 -2,456 34,631 508 -12,127: -527 -1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 50.3 0.7 13.6 14.4 1.1 2.8 5.0 8.8 0.1 13.7: 0.2 0.0
Old : 100.0: 56.0 50.3 0.7 13.6 14.4 1.1 2.8 5.0 8.8 0.1 13.7: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 16 . . . . . . . . .:
Old : 29: 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 : 61.7 53.1 81.4 84.9 22.0 30.0 28.3 32.5
Old : 61.7 53.1 81.4 84.9 22.0 30.0 28.3 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,980: 12,220 6,470 1,780 7,890 620 0 0 0 80 0 0: 280 0
Old : 14,980: 12,220 6,470 1,780 7,890 620 0 0 0 80 0 0: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -730: -915 -75 240 -655 0 0 0 0 0 0 0: -55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 43.2 11.9 52.7 4.1 0.0 0.0 0.0 0.5 0.0 0.0: 1.9 0.0
Old : 100.0: 81.6 43.2 11.9 52.7 4.1 0.0 0.0 0.0 0.5 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 : 22: 12 10 . . . 0 0 0 . 0 0:
Old : 22: 12 10 . . . 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 : 68.4 83.9 90.3 97.3 60.3 83.9 81.5 91.1
Old : 68.4 83.9 90.3 97.3 60.3 83.9 81.5 91.1
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,768: 12,548 11,683 3,100 4,450 2,585 350 0 50 0 0 0: 135 0
Old : 18,768: 12,548 11,683 3,100 4,450 2,585 350 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: November 1, 2016 :
: -1,785: -865 -1,410 -425 90 -465 -25 0 0 0 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 62.2 16.5 23.7 13.8 1.9 0.0 0.3 0.0 0.0 0.0: 0.7 0.0
Old : 100.0: 66.9 62.2 16.5 23.7 13.8 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 : 27: 14 13 . . . . 0 . 0 0 0:
Old : 27: 14 13 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 80.6 84.9 92.0 52.8 66.8 66.9 74.1
Old : 68.3 80.6 84.9 92.0 52.8 66.8 66.9 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,651: 9,417 7,066 50 2,965 2,570 375 0 0 0 50 0: 239 0
Old : 12,651: 9,417 7,066 50 2,965 2,570 375 0 0 0 50 0: 239 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,110: -610 -1,060 50 460 -510 -25 0 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 55.9 0.4 23.4 20.3 3.0 0.0 0.0 0.0 0.4 0.0: 1.9 0.0
Old : 100.0: 74.4 55.9 0.4 23.4 20.3 3.0 0.0 0.0 0.0 0.4 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 11 . . . . 0 0 0 . 0:
Old : 25: 13 11 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 78.5 81.9 91.9 40.0 48.5 52.8 57.8
Old : 59.6 78.5 81.9 91.9 40.0 48.5 52.8 57.8
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,565: 13,665 21,395 7,980 65 475 0 400 0 0 50 0: 445 180
Old : 22,565: 13,665 21,395 7,980 65 475 0 400 0 0 50 0: 445 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -775: -795 -725 55 5 -40 0 -75 0 0 0 0: 5 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 94.8 35.4 0.3 2.1 0.0 1.8 0.0 0.0 0.2 0.0: 2.0 0.8
Old : 100.0: 60.6 94.8 35.4 0.3 2.1 0.0 1.8 0.0 0.0 0.2 0.0: 2.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 11 . . . 0 . 0 0 . 0:
Old : 24: 10 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 : 76.9 83.9 95.1 92.9 74.8 83.7 90.6 91.1
Old : 76.9 83.9 95.1 92.9 74.8 83.7 90.6 91.1
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,345: 10,770 13,680 3,790 625 1,450 0 370 0 0 110 85: 250 25
Old : 16,345: 10,770 13,680 3,790 625 1,450 0 370 0 0 110 85: 250 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,060: -860 -1,015 -220 -75 100 0 15 -25 0 -60 0: -55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 83.7 23.2 3.8 8.9 0.0 2.3 0.0 0.0 0.7 0.5: 1.5 0.2
Old : 100.0: 65.9 83.7 23.2 3.8 8.9 0.0 2.3 0.0 0.0 0.7 0.5: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 7 . . . 0 . 0 0 . .:
Old : 22: 13 7 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 72.2 88.3 95.6 60.9 61.2 72.6 75.8
Old : 72.6 72.2 88.3 95.6 60.9 61.2 72.6 75.8
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,337: 11,172 14,782 3,845 575 1,565 0 370 0 465 0 20: 270 25
Old : 17,337: 11,172 14,782 3,845 575 1,565 0 370 0 465 0 20: 270 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,060: -920 -715 245 -75 -225 -50 40 -50 35 0 -35: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 85.3 22.2 3.3 9.0 0.0 2.1 0.0 2.7 0.0 0.1: 1.6 0.1
