COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,311: 45,114 29,890 9,038 4,166 7,760 3,884 37,018 6,999 38,938 25,993 10,523: 1,055 962
Old : 123,311: 45,114 29,890 9,038 4,166 7,760 3,884 37,018 6,999 38,938 25,993 10,523: 1,055 962
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,326: 396 2,304 -1,731 75 -75 0 -298 18 324 -3,263 2,358: 36 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 24.2 7.3 3.4 6.3 3.1 30.0 5.7 31.6 21.1 8.5: 0.9 0.8
Old : 100.0: 36.6 24.2 7.3 3.4 6.3 3.1 30.0 5.7 31.6 21.1 8.5: 0.9 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 : 60: 18 15 4 . 4 . 6 4 14 16 21:
Old : 60: 18 15 4 . 4 . 6 4 14 16 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.4 62.9 58.9 29.8 32.8 46.7 45.6
Old : 40.4 36.4 62.9 58.9 29.8 32.8 46.7 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,296: 11,290 12,231 165 9,112 113 182 5,502 1,462 17,475 2,665 2,881: 728 330
Old : 34,296: 11,290 12,231 165 9,112 113 182 5,502 1,462 17,475 2,665 2,881: 728 330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 269: 345 60 0 330 0 0 90 -40 220 45 -201: -55 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 35.7 0.5 26.6 0.3 0.5 16.0 4.3 51.0 7.8 8.4: 2.1 1.0
Old : 100.0: 32.9 35.7 0.5 26.6 0.3 0.5 16.0 4.3 51.0 7.8 8.4: 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 : 42: 12 9 . 4 . . 4 5 11 8 10:
Old : 42: 12 9 . 4 . . 4 5 11 8 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 : 59.1 49.7 74.8 75.9 48.4 34.0 57.3 54.6
Old : 59.1 49.7 74.8 75.9 48.4 34.0 57.3 54.6
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,552: 101 533 732 97 745 0 76 143 277 403 555: 0 0
Old : 2,552: 101 533 732 97 745 0 76 143 277 403 555: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 203: 20 -251 15 -12 40 0 -17 26 -28 287 130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 20.9 28.7 3.8 29.2 0.0 3.0 5.6 10.9 15.8 21.7: 0.0 0.0
Old : 100.0: 3.9 20.9 28.7 3.8 29.2 0.0 3.0 5.6 10.9 15.8 21.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: . 4 . . . 0 . . 7 4 6:
Old : 22: . 4 . . . 0 . . 7 4 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 74.8 87.1 92.2 34.1 35.1 41.4 41.6
Old : 71.2 74.8 87.1 92.2 34.1 35.1 41.4 41.6
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 166,790: 110,621 126,290 8,573 1,332 9,262 17,788 2,814 5,691 3,632 10,505 10,523: 701 375
Old : 166,790: 110,621 126,290 8,573 1,332 9,262 17,788 2,814 5,691 3,632 10,505 10,523: 701 375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,198: 849 801 1,595 -49 -758 15,724 633 3,475 -16,626 108 -3,079: 19 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 75.7 5.1 0.8 5.6 10.7 1.7 3.4 2.2 6.3 6.3: 0.4 0.2
Old : 100.0: 66.3 75.7 5.1 0.8 5.6 10.7 1.7 3.4 2.2 6.3 6.3: 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 : 85: 46 49 . . 4 4 5 8 9 13 15:
Old : 85: 46 49 . . 4 4 5 8 9 13 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 28.9 60.5 47.3 25.6 16.3 32.3 25.7
Old : 44.7 28.9 60.5 47.3 25.6 16.3 32.3 25.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,463: 43,943 48,242 3,537 0 4,150 0 463 126 1,403 178 129: 175 175
Old : 53,463: 43,943 48,242 3,537 0 4,150 0 463 126 1,403 178 129: 175 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,151: 1,010 621 -449 0 434 0 27 -28 87 0 -77: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 90.2 6.6 0.0 7.8 0.0 0.9 0.2 2.6 0.3 0.2: 0.3 0.3
Old : 100.0: 82.2 90.2 6.6 0.0 7.8 0.0 0.9 0.2 2.6 0.3 0.2: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 27 26 . 0 . 0 . . . . .:
Old : 38: 27 26 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 44.2 71.9 72.5 38.6 31.1 48.4 47.9
Old : 52.3 44.2 71.9 72.5 38.6 31.1 48.4 47.9
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 457,920: 429,727 405,097 0 34,551 13,305 445 0 2,243 9,476 0 1,836: 888 888
Old : 457,920: 429,727 405,097 0 34,551 13,305 445 0 2,243 9,476 0 1,836: 888 888
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -392: -7,256 -4,102 0 4,742 0 0 0 0 5,652 -2,244 324: 888 888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 88.5 0.0 7.5 2.9 0.1 0.0 0.5 2.1 0.0 0.4: 0.2 0.2
Old : 100.0: 93.8 88.5 0.0 7.5 2.9 0.1 0.0 0.5 2.1 0.0 0.4: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 17 0 . . . 0 . . 0 .:
Old : 27: 18 17 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 55.8 75.6 80.4 48.5 48.6 62.8 64.7
Old : 51.9 55.8 75.6 80.4 48.5 48.6 62.8 64.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,589,582: 1,292,301 1,417,074 198,698 79,600 14,806 10,472 44,439 18,440 48,953 9,311 5,912: 0 0
Old : 1,589,582: 1,292,301 1,417,074 198,698 79,600 14,806 10,472 44,439 18,440 48,953 9,311 5,912: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -4,691: -12,626 159 2,040 -5,152 775 0 43,655 17,592 4,696 -44,552 -17,168: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 89.1 12.5 5.0 0.9 0.7 2.8 1.2 3.1 0.6 0.4: 0.0 0.0
Old : 100.0: 81.3 89.1 12.5 5.0 0.9 0.7 2.8 1.2 3.1 0.6 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 : 57: 36 37 . . . . . . . 5 .:
Old : 57: 36 37 . . . . . . . 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 : 60.4 50.1 74.0 68.3 42.8 35.1 54.0 45.3
Old : 60.4 50.1 74.0 68.3 42.8 35.1 54.0 45.3
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,945: 64,094 56,373 0 6,631 2,926 0 2,344 946 2,492 1,239 487: 0 0
Old : 70,945: 64,094 56,373 0 6,631 2,926 0 2,344 946 2,492 1,239 487: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -414: -492 -565 0 217 -231 0 230 6 176 -198 128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 79.5 0.0 9.3 4.1 0.0 3.3 1.3 3.5 1.7 0.7: 0.0 0.0
Old : 100.0: 90.3 79.5 0.0 9.3 4.1 0.0 3.3 1.3 3.5 1.7 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 19 0 . . 0 . . 4 . .:
Old : 35: 19 19 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 : 63.1 63.6 80.8 81.9 55.4 54.0 70.7 65.4
Old : 63.1 63.6 80.8 81.9 55.4 54.0 70.7 65.4
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 517,164: 356,274 479,484 137,754 0 19,744 0 0 0 0 14,544 3,392: 0 0
Old : 517,164: 356,274 479,484 137,754 0 19,744 0 0 0 0 14,544 3,392: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -1,120: 2,920 -2,096 -4,040 0 0 0 0 0 0 976 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 92.7 26.6 0.0 3.8 0.0 0.0 0.0 0.0 2.8 0.7: 0.0 0.0
Old : 100.0: 68.9 92.7 26.6 0.0 3.8 0.0 0.0 0.0 0.0 2.8 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 18 . 0 . 0 0 0 0 . .:
Old : 32: 20 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 : 61.3 68.4 80.1 88.4 49.6 61.2 64.6 72.7
Old : 61.3 68.4 80.1 88.4 49.6 61.2 64.6 72.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 430,665: 392,355 402,194 14,471 3,512 23,415 0 760 0 424 784 0: 0 0
Old : 430,665: 392,355 402,194 14,471 3,512 23,415 0 760 0 424 784 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 5,873: 5,497 5,873 -1,975 -1,927 1,927 0 760 0 424 -760 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 93.4 3.4 0.8 5.4 0.0 0.2 0.0 0.1 0.2 0.0: 0.0 0.0
Old : 100.0: 91.1 93.4 3.4 0.8 5.4 0.0 0.2 0.0 0.1 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 : 39: 24 29 . . . 0 . 0 . . 0:
Old : 39: 24 29 . . . 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 : 52.5 52.0 77.3 71.6 49.4 49.0 65.7 66.7
Old : 52.5 52.0 77.3 71.6 49.4 49.0 65.7 66.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,973: 36,770 36,883 1,696 776 1,096 87 827 43 258 97 255: 768 996
