COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,866: 26,253 28,288 9,436 9,633 3,814 0 18,036 5,148 29,095 9,042 8,194: 926 711
Old : 82,866: 26,253 28,288 9,436 9,633 3,814 0 18,036 5,148 29,095 9,042 8,194: 926 711
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 1,378: 1,052 2,098 65 35 -505 0 981 634 9 -2,108 228: -105 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 34.1 11.4 11.6 4.6 0.0 21.8 6.2 35.1 10.9 9.9: 1.1 0.9
Old : 100.0: 31.7 34.1 11.4 11.6 4.6 0.0 21.8 6.2 35.1 10.9 9.9: 1.1 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: 18 15 . 4 4 0 6 5 14 13 19:
Old : 58: 18 15 . 4 4 0 6 5 14 13 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 41.4 61.5 62.8 33.0 25.2 45.9 38.0
Old : 42.0 41.4 61.5 62.8 33.0 25.2 45.9 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 18,430: 1,299 8,649 0 3,013 752 399 1,821 1,730 12,621 1,338 991: 638 136
Old : 18,430: 1,299 8,649 0 3,013 752 399 1,821 1,730 12,621 1,338 991: 638 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 849: -164 614 0 116 19 85 860 -287 1,322 -356 -94: -32 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 46.9 0.0 16.3 4.1 2.2 9.9 9.4 68.5 7.3 5.4: 3.5 0.7
Old : 100.0: 7.0 46.9 0.0 16.3 4.1 2.2 9.9 9.4 68.5 7.3 5.4: 3.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 7 8 0 5 4 . . . 13 . 10:
Old : 33: 7 8 0 5 4 . . . 13 . 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 49.6 73.7 72.6 56.5 41.4 65.7 60.0
Old : 58.0 49.6 73.7 72.6 56.5 41.4 65.7 60.0
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 TONS) :
: : Positions :
All : 10,889: 2,147 1,686 1,105 765 2,436 173 429 2,244 596 1,143 2,178: 10 9
Old : 10,889: 2,147 1,686 1,105 765 2,436 173 429 2,244 596 1,143 2,178: 10 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -190: 111 -68 -21 -4 -25 -20 -47 17 -192 -3 -59: -1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 15.5 10.2 7.0 22.4 1.6 3.9 20.6 5.5 10.5 20.0: 0.1 0.1
Old : 100.0: 19.7 15.5 10.2 7.0 22.4 1.6 3.9 20.6 5.5 10.5 20.0: 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 : 34: 9 9 . . 5 . . 4 7 7 11:
Old : 34: 9 9 . . 5 . . 4 7 7 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 : 43.0 48.0 69.6 73.9 17.9 16.7 22.4 22.0
Old : 43.0 48.0 69.6 73.9 17.9 16.7 22.4 22.0
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 153,721: 83,847 97,864 11,949 14,625 15,281 20,201 2,435 4,234 7,402 8,419 10,196: 610 666
Old : 153,721: 83,847 97,864 11,949 14,625 15,281 20,201 2,435 4,234 7,402 8,419 10,196: 610 666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 289: 524 -323 274 436 13 85 6 444 -1,133 -110 145: -62 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 63.7 7.8 9.5 9.9 13.1 1.6 2.8 4.8 5.5 6.6: 0.4 0.4
Old : 100.0: 54.5 63.7 7.8 9.5 9.9 13.1 1.6 2.8 4.8 5.5 6.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 80: 45 47 . . 4 4 5 9 8 9 13:
Old : 80: 45 47 . . 4 4 5 9 8 9 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 31.4 62.4 51.8 32.8 24.9 40.8 36.7
Old : 47.2 31.4 62.4 51.8 32.8 24.9 40.8 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,197: 36,386 44,037 4,145 0 3,896 0 425 404 4,087 156 279: 0 0
Old : 49,197: 36,386 44,037 4,145 0 3,896 0 425 404 4,087 156 279: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -1,334: -2,558 -94 2,021 -254 -970 0 -6 15 183 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 89.5 8.4 0.0 7.9 0.0 0.9 0.8 8.3 0.3 0.6: 0.0 0.0
Old : 100.0: 74.0 89.5 8.4 0.0 7.9 0.0 0.9 0.8 8.3 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 : 37: 22 23 . 0 . 0 . . 5 . .:
Old : 37: 22 23 . 0 . 0 . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 47.7 76.9 77.8 39.9 40.8 55.8 60.9
Old : 53.7 47.7 76.9 77.8 39.9 40.8 55.8 60.9
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 396,796: 357,292 315,019 0 50,357 20,354 10,162 0 0 331 2,409 8,657: 0 0
Old : 396,796: 357,292 315,019 0 50,357 20,354 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 8, 2016 :
: 14,909: 15,885 3,243 -1,361 11,281 385 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 79.4 0.0 12.7 5.1 2.6 0.0 0.0 0.1 0.6 2.2: 0.0 0.0
Old : 100.0: 90.0 79.4 0.0 12.7 5.1 2.6 0.0 0.0 0.1 0.6 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 : 32: 21 19 0 . . . 0 0 . . .:
Old : 32: 21 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 : 63.9 53.4 80.6 80.1 59.7 44.9 67.5 64.0
Old : 63.9 53.4 80.6 80.1 59.7 44.9 67.5 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,504,595: 1,195,786 1,192,157 153,668 138,946 34,357 45,649 17,023 43,458 29,683 76,660 1,994: 0 0
Old : 1,504,595: 1,195,786 1,192,157 153,668 138,946 34,357 45,649 17,023 43,458 29,683 76,660 1,994: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 20,864: 21,715 12,720 1,566 74 -65 -4,696 5,376 1,535 -7 408 816: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 79.2 10.2 9.2 2.3 3.0 1.1 2.9 2.0 5.1 0.1: 0.0 0.0
Old : 100.0: 79.5 79.2 10.2 9.2 2.3 3.0 1.1 2.9 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 : 60: 35 35 . . . 4 . . . 5 .:
Old : 60: 35 35 . . . 4 . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 45.5 62.8 64.3 35.0 36.4 45.9 49.5
Old : 39.5 45.5 62.8 64.3 35.0 36.4 45.9 49.5
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 66,460: 45,793 46,137 9,163 3,435 8,554 991 1,913 214 0 4,463 1,745: 0 0
Old : 66,460: 45,793 46,137 9,163 3,435 8,554 991 1,913 214 0 4,463 1,745: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -1,269: -1,230 2,027 304 -2,555 150 -456 -183 -12 0 -671 -24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 69.4 13.8 5.2 12.9 1.5 2.9 0.3 0.0 6.7 2.6: 0.0 0.0
Old : 100.0: 68.9 69.4 13.8 5.2 12.9 1.5 2.9 0.3 0.0 6.7 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 : 36: 20 24 . . . . . . 0 5 4:
Old : 36: 20 24 . . . . . . 0 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 66.7 83.4 84.2 55.7 52.9 63.4 63.4
Old : 65.6 66.7 83.4 84.2 55.7 52.9 63.4 63.4
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 336,360: 246,229 228,993 49,748 61,836 40,383 0 4,506 0 0 642 0: 0 0
Old : 336,360: 246,229 228,993 49,748 61,836 40,383 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 8, 2016 :
: 328: 0 328 0 -328 328 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 68.1 14.8 18.4 12.0 0.0 1.3 0.0 0.0 0.2 0.0: 0.0 0.0
Old : 100.0: 73.2 68.1 14.8 18.4 12.0 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 75.7 75.0
Old : 71.3 86.2 90.8 95.4 66.4 71.2 75.7 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 414,334: 298,151 366,350 69,406 9,392 29,232 7,360 728 8,632 1,553 0 0: 0 0
Old : 414,334: 298,151 366,350 69,406 9,392 29,232 7,360 728 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 8, 2016 :