Old : 100.0: 64.4 85.3 22.2 3.3 9.0 0.0 2.1 0.0 2.7 0.0 0.1: 1.6 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 7 . . . 0 . 0 . 0 .:
Old : 22: 13 7 . . . 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 86.1 84.6 97.1 57.7 76.2 71.7 81.4
Old : 66.5 86.1 84.6 97.1 57.7 76.2 71.7 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,353: 84,397 79,628 1,360 6,709 9,596 1,945 200 30 850 1,925 160: 15 105
Old : 98,353: 84,397 79,628 1,360 6,709 9,596 1,945 200 30 850 1,925 160: 15 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -5,128: -1,728 -5,241 -525 2,283 -2,130 -160 -25 0 -500 85 -85: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 81.0 1.4 6.8 9.8 2.0 0.2 0.0 0.9 2.0 0.2: 0.0 0.1
Old : 100.0: 85.8 81.0 1.4 6.8 9.8 2.0 0.2 0.0 0.9 2.0 0.2: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 33 28 . . 5 . . . . . .:
Old : 50: 33 28 . . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 56.7 62.5 79.9 42.5 47.6 54.2 60.8
Old : 43.8 56.7 62.5 79.9 42.5 47.6 54.2 60.8
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 121,721: 102,065 98,961 2,160 2,614 13,426 2,865 3,655 310 550 2,305 345: 0 105
Old : 121,721: 102,065 98,961 2,160 2,614 13,426 2,865 3,655 310 550 2,305 345: 0 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -7,383: -3,317 -8,588 -3,249 1,599 -349 -140 120 -150 -100 78 -78: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 81.3 1.8 2.1 11.0 2.4 3.0 0.3 0.5 1.9 0.3: 0.0 0.1
Old : 100.0: 83.9 81.3 1.8 2.1 11.0 2.4 3.0 0.3 0.5 1.9 0.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 38 30 . . 4 . . . . 4 .:
Old : 57: 38 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 : 40.9 55.1 57.5 73.7 36.8 49.4 48.4 60.0
Old : 40.9 55.1 57.5 73.7 36.8 49.4 48.4 60.0
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 186,142: 127,903 134,445 27,357 8,380 12,183 5,805 6,987 6,190 2,615 13,856 4,054: 34 47
Old : 186,142: 127,903 134,445 27,357 8,380 12,183 5,805 6,987 6,190 2,615 13,856 4,054: 34 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -4,670: -6,548 -4,102 2,062 -624 605 -195 -1,585 655 -359 1,266 -872: -18 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 72.2 14.7 4.5 6.5 3.1 3.8 3.3 1.4 7.4 2.2: 0.0 0.0
Old : 100.0: 68.7 72.2 14.7 4.5 6.5 3.1 3.8 3.3 1.4 7.4 2.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 79: 39 45 4 . 5 4 4 . 5 10 8:
Old : 79: 39 45 4 . 5 4 4 . 5 10 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 : 40.1 57.5 55.5 69.2 37.4 47.8 51.5 55.5
Old : 40.1 57.5 55.5 69.2 37.4 47.8 51.5 55.5
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,812: 105,810 104,056 5,129 9,239 5,590 5,897 769 1,819 1,220 4,057 282: 65 0
Old : 125,812: 105,810 104,056 5,129 9,239 5,590 5,897 769 1,819 1,220 4,057 282: 65 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -5,229: -4,535 -4,943 -616 -850 291 -50 -4 -133 -165 450 -40: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 82.7 4.1 7.3 4.4 4.7 0.6 1.4 1.0 3.2 0.2: 0.1 0.0
Old : 100.0: 84.1 82.7 4.1 7.3 4.4 4.7 0.6 1.4 1.0 3.2 0.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 36 31 . . 4 . . . . 4 .:
Old : 53: 36 31 . . 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 : 30.6 63.0 51.9 78.3 27.7 53.2 46.4 63.5
Old : 30.6 63.0 51.9 78.3 27.7 53.2 46.4 63.5
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,520: 30,350 27,330 2,915 6,735 1,345 575 1,000 0 1,170 0 110: 55 0
Old : 36,520: 30,350 27,330 2,915 6,735 1,345 575 1,000 0 1,170 0 110: 55 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,010: -1,070 -180 550 -255 -550 -60 -25 0 120 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 74.8 8.0 18.4 3.7 1.6 2.7 0.0 3.2 0.0 0.3: 0.2 0.0
Old : 100.0: 83.1 74.8 8.0 18.4 3.7 1.6 2.7 0.0 3.2 0.0 0.3: 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 : 27: 20 13 . . . . . 0 . 0 .:
Old : 27: 20 13 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 90.9 77.7 98.1 57.2 85.3 75.5 89.1
