COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 141,894: 47,719 30,877 795 27,178 8,873 12,626 18,922 10,823 45,578 29,773 14,062: 1,418 1,386
Old : 141,894: 47,719 30,877 795 27,178 8,873 12,626 18,922 10,823 45,578 29,773 14,062: 1,418 1,386
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 7,867: 5,676 1,758 -116 -699 1,574 -2,582 1,976 2,219 -127 134 1,546: -323 -641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 21.8 0.6 19.2 6.3 8.9 13.3 7.6 32.1 21.0 9.9: 1.0 1.0
Old : 100.0: 33.6 21.8 0.6 19.2 6.3 8.9 13.3 7.6 32.1 21.0 9.9: 1.0 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 : 57: 17 16 . . 4 . 4 5 13 14 17:
Old : 57: 17 16 . . 4 . 4 5 13 14 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 35.4 58.9 54.7 29.4 32.8 45.3 46.2
Old : 36.2 35.4 58.9 54.7 29.4 32.8 45.3 46.2
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 - Futures Only, September 15, 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 : 33,665: 7,423 12,834 600 6,127 803 6,181 6,040 1,024 15,200 4,433 1,839: 595 565
Old : 33,665: 7,423 12,834 600 6,127 803 6,181 6,040 1,024 15,200 4,433 1,839: 595 565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,728: 134 924 120 831 45 500 -315 235 671 -5 27: -4 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 38.1 1.8 18.2 2.4 18.4 17.9 3.0 45.2 13.2 5.5: 1.8 1.7
Old : 100.0: 22.0 38.1 1.8 18.2 2.4 18.4 17.9 3.0 45.2 13.2 5.5: 1.8 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 : 43: 11 11 . . 4 . . 4 9 9 10:
Old : 43: 11 11 . . 4 . . 4 9 9 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 : 64.2 54.7 77.0 73.5 60.5 49.2 71.4 64.2
Old : 64.2 54.7 77.0 73.5 60.5 49.2 71.4 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 133,422: 94,734 109,933 4,661 2,337 9,020 662 2,229 1,324 16,545 2,427 5,942: 534 210
Old : 133,422: 94,734 109,933 4,661 2,337 9,020 662 2,229 1,324 16,545 2,427 5,942: 534 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -951: 2,383 1,244 316 -49 -319 -320 557 -2,578 156 847 -675: 86 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 82.4 3.5 1.8 6.8 0.5 1.7 1.0 12.4 1.8 4.5: 0.4 0.2
Old : 100.0: 71.0 82.4 3.5 1.8 6.8 0.5 1.7 1.0 12.4 1.8 4.5: 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 : 74: 40 47 . . 4 . 4 . 9 8 7:
Old : 74: 40 47 . . 4 . 4 . 9 8 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 : 50.1 31.7 65.7 52.1 29.8 19.8 36.2 31.3
Old : 50.1 31.7 65.7 52.1 29.8 19.8 36.2 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 60,798: 45,886 50,585 8,648 0 4,011 0 285 98 0 3,688 2,131: 24 0
Old : 60,798: 45,886 50,585 8,648 0 4,011 0 285 98 0 3,688 2,131: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -5,611: -3,686 -2,482 772 0 -1,235 -337 150 -1,050 0 -919 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 83.2 14.2 0.0 6.6 0.0 0.5 0.2 0.0 6.1 3.5: 0.0 0.0
Old : 100.0: 75.5 83.2 14.2 0.0 6.6 0.0 0.5 0.2 0.0 6.1 3.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 22 . 0 . 0 . . 0 6 .:
Old : 39: 25 22 . 0 . 0 . . 0 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 : 57.7 41.1 80.8 69.0 39.5 31.4 50.8 45.4
Old : 57.7 41.1 80.8 69.0 39.5 31.4 50.8 45.4
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 - Futures Only, September 15, 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 : 523,672: 491,624 468,394 0 16,872 19,358 1,440 640 3,176 0 7,158 8,074: 0 0
Old : 523,672: 491,624 468,394 0 16,872 19,358 1,440 640 3,176 0 7,158 8,074: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -16,312: 14,533 -11,812 0 6,812 -622 -26,574 -111 -3,649 0 -6,930 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 89.4 0.0 3.2 3.7 0.3 0.1 0.6 0.0 1.4 1.5: 0.0 0.0
Old : 100.0: 93.9 89.4 0.0 3.2 3.7 0.3 0.1 0.6 0.0 1.4 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 20 0 . . . . . 0 . .:
Old : 31: 16 20 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 50.2 79.5 77.0 35.2 39.8 54.2 53.3