: -13,395: 1,091 -5,202 -7,813 0 -8,193 1,520 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 88.4 16.8 2.3 7.1 1.8 0.2 2.1 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 72.0 88.4 16.8 2.3 7.1 1.8 0.2 2.1 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: 26 24 . . . . . . . 0 0:
Old : 43: 26 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 : 47.2 60.1 69.1 76.9 36.8 56.6 53.6 69.8
Old : 47.2 60.1 69.1 76.9 36.8 56.6 53.6 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,933: 21,430 26,558 3,651 0 1,809 584 0 84 170 43 41: 1,164 398
Old : 28,933: 21,430 26,558 3,651 0 1,809 584 0 84 170 43 41: 1,164 398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -93: 47 36 28 0 -192 0 0 0 -103 1 41: 86 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 91.8 12.6 0.0 6.3 2.0 0.0 0.3 0.6 0.1 0.1: 4.0 1.4
Old : 100.0: 74.1 91.8 12.6 0.0 6.3 2.0 0.0 0.3 0.6 0.1 0.1: 4.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 21 . 0 . . 0 . . . .:
Old : 35: 21 21 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 61.2 69.1 80.1 43.1 57.2 62.1 71.1
Old : 49.5 61.2 69.1 80.1 43.1 57.2 62.1 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,187: 33,582 43,802 23,619 13,820 1,555 0 0 0 140 0 0: 291 10
Old : 59,187: 33,582 43,802 23,619 13,820 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 8, 2016 :
: 620: 1,135 1,720 -515 -1,100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 74.0 39.9 23.3 2.6 0.0 0.0 0.0 0.2 0.0 0.0: 0.5 0.0
Old : 100.0: 56.7 74.0 39.9 23.3 2.6 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 : 41: 27 29 . . . 0 0 0 . 0 0:
Old : 41: 27 29 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 52.6 77.2 71.8 61.9 50.2 71.0 65.9
Old : 63.8 52.6 77.2 71.8 61.9 50.2 71.0 65.9
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,759: 50,581 57,062 25,889 19,595 985 0 0 0 0 0 0: 304 117
Old : 77,759: 50,581 57,062 25,889 19,595 985 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 8, 2016 :
: 505: 900 1,705 -395 -1,200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 73.4 33.3 25.2 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 65.0 73.4 33.3 25.2 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 28 . . . 0 0 0 0 0 0:
Old : 41: 29 28 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 59.5 73.3 74.6 55.1 56.5 70.4 68.8
Old : 56.1 59.5 73.3 74.6 55.1 56.5 70.4 68.8
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,749: 20,527 23,889 4,060 415 2,450 0 0 0 100 875 0: 612 120
Old : 27,749: 20,527 23,889 4,060 415 2,450 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 8, 2016 :
: 1,840: 1,670 1,850 300 120 -130 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 86.1 14.6 1.5 8.8 0.0 0.0 0.0 0.4 3.2 0.0: 2.2 0.4
Old : 100.0: 74.0 86.1 14.6 1.5 8.8 0.0 0.0 0.0 0.4 3.2 0.0: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.8 76.3 85.1 88.8 60.7 72.5 76.2 81.2
Old : 62.8 76.3 85.1 88.8 60.7 72.5 76.2 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 293,672: 180,480 288,992 99,448 0 4,680 6,280 0 0 2,784 0 0: 0 0
Old : 293,672: 180,480 288,992 99,448 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 8, 2016 :
: -2,744: 3,920 -2,744 -6,664 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 98.4 33.9 0.0 1.6 2.1 0.0 0.0 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 61.5 98.4 33.9 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 19 . 0 . . 0 0 . 0 0:
Old : 29: 18 19 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 78.2 76.7 91.6 53.8 73.7 74.2 86.2
Old : 55.9 78.2 76.7 91.6 53.8 73.7 74.2 86.2
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,494: 4,222 4,210 174 913 85 589 0 87 168 774 0: 1,169 425
Old : 6,494: 4,222 4,210 174 913 85 589 0 87 168 774 0: 1,169 425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 423: 190 297 0 279 0 0 0 0 0 -430 0: 233 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 64.8 2.7 14.1 1.3 9.1 0.0 1.3 2.6 11.9 0.0: 18.0 6.5
Old : 100.0: 65.0 64.8 2.7 14.1 1.3 9.1 0.0 1.3 2.6 11.9 0.0: 18.0 6.5
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 : 22: 13 11 . . . . 0 . . . 0:
Old : 22: 13 11 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 66.1 64.0 83.6 38.8 64.2 54.2 73.6
Old : 45.4 66.1 64.0 83.6 38.8 64.2 54.2 73.6
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 7,595: 5,455 4,595 0 2,640 60 1,600 0 0 300 0 0: 180 300
Old : 7,595: 5,455 4,595 0 2,640 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 8, 2016 :
: 1,200: 1,200 300 0 900 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 60.5 0.0 34.8 0.8 21.1 0.0 0.0 3.9 0.0 0.0: 2.4 3.9
Old : 100.0: 71.8 60.5 0.0 34.8 0.8 21.1 0.0 0.0 3.9 0.0 0.0: 2.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 12 0 . . . 0 0 . 0 0:
Old : 22: 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 : 46.3 58.9 76.6 81.6 44.8 54.0 64.8 65.5
Old : 46.3 58.9 76.6 81.6 44.8 54.0 64.8 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,580: 8,615 5,900 0 4,155 700 200 0 100 1,055 225 400: 510 100
Old : 11,580: 8,615 5,900 0 4,155 700 200 0 100 1,055 225 400: 510 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 1,905: 2,155 355 0 1,950 -325 0 0 0 150 0 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 50.9 0.0 35.9 6.0 1.7 0.0 0.9 9.1 1.9 3.5: 4.4 0.9
Old : 100.0: 74.4 50.9 0.0 35.9 6.0 1.7 0.0 0.9 9.1 1.9 3.5: 4.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.9 65.2 85.3 82.5 58.6 60.0 70.5 72.0
Old : 66.9 65.2 85.3 82.5 58.6 60.0 70.5 72.0
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,692: 28,975 34,952 7,605 1,290 1,350 0 50 0 200 1,050 0: 562 0
Old : 38,692: 28,975 34,952 7,605 1,290 1,350 0 50 0 200 1,050 0: 562 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 1,555: 1,675 1,785 85 95 -205 0 0 0 0 0 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 90.3 19.7 3.3 3.5 0.0 0.1 0.0 0.5 2.7 0.0: 1.5 0.0
Old : 100.0: 74.9 90.3 19.7 3.3 3.5 0.0 0.1 0.0 0.5 2.7 0.0: 1.5 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 : 33: 19 18 . . . 0 . 0 . . 0:
Old : 33: 19 18 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 76.1 78.2 87.2 52.0 73.3 74.0 82.3
Old : 52.7 76.1 78.2 87.2 52.0 73.3 74.0 82.3
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,720: 21,375 21,330 3,055 4,580 1,550 0 0 0 1,560 250 0: 180 10
Old : 27,720: 21,375 21,330 3,055 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 8, 2016 :
: 205: 85 205 120 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 76.9 11.0 16.5 5.6 0.0 0.0 0.0 5.6 0.9 0.0: 0.6 0.0
Old : 100.0: 77.1 76.9 11.0 16.5 5.6 0.0 0.0 0.0 5.6 0.9 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 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 : 52.0 73.4 71.3 91.0 49.2 62.2 64.9 74.9
Old : 52.0 73.4 71.3 91.0 49.2 62.2 64.9 74.9
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,108: 14,655 14,792 2,505 2,230 1,706 610 0 21 103 1,065 84: 424 210