Old : 58.6 90.9 77.7 98.1 57.2 85.3 75.5 89.1
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,755: 25,990 28,620 2,490 935 2,950 0 220 30 1,185 0 0: 110 0
Old : 32,755: 25,990 28,620 2,490 935 2,950 0 220 30 1,185 0 0: 110 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -985: -650 -285 675 335 -1,010 0 0 0 25 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 87.4 7.6 2.9 9.0 0.0 0.7 0.1 3.6 0.0 0.0: 0.3 0.0
Old : 100.0: 79.3 87.4 7.6 2.9 9.0 0.0 0.7 0.1 3.6 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 12 . . . 0 . . . 0 0:
Old : 27: 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 : 59.8 92.6 80.4 98.5 56.7 81.8 74.8 84.0
Old : 59.8 92.6 80.4 98.5 56.7 81.8 74.8 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 33,665: 29,031 24,626 0 5,594 2,985 1,100 200 250 150 0 0: 149 10
Old : 33,665: 29,031 24,626 0 5,594 2,985 1,100 200 250 150 0 0: 149 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,356: -965 -1,190 0 165 -331 0 0 0 -50 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 73.2 0.0 16.6 8.9 3.3 0.6 0.7 0.4 0.0 0.0: 0.4 0.0
Old : 100.0: 86.2 73.2 0.0 16.6 8.9 3.3 0.6 0.7 0.4 0.0 0.0: 0.4 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: 28 26 0 . . . . . . 0 0:
Old : 40: 28 26 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 56.7 61.0 78.1 35.2 48.2 51.2 65.6
Old : 40.4 56.7 61.0 78.1 35.2 48.2 51.2 65.6
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,036: 14,156 14,526 2,010 2,570 1,820 900 0 0 150 0 0: 0 120
Old : 19,036: 14,156 14,526 2,010 2,570 1,820 900 0 0 150 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,375: -1,300 -1,260 40 -75 -40 0 0 0 -75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 76.3 10.6 13.5 9.6 4.7 0.0 0.0 0.8 0.0 0.0: 0.0 0.6
Old : 100.0: 74.4 76.3 10.6 13.5 9.6 4.7 0.0 0.0 0.8 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: 18 16 . . . . 0 0 . 0 0:
Old : 25: 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 : 43.5 60.7 67.3 86.2 34.8 52.0 51.6 63.1
Old : 43.5 60.7 67.3 86.2 34.8 52.0 51.6 63.1
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 254,873: 163,357 138,185 0 54,283 57,138 29,201 0 4,595 0 313 342: 240 17
Old : 254,873: 163,357 138,185 0 54,283 57,138 29,201 0 4,595 0 313 342: 240 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 5,489: -389 3,983 0 -4,128 5,620 363 0 -79 0 129 -49: 24 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 54.2 0.0 21.3 22.4 11.5 0.0 1.8 0.0 0.1 0.1: 0.1 0.0
Old : 100.0: 64.1 54.2 0.0 21.3 22.4 11.5 0.0 1.8 0.0 0.1 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 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 : 54.1 79.3 86.2 94.6 31.1 38.6 37.4 40.7
Old : 54.1 79.3 86.2 94.6 31.1 38.6 37.4 40.7
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,565,396: 1,761,812 1,329,027 0 797,615 404,344 372,990 0 26,250 0 8,160 0: 0 0
Old : 2,565,396: 1,761,812 1,329,027 0 797,615 404,344 372,990 0 26,250 0 8,160 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 51.8 0.0 31.1 15.8 14.5 0.0 1.0 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 68.7 51.8 0.0 31.1 15.8 14.5 0.0 1.0 0.0 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.2 85.0 86.1 92.4 48.4 55.3 56.5 59.3
Old : 62.2 85.0 86.1 92.4 48.4 55.3 56.5 59.3
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,946: 27,748 29,722 2,985 4,857 10,367 3,825 0 0 0 0 0: 21 0
Old : 44,946: 27,748 29,722 2,985 4,857 10,367 3,825 0 0 0 0 0: 21 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 215: 215 -1,060 0 1,275 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 66.1 6.6 10.8 23.1 8.5 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.7 66.1 6.6 10.8 23.1 8.5 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: 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 : 59.6 68.6 85.4 92.5 28.0 42.2 38.7 43.4
Old : 59.6 68.6 85.4 92.5 28.0 42.2 38.7 43.4
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 879,807: 619,524 680,902 134,823 73,445 125,460 0 0 0 0 0 0: 0 0