Old : 54.8 50.2 79.5 77.0 35.2 39.8 54.2 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 1,717,241: 1,470,195 1,513,930 141,967 82,362 52,272 0 4,608 768 29,708 40,970 22,331: 0 0
Old : 1,717,241: 1,470,195 1,513,930 141,967 82,362 52,272 0 4,608 768 29,708 40,970 22,331: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 14,115: 21,266 22,675 9,769 -4,255 -784 -4,471 2,688 -10,881 0 5,456 -784: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 88.2 8.3 4.8 3.0 0.0 0.3 0.0 1.7 2.4 1.3: 0.0 0.0
Old : 100.0: 85.6 88.2 8.3 4.8 3.0 0.0 0.3 0.0 1.7 2.4 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 33 39 . . . 0 . . 4 . 4:
Old : 56: 33 39 . . . 0 . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 53.3 74.2 69.3 37.3 33.7 48.0 42.9
Old : 57.8 53.3 74.2 69.3 37.3 33.7 48.0 42.9
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 - Futures Only, September 15, 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 : 62,452: 55,058 53,056 0 3,099 4,370 435 0 0 1,125 463 1,464: 0 0
Old : 62,452: 55,058 53,056 0 3,099 4,370 435 0 0 1,125 463 1,464: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -6,769: -3,501 -2,042 0 -1,957 304 45 -464 -2,614 -818 189 -185: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 85.0 0.0 5.0 7.0 0.7 0.0 0.0 1.8 0.7 2.3: 0.0 0.0
Old : 100.0: 88.2 85.0 0.0 5.0 7.0 0.7 0.0 0.0 1.8 0.7 2.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 21 0 . . . 0 0 . 4 4:
Old : 38: 22 21 0 . . . 0 0 . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 64.0 79.7 82.4 38.4 47.9 56.3 58.5
Old : 55.2 64.0 79.7 82.4 38.4 47.9 56.3 58.5
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 - Futures Only, September 15, 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 : 569,402: 382,209 541,560 166,824 0 13,120 0 2,560 1,280 2,703 7,616 3,266: 0 0
Old : 569,402: 382,209 541,560 166,824 0 13,120 0 2,560 1,280 2,703 7,616 3,266: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -33,200: -13,931 -21,501 -1,892 0 0 -3,118 2,560 -14,259 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 95.1 29.3 0.0 2.3 0.0 0.4 0.2 0.5 1.3 0.6: 0.0 0.0
Old : 100.0: 67.1 95.1 29.3 0.0 2.3 0.0 0.4 0.2 0.5 1.3 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 15 . 0 . 0 . . . . .:
Old : 30: 18 15 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 78.6 86.4 93.2 61.7 71.4 72.4 77.0
Old : 66.2 78.6 86.4 93.2 61.7 71.4 72.4 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 487,634: 444,692 453,457 13,309 793 25,000 3,840 0 0 392 7,983 401: 0 0
Old : 487,634: 444,692 453,457 13,309 793 25,000 3,840 0 0 392 7,983 401: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 770: 19,185 7,836 784 0 0 -12,151 0 -7,449 0 -18 401: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 93.0 2.7 0.2 5.1 0.8 0.0 0.0 0.1 1.6 0.1: 0.0 0.0
Old : 100.0: 91.2 93.0 2.7 0.2 5.1 0.8 0.0 0.0 0.1 1.6 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 30 27 . . . . 0 0 . . .:
Old : 42: 30 27 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 49.1 76.0 66.9 48.3 47.2 58.8 57.6
Old : 55.6 49.1 76.0 66.9 48.3 47.2 58.8 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 45,891: 42,750 41,334 324 361 869 338 0 21 445 2,053 277: 867 976
Old : 45,891: 42,750 41,334 324 361 869 338 0 21 445 2,053 277: 867 976
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -1,225: 1,781 341 -21 0 0 -1,204 0 -1,546 -2 255 -233: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 90.1 0.7 0.8 1.9 0.7 0.0 0.0 1.0 4.5 0.6: 1.9 2.1
Old : 100.0: 93.2 90.1 0.7 0.8 1.9 0.7 0.0 0.0 1.0 4.5 0.6: 1.9 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 : 35: 23 22 . . . . 0 . . . .:
Old : 35: 23 22 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 57.5 75.9 73.3 55.3 56.6 68.0 70.1
Old : 57.7 57.5 75.9 73.3 55.3 56.6 68.0 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 53,607: 45,449 52,614 6,615 0 860 0 25 0 35 0 25: 623 83
Old : 53,607: 45,449 52,614 6,615 0 860 0 25 0 35 0 25: 623 83