Old : 20,108: 14,655 14,792 2,505 2,230 1,706 610 0 21 103 1,065 84: 424 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -167: -38 -169 -192 1 42 0 0 0 103 0 0: -82 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 73.6 12.5 11.1 8.5 3.0 0.0 0.1 0.5 5.3 0.4: 2.1 1.0
Old : 100.0: 72.9 73.6 12.5 11.1 8.5 3.0 0.0 0.1 0.5 5.3 0.4: 2.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 21 . . . . 0 . . . .:
Old : 35: 19 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 : 40.5 51.3 66.0 75.9 35.8 42.1 56.5 61.9
Old : 40.5 51.3 66.0 75.9 35.8 42.1 56.5 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 55,423: 49,873 45,024 1,040 4,550 1,376 0 222 0 690 1,662 2,421: 23 168
Old : 55,423: 49,873 45,024 1,040 4,550 1,376 0 222 0 690 1,662 2,421: 23 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 1,519: 903 1,046 0 189 0 0 0 0 0 -317 616: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 81.2 1.9 8.2 2.5 0.0 0.4 0.0 1.2 3.0 4.4: 0.0 0.3
Old : 100.0: 90.0 81.2 1.9 8.2 2.5 0.0 0.4 0.0 1.2 3.0 4.4: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 27 25 . . 4 0 . 0 . . 4:
Old : 42: 27 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 : 45.1 52.4 69.9 73.0 43.8 50.5 63.6 64.5
Old : 45.1 52.4 69.9 73.0 43.8 50.5 63.6 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,489: 68,122 49,798 2,313 3,266 1,541 422 1,947 0 365 16,231 2,653: 73 53
Old : 75,489: 68,122 49,798 2,313 3,266 1,541 422 1,947 0 365 16,231 2,653: 73 53
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 2,490: 1,502 2,094 -105 -41 186 0 186 0 0 -847 907: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 66.0 3.1 4.3 2.0 0.6 2.6 0.0 0.5 21.5 3.5: 0.1 0.1
Old : 100.0: 90.2 66.0 3.1 4.3 2.0 0.6 2.6 0.0 0.5 21.5 3.5: 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 : 53: 32 28 . . . . . 0 . 7 5:
Old : 53: 32 28 . . . . . 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 : 43.8 47.6 63.5 68.4 39.8 44.0 57.2 59.0
Old : 43.8 47.6 63.5 68.4 39.8 44.0 57.2 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,545: 34,050 39,345 8,220 3,720 1,470 0 0 0 780 0 0: 25 10
Old : 44,545: 34,050 39,345 8,220 3,720 1,470 0 0 0 780 0 0: 25 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 1,380: 545 1,320 775 60 0 0 0 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 88.3 18.5 8.4 3.3 0.0 0.0 0.0 1.8 0.0 0.0: 0.1 0.0
Old : 100.0: 76.4 88.3 18.5 8.4 3.3 0.0 0.0 0.0 1.8 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 : 28: 23 9 . . . 0 0 0 . 0 0:
Old : 28: 23 9 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 96.4 74.8 99.4 50.4 89.5 71.7 89.8
Old : 53.2 96.4 74.8 99.4 50.4 89.5 71.7 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,155: 36,980 41,515 10,275 5,280 1,760 0 0 0 1,130 1,600 0: 10 0
Old : 50,155: 36,980 41,515 10,275 5,280 1,760 0 0 0 1,130 1,600 0: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 1,720: 475 900 475 -740 760 0 0 0 10 800 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 82.8 20.5 10.5 3.5 0.0 0.0 0.0 2.3 3.2 0.0: 0.0 0.0
Old : 100.0: 73.7 82.8 20.5 10.5 3.5 0.0 0.0 0.0 2.3 3.2 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 : 32: 24 15 . . . 0 0 0 . . 0:
Old : 32: 24 15 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 92.0 71.5 97.1 46.9 86.9 68.8 89.5
Old : 49.0 92.0 71.5 97.1 46.9 86.9 68.8 89.5
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 307,714: 211,773 267,823 22,420 11,400 16,631 0 1,201 0 54,530 8,299 2,360: 0 0
Old : 307,714: 211,773 267,823 22,420 11,400 16,631 0 1,201 0 54,530 8,299 2,360: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 4,565: 2,775 4,565 1,168 0 0 0 0 0 -138 -760 760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 87.0 7.3 3.7 5.4 0.0 0.4 0.0 17.7 2.7 0.8: 0.0 0.0
Old : 100.0: 68.8 87.0 7.3 3.7 5.4 0.0 0.4 0.0 17.7 2.7 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 24 . . . 0 . 0 . . .:
Old : 38: 18 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 : 54.8 53.7 76.3 73.1 52.8 53.5 66.7 68.1
Old : 54.8 53.7 76.3 73.1 52.8 53.5 66.7 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 27,132: 17,766 21,193 957 441 1,427 157 1,391 765 4,278 831 893: 889 191
Old : 27,132: 17,766 21,193 957 441 1,427 157 1,391 765 4,278 831 893: 889 191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 761: 60 723 457 20 -102 0 50 0 233 0 91: 21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 78.1 3.5 1.6 5.3 0.6 5.1 2.8 15.8 3.1 3.3: 3.3 0.7
Old : 100.0: 65.5 78.1 3.5 1.6 5.3 0.6 5.1 2.8 15.8 3.1 3.3: 3.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 29 . . . . . . 4 . 4:
Old : 42: 22 29 . . . . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 42.0 69.7 59.1 47.0 42.0 59.6 54.6
Old : 50.5 42.0 69.7 59.1 47.0 42.0 59.6 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,634: 24,957 36,946 10,907 0 0 282 0 0 902 102 586: 0 0
Old : 37,634: 24,957 36,946 10,907 0 0 282 0 0 902 102 586: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 716: 722 614 -58 0 0 0 0 0 52 102 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 98.2 29.0 0.0 0.0 0.7 0.0 0.0 2.4 0.3 1.6: 0.0 0.0
Old : 100.0: 66.3 98.2 29.0 0.0 0.0 0.7 0.0 0.0 2.4 0.3 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 : 30: 14 14 . 0 0 . 0 0 4 . .:
Old : 30: 14 14 . 0 0 . 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 85.3 92.4 95.7 68.6 77.2 77.8 82.1
Old : 72.7 85.3 92.4 95.7 68.6 77.2 77.8 82.1
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 302,904: 236,643 215,040 15,121 24,139 44,132 7,008 18,800 0 0 793 0: 0 0
Old : 302,904: 236,643 215,040 15,121 24,139 44,132 7,008 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 8, 2016 :
: 19,035: 7,875 17,395 -4,216 -9,880 11,520 3,856 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 71.0 5.0 8.0 14.6 2.3 6.2 0.0 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 78.1 71.0 5.0 8.0 14.6 2.3 6.2 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 : 28: 16 15 . . . . . 0 0 . 0:
Old : 28: 16 15 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 62.3 86.1 83.2 60.0 49.7 69.4 65.2
Old : 69.7 62.3 86.1 83.2 60.0 49.7 69.4 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,272: 14,532 16,133 1,359 0 2,010 784 0 1,018 0 732 0: 569 379
Old : 20,272: 14,532 16,133 1,359 0 2,010 784 0 1,018 0 732 0: 569 379
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 22: -21 22 -121 0 0 123 0 0 0 0 0: 41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 79.6 6.7 0.0 9.9 3.9 0.0 5.0 0.0 3.6 0.0: 2.8 1.9
Old : 100.0: 71.7 79.6 6.7 0.0 9.9 3.9 0.0 5.0 0.0 3.6 0.0: 2.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.0 62.8 78.4 81.4 47.5 54.4 57.2 62.6
Old : 60.0 62.8 78.4 81.4 47.5 54.4 57.2 62.6
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,790: 5,066 7,522 3,712 1,785 0 122 0 42 65 0 42: 741 399
Old : 9,790: 5,066 7,522 3,712 1,785 0 122 0 42 65 0 42: 741 399