Old : 879,807: 619,524 680,902 134,823 73,445 125,460 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: November 1, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 77.4 15.3 8.3 14.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 70.4 77.4 15.3 8.3 14.3 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 : 62.6 79.3 85.8 98.6 44.2 61.0 58.5 64.2
Old : 62.6 79.3 85.8 98.6 44.2 61.0 58.5 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 146,224: 135,568 66,124 4,440 74,000 0 5,920 0 0 0 6,100 0: 296 0
Old : 146,224: 135,568 66,124 4,440 74,000 0 5,920 0 0 0 6,100 0: 296 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -43,966: -41,147 -20,116 -1,335 -22,250 0 -1,780 0 0 0 -1,600 0: 296 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 45.2 3.0 50.6 0.0 4.0 0.0 0.0 0.0 4.2 0.0: 0.2 0.0
Old : 100.0: 92.7 45.2 3.0 50.6 0.0 4.0 0.0 0.0 0.0 4.2 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 : 22: 11 5 . . 0 . 0 0 0 . 0:
Old : 22: 11 5 . . 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 : 73.7 86.2 91.1 98.8 73.7 86.2 91.1 98.8
Old : 73.7 86.2 91.1 98.8 73.7 86.2 91.1 98.8
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,871: 16,030 16,997 3,643 3,828 2,472 110 1,300 0 2,718 732 509: 389 33
Old : 25,871: 16,030 16,997 3,643 3,828 2,472 110 1,300 0 2,718 732 509: 389 33
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -511: -687 302 810 -270 -511 -25 -35 0 -53 104 -104: 59 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 65.7 14.1 14.8 9.6 0.4 5.0 0.0 10.5 2.8 2.0: 1.5 0.1
Old : 100.0: 62.0 65.7 14.1 14.8 9.6 0.4 5.0 0.0 10.5 2.8 2.0: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 21 . . . . . 0 4 . .:
Old : 37: 19 21 . . . . . 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 : 42.4 44.3 70.5 68.4 39.5 42.8 56.1 62.1
Old : 42.4 44.3 70.5 68.4 39.5 42.8 56.1 62.1
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,163: 15,144 15,643 1,823 3,222 949 460 0 0 1,576 0 59: 152 290
Old : 20,163: 15,144 15,643 1,823 3,222 949 460 0 0 1,576 0 59: 152 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,207: -642 -827 -141 -320 -30 -50 0 0 -335 0 0: -9 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 77.6 9.0 16.0 4.7 2.3 0.0 0.0 7.8 0.0 0.3: 0.8 1.4
Old : 100.0: 75.1 77.6 9.0 16.0 4.7 2.3 0.0 0.0 7.8 0.0 0.3: 0.8 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 : 31: 16 19 . . . . 0 0 . 0 .:
Old : 31: 16 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 51.1 69.5 73.2 41.3 51.1 59.6 68.7
Old : 44.8 51.1 69.5 73.2 41.3 51.1 59.6 68.7
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,020: 33,593 16,909 1,148 15,014 957 0 3,827 50 2,270 1,482 769: 233 12
Old : 39,020: 33,593 16,909 1,148 15,014 957 0 3,827 50 2,270 1,482 769: 233 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -921: -1,296 117 389 -730 211 0 160 -300 115 -376 -3: -37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 43.3 2.9 38.5 2.5 0.0 9.8 0.1 5.8 3.8 2.0: 0.6 0.0
Old : 100.0: 86.1 43.3 2.9 38.5 2.5 0.0 9.8 0.1 5.8 3.8 2.0: 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 : 42: 25 21 . . . 0 . . . . .:
Old : 42: 25 21 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 50.8 71.7 76.5 54.3 48.9 65.4 73.7
Old : 57.4 50.8 71.7 76.5 54.3 48.9 65.4 73.7
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,841: 20,097 13,481 0 6,721 2,086 30 0 70 148 358 125: 285 0
Old : 22,841: 20,097 13,481 0 6,721 2,086 30 0 70 148 358 125: 285 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -146: 377 357 0 21 -429 -45 0 0 148 -170 75: -272 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 59.0 0.0 29.4 9.1 0.1 0.0 0.3 0.6 1.6 0.5: 1.2 0.0
Old : 100.0: 88.0 59.0 0.0 29.4 9.1 0.1 0.0 0.3 0.6 1.6 0.5: 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 : 34: 21 16 0 4 . . 0 . . . .:
Old : 34: 21 16 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 : 55.0 53.9 72.8 76.9 50.6 45.8 60.8 66.6
Old : 55.0 53.9 72.8 76.9 50.6 45.8 60.8 66.6