Old : 40,973: 36,770 36,883 1,696 776 1,096 87 827 43 258 97 255: 768 996
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -17: 702 238 0 300 -341 0 827 0 -101 -827 0: -277 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 90.0 4.1 1.9 2.7 0.2 2.0 0.1 0.6 0.2 0.6: 1.9 2.4
Old : 100.0: 89.7 90.0 4.1 1.9 2.7 0.2 2.0 0.1 0.6 0.2 0.6: 1.9 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 28 24 . . . . . . . . .:
Old : 40: 28 24 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 58.9 72.1 76.1 44.5 57.5 64.4 69.7
Old : 47.8 58.9 72.1 76.1 44.5 57.5 64.4 69.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,707: 42,889 48,232 5,225 0 1,330 0 0 0 7 0 98: 158 47
Old : 49,707: 42,889 48,232 5,225 0 1,330 0 0 0 7 0 98: 158 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 635: 635 635 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 97.0 10.5 0.0 2.7 0.0 0.0 0.0 0.0 0.0 0.2: 0.3 0.1
Old : 100.0: 86.3 97.0 10.5 0.0 2.7 0.0 0.0 0.0 0.0 0.0 0.2: 0.3 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 : 44: 34 31 . 0 . 0 0 0 . 0 .:
Old : 44: 34 31 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 51.7 68.2 73.8 48.8 42.5 59.6 62.1
Old : 52.1 51.7 68.2 73.8 48.8 42.5 59.6 62.1
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,138: 60,207 66,750 6,280 0 1,260 50 0 0 12 0 98: 231 30
Old : 68,138: 60,207 66,750 6,280 0 1,260 50 0 0 12 0 98: 231 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,410: 930 1,410 480 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 98.0 9.2 0.0 1.8 0.1 0.0 0.0 0.0 0.0 0.1: 0.3 0.0
Old : 100.0: 88.4 98.0 9.2 0.0 1.8 0.1 0.0 0.0 0.0 0.0 0.1: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 33 32 . 0 . . 0 0 . 0 .:
Old : 45: 33 32 . 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 50.3 67.1 74.2 44.9 45.6 61.5 64.2
Old : 46.3 50.3 67.1 74.2 44.9 45.6 61.5 64.2
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,992: 15,752 15,892 130 0 1,980 0 0 0 0 0 0: 130 120
Old : 17,992: 15,752 15,892 130 0 1,980 0 0 0 0 0 0: 130 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 88.3 0.7 0.0 11.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.7
Old : 100.0: 87.6 88.3 0.7 0.0 11.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 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 : 28: 20 18 . 0 . 0 0 0 0 0 0:
Old : 28: 20 18 . 0 . 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 : 61.0 72.0 83.2 92.3 53.9 72.0 71.2 78.5
Old : 61.0 72.0 83.2 92.3 53.9 72.0 71.2 78.5
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 255,088: 192,432 254,664 62,264 0 0 0 424 0 392 0 0: 0 0
Old : 255,088: 192,432 254,664 62,264 0 0 0 424 0 392 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 3,048: 1,888 3,048 1,160 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 99.8 24.4 0.0 0.0 0.0 0.2 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 75.4 99.8 24.4 0.0 0.0 0.0 0.2 0.0 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 23 . 0 0 0 . 0 . 0 0:
Old : 34: 24 23 . 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 : 42.7 71.0 65.4 86.7 42.4 63.6 60.7 71.0
Old : 42.7 71.0 65.4 86.7 42.4 63.6 60.7 71.0
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 8,351: 7,199 7,834 0 0 0 0 0 0 1,108 44 0: 44 473
Old : 8,351: 7,199 7,834 0 0 0 0 0 0 1,108 44 0: 44 473
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 207: 248 205 0 0 0 0 0 0 0 0 0: -41 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 93.8 0.0 0.0 0.0 0.0 0.0 0.0 13.3 0.5 0.0: 0.5 5.7
Old : 100.0: 86.2 93.8 0.0 0.0 0.0 0.0 0.0 0.0 13.3 0.5 0.0: 0.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 18 16 0 0 0 0 0 0 . . 0:
Old : 23: 18 16 0 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 : 54.3 59.7 77.2 82.0 53.2 54.0 72.2 69.0
Old : 54.3 59.7 77.2 82.0 53.2 54.0 72.2 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,565: 7,030 7,195 450 0 0 0 300 0 0 0 0: 85 70
Old : 7,565: 7,030 7,195 450 0 0 0 300 0 0 0 0: 85 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 100: 75 100 0 0 0 0 0 0 0 0 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 95.1 5.9 0.0 0.0 0.0 4.0 0.0 0.0 0.0 0.0: 1.1 0.9
Old : 100.0: 92.9 95.1 5.9 0.0 0.0 0.0 4.0 0.0 0.0 0.0 0.0: 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 : 20: 12 10 . 0 0 0 . 0 0 0 0:
Old : 20: 12 10 . 0 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 : 57.8 80.0 85.3 95.4 37.0 52.4 58.9 65.6
Old : 57.8 80.0 85.3 95.4 37.0 52.4 58.9 65.6
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,831: 6,156 7,481 1,200 0 0 0 0 0 0 300 50: 425 0
Old : 7,831: 6,156 7,481 1,200 0 0 0 0 0 0 300 50: 425 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 500: 500 200 0 0 0 0 0 0 -50 250 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 95.5 15.3 0.0 0.0 0.0 0.0 0.0 0.0 3.8 0.6: 5.4 0.0
Old : 100.0: 78.6 95.5 15.3 0.0 0.0 0.0 0.0 0.0 0.0 3.8 0.6: 5.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 14 . 0 0 0 0 0 0 . .:
Old : 20: 11 14 . 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 : 72.1 52.1 88.4 80.9 42.8 40.5 52.9 54.3
Old : 72.1 52.1 88.4 80.9 42.8 40.5 52.9 54.3
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,050: 19,125 19,070 875 300 2,045 0 0 0 0 500 0: 5 135
Old : 22,050: 19,125 19,070 875 300 2,045 0 0 0 0 500 0: 5 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 2,400: 1,200 2,400 875 -325 325 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 86.5 4.0 1.4 9.3 0.0 0.0 0.0 0.0 2.3 0.0: 0.0 0.6
Old : 100.0: 86.7 86.5 4.0 1.4 9.3 0.0 0.0 0.0 0.0 2.3 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 : 32: 20 17 . . . 0 0 0 0 . 0:
Old : 32: 20 17 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 56.7 80.3 81.3 47.0 52.8 67.8 67.3
Old : 54.4 56.7 80.3 81.3 47.0 52.8 67.8 67.3
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,465: 18,120 18,915 920 150 2,245 0 0 0 0 75 0: 180 80
Old : 21,465: 18,120 18,915 920 150 2,245 0 0 0 0 75 0: 180 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -147: -147 -147 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 88.1 4.3 0.7 10.5 0.0 0.0 0.0 0.0 0.3 0.0: 0.8 0.4
Old : 100.0: 84.4 88.1 4.3 0.7 10.5 0.0 0.0 0.0 0.0 0.3 0.0: 0.8 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 : 31: 23 24 . . . 0 0 0 0 . 0:
Old : 31: 23 24 . . . 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 : 46.1 64.4 67.1 84.4 30.8 47.5 45.7 55.5
Old : 46.1 64.4 67.1 84.4 30.8 47.5 45.7 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 19,947: 16,360 14,590 2,511 4,032 474 170 0 22 0 82 44: 366 703
Old : 19,947: 16,360 14,590 2,511 4,032 474 170 0 22 0 82 44: 366 703
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 816: 1,091 562 2 530 -277 110 0 0 -110 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 73.1 12.6 20.2 2.4 0.9 0.0 0.1 0.0 0.4 0.2: 1.8 3.5
Old : 100.0: 82.0 73.1 12.6 20.2 2.4 0.9 0.0 0.1 0.0 0.4 0.2: 1.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 25 . . . . 0 . 0 . .:
Old : 35: 22 25 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 55.7 59.0 76.5 33.8 48.2 52.4 61.4
Old : 37.2 55.7 59.0 76.5 33.8 48.2 52.4 61.4
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,157: 58,646 51,151 843 3,078 2,019 50 0 0 275 5,634 5: 319 270
Old : 62,157: 58,646 51,151 843 3,078 2,019 50 0 0 275 5,634 5: 319 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -109: -695 -68 363 -552 289 -82 0 -48 0 235 -15: 79 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 82.3 1.4 5.0 3.2 0.1 0.0 0.0 0.4 9.1 0.0: 0.5 0.4