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 103: 144 62 0 0 0 0 0 0 0 0 0: -41 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 76.8 37.9 18.2 0.0 1.2 0.0 0.4 0.7 0.0 0.4: 7.6 4.1
Old : 100.0: 51.7 76.8 37.9 18.2 0.0 1.2 0.0 0.4 0.7 0.0 0.4: 7.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 10 . . 0 . 0 . . 0 .:
Old : 20: 13 10 . . 0 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 76.1 82.6 93.6 62.2 73.9 80.6 87.8
Old : 62.2 76.1 82.6 93.6 62.2 73.9 80.6 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 10,090: 5,099 7,448 2,658 1,126 268 550 82 0 107 97 415: 993 654
Old : 10,090: 5,099 7,448 2,658 1,126 268 550 82 0 107 97 415: 993 654
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 574: -23 718 804 21 -165 0 0 0 0 42 -42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 73.8 26.3 11.2 2.7 5.5 0.8 0.0 1.1 1.0 4.1: 9.8 6.5
Old : 100.0: 50.5 73.8 26.3 11.2 2.7 5.5 0.8 0.0 1.1 1.0 4.1: 9.8 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 15 . . . . . 0 . . .:
Old : 27: 16 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 : 53.6 55.9 70.7 79.0 49.7 54.2 65.3 72.9
Old : 53.6 55.9 70.7 79.0 49.7 54.2 65.3 72.9
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 103,725: 75,976 83,876 16,105 17,866 1,575 1,948 0 0 7,713 0 408: 0 0
Old : 103,725: 75,976 83,876 16,105 17,866 1,575 1,948 0 0 7,713 0 408: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 1,912: 1,872 392 0 720 800 0 0 0 -760 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 80.9 15.5 17.2 1.5 1.9 0.0 0.0 7.4 0.0 0.4: 0.0 0.0
Old : 100.0: 73.2 80.9 15.5 17.2 1.5 1.9 0.0 0.0 7.4 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 11 . . . . 0 0 . 0 .:
Old : 27: 14 11 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 70.8 81.1 92.0 57.1 68.2 76.9 87.9
Old : 57.8 70.8 81.1 92.0 57.1 68.2 76.9 87.9
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,503: 11,509 10,640 2,244 2,053 520 106 866 41 537 876 256: 290 251
Old : 15,503: 11,509 10,640 2,244 2,053 520 106 866 41 537 876 256: 290 251
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 307: -1 262 80 0 23 0 0 0 164 -41 0: 41 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 68.6 14.5 13.2 3.4 0.7 5.6 0.3 3.5 5.7 1.7: 1.9 1.6
Old : 100.0: 74.2 68.6 14.5 13.2 3.4 0.7 5.6 0.3 3.5 5.7 1.7: 1.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 57.9 30.5 76.3 52.2 51.2 29.1 63.0 48.1
Old : 57.9 30.5 76.3 52.2 51.2 29.1 63.0 48.1
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 179,070: 134,887 102,734 29,097 48,063 13,862 0 7,767 408 0 5,420 816: 0 0
Old : 179,070: 134,887 102,734 29,097 48,063 13,862 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 8, 2016 :
: 6,999: 3,503 6,558 3,055 0 441 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 57.4 16.2 26.8 7.7 0.0 4.3 0.2 0.0 3.0 0.5: 0.0 0.0
Old : 100.0: 75.3 57.4 16.2 26.8 7.7 0.0 4.3 0.2 0.0 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 : 30: 16 14 . . . 0 . . 0 . .:
Old : 30: 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 : 64.2 55.2 81.8 77.5 51.5 51.4 68.0 64.0
Old : 64.2 55.2 81.8 77.5 51.5 51.4 68.0 64.0
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,950: 6,910 8,415 1,930 0 0 0 250 50 0 225 0: 60 10
Old : 8,950: 6,910 8,415 1,930 0 0 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 8, 2016 :
: 100: 50 125 75 0 -25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 94.0 21.6 0.0 0.0 0.0 2.8 0.6 0.0 2.5 0.0: 0.7 0.1
Old : 100.0: 77.2 94.0 21.6 0.0 0.0 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 : 24: 13 13 . 0 0 0 . . 0 . 0:
Old : 24: 13 13 . 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 74.5 86.7 92.6 54.9 64.6 69.9 71.8
Old : 63.8 74.5 86.7 92.6 54.9 64.6 69.9 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,437: 15,857 17,663 635 1,013 4,511 0 6 1,836 2,598 408 0: 0 0
Old : 25,437: 15,857 17,663 635 1,013 4,511 0 6 1,836 2,598 408 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -1,251: 954 -1,250 -877 1,013 -1,014 0 0 0 -314 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 69.4 2.5 4.0 17.7 0.0 0.0 7.2 10.2 1.6 0.0: 0.0 0.0
Old : 100.0: 62.3 69.4 2.5 4.0 17.7 0.0 0.0 7.2 10.2 1.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 13 . . . 0 . . . . 0:
Old : 24: 16 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 : 55.9 55.8 86.5 81.5 48.6 43.4 59.4 58.4
Old : 55.9 55.8 86.5 81.5 48.6 43.4 59.4 58.4
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8, 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: 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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,440: 9,255 6,245 150 2,285 220 0 1,680 0 300 0 0: 515 10
Old : 10,440: 9,255 6,245 150 2,285 220 0 1,680 0 300 0 0: 515 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -95: 0 0 0 -95 0 0 0 0 -100 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 59.8 1.4 21.9 2.1 0.0 16.1 0.0 2.9 0.0 0.0: 4.9 0.1
Old : 100.0: 88.6 59.8 1.4 21.9 2.1 0.0 16.1 0.0 2.9 0.0 0.0: 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 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 : 68.6 72.4 82.8 93.4 46.7 59.2 59.3 71.4
Old : 68.6 72.4 82.8 93.4 46.7 59.2 59.3 71.4
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,710: 9,365 6,350 150 2,185 355 0 1,680 0 180 0 130: 530 10
Old : 10,710: 9,365 6,350 150 2,185 355 0 1,680 0 180 0 130: 530 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 5: 0 0 0 5 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 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: 87.4 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 68.2 81.5 91.7 45.8 57.5 59.9 71.1
Old : 65.4 68.2 81.5 91.7 45.8 57.5 59.9 71.1
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 723,357: 400,692 364,419 5,230 101,649 104,638 3,034 22,138 32,697 77,568 971 95,845: 3,654 999
Old : 723,357: 400,692 364,419 5,230 101,649 104,638 3,034 22,138 32,697 77,568 971 95,845: 3,654 999
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 26,778: 10,754 14,131 27 7,084 4,266 -4,374 2,643 -2,454 16,015 197 150: 2,392 760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 50.4 0.7 14.1 14.5 0.4 3.1 4.5 10.7 0.1 13.2: 0.5 0.1
Old : 100.0: 55.4 50.4 0.7 14.1 14.5 0.4 3.1 4.5 10.7 0.1 13.2: 0.5 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 : 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 : 62.4 52.6 82.3 83.4 24.3 30.0 30.9 33.8
Old : 62.4 52.6 82.3 83.4 24.3 30.0 30.9 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8, 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: 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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,775: 12,530 11,640 3,125 4,450 2,585 350 0 50 0 50 0: 135 0