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,851: 15,131 19,240 5,829 725 2,175 100 440 0 0 892 359: 257 20
Old : 23,851: 15,131 19,240 5,829 725 2,175 100 440 0 0 892 359: 257 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -840: -777 -585 -245 -35 160 0 -370 0 0 -65 55: -33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 80.7 24.4 3.0 9.1 0.4 1.8 0.0 0.0 3.7 1.5: 1.1 0.1
Old : 100.0: 63.4 80.7 24.4 3.0 9.1 0.4 1.8 0.0 0.0 3.7 1.5: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 14 . . . . . 0 0 . .:
Old : 28: 16 14 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 61.7 80.4 80.7 55.7 56.0 74.5 72.7
Old : 55.7 61.7 80.4 80.7 55.7 56.0 74.5 72.7
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,733: 11,433 11,578 1,361 1,390 455 0 50 0 184 50 0: 300 210
Old : 13,733: 11,433 11,578 1,361 1,390 455 0 50 0 184 50 0: 300 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -940: -847 -700 -333 -372 190 0 -25 0 60 -25 0: -10 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 84.3 9.9 10.1 3.3 0.0 0.4 0.0 1.3 0.4 0.0: 2.2 1.5
Old : 100.0: 83.3 84.3 9.9 10.1 3.3 0.0 0.4 0.0 1.3 0.4 0.0: 2.2 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 : 25: 15 10 . . 4 0 . 0 . . 0:
Old : 25: 15 10 . . 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 : 63.2 75.1 82.9 90.7 63.2 72.7 81.4 86.0
Old : 63.2 75.1 82.9 90.7 63.2 72.7 81.4 86.0
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,384: 33,230 27,625 770 6,249 1,830 135 450 0 100 200 0: 319 30
Old : 36,384: 33,230 27,625 770 6,249 1,830 135 450 0 100 200 0: 319 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,455: -1,360 -1,450 -125 5 0 35 0 0 0 0 0: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 75.9 2.1 17.2 5.0 0.4 1.2 0.0 0.3 0.5 0.0: 0.9 0.1
Old : 100.0: 91.3 75.9 2.1 17.2 5.0 0.4 1.2 0.0 0.3 0.5 0.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 27 23 . . . . . 0 . . 0:
Old : 38: 27 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 : 36.4 53.8 60.3 76.0 31.9 49.8 54.0 66.9
Old : 36.4 53.8 60.3 76.0 31.9 49.8 54.0 66.9
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 15,873: 12,819 12,383 1,010 1,825 1,505 0 0 0 465 100 54: 20 6
Old : 15,873: 12,819 12,383 1,010 1,825 1,505 0 0 0 465 100 54: 20 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -808: -800 -460 0 -290 0 0 0 0 2 -50 0: -10 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 78.0 6.4 11.5 9.5 0.0 0.0 0.0 2.9 0.6 0.3: 0.1 0.0
Old : 100.0: 80.8 78.0 6.4 11.5 9.5 0.0 0.0 0.0 2.9 0.6 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 19 . . . 0 0 0 . . .:
Old : 28: 20 19 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 79.1 64.5 92.2 40.6 70.4 57.6 73.7
Old : 44.4 79.1 64.5 92.2 40.6 70.4 57.6 73.7
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,963: 10,300 9,161 625 2,757 2,025 0 0 0 1,003 0 0: 10 20
Old : 13,963: 10,300 9,161 625 2,757 2,025 0 0 0 1,003 0 0: 10 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -660: -635 -401 -50 -253 0 0 0 0 36 0 -6: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 65.6 4.5 19.7 14.5 0.0 0.0 0.0 7.2 0.0 0.0: 0.1 0.1
Old : 100.0: 73.8 65.6 4.5 19.7 14.5 0.0 0.0 0.0 7.2 0.0 0.0: 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 : 25: 19 17 . . . 0 0 0 . 0 0:
Old : 25: 19 17 . . . 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 : 42.8 78.4 68.5 92.5 36.2 58.4 56.3 68.3
Old : 42.8 78.4 68.5 92.5 36.2 58.4 56.3 68.3
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,737: 28,674 34,959 10,330 3,370 350 0 0 0 0 100 0: 3,383 3,958
Old : 42,737: 28,674 34,959 10,330 3,370 350 0 0 0 0 100 0: 3,383 3,958
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -832: -1,880 -1,240 955 -245 0 0 0 0 0 0 0: 93 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 81.8 24.2 7.9 0.8 0.0 0.0 0.0 0.0 0.2 0.0: 7.9 9.3
Old : 100.0: 67.1 81.8 24.2 7.9 0.8 0.0 0.0 0.0 0.0 0.2 0.0: 7.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 18 . . . 0 0 0 0 . 0:
Old : 25: 13 18 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 45.8 88.8 74.2 75.2 44.8 79.6 69.3