Old : 100.0: 94.4 82.3 1.4 5.0 3.2 0.1 0.0 0.0 0.4 9.1 0.0: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 29 26 . . . . 0 0 . 4 .:
Old : 44: 29 26 . . . . 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 : 53.9 40.8 74.8 66.9 53.1 39.8 72.3 63.7
Old : 53.9 40.8 74.8 66.9 53.1 39.8 72.3 63.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 74,856: 69,113 56,355 1,157 1,890 3,290 180 2,140 126 100 10,145 875: 15 35
Old : 74,856: 69,113 56,355 1,157 1,890 3,290 180 2,140 126 100 10,145 875: 15 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,935: 1,345 1,496 204 60 143 180 733 -1 0 -546 55: 9 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 75.3 1.5 2.5 4.4 0.2 2.9 0.2 0.1 13.6 1.2: 0.0 0.0
Old : 100.0: 92.3 75.3 1.5 2.5 4.4 0.2 2.9 0.2 0.1 13.6 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 32 34 . . . . . . . 6 4:
Old : 52: 32 34 . . . . . . . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 45.6 67.1 64.6 48.2 42.0 62.6 59.2
Old : 48.6 45.6 67.1 64.6 48.2 42.0 62.6 59.2
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,945: 47,425 46,530 1,215 3,030 385 0 0 0 910 0 0: 10 0
Old : 49,945: 47,425 46,530 1,215 3,030 385 0 0 0 910 0 0: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 2,250: 2,250 2,250 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 93.2 2.4 6.1 0.8 0.0 0.0 0.0 1.8 0.0 0.0: 0.0 0.0
Old : 100.0: 95.0 93.2 2.4 6.1 0.8 0.0 0.0 0.0 1.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 28 15 . . . 0 0 0 . 0 0:
Old : 33: 28 15 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 95.1 76.2 97.8 57.2 91.1 71.7 91.2
Old : 58.9 95.1 76.2 97.8 57.2 91.1 71.7 91.2
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,040: 51,790 51,370 1,900 3,145 525 0 0 0 765 0 0: 60 0
Old : 55,040: 51,790 51,370 1,900 3,145 525 0 0 0 765 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 2,460: 2,360 2,460 100 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 93.3 3.5 5.7 1.0 0.0 0.0 0.0 1.4 0.0 0.0: 0.1 0.0
Old : 100.0: 94.1 93.3 3.5 5.7 1.0 0.0 0.0 0.0 1.4 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 : 34: 28 16 . . . 0 0 0 . 0 0:
Old : 34: 28 16 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 93.3 74.3 97.5 56.7 89.1 70.5 89.4
Old : 60.6 93.3 74.3 97.5 56.7 89.1 70.5 89.4
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 363,654: 320,240 310,751 4,901 20,408 3,960 0 8,512 0 32,546 18,016 2,007: 0 0
Old : 363,654: 320,240 310,751 4,901 20,408 3,960 0 8,512 0 32,546 18,016 2,007: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 19,904: 14,259 21,840 4,509 -2,032 96 0 0 0 1,040 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 85.5 1.3 5.6 1.1 0.0 2.3 0.0 8.9 5.0 0.6: 0.0 0.0
Old : 100.0: 88.1 85.5 1.3 5.6 1.1 0.0 2.3 0.0 8.9 5.0 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 : 42: 23 30 . . . 0 . 0 . . .:
Old : 42: 23 30 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 41.0 73.5 62.6 35.4 39.0 57.7 58.0
Old : 46.4 41.0 73.5 62.6 35.4 39.0 57.7 58.0
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,841: 18,956 21,221 677 531 663 108 816 86 4,789 1,661 352: 210 511
Old : 25,841: 18,956 21,221 677 531 663 108 816 86 4,789 1,661 352: 210 511
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -148: 62 -125 86 -43 43 -21 0 64 -381 0 -44: 42 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 82.1 2.6 2.1 2.6 0.4 3.2 0.3 18.5 6.4 1.4: 0.8 2.0
Old : 100.0: 73.4 82.1 2.6 2.1 2.6 0.4 3.2 0.3 18.5 6.4 1.4: 0.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 22 29 . . . . . . . . .:
Old : 43: 22 29 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.7 79.1 55.6 46.7 34.7 71.9 54.3
Old : 50.5 35.7 79.1 55.6 46.7 34.7 71.9 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,976: 20,059 28,326 11,351 0 0 155 847 0 25 2,417 1,386: 0 0
Old : 32,976: 20,059 28,326 11,351 0 0 155 847 0 25 2,417 1,386: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 849: 645 614 25 0 0 155 77 0 -130 4 154: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 85.9 34.4 0.0 0.0 0.5 2.6 0.0 0.1 7.3 4.2: 0.0 0.0
Old : 100.0: 60.8 85.9 34.4 0.0 0.0 0.5 2.6 0.0 0.1 7.3 4.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 13 . 0 0 . . 0 . 4 .:
Old : 28: 13 13 . 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 : 69.0 73.2 86.4 89.2 61.7 69.8 73.2 77.2
Old : 69.0 73.2 86.4 89.2 61.7 69.8 73.2 77.2
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 327,785: 263,152 327,001 64,633 0 0 0 0 0 0 784 0: 0 0
Old : 327,785: 263,152 327,001 64,633 0 0 0 0 0 0 784 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -5,581: -5,581 -5,581 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 99.8 19.7 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0: 0.0 0.0
Old : 100.0: 80.3 99.8 19.7 0.0 0.0 0.0 0.0 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 : 30: 20 19 . 0 0 0 0 0 0 . 0:
Old : 30: 20 19 . 0 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 84.7 85.0 94.5 64.3 74.8 80.2 82.2
Old : 65.1 84.7 85.0 94.5 64.3 74.8 80.2 82.2
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,708: 23,914 27,872 3,671 44 22 615 0 0 125 217 0: 361 553
Old : 28,708: 23,914 27,872 3,671 44 22 615 0 0 125 217 0: 361 553
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 808: 491 680 -43 0 0 105 0 0 -84 0 0: 339 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 97.1 12.8 0.2 0.1 2.1 0.0 0.0 0.4 0.8 0.0: 1.3 1.9
Old : 100.0: 83.3 97.1 12.8 0.2 0.1 2.1 0.0 0.0 0.4 0.8 0.0: 1.3 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 : 31: 17 19 . . . . 0 0 . . 0:
Old : 31: 17 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 : 64.5 80.8 83.6 90.3 59.9 69.7 72.9 76.1
Old : 64.5 80.8 83.6 90.3 59.9 69.7 72.9 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 127,946: 78,422 119,764 49,524 1,518 0 0 6,664 0 0 0 0: 0 0
Old : 127,946: 78,422 119,764 49,524 1,518 0 0 6,664 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: December 15, 2015 :
: 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: 61.3 93.6 38.7 1.2 0.0 0.0 5.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.3 93.6 38.7 1.2 0.0 0.0 5.2 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 : 21: 9 11 . . 0 0 . 0 0 0 0:
Old : 21: 9 11 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 77.8 96.0 95.1 72.3 77.1 93.9 93.0
Old : 72.3 77.8 96.0 95.1 72.3 77.1 93.9 93.0
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 16,012: 11,991 13,414 678 1,238 655 1,108 0 0 1,276 0 239: 65 466
Old : 16,012: 11,991 13,414 678 1,238 655 1,108 0 0 1,276 0 239: 65 466
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 144: 338 359 0 210 -214 763 0 0 -806 0 63: 0 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 83.8 4.2 7.7 4.1 6.9 0.0 0.0 8.0 0.0 1.5: 0.4 2.9
Old : 100.0: 74.9 83.8 4.2 7.7 4.1 6.9 0.0 0.0 8.0 0.0 1.5: 0.4 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 : 31: 18 18 . . . . 0 0 . 0 .:
Old : 31: 18 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 : 46.2 45.4 68.6 65.5 35.5 35.1 51.4 51.0
Old : 46.2 45.4 68.6 65.5 35.5 35.1 51.4 51.0
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 200,520: 158,459 178,581 9,009 7,858 12,495 9,724 0 0 9,247 0 1,586: 0 0