Old : 18,775: 12,530 11,640 3,125 4,450 2,585 350 0 50 0 50 0: 135 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 7: -18 -43 25 0 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 62.0 16.6 23.7 13.8 1.9 0.0 0.3 0.0 0.3 0.0: 0.7 0.0
Old : 100.0: 66.7 62.0 16.6 23.7 13.8 1.9 0.0 0.3 0.0 0.3 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 13 . . . . 0 . 0 . 0:
Old : 28: 14 13 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 80.5 85.2 91.7 53.5 66.8 67.5 74.0
Old : 68.7 80.5 85.2 91.7 53.5 66.8 67.5 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,626: 9,367 6,991 50 2,940 2,595 375 0 0 0 100 0: 239 0
Old : 12,626: 9,367 6,991 50 2,940 2,595 375 0 0 0 100 0: 239 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -25: -50 -75 0 -25 25 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 55.4 0.4 23.3 20.6 3.0 0.0 0.0 0.0 0.8 0.0: 1.9 0.0
Old : 100.0: 74.2 55.4 0.4 23.3 20.6 3.0 0.0 0.0 0.0 0.8 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 : 59.9 77.9 82.3 91.5 40.9 48.4 53.7 58.3
Old : 59.9 77.9 82.3 91.5 40.9 48.4 53.7 58.3
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,665: 13,665 21,395 8,015 0 540 0 500 0 0 50 0: 445 180
Old : 22,665: 13,665 21,395 8,015 0 540 0 500 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 8, 2016 :
: 100: 0 0 35 -65 65 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 94.4 35.4 0.0 2.4 0.0 2.2 0.0 0.0 0.2 0.0: 2.0 0.8
Old : 100.0: 60.3 94.4 35.4 0.0 2.4 0.0 2.2 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 4 0 . 0 . 0 0 . 0:
Old : 24: 10 11 4 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 83.5 94.7 92.5 74.5 83.4 90.2 90.7
Old : 76.5 83.5 94.7 92.5 74.5 83.4 90.2 90.7
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,395: 10,820 13,680 3,740 625 1,500 0 370 0 0 110 85: 250 25
Old : 16,395: 10,820 13,680 3,740 625 1,500 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 8, 2016 :
: 50: 50 0 -50 0 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 83.4 22.8 3.8 9.1 0.0 2.3 0.0 0.0 0.7 0.5: 1.5 0.2
Old : 100.0: 66.0 83.4 22.8 3.8 9.1 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 : 72.3 72.0 88.3 95.6 60.4 61.0 72.4 75.6
Old : 72.3 72.0 88.3 95.6 60.4 61.0 72.4 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,387: 11,222 14,782 3,795 575 1,615 0 370 0 465 0 20: 270 25
Old : 17,387: 11,222 14,782 3,795 575 1,615 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 8, 2016 :
: 50: 50 0 -50 0 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 85.0 21.8 3.3 9.3 0.0 2.1 0.0 2.7 0.0 0.1: 1.6 0.1
Old : 100.0: 64.5 85.0 21.8 3.3 9.3 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 : 66.3 86.2 84.6 97.2 57.3 76.0 71.4 81.2
Old : 66.3 86.2 84.6 97.2 57.3 76.0 71.4 81.2
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,453: 85,737 79,698 1,360 8,029 9,356 1,945 200 30 850 1,875 160: 15 105
Old : 99,453: 85,737 79,698 1,360 8,029 9,356 1,945 200 30 850 1,875 160: 15 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 1,100: 1,340 70 0 1,320 -240 0 0 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 80.1 1.4 8.1 9.4 2.0 0.2 0.0 0.9 1.9 0.2: 0.0 0.1
Old : 100.0: 86.2 80.1 1.4 8.1 9.4 2.0 0.2 0.0 0.9 1.9 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 : 44.3 57.4 62.9 80.2 43.0 47.2 54.8 61.6
Old : 44.3 57.4 62.9 80.2 43.0 47.2 54.8 61.6
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 122,841: 103,295 98,576 2,060 4,329 13,216 3,065 3,655 310 550 2,305 345: 0 105
Old : 122,841: 103,295 98,576 2,060 4,329 13,216 3,065 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 8, 2016 :
: 1,120: 1,230 -385 -100 1,715 -210 200 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 80.2 1.7 3.5 10.8 2.5 3.0 0.3 0.4 1.9 0.3: 0.0 0.1
Old : 100.0: 84.1 80.2 1.7 3.5 10.8 2.5 3.0 0.3 0.4 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 : 41.2 55.6 57.7 74.0 37.4 49.0 49.2 59.5
Old : 41.2 55.6 57.7 74.0 37.4 49.0 49.2 59.5
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 188,596: 129,575 137,509 28,504 8,396 11,479 6,015 6,576 6,190 2,623 14,208 4,183: 27 55
Old : 188,596: 129,575 137,509 28,504 8,396 11,479 6,015 6,576 6,190 2,623 14,208 4,183: 27 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 2,454: 1,672 3,064 1,147 16 -704 210 -411 0 8 352 129: -7 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 72.9 15.1 4.5 6.1 3.2 3.5 3.3 1.4 7.5 2.2: 0.0 0.0
Old : 100.0: 68.7 72.9 15.1 4.5 6.1 3.2 3.5 3.3 1.4 7.5 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 : 78: 39 46 4 . 5 4 . . 5 10 8:
Old : 78: 39 46 4 . 5 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 : 40.7 57.4 55.2 68.4 37.7 48.6 51.6 55.8
Old : 40.7 57.4 55.2 68.4 37.7 48.6 51.6 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 126,859: 107,487 106,053 5,254 8,469 5,410 5,297 769 1,819 1,245 4,057 282: 65 0
Old : 126,859: 107,487 106,053 5,254 8,469 5,410 5,297 769 1,819 1,245 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 8, 2016 :
: 1,047: 1,677 1,997 125 -770 -180 -600 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 83.6 4.1 6.7 4.3 4.2 0.6 1.4 1.0 3.2 0.2: 0.1 0.0
Old : 100.0: 84.7 83.6 4.1 6.7 4.3 4.2 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 : 32.0 63.0 53.1 78.1 29.5 53.1 47.4 63.4
Old : 32.0 63.0 53.1 78.1 29.5 53.1 47.4 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,630: 30,410 27,840 2,765 6,085 1,495 575 1,100 0 1,220 0 110: 55 0
Old : 36,630: 30,410 27,840 2,765 6,085 1,495 575 1,100 0 1,220 0 110: 55 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 110: 60 510 -150 -650 150 0 100 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 76.0 7.5 16.6 4.1 1.6 3.0 0.0 3.3 0.0 0.3: 0.2 0.0
Old : 100.0: 83.0 76.0 7.5 16.6 4.1 1.6 3.0 0.0 3.3 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 : 58.1 90.3 77.3 97.8 56.8 84.4 75.3 88.8
Old : 58.1 90.3 77.3 97.8 56.8 84.4 75.3 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,765: 26,065 28,730 2,340 685 3,100 0 220 30 1,185 0 0: 45 0
Old : 32,765: 26,065 28,730 2,340 685 3,100 0 220 30 1,185 0 0: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 10: 75 110 -150 -250 150 0 0 0 0 0 0: -65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 87.7 7.1 2.1 9.5 0.0 0.7 0.1 3.6 0.0 0.0: 0.1 0.0
Old : 100.0: 79.6 87.7 7.1 2.1 9.5 0.0 0.7 0.1 3.6 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 : 28: 20 13 . . . 0 . . . 0 0:
Old : 28: 20 13 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 92.1 80.4 98.1 56.2 80.8 74.3 83.3
Old : 59.8 92.1 80.4 98.1 56.2 80.8 74.3 83.3
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,055: 28,421 24,686 0 4,924 2,985 1,100 200 250 150 0 0: 149 10
Old : 33,055: 28,421 24,686 0 4,924 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 8, 2016 :
: -610: -610 60 0 -670 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 74.7 0.0 14.9 9.0 3.3 0.6 0.8 0.5 0.0 0.0: 0.5 0.0