Old : 76.3 45.8 88.8 74.2 75.2 44.8 79.6 69.3
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,601: 25,558 30,623 9,230 4,130 50 0 0 0 0 100 0: 3,763 3,698
Old : 38,601: 25,558 30,623 9,230 4,130 50 0 0 0 0 100 0: 3,763 3,698
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,291: -2,215 -1,245 705 -245 0 0 0 0 0 0 0: 219 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 79.3 23.9 10.7 0.1 0.0 0.0 0.0 0.0 0.3 0.0: 9.7 9.6
Old : 100.0: 66.2 79.3 23.9 10.7 0.1 0.0 0.0 0.0 0.0 0.3 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 : 24: 11 18 . . . 0 0 0 0 . 0:
Old : 24: 11 18 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 45.4 88.5 75.2 74.4 45.0 78.3 71.0
Old : 75.6 45.4 88.5 75.2 74.4 45.0 78.3 71.0
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,670: 30,530 6,240 0 1,155 1,370 0 14,180 50 0 9,625 0: 1,720 1,050
Old : 33,670: 30,530 6,240 0 1,155 1,370 0 14,180 50 0 9,625 0: 1,720 1,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -790: -880 -635 0 -455 380 0 225 -100 0 -25 0: -190 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 18.5 0.0 3.4 4.1 0.0 42.1 0.1 0.0 28.6 0.0: 5.1 3.1
Old : 100.0: 90.7 18.5 0.0 3.4 4.1 0.0 42.1 0.1 0.0 28.6 0.0: 5.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 9 0 . . 0 . . 0 4 0:
Old : 24: 14 9 0 . . 0 . . 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 : 70.0 74.7 85.9 87.9 62.8 68.9 76.4 77.4
Old : 70.0 74.7 85.9 87.9 62.8 68.9 76.4 77.4
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,810: 28,135 6,360 0 4,980 285 0 12,955 490 0 4,330 0: 1,900 1,410
Old : 30,810: 28,135 6,360 0 4,980 285 0 12,955 490 0 4,330 0: 1,900 1,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -770: -445 -610 0 90 -120 0 130 -130 0 -125 0: -75 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 20.6 0.0 16.2 0.9 0.0 42.0 1.6 0.0 14.1 0.0: 6.2 4.6
Old : 100.0: 91.3 20.6 0.0 16.2 0.9 0.0 42.0 1.6 0.0 14.1 0.0: 6.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 0 . . 0 . . 0 . 0:
Old : 23: 13 10 0 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 75.2 83.3 87.0 66.7 70.1 74.4 78.1
Old : 73.5 75.2 83.3 87.0 66.7 70.1 74.4 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,783: 17,249 15,290 95 3,839 3,490 1,815 0 105 2,225 2,255 100: 704 704
Old : 25,783: 17,249 15,290 95 3,839 3,490 1,815 0 105 2,225 2,255 100: 704 704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,140: -445 -1,050 0 650 -250 320 0 -320 -275 0 0: -170 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 59.3 0.4 14.9 13.5 7.0 0.0 0.4 8.6 8.7 0.4: 2.7 2.7
Old : 100.0: 66.9 59.3 0.4 14.9 13.5 7.0 0.0 0.4 8.6 8.7 0.4: 2.7 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 : 27: 17 9 . . . . 0 . . . .:
Old : 27: 17 9 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 90.1 75.4 95.0 41.0 73.6 66.6 76.4
Old : 46.3 90.1 75.4 95.0 41.0 73.6 66.6 76.4
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,263: 14,507 12,888 95 3,533 2,630 1,845 0 90 2,225 2,355 100: 771 667
Old : 22,263: 14,507 12,888 95 3,533 2,630 1,845 0 90 2,225 2,355 100: 771 667
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -715: -135 -500 -25 195 -170 40 0 -40 -275 -100 0: -110 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 57.9 0.4 15.9 11.8 8.3 0.0 0.4 10.0 10.6 0.4: 3.5 3.0
Old : 100.0: 65.2 57.9 0.4 15.9 11.8 8.3 0.0 0.4 10.0 10.6 0.4: 3.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 8 . . . . 0 . . . .:
Old : 24: 17 8 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 87.8 75.3 95.5 42.3 72.1 63.6 73.1
Old : 45.8 87.8 75.3 95.5 42.3 72.1 63.6 73.1
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,905: 23,865 24,625 16,795 165 2,220 0 16,260 0 400 400 0: 625 235
Old : 43,905: 23,865 24,625 16,795 165 2,220 0 16,260 0 400 400 0: 625 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -800: -630 -385 200 50 -50 0 -255 0 -200 -50 0: -120 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 56.1 38.3 0.4 5.1 0.0 37.0 0.0 0.9 0.9 0.0: 1.4 0.5