Old : 200,520: 158,459 178,581 9,009 7,858 12,495 9,724 0 0 9,247 0 1,586: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 9,800: 12,200 9,800 -2,400 0 0 4,704 0 0 -4,704 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 89.1 4.5 3.9 6.2 4.8 0.0 0.0 4.6 0.0 0.8: 0.0 0.0
Old : 100.0: 79.0 89.1 4.5 3.9 6.2 4.8 0.0 0.0 4.6 0.0 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 : 32: 18 20 . . . . 0 0 . 0 .:
Old : 32: 18 20 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 53.2 76.8 74.1 49.8 46.9 61.4 62.9
Old : 58.8 53.2 76.8 74.1 49.8 46.9 61.4 62.9
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,762: 11,702 8,769 2,953 4,491 44 0 882 0 0 238 63: 0 275
Old : 14,762: 11,702 8,769 2,953 4,491 44 0 882 0 0 238 63: 0 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -49: -224 -69 215 40 -40 0 20 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 59.4 20.0 30.4 0.3 0.0 6.0 0.0 0.0 1.6 0.4: 0.0 1.9
Old : 100.0: 79.3 59.4 20.0 30.4 0.3 0.0 6.0 0.0 0.0 1.6 0.4: 0.0 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 : 31: 17 20 . . . 0 . 0 0 . .:
Old : 31: 17 20 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 48.0 78.6 68.2 50.8 43.3 65.3 59.8
Old : 54.7 48.0 78.6 68.2 50.8 43.3 65.3 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 167,796: 141,811 113,807 20,048 50,840 392 2,884 0 1,125 0 96 1,536: 0 0
Old : 167,796: 141,811 113,807 20,048 50,840 392 2,884 0 1,125 0 96 1,536: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 2,107: 509 2,107 1,598 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 67.8 11.9 30.3 0.2 1.7 0.0 0.7 0.0 0.1 0.9: 0.0 0.0
Old : 100.0: 84.5 67.8 11.9 30.3 0.2 1.7 0.0 0.7 0.0 0.1 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 18 . . . . 0 . 0 . .:
Old : 28: 19 18 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 63.6 84.0 81.6 54.7 55.0 68.1 66.8
Old : 63.2 63.6 84.0 81.6 54.7 55.0 68.1 66.8
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,550: 8,010 8,180 300 0 0 0 300 0 0 0 0: 240 70
Old : 8,550: 8,010 8,180 300 0 0 0 300 0 0 0 0: 240 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 360: 360 360 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 95.7 3.5 0.0 0.0 0.0 3.5 0.0 0.0 0.0 0.0: 2.8 0.8
Old : 100.0: 93.7 95.7 3.5 0.0 0.0 0.0 3.5 0.0 0.0 0.0 0.0: 2.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 13 . 0 0 0 . 0 0 0 0:
Old : 20: 12 13 . 0 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 : 59.8 77.6 87.0 93.1 42.7 53.0 64.3 68.5
Old : 59.8 77.6 87.0 93.1 42.7 53.0 64.3 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,988: 10,780 13,613 2,680 0 4,375 0 0 0 153 0 0: 0 0
Old : 17,988: 10,780 13,613 2,680 0 4,375 0 0 0 153 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 305: 331 305 -101 0 0 0 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 75.7 14.9 0.0 24.3 0.0 0.0 0.0 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 59.9 75.7 14.9 0.0 24.3 0.0 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 : 23: 14 19 . 0 . 0 0 0 . 0 0:
Old : 23: 14 19 . 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 : 85.9 62.2 94.2 84.2 45.6 36.8 49.6 46.2
Old : 85.9 62.2 94.2 84.2 45.6 36.8 49.6 46.2
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 166,401: 126,804 109,841 0 17,651 38,909 0 0 0 688 0 0: 0 0
Old : 166,401: 126,804 109,841 0 17,651 38,909 0 0 0 688 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 66.0 0.0 10.6 23.4 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 76.2 66.0 0.0 10.6 23.4 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 15 0 . . 0 0 0 . 0 0:
Old : 20: 14 15 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 : 72.5 70.1 92.2 88.9 31.9 31.6 37.2 39.6
Old : 72.5 70.1 92.2 88.9 31.9 31.6 37.2 39.6
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 6,775: 6,135 6,400 425 300 0 0 0 0 0 0 0: 215 75
Old : 6,775: 6,135 6,400 425 300 0 0 0 0 0 0 0: 215 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 0: -300 0 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 94.5 6.3 4.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 1.1
Old : 100.0: 90.6 94.5 6.3 4.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 8 . . 0 0 0 0 0 0 0:
Old : 20: 14 8 . . 0 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 : 64.6 84.1 85.7 98.2 60.3 83.0 78.0 88.7
Old : 64.6 84.1 85.7 98.2 60.3 83.0 78.0 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,590: 8,815 8,105 650 300 0 0 1,180 0 0 0 0: 125 5
Old : 9,590: 8,815 8,105 650 300 0 0 1,180 0 0 0 0: 125 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 50: -250 50 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 84.5 6.8 3.1 0.0 0.0 12.3 0.0 0.0 0.0 0.0: 1.3 0.1
Old : 100.0: 91.9 84.5 6.8 3.1 0.0 0.0 12.3 0.0 0.0 0.0 0.0: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 15 . . 0 0 . 0 0 0 0:
Old : 27: 19 15 . . 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 : 59.7 72.8 80.3 86.8 54.7 69.7 69.4 78.6
Old : 59.7 72.8 80.3 86.8 54.7 69.7 69.4 78.6
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 411,897: 273,233 239,253 14,590 34,759 37,898 0 25,442 22,573 7,945 0 51,971: 3,687 0
Old : 411,897: 273,233 239,253 14,590 34,759 37,898 0 25,442 22,573 7,945 0 51,971: 3,687 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -458,027: -315,098 -400,358 -4,314 5,759 -33,143 0 -2,461 -16,230 -81,334 0 -11,593: 3,686 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 58.1 3.5 8.4 9.2 0.0 6.2 5.5 1.9 0.0 12.6: 0.9 0.0
Old : 100.0: 66.3 58.1 3.5 8.4 9.2 0.0 6.2 5.5 1.9 0.0 12.6: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 13 . . . 0 . . 5 0 .:
Old : 25: 15 13 . . . 0 . . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 51.1 89.7 86.9 24.6 25.8 27.3 29.5
Old : 66.1 51.1 89.7 86.9 24.6 25.8 27.3 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,825: 13,235 21,575 8,220 0 0 0 0 0 0 0 0: 370 250
Old : 21,825: 13,235 21,575 8,220 0 0 0 0 0 0 0 0: 370 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 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: 60.6 98.9 37.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 1.1
Old : 100.0: 60.6 98.9 37.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 11 . 0 0 0 0 0 0 0 0:
Old : 20: 14 11 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 85.6 90.8 96.6 70.3 81.7 85.3 88.6
Old : 74.2 85.6 90.8 96.6 70.3 81.7 85.3 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,985: 21,270 10,625 1,325 11,835 75 0 450 0 0 0 0: 315 0
Old : 22,985: 21,270 10,625 1,325 11,835 75 0 450 0 0 0 0: 315 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -40: -40 60 0 -100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 46.2 5.8 51.5 0.3 0.0 2.0 0.0 0.0 0.0 0.0: 1.4 0.0
Old : 100.0: 92.5 46.2 5.8 51.5 0.3 0.0 2.0 0.0 0.0 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 15 . . . 0 . 0 0 0 0:
Old : 28: 20 15 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 79.4 82.5 93.1 56.6 74.2 75.6 82.4
Old : 60.3 79.4 82.5 93.1 56.6 74.2 75.6 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,615: 18,380 7,240 850 11,860 0 0 450 0 0 0 0: 385 65
Old : 19,615: 18,380 7,240 850 11,860 0 0 450 0 0 0 0: 385 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -80: -80 20 0 -100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 36.9 4.3 60.5 0.0 0.0 2.3 0.0 0.0 0.0 0.0: 2.0 0.3
Old : 100.0: 93.7 36.9 4.3 60.5 0.0 0.0 2.3 0.0 0.0 0.0 0.0: 2.0 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 : 24: 17 12 . . 0 0 . 0 0 0 0:
Old : 24: 17 12 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 88.5 83.5 95.7 60.2 86.2 79.7 91.0
Old : 62.3 88.5 83.5 95.7 60.2 86.2 79.7 91.0
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,649: 20,869 17,464 0 3,880 230 550 0 0 0 75 0: 0 0
Old : 21,649: 20,869 17,464 0 3,880 230 550 0 0 0 75 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 200: -100 300 0 -100 0 550 0 0 -250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.4 80.7 0.0 17.9 1.1 2.5 0.0 0.0 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 96.4 80.7 0.0 17.9 1.1 2.5 0.0 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 : 34: 21 18 0 . . . 0 0 0 . 0:
Old : 34: 21 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 : 54.1 65.6 75.0 86.7 52.2 64.5 72.3 82.2
Old : 54.1 65.6 75.0 86.7 52.2 64.5 72.3 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,174: 19,694 15,484 0 4,460 230 250 0 0 0 0 0: 0 0
Old : 20,174: 19,694 15,484 0 4,460 230 250 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: December 15, 2015 :
: 60: 60 160 0 -100 0 250 0 0 -250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.6 76.8 0.0 22.1 1.1 1.2 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 97.6 76.8 0.0 22.1 1.1 1.2 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 : 27: 19 14 0 . . . 0 0 0 0 0:
Old : 27: 19 14 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 : 60.8 73.0 79.3 93.0 59.3 69.4 76.1 84.9
Old : 60.8 73.0 79.3 93.0 59.3 69.4 76.1 84.9
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,450: 20,525 20,645 325 505 0 0 300 0 0 0 0: 600 0
Old : 21,450: 20,525 20,645 325 505 0 0 300 0 0 0 0: 600 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,530: 1,530 1,530 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 96.2 1.5 2.4 0.0 0.0 1.4 0.0 0.0 0.0 0.0: 2.8 0.0
Old : 100.0: 95.7 96.2 1.5 2.4 0.0 0.0 1.4 0.0 0.0 0.0 0.0: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 10 . . 0 0 . 0 0 0 0:
Old : 23: 15 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 : 76.0 93.0 88.7 97.1 74.7 93.0 87.0 96.0
Old : 76.0 93.0 88.7 97.1 74.7 93.0 87.0 96.0
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,440: 16,845 17,270 210 0 0 0 0 0 0 50 0: 385 120
Old : 17,440: 16,845 17,270 210 0 0 0 0 0 0 50 0: 385 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -375: -375 -375 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.6 99.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 2.2 0.7
Old : 100.0: 96.6 99.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 2.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 22 13 . 0 0 0 0 0 0 . 0:
Old : 27: 22 13 . 0 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 : 55.6 87.4 72.6 97.3 52.2 78.4 68.1 83.8
Old : 55.6 87.4 72.6 97.3 52.2 78.4 68.1 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,565: 17,885 18,095 395 100 0 0 200 0 0 50 0: 285 120
Old : 18,565: 17,885 18,095 395 100 0 0 200 0 0 50 0: 285 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -215: -215 -215 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 97.5 2.1 0.5 0.0 0.0 1.1 0.0 0.0 0.3 0.0: 1.5 0.6
Old : 100.0: 96.3 97.5 2.1 0.5 0.0 0.0 1.1 0.0 0.0 0.3 0.0: 1.5 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 : 31: 23 16 . . 0 0 . 0 0 . 0:
Old : 31: 23 16 . . 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 : 53.5 85.6 72.4 95.2 48.7 80.2 67.5 87.1
Old : 53.5 85.6 72.4 95.2 48.7 80.2 67.5 87.1
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 120,404: 108,049 112,379 7,825 4,275 2,970 960 250 50 550 480 0: 0 0
Old : 120,404: 108,049 112,379 7,825 4,275 2,970 960 250 50 550 480 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 915: 615 865 300 100 0 0 250 0 0 -300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 93.3 6.5 3.6 2.5 0.8 0.2 0.0 0.5 0.4 0.0: 0.0 0.0
Old : 100.0: 89.7 93.3 6.5 3.6 2.5 0.8 0.2 0.0 0.5 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 30 31 . . . . . . . . 0:
Old : 49: 30 31 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 60.3 62.9 78.3 40.1 53.7 55.9 64.9
Old : 43.1 60.3 62.9 78.3 40.1 53.7 55.9 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 129,319: 114,127 120,022 8,997 3,920 3,085 2,160 1,350 325 550 455 75: 0 87
Old : 129,319: 114,127 120,022 8,997 3,920 3,085 2,160 1,350 325 550 455 75: 0 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 2,730: 2,920 2,430 135 100 0 -300 425 -25 -75 -275 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 92.8 7.0 3.0 2.4 1.7 1.0 0.3 0.4 0.4 0.1: 0.0 0.1
Old : 100.0: 88.3 92.8 7.0 3.0 2.4 1.7 1.0 0.3 0.4 0.4 0.1: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 32 33 . . . . . . . . .:
Old : 52: 32 33 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 59.9 62.1 75.6 41.1 53.3 56.2 64.4
Old : 44.4 59.9 62.1 75.6 41.1 53.3 56.2 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 154,476: 129,097 119,478 2,911 6,470 6,034 3,113 2,919 6,984 4,239 10,673 1,868: 230 50
Old : 154,476: 129,097 119,478 2,911 6,470 6,034 3,113 2,919 6,984 4,239 10,673 1,868: 230 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 2,141: 3,994 2,923 1,295 -1,280 -606 933 172 5,662 -5,610 -1,174 -3,544: 17 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 77.3 1.9 4.2 3.9 2.0 1.9 4.5 2.7 6.9 1.2: 0.1 0.0
Old : 100.0: 83.6 77.3 1.9 4.2 3.9 2.0 1.9 4.5 2.7 6.9 1.2: 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 : 74: 43 39 . . 4 4 4 5 . 9 7:
Old : 74: 43 39 . . 4 4 4 5 . 9 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 52.3 48.8 66.0 30.1 45.4 42.0 54.4
Old : 31.5 52.3 48.8 66.0 30.1 45.4 42.0 54.4
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,887: 90,908 94,372 9,615 5,720 3,035 275 2,145 1,725 1,460 200 600: 269 90
Old : 107,887: 90,908 94,372 9,615 5,720 3,035 275 2,145 1,725 1,460 200 600: 269 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,065: 985 1,675 -235 -900 315 25 2,145 1,675 0 -2,145 -1,700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 87.5 8.9 5.3 2.8 0.3 2.0 1.6 1.4 0.2 0.6: 0.2 0.1
Old : 100.0: 84.3 87.5 8.9 5.3 2.8 0.3 2.0 1.6 1.4 0.2 0.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 36 32 . . 4 . . . . . .:
Old : 49: 36 32 . . 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 : 29.5 67.1 46.3 80.2 26.6 59.8 40.7 66.8
Old : 29.5 67.1 46.3 80.2 26.6 59.8 40.7 66.8
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,745: 21,890 19,630 375 2,185 50 370 640 60 0 120 0: 0 60
Old : 22,745: 21,890 19,630 375 2,185 50 370 640 60 0 120 0: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 145: 145 145 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 86.3 1.6 9.6 0.2 1.6 2.8 0.3 0.0 0.5 0.0: 0.0 0.3
Old : 100.0: 96.2 86.3 1.6 9.6 0.2 1.6 2.8 0.3 0.0 0.5 0.0: 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 : 32: 23 13 . . . . . . 0 . 0:
Old : 32: 23 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 81.9 76.8 95.2 58.1 81.7 76.4 91.4
Old : 58.1 81.9 76.8 95.2 58.1 81.7 76.4 91.4
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,040: 17,595 15,535 225 2,175 50 0 50 150 0 0 0: 20 80
Old : 18,040: 17,595 15,535 225 2,175 50 0 50 150 0 0 0: 20 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 110: 110 110 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.5 86.1 1.2 12.1 0.3 0.0 0.3 0.8 0.0 0.0 0.0: 0.1 0.4
Old : 100.0: 97.5 86.1 1.2 12.1 0.3 0.0 0.3 0.8 0.0 0.0 0.0: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 21 10 . . . 0 . . 0 0 0:
Old : 26: 21 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 : 56.6 85.2 77.6 97.8 56.6 84.7 77.0 91.2
Old : 56.6 85.2 77.6 97.8 56.6 84.7 77.0 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,603: 27,609 25,268 0 2,360 2,605 100 300 0 234 0 5: 50 65
Old : 30,603: 27,609 25,268 0 2,360 2,605 100 300 0 234 0 5: 50 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 540: 260 -360 0 800 300 100 0 0 -100 0 0: -20 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 82.6 0.0 7.7 8.5 0.3 1.0 0.0 0.8 0.0 0.0: 0.2 0.2
Old : 100.0: 90.2 82.6 0.0 7.7 8.5 0.3 1.0 0.0 0.8 0.0 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 28 29 0 . . . . 0 . 0 .:
Old : 38: 28 29 0 . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 54.1 60.8 71.0 37.2 42.6 49.5 54.9
Old : 42.8 54.1 60.8 71.0 37.2 42.6 49.5 54.9
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,245: 12,510 12,670 205 45 530 0 0 0 0 0 0: 0 0
Old : 13,245: 12,510 12,670 205 45 530 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: December 15, 2015 :
: 0: -75 0 0 45 75 0 0 0 0 0 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 95.7 1.5 0.3 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 94.5 95.7 1.5 0.3 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 16 . . . 0 0 0 0 0 0:
Old : 22: 17 16 . . . 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 : 49.8 68.2 76.8 89.2 47.0 59.9 64.5 70.9
Old : 49.8 68.2 76.8 89.2 47.0 59.9 64.5 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,155: 12,582 12,830 300 510 1,815 0 0 0 0 0 0: 458 0
Old : 15,155: 12,582 12,830 300 510 1,815 0 0 0 0 0 0: 458 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 84.7 2.0 3.4 12.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.0 0.0
Old : 100.0: 83.0 84.7 2.0 3.4 12.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.0 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 9 . . . 0 0 0 0 0 0:
Old : 20: 14 9 . . . 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 : 50.6 86.6 78.8 98.5 44.1 66.4 61.7 69.9
Old : 50.6 86.6 78.8 98.5 44.1 66.4 61.7 69.9
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 176,340: 150,261 119,044 0 40,419 12,633 10,453 0 2,739 0 1,505 0: 255 0
Old : 176,340: 150,261 119,044 0 40,419 12,633 10,453 0 2,739 0 1,505 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,481: 7,944 1,554 0 -1,320 1,297 -7,710 0 -51 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 67.5 0.0 22.9 7.2 5.9 0.0 1.6 0.0 0.9 0.0: 0.1 0.0
Old : 100.0: 85.2 67.5 0.0 22.9 7.2 5.9 0.0 1.6 0.0 0.9 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 15 0 . . . 0 . 0 . 0:
Old : 27: 19 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 : 56.0 73.0 77.1 88.6 45.5 56.2 59.9 64.3
Old : 56.0 73.0 77.1 88.6 45.5 56.2 59.9 64.3
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,448,667: 2,931,596 2,136,889 23,600 1,005,507 306,271 187,200 0 0 0 0 0: 0 0
Old : 3,448,667: 2,931,596 2,136,889 23,600 1,005,507 306,271 187,200 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: December 15, 2015 :
: 247,612: 247,612 224,162 0 23,480 0 187,200 0 0 -187,200 0 0: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 62.0 0.7 29.2 8.9 5.4 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.0 62.0 0.7 29.2 8.9 5.4 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 : 25: 17 13 . . . . 0 0 0 0 0:
Old : 25: 17 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 : 62.4 78.0 84.6 89.6 39.5 47.7 51.0 54.5
Old : 62.4 78.0 84.6 89.6 39.5 47.7 51.0 54.5
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,800: 65,277 69,140 3,444 0 5,660 0 0 0 419 0 0: 0 0
Old : 74,800: 65,277 69,140 3,444 0 5,660 0 0 0 419 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 328: 328 328 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 92.4 4.6 0.0 7.6 0.0 0.0 0.0 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 87.3 92.4 4.6 0.0 7.6 0.0 0.0 0.0 0.6 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 : 22: 14 15 . 0 . 0 0 0 . 0 0:
Old : 22: 14 15 . 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 : 61.8 57.4 83.7 84.0 51.5 50.2 65.3 61.6
Old : 61.8 57.4 83.7 84.0 51.5 50.2 65.3 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,649,567: 1,310,484 1,306,679 133,706 142,140 200,748 0 0 0 4,629 0 0: 0 0
Old : 1,649,567: 1,310,484 1,306,679 133,706 142,140 200,748 0 0 0 4,629 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 79.2 8.1 8.6 12.2 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 79.4 79.2 8.1 8.6 12.2 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 10 . . . 0 0 0 . 0 0:
Old : 23: 14 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 : 59.7 87.9 80.6 96.4 49.8 67.2 64.5 74.8
Old : 59.7 87.9 80.6 96.4 49.8 67.2 64.5 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,236: 9,700 15,968 5,950 0 150 0 0 0 313 0 0: 123 118
Old : 16,236: 9,700 15,968 5,950 0 150 0 0 0 313 0 0: 123 118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -100: -100 -100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 98.3 36.6 0.0 0.9 0.0 0.0 0.0 1.9 0.0 0.0: 0.8 0.7
Old : 100.0: 59.7 98.3 36.6 0.0 0.9 0.0 0.0 0.0 1.9 0.0 0.0: 0.8 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 : 22: 12 12 . 0 . 0 0 0 . 0 0:
Old : 22: 12 12 . 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 : 90.5 69.7 97.1 91.2 89.6 69.4 95.5 90.2
Old : 90.5 69.7 97.1 91.2 89.6 69.4 95.5 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,587: 7,886 18,317 10,270 0 150 0 0 0 162 0 0: 119 120
Old : 18,587: 7,886 18,317 10,270 0 150 0 0 0 162 0 0: 119 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 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: 42.4 98.5 55.3 0.0 0.8 0.0 0.0 0.0 0.9 0.0 0.0: 0.6 0.6
Old : 100.0: 42.4 98.5 55.3 0.0 0.8 0.0 0.0 0.0 0.9 0.0 0.0: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 13 . 0 . 0 0 0 . 0 0:
Old : 20: 9 13 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.9 65.2 98.3 90.4 90.1 64.2 95.2 88.6
Old : 90.9 65.2 98.3 90.4 90.1 64.2 95.2 88.6
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,124: 24,249 21,204 800 4,820 200 1,195 1,770 0 1,450 25 100: 130 5
Old : 28,124: 24,249 21,204 800 4,820 200 1,195 1,770 0 1,450 25 100: 130 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -276: -456 -215 300 59 -60 0 1,770 0 0 -1,770 0: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 75.4 2.8 17.1 0.7 4.2 6.3 0.0 5.2 0.1 0.4: 0.5 0.0
Old : 100.0: 86.2 75.4 2.8 17.1 0.7 4.2 6.3 0.0 5.2 0.1 0.4: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 17 23 . . . . . 0 . . .:
Old : 37: 17 23 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 42.5 77.4 68.4 51.8 42.5 67.1 66.3
Old : 60.9 42.5 77.4 68.4 51.8 42.5 67.1 66.3
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,025: 22,403 17,281 0 5,886 778 610 0 0 80 0 80: 74 0
Old : 24,025: 22,403 17,281 0 5,886 778 610 0 0 80 0 80: 74 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -55: 215 -215 0 190 0 0 0 0 -300 0 0: 30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 71.9 0.0 24.5 3.2 2.5 0.0 0.0 0.3 0.0 0.3: 0.3 0.0
Old : 100.0: 93.2 71.9 0.0 24.5 3.2 2.5 0.0 0.0 0.3 0.0 0.3: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 20 0 4 . . 0 0 . 0 .:
Old : 33: 20 20 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 : 59.0 60.8 83.5 79.7 41.3 45.7 60.0 59.6
Old : 59.0 60.8 83.5 79.7 41.3 45.7 60.0 59.6