Old : 100.0: 86.0 74.7 0.0 14.9 9.0 3.3 0.6 0.8 0.5 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: 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 56.3 61.4 77.9 35.1 49.6 52.6 65.2
Old : 40.4 56.3 61.4 77.9 35.1 49.6 52.6 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,471: 14,291 15,631 2,430 2,020 1,700 900 0 0 150 0 0: 0 120
Old : 19,471: 14,291 15,631 2,430 2,020 1,700 900 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 8, 2016 :
: 435: 135 1,105 420 -550 -120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 80.3 12.5 10.4 8.7 4.6 0.0 0.0 0.8 0.0 0.0: 0.0 0.6
Old : 100.0: 73.4 80.3 12.5 10.4 8.7 4.6 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 15 . . . . 0 0 . 0 0:
Old : 25: 18 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 59.3 67.1 87.6 36.2 51.1 52.6 64.5
Old : 44.1 59.3 67.1 87.6 36.2 51.1 52.6 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 260,244: 164,367 143,286 0 49,889 61,158 29,151 0 5,230 0 364 318: 21 0
Old : 260,244: 164,367 143,286 0 49,889 61,158 29,151 0 5,230 0 364 318: 21 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 5,372: 1,010 5,101 0 -4,394 4,020 -51 0 635 0 50 -24: -219 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 55.1 0.0 19.2 23.5 11.2 0.0 2.0 0.0 0.1 0.1: 0.0 0.0
Old : 100.0: 63.2 55.1 0.0 19.2 23.5 11.2 0.0 2.0 0.0 0.1 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 : 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 : 55.8 79.3 86.5 94.5 29.7 36.7 35.7 38.8
Old : 55.8 79.3 86.5 94.5 29.7 36.7 35.7 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 1,351,827 0 774,815 404,344 372,990 0 26,250 0 8,160 0: 0 0
Old : 2,565,396: 1,761,812 1,351,827 0 774,815 404,344 372,990 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 8, 2016 :
: 0: 0 22,800 0 -22,800 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 52.7 0.0 30.2 15.8 14.5 0.0 1.0 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 68.7 52.7 0.0 30.2 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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,394: 26,196 29,445 4,260 4,857 9,092 3,825 0 0 0 0 0: 21 0
Old : 43,394: 26,196 29,445 4,260 4,857 9,092 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 8, 2016 :
: -1,552: -1,552 -277 1,275 0 -1,275 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 67.9 9.8 11.2 21.0 8.8 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 60.4 67.9 9.8 11.2 21.0 8.8 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 67.1 84.9 92.2 29.0 43.7 40.1 44.9
Old : 59.6 67.1 84.9 92.2 29.0 43.7 40.1 44.9
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 902,607: 642,324 680,902 134,823 96,245 125,460 0 0 0 0 0 0: 0 0
Old : 902,607: 642,324 680,902 134,823 96,245 125,460 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 8, 2016 :
: 22,800: 22,800 0 0 22,800 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 75.4 14.9 10.7 13.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 71.2 75.4 14.9 10.7 13.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . 0 0 0 0 0 0:
Old : 20: 12 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 79.8 86.2 98.6 45.6 62.0 59.5 65.1
Old : 63.5 79.8 86.2 98.6 45.6 62.0 59.5 65.1
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,752: 95,264 46,152 3,120 52,000 0 4,160 0 0 0 4,600 0: 208 0
Old : 102,752: 95,264 46,152 3,120 52,000 0 4,160 0 0 0 4,600 0: 208 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -43,472: -40,304 -19,972 -1,320 -22,000 0 -1,760 0 0 0 -1,500 0: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 44.9 3.0 50.6 0.0 4.0 0.0 0.0 0.0 4.5 0.0: 0.2 0.0
Old : 100.0: 92.7 44.9 3.0 50.6 0.0 4.0 0.0 0.0 0.0 4.5 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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,191: 16,255 17,297 3,823 3,878 2,442 110 1,300 0 2,658 732 509: 394 33
Old : 26,191: 16,255 17,297 3,823 3,878 2,442 110 1,300 0 2,658 732 509: 394 33
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 320: 225 300 180 50 -30 0 0 0 -60 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 66.0 14.6 14.8 9.3 0.4 5.0 0.0 10.1 2.8 1.9: 1.5 0.1
Old : 100.0: 62.1 66.0 14.6 14.8 9.3 0.4 5.0 0.0 10.1 2.8 1.9: 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 : 41.9 43.3 70.3 67.1 39.1 42.5 56.3 61.4
Old : 41.9 43.3 70.3 67.1 39.1 42.5 56.3 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,237: 15,128 15,687 1,823 3,202 949 460 0 0 1,616 0 109: 152 290
Old : 20,237: 15,128 15,687 1,823 3,202 949 460 0 0 1,616 0 109: 152 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 74: -16 44 0 -20 0 0 0 0 40 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 77.5 9.0 15.8 4.7 2.3 0.0 0.0 8.0 0.0 0.5: 0.8 1.4
Old : 100.0: 74.8 77.5 9.0 15.8 4.7 2.3 0.0 0.0 8.0 0.0 0.5: 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 : 44.6 51.1 69.7 72.9 41.1 51.1 59.5 68.7
Old : 44.6 51.1 69.7 72.9 41.1 51.1 59.5 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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,385: 33,961 17,455 1,408 15,264 957 0 4,027 50 2,215 1,062 570: 224 0
Old : 39,385: 33,961 17,455 1,408 15,264 957 0 4,027 50 2,215 1,062 570: 224 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 365: 368 546 260 250 0 0 200 0 -55 -420 -199: -9 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 44.3 3.6 38.8 2.4 0.0 10.2 0.1 5.6 2.7 1.4: 0.6 0.0
Old : 100.0: 86.2 44.3 3.6 38.8 2.4 0.0 10.2 0.1 5.6 2.7 1.4: 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 : 43: 27 22 . . . 0 . . . . .:
Old : 43: 27 22 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 50.8 69.4 75.9 51.4 48.9 62.7 69.7
Old : 55.2 50.8 69.4 75.9 51.4 48.9 62.7 69.7
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,897: 20,053 13,428 0 6,635 2,176 30 0 70 153 458 130: 285 0
Old : 22,897: 20,053 13,428 0 6,635 2,176 30 0 70 153 458 130: 285 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 56: -44 -53 0 -86 90 0 0 0 5 100 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 58.6 0.0 29.0 9.5 0.1 0.0 0.3 0.7 2.0 0.6: 1.2 0.0
Old : 100.0: 87.6 58.6 0.0 29.0 9.5 0.1 0.0 0.3 0.7 2.0 0.6: 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: 22 17 0 4 . . 0 . . . .:
Old : 34: 22 17 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 : 54.6 53.7 72.4 76.5 50.0 45.4 60.1 65.9
Old : 54.6 53.7 72.4 76.5 50.0 45.4 60.1 65.9
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,640: 15,655 19,889 6,104 785 2,175 100 440 0 0 982 349: 257 20
Old : 24,640: 15,655 19,889 6,104 785 2,175 100 440 0 0 982 349: 257 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 789: 524 649 275 60 0 0 0 0 0 90 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 80.7 24.8 3.2 8.8 0.4 1.8 0.0 0.0 4.0 1.4: 1.0 0.1
Old : 100.0: 63.5 80.7 24.8 3.2 8.8 0.4 1.8 0.0 0.0 4.0 1.4: 1.0 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 : 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 : 55.4 62.0 80.4 81.0 55.4 56.7 74.7 73.2