Old : 100.0: 54.4 56.1 38.3 0.4 5.1 0.0 37.0 0.0 0.9 0.9 0.0: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 9 . . . 0 . 0 . . 0:
Old : 25: 13 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 : 81.9 89.7 92.3 96.5 75.2 88.0 85.4 91.2
Old : 81.9 89.7 92.3 96.5 75.2 88.0 85.4 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,900: 19,890 20,605 16,185 140 1,845 0 15,310 0 0 400 0: 980 600
Old : 38,900: 19,890 20,605 16,185 140 1,845 0 15,310 0 0 400 0: 980 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -930: -755 -410 -30 0 -50 0 -385 0 0 0 0: -95 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 53.0 41.6 0.4 4.7 0.0 39.4 0.0 0.0 1.0 0.0: 2.5 1.5
Old : 100.0: 51.1 53.0 41.6 0.4 4.7 0.0 39.4 0.0 0.0 1.0 0.0: 2.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 . . . 0 . 0 0 . 0:
Old : 23: 12 8 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.4 91.5 91.9 96.0 74.7 88.9 86.2 91.4
Old : 80.4 91.5 91.9 96.0 74.7 88.9 86.2 91.4
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,570: 26,415 16,325 25 8,130 830 0 1,910 150 1,200 1,565 100: 850 560
Old : 29,570: 26,415 16,325 25 8,130 830 0 1,910 150 1,200 1,565 100: 850 560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,355: -660 -810 0 650 -635 0 -175 0 0 -350 0: -60 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 55.2 0.1 27.5 2.8 0.0 6.5 0.5 4.1 5.3 0.3: 2.9 1.9
Old : 100.0: 89.3 55.2 0.1 27.5 2.8 0.0 6.5 0.5 4.1 5.3 0.3: 2.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 10 . . . 0 . . . . .:
Old : 25: 14 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 83.9 85.9 95.6 66.0 77.2 79.9 85.1
Old : 69.9 83.9 85.9 95.6 66.0 77.2 79.9 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,665: 27,050 16,040 75 9,450 305 0 2,130 130 1,200 995 170: 735 445
Old : 29,665: 27,050 16,040 75 9,450 305 0 2,130 130 1,200 995 170: 735 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -980: -615 -700 0 470 -255 0 -10 -15 0 -400 0: -95 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 54.1 0.3 31.9 1.0 0.0 7.2 0.4 4.0 3.4 0.6: 2.5 1.5
Old : 100.0: 91.2 54.1 0.3 31.9 1.0 0.0 7.2 0.4 4.0 3.4 0.6: 2.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 10 . . . 0 . . . . .:
Old : 25: 14 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 : 74.7 87.7 88.5 96.3 72.5 82.2 83.5 88.4
Old : 74.7 87.7 88.5 96.3 72.5 82.2 83.5 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,579: 23,305 16,854 25 9,996 2,894 4,780 275 425 380 1,370 555: 1,215 1,210
Old : 33,579: 23,305 16,854 25 9,996 2,894 4,780 275 425 380 1,370 555: 1,215 1,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,360: -870 -860 0 -595 -60 -230 0 0 -165 200 -60: 25 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 50.2 0.1 29.8 8.6 14.2 0.8 1.3 1.1 4.1 1.7: 3.6 3.6
Old : 100.0: 69.4 50.2 0.1 29.8 8.6 14.2 0.8 1.3 1.1 4.1 1.7: 3.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 12 . . . . . . . . .:
Old : 28: 18 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 : 53.9 77.4 75.1 91.0 46.3 61.0 59.3 71.0
Old : 53.9 77.4 75.1 91.0 46.3 61.0 59.3 71.0
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,475: 19,290 14,830 25 3,915 3,995 455 300 390 255 1,000 275: 790 770
Old : 25,475: 19,290 14,830 25 3,915 3,995 455 300 390 255 1,000 275: 790 770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,115: -550 -735 0 340 -390 170 0 -170 10 25 -35: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 58.2 0.1 15.4 15.7 1.8 1.2 1.5 1.0 3.9 1.1: 3.1 3.0
Old : 100.0: 75.7 58.2 0.1 15.4 15.7 1.8 1.2 1.5 1.0 3.9 1.1: 3.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 11 . . . . . . . . .:
Old : 29: 19 11 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 75.9 71.7 90.2 35.8 51.4 49.6 63.6
Old : 52.3 75.9 71.7 90.2 35.8 51.4 49.6 63.6
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,986: 55,574 109,919 17,700 1,610 3,959 27,060 0 215 11,135 0 930: 5,413 5,353
Old : 121,986: 55,574 109,919 17,700 1,610 3,959 27,060 0 215 11,135 0 930: 5,413 5,353