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -75: -75 20 -100 0 100 0 -195 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 98.1 12.3 0.0 1.6 0.0 0.0 0.0 0.1 0.0 0.0: 1.2 0.2
Old : 100.0: 84.8 98.1 12.3 0.0 1.6 0.0 0.0 0.0 0.1 0.0 0.0: 1.2 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 : 42: 30 28 . 0 . 0 . 0 . 0 .:
Old : 42: 30 28 . 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 : 55.7 63.4 71.5 79.4 52.0 56.3 62.7 70.9
Old : 55.7 63.4 71.5 79.4 52.0 56.3 62.7 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 70,220: 61,776 69,509 7,445 0 20 40 0 0 0 630 0: 939 61
Old : 70,220: 61,776 69,509 7,445 0 20 40 0 0 0 630 0: 939 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -40: 0 40 0 0 0 40 0 -80 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 99.0 10.6 0.0 0.0 0.1 0.0 0.0 0.0 0.9 0.0: 1.3 0.1
Old : 100.0: 88.0 99.0 10.6 0.0 0.0 0.1 0.0 0.0 0.0 0.9 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 : 43: 32 29 . 0 . . 0 0 0 . 0:
Old : 43: 32 29 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 64.3 70.9 84.9 52.5 58.0 66.0 77.2
Old : 53.3 64.3 70.9 84.9 52.5 58.0 66.0 77.2
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 - Futures Only, September 15, 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 : 18,969: 18,249 16,769 0 1,600 600 0 0 0 100 0 0: 20 0
Old : 18,969: 18,249 16,769 0 1,600 600 0 0 0 100 0 0: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -431: 674 -371 0 -60 0 -1,200 0 0 100 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 88.4 0.0 8.4 3.2 0.0 0.0 0.0 0.5 0.0 0.0: 0.1 0.0
Old : 100.0: 96.2 88.4 0.0 8.4 3.2 0.0 0.0 0.0 0.5 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 : 30: 23 15 0 . . 0 0 0 . 0 0:
Old : 30: 23 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 : 54.2 66.6 74.1 88.4 48.5 59.8 62.2 71.8
Old : 54.2 66.6 74.1 88.4 48.5 59.8 62.2 71.8
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 - Futures Only, September 15, 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 : 247,016: 178,936 245,840 66,920 0 0 768 0 0 0 784 392: 0 0
Old : 247,016: 178,936 245,840 66,920 0 0 768 0 0 0 784 392: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -15,336: -8,152 -2,712 -2,432 0 0 768 -4,656 -5,520 0 -2,448 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 99.5 27.1 0.0 0.0 0.3 0.0 0.0 0.0 0.3 0.2: 0.0 0.0
Old : 100.0: 72.4 99.5 27.1 0.0 0.0 0.3 0.0 0.0 0.0 0.3 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 20 . 0 0 . 0 0 0 . .:
Old : 31: 19 20 . 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 : 54.2 68.6 80.3 88.6 53.4 59.7 67.5 67.8
Old : 54.2 68.6 80.3 88.6 53.4 59.7 67.5 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 7,494: 5,861 6,765 0 233 64 42 0 0 1,360 260 0: 167 172
Old : 7,494: 5,861 6,765 0 233 64 42 0 0 1,360 260 0: 167 172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -197: -154 -9 0 42 -42 0 0 0 21 -147 -21: -1 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 90.3 0.0 3.1 0.9 0.6 0.0 0.0 18.1 3.5 0.0: 2.2 2.3
Old : 100.0: 78.2 90.3 0.0 3.1 0.9 0.6 0.0 0.0 18.1 3.5 0.0: 2.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 16 0 . . . 0 0 . . 0:
Old : 27: 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 : 52.4 46.3 72.3 72.1 52.2 35.9 62.1 50.5
Old : 52.4 46.3 72.3 72.1 52.2 35.9 62.1 50.5
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 - Futures Only, September 15, 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 : 16,885: 15,890 14,260 0 1,180 995 0 0 0 0 400 0: 0 50
Old : 16,885: 15,890 14,260 0 1,180 995 0 0 0 0 400 0: 0 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -2,550: -1,350 -2,400 0 -15 0 -1,180 0 -20 0 -125 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 84.5 0.0 7.0 5.9 0.0 0.0 0.0 0.0 2.4 0.0: 0.0 0.3
Old : 100.0: 94.1 84.5 0.0 7.0 5.9 0.0 0.0 0.0 0.0 2.4 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: 21 18 0 . . 0 0 0 0 . 0:
Old : 32: 21 18 0 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 67.2 77.9 89.0 54.3 57.7 68.4 73.8