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,075: 31,853 19,393 1,544 13,564 8 0 610 0 590 461 30: 50 9
Old : 34,075: 31,853 19,393 1,544 13,564 8 0 610 0 590 461 30: 50 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 395: 50 -399 110 850 -20 0 25 0 320 -5 -65: 0 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 56.9 4.5 39.8 0.0 0.0 1.8 0.0 1.7 1.4 0.1: 0.1 0.0
Old : 100.0: 93.5 56.9 4.5 39.8 0.0 0.0 1.8 0.0 1.7 1.4 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 28 25 . . . 0 . 0 . . .:
Old : 39: 28 25 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 61.3 72.2 80.7 53.1 60.4 68.5 77.0
Old : 55.5 61.3 72.2 80.7 53.1 60.4 68.5 77.0
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,416: 21,841 16,365 202 6,043 768 0 10 195 0 25 0: 410 10
Old : 23,416: 21,841 16,365 202 6,043 768 0 10 195 0 25 0: 410 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 525: 525 20 0 600 0 0 -25 25 -25 25 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 69.9 0.9 25.8 3.3 0.0 0.0 0.8 0.0 0.1 0.0: 1.8 0.0
Old : 100.0: 93.3 69.9 0.9 25.8 3.3 0.0 0.0 0.8 0.0 0.1 0.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 23 . . . 0 . . 0 . 0:
Old : 34: 24 23 . . . 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 70.0 72.1 89.2 43.6 65.3 59.3 76.4
Old : 53.6 70.0 72.1 89.2 43.6 65.3 59.3 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,146: 16,590 17,604 2,670 770 805 0 590 0 0 0 0: 81 377
Old : 20,146: 16,590 17,604 2,670 770 805 0 590 0 0 0 0: 81 377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 696: 60 465 680 185 5 0 0 0 0 0 0: -49 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 87.4 13.3 3.8 4.0 0.0 2.9 0.0 0.0 0.0 0.0: 0.4 1.9
Old : 100.0: 82.3 87.4 13.3 3.8 4.0 0.0 2.9 0.0 0.0 0.0 0.0: 0.4 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 : 26: 16 15 . . . 0 . 0 0 0 0:
Old : 26: 16 15 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 61.3 84.9 79.6 54.7 60.1 78.1 75.6
Old : 55.8 61.3 84.9 79.6 54.7 60.1 78.1 75.6
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,463: 12,366 13,790 2,383 559 600 0 0 0 0 300 0: 114 214
Old : 15,463: 12,366 13,790 2,383 559 600 0 0 0 0 300 0: 114 214
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 40: 60 -20 -80 0 60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 89.2 15.4 3.6 3.9 0.0 0.0 0.0 0.0 1.9 0.0: 0.7 1.4
Old : 100.0: 80.0 89.2 15.4 3.6 3.9 0.0 0.0 0.0 0.0 1.9 0.0: 0.7 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 : 23: 15 12 . . . 0 0 0 0 . 0:
Old : 23: 15 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 : 46.7 65.8 77.4 86.8 45.2 63.0 70.3 76.2
Old : 46.7 65.8 77.4 86.8 45.2 63.0 70.3 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,579: 32,055 33,129 2,450 1,555 1,810 0 900 0 1,064 0 10: 190 175
Old : 37,579: 32,055 33,129 2,450 1,555 1,810 0 900 0 1,064 0 10: 190 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 2,030: 2,055 690 20 1,380 0 0 600 0 -25 -600 0: -20 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 88.2 6.5 4.1 4.8 0.0 2.4 0.0 2.8 0.0 0.0: 0.5 0.5
Old : 100.0: 85.3 88.2 6.5 4.1 4.8 0.0 2.4 0.0 2.8 0.0 0.0: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 28 26 . . . 0 . 0 4 0 .:
Old : 41: 28 26 . . . 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 : 42.4 43.2 61.8 71.9 38.9 39.7 56.0 62.4
Old : 42.4 43.2 61.8 71.9 38.9 39.7 56.0 62.4
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 15,849: 13,949 12,804 820 3,025 20 0 0 0 940 0 0: 120 0
Old : 15,849: 13,949 12,804 820 3,025 20 0 0 0 940 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -20: -50 -20 0 0 0 0 0 0 30 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 80.8 5.2 19.1 0.1 0.0 0.0 0.0 5.9 0.0 0.0: 0.8 0.0
Old : 100.0: 88.0 80.8 5.2 19.1 0.1 0.0 0.0 0.0 5.9 0.0 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 21 18 . . . 0 0 0 . 0 0:
Old : 27: 21 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 : 49.8 66.3 73.8 86.7 49.7 60.3 68.4 77.0
Old : 49.8 66.3 73.8 86.7 49.7 60.3 68.4 77.0
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,657: 12,014 11,515 605 3,012 5 0 0 0 1,903 125 0: 130 0
Old : 14,657: 12,014 11,515 605 3,012 5 0 0 0 1,903 125 0: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 90: 60 90 0 0 0 0 0 0 30 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 78.6 4.1 20.5 0.0 0.0 0.0 0.0 13.0 0.9 0.0: 0.9 0.0
Old : 100.0: 82.0 78.6 4.1 20.5 0.0 0.0 0.0 0.0 13.0 0.9 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 21 . . . 0 0 0 . . 0:
Old : 31: 23 21 . . . 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 : 41.2 69.3 64.0 84.6 35.8 63.6 55.0 72.2
Old : 41.2 69.3 64.0 84.6 35.8 63.6 55.0 72.2
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,761: 47,301 43,107 0 3,690 2,850 0 230 170 0 0 0: 440 714
Old : 50,761: 47,301 43,107 0 3,690 2,850 0 230 170 0 0 0: 440 714
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 35: 35 35 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 84.9 0.0 7.3 5.6 0.0 0.5 0.3 0.0 0.0 0.0: 0.9 1.4
Old : 100.0: 93.2 84.9 0.0 7.3 5.6 0.0 0.5 0.3 0.0 0.0 0.0: 0.9 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 : 29: 17 23 0 . . 0 . . 0 0 0:
Old : 29: 17 23 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 : 87.6 60.3 95.1 83.3 82.4 54.6 84.8 74.9
Old : 87.6 60.3 95.1 83.3 82.4 54.6 84.8 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,887: 41,502 35,966 0 5,175 1,810 170 0 0 0 0 0: 405 936
Old : 43,887: 41,502 35,966 0 5,175 1,810 170 0 0 0 0 0: 405 936
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 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: 94.6 82.0 0.0 11.8 4.1 0.4 0.0 0.0 0.0 0.0 0.0: 0.9 2.1
Old : 100.0: 94.6 82.0 0.0 11.8 4.1 0.4 0.0 0.0 0.0 0.0 0.0: 0.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 20 0 . . . 0 0 0 0 0:
Old : 27: 17 20 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 : 89.0 61.9 95.2 88.1 85.3 57.4 88.1 80.0
Old : 89.0 61.9 95.2 88.1 85.3 57.4 88.1 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,475: 15,765 12,395 290 0 0 0 3,820 600 0 600 0: 820 60
Old : 17,475: 15,765 12,395 290 0 0 0 3,820 600 0 600 0: 820 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 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: 90.2 70.9 1.7 0.0 0.0 0.0 21.9 3.4 0.0 3.4 0.0: 4.7 0.3
Old : 100.0: 90.2 70.9 1.7 0.0 0.0 0.0 21.9 3.4 0.0 3.4 0.0: 4.7 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 : 21: 15 10 . 0 0 0 . . 0 . 0:
Old : 21: 15 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 : 54.0 86.4 79.8 96.7 38.7 58.0 57.4 66.0
Old : 54.0 86.4 79.8 96.7 38.7 58.0 57.4 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,946: 18,200 15,660 300 0 0 0 2,760 0 0 320 81: 365 125
Old : 18,946: 18,200 15,660 300 0 0 0 2,760 0 0 320 81: 365 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 525: 525 25 0 0 0 0 450 0 0 0 0: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.1 82.7 1.6 0.0 0.0 0.0 14.6 0.0 0.0 1.7 0.4: 1.9 0.7
Old : 100.0: 96.1 82.7 1.6 0.0 0.0 0.0 14.6 0.0 0.0 1.7 0.4: 1.9 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 : 21: 10 13 . 0 0 0 . 0 0 . .:
Old : 21: 10 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 : 71.0 83.9 91.5 94.9 67.5 82.6 84.9 86.7
Old : 71.0 83.9 91.5 94.9 67.5 82.6 84.9 86.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,570: 15,685 15,400 0 0 0 0 725 225 0 100 0: 660 120