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -3,548: -2,425 -3,210 -260 485 -450 -575 0 0 390 -85 -175: -53 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 90.1 14.5 1.3 3.2 22.2 0.0 0.2 9.1 0.0 0.8: 4.4 4.4
Old : 100.0: 45.6 90.1 14.5 1.3 3.2 22.2 0.0 0.2 9.1 0.0 0.8: 4.4 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 : 41: 18 26 . . . . 0 . 4 0 .:
Old : 41: 18 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 : 60.7 54.5 79.4 71.2 52.2 52.6 67.2 66.2
Old : 60.7 54.5 79.4 71.2 52.2 52.6 67.2 66.2
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,201: 49,585 99,370 17,558 3,165 3,180 29,425 0 275 5,925 0 500: 3,753 3,711
Old : 110,201: 49,585 99,370 17,558 3,165 3,180 29,425 0 275 5,925 0 500: 3,753 3,711
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -4,295: -2,865 -3,305 1,030 240 -960 -605 0 0 -685 0 0: -210 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 90.2 15.9 2.9 2.9 26.7 0.0 0.2 5.4 0.0 0.5: 3.4 3.4
Old : 100.0: 45.0 90.2 15.9 2.9 2.9 26.7 0.0 0.2 5.4 0.0 0.5: 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 : 38: 16 26 . . . . 0 . . 0 .:
Old : 38: 16 26 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 53.9 87.2 71.6 62.2 52.8 75.1 67.5
Old : 68.4 53.9 87.2 71.6 62.2 52.8 75.1 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,860: 16,860 19,165 3,020 820 670 0 225 50 200 0 0: 1,060 930
Old : 21,860: 16,860 19,165 3,020 820 670 0 225 50 200 0 0: 1,060 930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,085: -1,025 -1,000 50 160 -210 0 25 -25 0 0 0: 125 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 87.7 13.8 3.8 3.1 0.0 1.0 0.2 0.9 0.0 0.0: 4.8 4.3
Old : 100.0: 77.1 87.7 13.8 3.8 3.1 0.0 1.0 0.2 0.9 0.0 0.0: 4.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.0 77.2 76.2 88.0 49.2 63.2 66.0 69.3
Old : 51.0 77.2 76.2 88.0 49.2 63.2 66.0 69.3
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,205: 13,915 16,045 2,615 990 510 0 175 0 700 0 0: 465 485
Old : 18,205: 13,915 16,045 2,615 990 510 0 175 0 700 0 0: 465 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,065: -915 -915 15 0 -15 0 -25 0 -50 0 0: -100 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 88.1 14.4 5.4 2.8 0.0 1.0 0.0 3.8 0.0 0.0: 2.6 2.7
Old : 100.0: 76.4 88.1 14.4 5.4 2.8 0.0 1.0 0.0 3.8 0.0 0.0: 2.6 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 : 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 : 54.4 82.3 76.0 92.1 46.3 74.4 66.6 79.9
Old : 54.4 82.3 76.0 92.1 46.3 74.4 66.6 79.9
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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,010: 29,580 24,330 1,185 2,840 1,600 50 2,850 0 0 800 0: 3,595 3,590
Old : 36,010: 29,580 24,330 1,185 2,840 1,600 50 2,850 0 0 800 0: 3,595 3,590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,025: -785 -365 40 -110 -160 0 -225 0 0 -45 0: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 67.6 3.3 7.9 4.4 0.1 7.9 0.0 0.0 2.2 0.0: 10.0 10.0
Old : 100.0: 82.1 67.6 3.3 7.9 4.4 0.1 7.9 0.0 0.0 2.2 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 : 29: 14 16 . . . . . 0 0 . 0:
Old : 29: 14 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 : 63.6 42.5 79.5 67.7 62.5 39.4 72.6 59.8
Old : 63.6 42.5 79.5 67.7 62.5 39.4 72.6 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, November 08, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,330: 19,715 15,380 615 3,725 2,860 0 1,225 0 0 0 0: 4,140 4,140
Old : 27,330: 19,715 15,380 615 3,725 2,860 0 1,225 0 0 0 0: 4,140 4,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -490: -1,985 200 615 -1,495 585 0 -75 0 0 0 0: 295 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 56.3 2.3 13.6 10.5 0.0 4.5 0.0 0.0 0.0 0.0: 15.1 15.1
Old : 100.0: 72.1 56.3 2.3 13.6 10.5 0.0 4.5 0.0 0.0 0.0 0.0: 15.1 15.1
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: 15 13 . . . 0 . 0 0 0 0:
Old : 25: 15 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 : 42.9 44.7 63.3 66.5 31.4 31.0 42.3 44.9
Old : 42.9 44.7 63.3 66.5 31.4 31.0 42.3 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 11, 2016