Old : 55.4 62.0 80.4 81.0 55.4 56.7 74.7 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,925: 11,543 11,753 1,411 1,340 505 0 50 0 174 50 0: 292 227
Old : 13,925: 11,543 11,753 1,411 1,340 505 0 50 0 174 50 0: 292 227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 192: 110 175 50 -50 50 0 0 0 -10 0 0: -8 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 84.4 10.1 9.6 3.6 0.0 0.4 0.0 1.2 0.4 0.0: 2.1 1.6
Old : 100.0: 82.9 84.4 10.1 9.6 3.6 0.0 0.4 0.0 1.2 0.4 0.0: 2.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 10 . . 4 0 . 0 . . 0:
Old : 25: 14 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 : 62.7 74.1 83.3 90.4 62.7 71.7 81.8 85.9
Old : 62.7 74.1 83.3 90.4 62.7 71.7 81.8 85.9
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,024: 32,820 28,290 770 5,174 1,880 135 450 0 100 200 0: 319 30
Old : 36,024: 32,820 28,290 770 5,174 1,880 135 450 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 8, 2016 :
: -360: -410 665 0 -1,075 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 78.5 2.1 14.4 5.2 0.4 1.2 0.0 0.3 0.6 0.0: 0.9 0.1
Old : 100.0: 91.1 78.5 2.1 14.4 5.2 0.4 1.2 0.0 0.3 0.6 0.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 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 : 36.7 53.3 61.3 75.4 31.6 49.3 54.4 66.2
Old : 36.7 53.3 61.3 75.4 31.6 49.3 54.4 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 16,403: 13,404 12,464 1,010 2,335 1,460 0 0 0 465 100 44: 20 0
Old : 16,403: 13,404 12,464 1,010 2,335 1,460 0 0 0 465 100 44: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 530: 585 81 0 510 -45 0 0 0 0 0 -10: 0 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 76.0 6.2 14.2 8.9 0.0 0.0 0.0 2.8 0.6 0.3: 0.1 0.0
Old : 100.0: 81.7 76.0 6.2 14.2 8.9 0.0 0.0 0.0 2.8 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 : 43.0 79.4 62.5 92.3 39.3 69.3 56.2 73.6
Old : 43.0 79.4 62.5 92.3 39.3 69.3 56.2 73.6
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 14,544: 10,825 9,301 625 3,192 2,025 0 0 0 1,053 0 6: 10 20
Old : 14,544: 10,825 9,301 625 3,192 2,025 0 0 0 1,053 0 6: 10 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 581: 525 140 0 435 0 0 0 0 50 0 6: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 64.0 4.3 21.9 13.9 0.0 0.0 0.0 7.2 0.0 0.0: 0.1 0.1
Old : 100.0: 74.4 64.0 4.3 21.9 13.9 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 .:
Old : 25: 19 17 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 78.3 68.2 91.8 35.1 58.6 56.5 68.5
Old : 41.1 78.3 68.2 91.8 35.1 58.6 56.5 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,917: 28,614 35,699 10,570 3,410 350 0 0 0 0 100 0: 3,383 3,358
Old : 42,917: 28,614 35,699 10,570 3,410 350 0 0 0 0 100 0: 3,383 3,358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 180: -60 740 240 40 0 0 0 0 0 0 0: 0 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 83.2 24.6 7.9 0.8 0.0 0.0 0.0 0.0 0.2 0.0: 7.9 7.8
Old : 100.0: 66.7 83.2 24.6 7.9 0.8 0.0 0.0 0.0 0.0 0.2 0.0: 7.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 76.5 47.1 88.9 75.4 75.4 46.1 79.4 70.5
Old : 76.5 47.1 88.9 75.4 75.4 46.1 79.4 70.5
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,771: 25,498 31,363 9,470 3,570 50 0 0 0 0 100 0: 3,753 3,688
Old : 38,771: 25,498 31,363 9,470 3,570 50 0 0 0 0 100 0: 3,753 3,688
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 170: -60 740 240 -560 0 0 0 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 80.9 24.4 9.2 0.1 0.0 0.0 0.0 0.0 0.3 0.0: 9.7 9.5
Old : 100.0: 65.8 80.9 24.4 9.2 0.1 0.0 0.0 0.0 0.0 0.3 0.0: 9.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.9 45.3 88.6 75.0 74.7 44.9 78.4 70.8
Old : 75.9 45.3 88.6 75.0 74.7 44.9 78.4 70.8
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 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 : 70.2 74.7 86.1 87.9 63.0 68.9 76.7 77.4
Old : 70.2 74.7 86.1 87.9 63.0 68.9 76.7 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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 28,075 6,360 0 4,930 335 0 12,955 490 0 4,330 0: 1,910 1,410
Old : 30,810: 28,075 6,360 0 4,930 335 0 12,955 490 0 4,330 0: 1,910 1,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 0: -60 0 0 -50 50 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 20.6 0.0 16.0 1.1 0.0 42.0 1.6 0.0 14.1 0.0: 6.2 4.6
Old : 100.0: 91.1 20.6 0.0 16.0 1.1 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 83.2 87.0 66.7 69.9 74.3 78.1
Old : 73.5 75.2 83.2 87.0 66.7 69.9 74.3 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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,338: 17,854 15,285 95 4,349 3,390 1,815 0 105 2,075 2,205 200: 804 804
Old : 26,338: 17,854 15,285 95 4,349 3,390 1,815 0 105 2,075 2,205 200: 804 804
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 555: 605 -5 0 510 -100 0 0 0 -150 -50 100: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 58.0 0.4 16.5 12.9 6.9 0.0 0.4 7.9 8.4 0.8: 3.1 3.1
Old : 100.0: 67.8 58.0 0.4 16.5 12.9 6.9 0.0 0.4 7.9 8.4 0.8: 3.1 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 : 27: 18 9 . . . . 0 . . . .:
Old : 27: 18 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 : 46.0 89.3 74.9 94.1 41.1 73.1 66.3 76.1
Old : 46.0 89.3 74.9 94.1 41.1 73.1 66.3 76.1
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,623: 14,867 12,638 95 4,143 2,630 1,845 0 90 2,225 2,355 100: 771 667
Old : 22,623: 14,867 12,638 95 4,143 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 8, 2016 :
: 360: 360 -250 0 610 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 55.9 0.4 18.3 11.6 8.2 0.0 0.4 9.8 10.4 0.4: 3.4 2.9
Old : 100.0: 65.7 55.9 0.4 18.3 11.6 8.2 0.0 0.4 9.8 10.4 0.4: 3.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 45.1 88.0 75.7 95.5 41.6 72.5 64.2 73.5
Old : 45.1 88.0 75.7 95.5 41.6 72.5 64.2 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,930: 23,790 24,650 16,895 165 2,220 0 16,260 0 400 400 0: 625 235
Old : 43,930: 23,790 24,650 16,895 165 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 8, 2016 :
: 25: -75 25 100 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 56.1 38.5 0.4 5.1 0.0 37.0 0.0 0.9 0.9 0.0: 1.4 0.5
Old : 100.0: 54.2 56.1 38.5 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 10 . . . 0 . 0 . . 0:
Old : 25: 13 10 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.9 89.6 92.3 96.3 75.4 88.0 85.6 91.1
Old : 81.9 89.6 92.3 96.3 75.4 88.0 85.6 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,000: 19,940 20,605 16,235 140 1,845 0 15,410 0 0 400 0: 980 600
Old : 39,000: 19,940 20,605 16,235 140 1,845 0 15,410 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 8, 2016 :
: 100: 50 0 50 0 0 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 52.8 41.6 0.4 4.7 0.0 39.5 0.0 0.0 1.0 0.0: 2.5 1.5