Old : 16,570: 15,685 15,400 0 0 0 0 725 225 0 100 0: 660 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 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: 94.7 92.9 0.0 0.0 0.0 0.0 4.4 1.4 0.0 0.6 0.0: 4.0 0.7
Old : 100.0: 94.7 92.9 0.0 0.0 0.0 0.0 4.4 1.4 0.0 0.6 0.0: 4.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 11 0 0 0 0 . . 0 . 0:
Old : 20: 14 11 0 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 85.0 90.7 96.4 68.9 75.6 75.9 78.7
Old : 78.5 85.0 90.7 96.4 68.9 75.6 75.9 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,835: 15,070 14,565 0 0 0 0 945 105 0 100 0: 660 120
Old : 15,835: 15,070 14,565 0 0 0 0 945 105 0 100 0: 660 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 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: 95.2 92.0 0.0 0.0 0.0 0.0 6.0 0.7 0.0 0.6 0.0: 4.2 0.8
Old : 100.0: 95.2 92.0 0.0 0.0 0.0 0.0 6.0 0.7 0.0 0.6 0.0: 4.2 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 : 20: 14 11 0 0 0 0 . . 0 . 0:
Old : 20: 14 11 0 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 85.0 90.9 96.3 71.4 78.9 78.7 82.1
Old : 77.1 85.0 90.9 96.3 71.4 78.9 78.7 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,765: 22,520 18,770 0 1,200 0 0 2,525 165 0 100 0: 80 5
Old : 22,765: 22,520 18,770 0 1,200 0 0 2,525 165 0 100 0: 80 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 35: 35 35 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.9 82.5 0.0 5.3 0.0 0.0 11.1 0.7 0.0 0.4 0.0: 0.4 0.0
Old : 100.0: 98.9 82.5 0.0 5.3 0.0 0.0 11.1 0.7 0.0 0.4 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 14 0 . 0 0 . . 0 . 0:
Old : 25: 17 14 0 . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 82.8 88.0 97.0 59.6 81.8 83.3 91.1
Old : 64.2 82.8 88.0 97.0 59.6 81.8 83.3 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,935: 21,875 16,825 0 1,200 0 0 3,900 0 0 0 0: 60 10
Old : 21,935: 21,875 16,825 0 1,200 0 0 3,900 0 0 0 0: 60 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 50: 50 0 0 0 0 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.7 76.7 0.0 5.5 0.0 0.0 17.8 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 99.7 76.7 0.0 5.5 0.0 0.0 17.8 0.0 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 11 0 . 0 0 . 0 0 0 0:
Old : 20: 13 11 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 86.5 89.2 98.6 62.4 86.5 86.3 95.9
Old : 65.3 86.5 89.2 98.6 62.4 86.5 86.3 95.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,478: 58,552 75,185 2,730 435 350 12,410 0 0 1,878 0 77: 5,481 5,431
Old : 81,478: 58,552 75,185 2,730 435 350 12,410 0 0 1,878 0 77: 5,481 5,431
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,365: 465 845 -120 0 50 450 0 0 0 0 0: 520 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 92.3 3.4 0.5 0.4 15.2 0.0 0.0 2.3 0.0 0.1: 6.7 6.7
Old : 100.0: 71.9 92.3 3.4 0.5 0.4 15.2 0.0 0.0 2.3 0.0 0.1: 6.7 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 25 . . . . 0 0 . 0 .:
Old : 37: 22 25 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 47.2 81.0 70.5 62.7 47.0 72.4 66.0
Old : 66.8 47.2 81.0 70.5 62.7 47.0 72.4 66.0
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,290: 55,094 72,074 1,530 415 1,090 12,955 0 0 2,860 0 0: 1,761 1,711
Old : 75,290: 55,094 72,074 1,530 415 1,090 12,955 0 0 2,860 0 0: 1,761 1,711
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 935: 260 690 -120 0 120 500 0 0 0 0 0: 175 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 95.7 2.0 0.6 1.4 17.2 0.0 0.0 3.8 0.0 0.0: 2.3 2.3
Old : 100.0: 73.2 95.7 2.0 0.6 1.4 17.2 0.0 0.0 3.8 0.0 0.0: 2.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 22 . . . . 0 0 . 0 0:
Old : 34: 22 22 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 48.1 84.2 72.8 66.6 46.2 74.9 68.8
Old : 69.1 48.1 84.2 72.8 66.6 46.2 74.9 68.8
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,052: 21,435 21,085 0 915 420 50 0 250 225 0 0: 672 382
Old : 23,052: 21,435 21,085 0 915 420 50 0 250 225 0 0: 672 382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 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: 93.0 91.5 0.0 4.0 1.8 0.2 0.0 1.1 1.0 0.0 0.0: 2.9 1.7
Old : 100.0: 93.0 91.5 0.0 4.0 1.8 0.2 0.0 1.1 1.0 0.0 0.0: 2.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 0 . . . 0 . . 0 0:
Old : 26: 17 16 0 . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 73.8 83.8 90.0 56.6 69.6 73.4 79.0
Old : 62.3 73.8 83.8 90.0 56.6 69.6 73.4 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,800: 19,620 17,285 0 1,785 15 50 600 0 0 0 0: 115 115
Old : 19,800: 19,620 17,285 0 1,785 15 50 600 0 0 0 0: 115 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 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: 99.1 87.3 0.0 9.0 0.1 0.3 3.0 0.0 0.0 0.0 0.0: 0.6 0.6
Old : 100.0: 99.1 87.3 0.0 9.0 0.1 0.3 3.0 0.0 0.0 0.0 0.0: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 15 0 . . . . 0 0 0 0:
Old : 26: 20 15 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 69.2 79.9 88.5 50.4 62.6 69.7 76.4
Old : 54.0 69.2 79.9 88.5 50.4 62.6 69.7 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,080: 5,880 8,490 100 1,400 100 1,200 50 0 2,725 0 0: 75 40
Old : 10,080: 5,880 8,490 100 1,400 100 1,200 50 0 2,725 0 0: 75 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 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: 58.3 84.2 1.0 13.9 1.0 11.9 0.5 0.0 27.0 0.0 0.0: 0.7 0.4
Old : 100.0: 58.3 84.2 1.0 13.9 1.0 11.9 0.5 0.0 27.0 0.0 0.0: 0.7 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 : 20: 11 8 . . . . . 0 . 0 0:
Old : 20: 11 8 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 79.1 93.0 98.6 62.9 68.8 78.9 79.8
Old : 68.5 79.1 93.0 98.6 62.9 68.8 78.9 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,525: 4,765 6,320 300 50 0 1,200 50 0 0 0 0: 260 105
Old : 6,525: 4,765 6,320 300 50 0 1,200 50 0 0 0 0: 260 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 96.9 4.6 0.8 0.0 18.4 0.8 0.0 0.0 0.0 0.0: 4.0 1.6
Old : 100.0: 73.0 96.9 4.6 0.8 0.0 18.4 0.8 0.0 0.0 0.0 0.0: 4.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . 0 . . 0 0 0 0:
Old : 20: 10 9 . . 0 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 92.7 93.3 96.8 70.3 87.7 89.7 91.7
Old : 70.3 92.7 93.3 96.8 70.3 87.7 89.7 91.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,320: 21,090 19,900 200 140 3,120 0 1,200 250 320 275 45: 295 390
Old : 25,320: 21,090 19,900 200 140 3,120 0 1,200 250 320 275 45: 295 390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 78.6 0.8 0.6 12.3 0.0 4.7 1.0 1.3 1.1 0.2: 1.2 1.5
Old : 100.0: 83.3 78.6 0.8 0.6 12.3 0.0 4.7 1.0 1.3 1.1 0.2: 1.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 20 . . . 0 . . . . .:
Old : 31: 19 20 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 40.7 74.9 62.3 43.2 25.6 51.8 42.2
Old : 53.4 40.7 74.9 62.3 43.2 25.6 51.8 42.2
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,830: 19,685 18,660 0 1,210 2,425 0 600 250 435 0 0: 1,035 685
Old : 23,830: 19,685 18,660 0 1,210 2,425 0 600 250 435 0 0: 1,035 685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 78.3 0.0 5.1 10.2 0.0 2.5 1.0 1.8 0.0 0.0: 4.3 2.9
Old : 100.0: 82.6 78.3 0.0 5.1 10.2 0.0 2.5 1.0 1.8 0.0 0.0: 4.3 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 : 26: 17 19 0 . . 0 . . . 0 0:
Old : 26: 17 19 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 51.1 75.1 75.2 45.2 38.6 57.3 52.1
Old : 54.0 51.1 75.1 75.2 45.2 38.6 57.3 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 25, 2015