Old : 54.7 67.2 77.9 89.0 54.3 57.7 68.4 73.8
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 - Futures Only, September 15, 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 : 14,460: 12,480 12,635 360 450 1,195 0 5 25 0 0 0: 400 150
Old : 14,460: 12,480 12,635 360 450 1,195 0 5 25 0 0 0: 400 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -650: -625 445 310 -70 -310 0 -745 -95 0 0 0: 70 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 87.4 2.5 3.1 8.3 0.0 0.0 0.2 0.0 0.0 0.0: 2.8 1.0
Old : 100.0: 86.3 87.4 2.5 3.1 8.3 0.0 0.0 0.2 0.0 0.0 0.0: 2.8 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 : 27: 19 20 . . . 0 . . 0 0 0:
Old : 27: 19 20 . . . 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 57.1 69.4 80.6 23.0 30.8 39.7 43.9
Old : 46.7 57.1 69.4 80.6 23.0 30.8 39.7 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 16,210: 14,185 11,606 509 2,219 1,345 0 0 0 0 0 0: 171 1,040
Old : 16,210: 14,185 11,606 509 2,219 1,345 0 0 0 0 0 0: 171 1,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -1,615: -875 -1,361 42 23 -42 -611 0 -131 0 0 0: 2 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 71.6 3.1 13.7 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 6.4
Old : 100.0: 87.5 71.6 3.1 13.7 8.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 6.4
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: 22 21 . . . 0 0 0 0 0 0:
Old : 26: 22 21 . . . 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 : 33.2 59.3 58.4 75.0 29.9 47.7 49.4 55.1
Old : 33.2 59.3 58.4 75.0 29.9 47.7 49.4 55.1
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 - Futures Only, September 15, 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 : 54,391: 49,895 44,608 920 2,333 2,348 0 364 35 0 3,808 675: 518 220
Old : 54,391: 49,895 44,608 920 2,333 2,348 0 364 35 0 3,808 675: 518 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -39: 1,504 4,064 -383 -95 238 0 -2,961 -900 0 113 -435: -63 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 82.0 1.7 4.3 4.3 0.0 0.7 0.1 0.0 7.0 1.2: 1.0 0.4
Old : 100.0: 91.7 82.0 1.7 4.3 4.3 0.0 0.7 0.1 0.0 7.0 1.2: 1.0 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 : 41: 28 25 . . . 0 . . 0 4 .:
Old : 41: 28 25 . . . 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 : 49.0 44.5 69.1 67.4 48.8 43.2 64.7 62.7
Old : 49.0 44.5 69.1 67.4 48.8 43.2 64.7 62.7
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 - Futures Only, September 15, 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 : 64,218: 59,229 51,012 701 4,415 1,756 50 369 201 0 4,110 2,227: 54 128
Old : 64,218: 59,229 51,012 701 4,415 1,756 50 369 201 0 4,110 2,227: 54 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 807: 2,301 5,455 0 301 41 -249 -3,811 -1,133 0 75 -153: 0 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 79.4 1.1 6.9 2.7 0.1 0.6 0.3 0.0 6.4 3.5: 0.1 0.2
Old : 100.0: 92.2 79.4 1.1 6.9 2.7 0.1 0.6 0.3 0.0 6.4 3.5: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 29 29 . . . . . . 0 5 .:
Old : 46: 29 29 . . . . . . 0 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 42.0 66.6 65.3 43.5 39.4 59.7 55.5
Old : 46.4 42.0 66.6 65.3 43.5 39.4 59.7 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 47,790: 46,055 43,850 760 3,765 175 50 0 0 710 0 0: 40 0
Old : 47,790: 46,055 43,850 760 3,765 175 50 0 0 710 0 0: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 2,490: 3,620 720 0 2,750 -980 -150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.4 91.8 1.6 7.9 0.4 0.1 0.0 0.0 1.5 0.0 0.0: 0.1 0.0
Old : 100.0: 96.4 91.8 1.6 7.9 0.4 0.1 0.0 0.0 1.5 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 : 35: 27 15 . . . . 0 0 . 0 0:
Old : 35: 27 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 : 59.6 91.8 78.7 96.4 56.4 90.5 73.5 92.2
Old : 59.6 91.8 78.7 96.4 56.4 90.5 73.5 92.2