Old : 100.0: 51.1 52.8 41.6 0.4 4.7 0.0 39.5 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 : 80.5 91.5 92.0 96.0 74.7 89.0 86.2 91.4
Old : 80.5 91.5 92.0 96.0 74.7 89.0 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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,420: 26,265 16,325 25 7,980 830 0 1,910 150 1,200 1,565 100: 850 560
Old : 29,420: 26,265 16,325 25 7,980 830 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 8, 2016 :
: -150: -150 0 0 -150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 55.5 0.1 27.1 2.8 0.0 6.5 0.5 4.1 5.3 0.3: 2.9 1.9
Old : 100.0: 89.3 55.5 0.1 27.1 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 : 70.2 83.8 85.8 95.6 66.3 77.6 80.3 85.6
Old : 70.2 83.8 85.8 95.6 66.3 77.6 80.3 85.6
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,515: 26,900 16,040 75 9,300 305 0 2,130 130 1,200 995 170: 735 445
Old : 29,515: 26,900 16,040 75 9,300 305 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 8, 2016 :
: -150: -150 0 0 -150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 54.3 0.3 31.5 1.0 0.0 7.2 0.4 4.1 3.4 0.6: 2.5 1.5
Old : 100.0: 91.1 54.3 0.3 31.5 1.0 0.0 7.2 0.4 4.1 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 : 75.1 87.7 88.4 96.3 72.9 82.6 83.9 88.8
Old : 75.1 87.7 88.4 96.3 72.9 82.6 83.9 88.8
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,779: 23,555 16,654 25 10,546 2,894 4,780 275 425 580 1,470 455: 1,065 1,060
Old : 33,779: 23,555 16,654 25 10,546 2,894 4,780 275 425 580 1,470 455: 1,065 1,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 200: 250 -200 0 550 0 0 0 0 200 100 -100: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 49.3 0.1 31.2 8.6 14.2 0.8 1.3 1.7 4.4 1.3: 3.2 3.1
Old : 100.0: 69.7 49.3 0.1 31.2 8.6 14.2 0.8 1.3 1.7 4.4 1.3: 3.2 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 : 29: 18 12 . . . . . . . . .:
Old : 29: 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 : 54.4 78.3 75.4 91.8 46.0 62.0 59.2 71.4
Old : 54.4 78.3 75.4 91.8 46.0 62.0 59.2 71.4
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,025: 19,490 15,330 25 3,615 3,995 455 300 390 255 1,000 275: 1,140 1,120
Old : 26,025: 19,490 15,330 25 3,615 3,995 455 300 390 255 1,000 275: 1,140 1,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 550: 200 500 0 -300 0 0 0 0 0 0 0: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 58.9 0.1 13.9 15.4 1.7 1.2 1.5 1.0 3.8 1.1: 4.4 4.3
Old : 100.0: 74.9 58.9 0.1 13.9 15.4 1.7 1.2 1.5 1.0 3.8 1.1: 4.4 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 : 29: 19 12 . . . . . . . . .:
Old : 29: 19 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 : 51.6 73.2 70.6 87.6 35.1 48.8 48.6 60.7
Old : 51.6 73.2 70.6 87.6 35.1 48.8 48.6 60.7
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 122,361: 55,189 110,324 18,510 1,610 3,809 27,060 0 215 11,135 0 930: 5,513 5,473
Old : 122,361: 55,189 110,324 18,510 1,610 3,809 27,060 0 215 11,135 0 930: 5,513 5,473
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 375: -385 405 810 0 -150 0 0 0 0 0 0: 100 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 90.2 15.1 1.3 3.1 22.1 0.0 0.2 9.1 0.0 0.8: 4.5 4.5
Old : 100.0: 45.1 90.2 15.1 1.3 3.1 22.1 0.0 0.2 9.1 0.0 0.8: 4.5 4.5
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 : 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 : 60.8 54.4 79.5 71.3 52.6 52.8 67.3 66.3
Old : 60.8 54.4 79.5 71.3 52.6 52.8 67.3 66.3
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,076: 49,950 99,895 17,618 3,165 3,130 29,525 0 275 5,925 0 500: 4,153 4,111
Old : 111,076: 49,950 99,895 17,618 3,165 3,130 29,525 0 275 5,925 0 500: 4,153 4,111
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 875: 365 525 60 0 -50 100 0 0 0 0 0: 400 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 89.9 15.9 2.8 2.8 26.6 0.0 0.2 5.3 0.0 0.5: 3.7 3.7
Old : 100.0: 45.0 89.9 15.9 2.8 2.8 26.6 0.0 0.2 5.3 0.0 0.5: 3.7 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 : 38: 17 26 . . . . 0 . . 0 .:
Old : 38: 17 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 : 67.9 53.5 86.4 71.4 61.8 52.5 74.4 67.4
Old : 67.9 53.5 86.4 71.4 61.8 52.5 74.4 67.4
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,210: 17,110 19,415 2,920 670 820 0 225 50 300 0 0: 1,010 1,030
Old : 22,210: 17,110 19,415 2,920 670 820 0 225 50 300 0 0: 1,010 1,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 350: 250 250 -100 -150 150 0 0 0 100 0 0: -50 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 87.4 13.1 3.0 3.7 0.0 1.0 0.2 1.4 0.0 0.0: 4.5 4.6
Old : 100.0: 77.0 87.4 13.1 3.0 3.7 0.0 1.0 0.2 1.4 0.0 0.0: 4.5 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 : 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 : 49.7 77.1 75.7 87.8 49.1 62.6 65.7 68.7
Old : 49.7 77.1 75.7 87.8 49.1 62.6 65.7 68.7
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,455: 14,165 16,295 2,615 990 510 0 175 0 700 0 0: 465 485
Old : 18,455: 14,165 16,295 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 8, 2016 :
: 250: 250 250 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 88.3 14.2 5.4 2.8 0.0 0.9 0.0 3.8 0.0 0.0: 2.5 2.6
Old : 100.0: 76.8 88.3 14.2 5.4 2.8 0.0 0.9 0.0 3.8 0.0 0.0: 2.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.6 82.6 76.3 92.2 46.0 75.0 67.3 80.5
Old : 53.6 82.6 76.3 92.2 46.0 75.0 67.3 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,790: 31,465 24,680 1,185 4,240 1,600 0 2,900 0 0 830 0: 3,540 3,540
Old : 37,790: 31,465 24,680 1,185 4,240 1,600 0 2,900 0 0 830 0: 3,540 3,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 1,780: 1,885 350 0 1,400 0 -50 50 0 0 30 0: -55 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 65.3 3.1 11.2 4.2 0.0 7.7 0.0 0.0 2.2 0.0: 9.4 9.4
Old : 100.0: 83.3 65.3 3.1 11.2 4.2 0.0 7.7 0.0 0.0 2.2 0.0: 9.4 9.4
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: 15 16 . . . 0 . 0 0 . 0:
Old : 31: 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 : 65.5 44.6 80.7 69.1 64.3 40.9 74.0 61.6
Old : 65.5 44.6 80.7 69.1 64.3 40.9 74.0 61.6
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 15, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,770: 19,155 15,720 615 2,825 2,860 0 1,225 0 0 0 0: 4,140 4,140
Old : 26,770: 19,155 15,720 615 2,825 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 8, 2016 :
: -560: -560 340 0 -900 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 58.7 2.3 10.6 10.7 0.0 4.6 0.0 0.0 0.0 0.0: 15.5 15.5
Old : 100.0: 71.6 58.7 2.3 10.6 10.7 0.0 4.6 0.0 0.0 0.0 0.0: 15.5 15.5
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: 16 13 . . . 0 . 0 0 0 0:
Old : 25: 16 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 : 43.7 43.8 62.4 65.9 32.1 30.7 43.7 47.1
Old : 43.7 43.8 62.4 65.9 32.1 30.7 43.7 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2016