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 - Futures Only, September 15, 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 : 46,830: 44,445 42,575 1,400 4,080 175 0 0 0 740 0 0: 70 0
Old : 46,830: 44,445 42,575 1,400 4,080 175 0 0 0 740 0 0: 70 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 960: 1,935 -845 0 2,750 -945 0 0 0 0 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 90.9 3.0 8.7 0.4 0.0 0.0 0.0 1.6 0.0 0.0: 0.1 0.0
Old : 100.0: 94.9 90.9 3.0 8.7 0.4 0.0 0.0 0.0 1.6 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 26 18 . . . 0 0 0 . 0 0:
Old : 32: 26 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 : 53.9 92.6 71.2 96.0 51.1 88.1 65.5 89.2
Old : 53.9 92.6 71.2 96.0 51.1 88.1 65.5 89.2
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 - Futures Only, September 15, 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 : 344,987: 307,500 303,428 1,177 17,721 9,705 3,072 784 0 11,336 1,152 12,197: 0 0
Old : 344,987: 307,500 303,428 1,177 17,721 9,705 3,072 784 0 11,336 1,152 12,197: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 14,411: 55,692 24,575 0 1,551 -384 -23,295 0 -14,040 -6,271 0 2,709: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 88.0 0.3 5.1 2.8 0.9 0.2 0.0 3.3 0.3 3.5: 0.0 0.0
Old : 100.0: 89.1 88.0 0.3 5.1 2.8 0.9 0.2 0.0 3.3 0.3 3.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 30 . . . . . 0 4 . .:
Old : 43: 24 30 . . . . . 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 : 48.5 45.9 71.1 65.0 38.6 38.8 55.3 49.9
Old : 48.5 45.9 71.1 65.0 38.6 38.8 55.3 49.9
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 - Futures Only, September 15, 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 : 23,957: 18,934 21,450 1,187 449 572 168 190 0 2,669 655 342: 85 299
Old : 23,957: 18,934 21,450 1,187 449 572 168 190 0 2,669 655 342: 85 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,448: 3,357 1,433 -128 107 106 -1,902 106 -510 524 183 23: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 89.5 5.0 1.9 2.4 0.7 0.8 0.0 11.1 2.7 1.4: 0.4 1.2
Old : 100.0: 79.0 89.5 5.0 1.9 2.4 0.7 0.8 0.0 11.1 2.7 1.4: 0.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 28 . . . . . 0 . 4 4:
Old : 41: 23 28 . . . . . 0 . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 43.0 74.1 64.5 38.7 41.9 65.1 59.3
Old : 44.3 43.0 74.1 64.5 38.7 41.9 65.1 59.3
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 - Futures Only, September 15, 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 : 39,521: 22,700 38,446 13,653 0 400 96 135 25 2,468 336 179: 0 0
Old : 39,521: 22,700 38,446 13,653 0 400 96 135 25 2,468 336 179: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 288: 877 418 76 0 0 -463 27 -154 0 45 -48: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 97.3 34.5 0.0 1.0 0.2 0.3 0.1 6.2 0.9 0.5: 0.0 0.0
Old : 100.0: 57.4 97.3 34.5 0.0 1.0 0.2 0.3 0.1 6.2 0.9 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 11 . 0 . . . . 4 . .:
Old : 30: 16 11 . 0 . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 86.6 89.4 95.4 62.9 73.0 69.4 76.4
Old : 72.4 86.6 89.4 95.4 62.9 73.0 69.4 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 444,945: 379,544 434,737 57,563 0 7,070 768 0 0 0 3,138 0: 0 0
Old : 444,945: 379,544 434,737 57,563 0 7,070 768 0 0 0 3,138 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -25,063: -19,521 -6,247 0 0 0 768 -12,506 -6,310 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 97.7 12.9 0.0 1.6 0.2 0.0 0.0 0.0 0.7 0.0: 0.0 0.0
Old : 100.0: 85.3 97.7 12.9 0.0 1.6 0.2 0.0 0.0 0.0 0.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 16 . 0 . . 0 0 0 . 0:
Old : 28: 18 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 : 64.7 91.1 84.1 96.0 59.8 80.8 76.2 84.3
Old : 64.7 91.1 84.1 96.0 59.8 80.8 76.2 84.3
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 - Futures Only, September 15, 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 : 34,810: 28,891 33,556 3,609 170 127 1,014 0 0 744 383 255: 170 319
Old : 34,810: 28,891 33,556 3,609 170 127 1,014 0 0 744 383 255: 170 319
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -2,172: -725 226 255 0 0 398 0 -1,824 -42 213 -213: -21 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 96.4 10.4 0.5 0.4 2.9 0.0 0.0 2.1 1.1 0.7: 0.5 0.9
Old : 100.0: 83.0 96.4 10.4 0.5 0.4 2.9 0.0 0.0 2.1 1.1 0.7: 0.5 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 : 30: 16 17 . . . . 0 0 . . .:
Old : 30: 16 17 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 85.5 86.8 92.3 68.4 79.4 82.0 84.8
Old : 68.8 85.5 86.8 92.3 68.4 79.4 82.0 84.8
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 - Futures Only, September 15, 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 : 55,924: 41,143 50,093 12,813 742 1,968 0 3,121 0 0 0 0: 0 0
Old : 55,924: 41,143 50,093 12,813 742 1,968 0 3,121 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 4,704: 4,704 4,704 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 89.6 22.9 1.3 3.5 0.0 5.6 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.6 89.6 22.9 1.3 3.5 0.0 5.6 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 11 . . . 0 . 0 0 0 0:
Old : 20: 10 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 68.5 90.9 90.9 62.9 60.1 81.7 79.0
Old : 64.3 68.5 90.9 90.9 62.9 60.1 81.7 79.0
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 - Futures Only, September 15, 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 : 16,631: 12,607 12,810 116 910 1,283 277 0 41 1,777 127 338: 192 1,122
Old : 16,631: 12,607 12,810 116 910 1,283 277 0 41 1,777 127 338: 192 1,122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -233: -233 -233 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 77.0 0.7 5.5 7.7 1.7 0.0 0.2 10.7 0.8 2.0: 1.2 6.7
Old : 100.0: 75.8 77.0 0.7 5.5 7.7 1.7 0.0 0.2 10.7 0.8 2.0: 1.2 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 : 30: 16 16 . . . . 0 . . . .:
Old : 30: 16 16 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 49.4 73.5 67.4 34.0 34.1 51.1 45.7
Old : 52.2 49.4 73.5 67.4 34.0 34.1 51.1 45.7
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 - Futures Only, September 15, 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 : 187,731: 130,627 162,996 16,498 6,312 13,683 0 0 0 22,183 0 4,740: 0 0
Old : 187,731: 130,627 162,996 16,498 6,312 13,683 0 0 0 22,183 0 4,740: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 3,443: -1,943 4,227 0 784 -784 0 0 0 6,954 0 -784: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 86.8 8.8 3.4 7.3 0.0 0.0 0.0 11.8 0.0 2.5: 0.0 0.0
Old : 100.0: 69.6 86.8 8.8 3.4 7.3 0.0 0.0 0.0 11.8 0.0 2.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 20 . . . 0 0 0 . 0 .:
Old : 29: 16 20 . . . 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 54.1 81.0 78.9 48.2 45.1 61.0 66.2
Old : 59.8 54.1 81.0 78.9 48.2 45.1 61.0 66.2
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 - Futures Only, September 15, 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 : 12,611: 8,692 9,368 2,719 1,966 554 334 0 23 268 0 0: 21 700
Old : 12,611: 8,692 9,368 2,719 1,966 554 334 0 23 268 0 0: 21 700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 550: 576 700 300 -44 22 -488 0 0 140 -232 0: 0 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 74.3 21.6 15.6 4.4 2.6 0.0 0.2 2.1 0.0 0.0: 0.2 5.6
Old : 100.0: 68.9 74.3 21.6 15.6 4.4 2.6 0.0 0.2 2.1 0.0 0.0: 0.2 5.6
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 : 27: 17 19 . . . . 0 . . 0 0:
Old : 27: 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 : 60.1 45.4 76.5 65.8 58.1 36.2 69.6 55.2
Old : 60.1 45.4 76.5 65.8 58.1 36.2 69.6 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 136,672: 115,850 98,255 12,268 34,920 3,497 3,905 0 0 1,152 0 0: 0 0
Old : 136,672: 115,850 98,255 12,268 34,920 3,497 3,905 0 0 1,152 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 21,977: 24,697 18,057 -1,160 5,480 -1,560 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 71.9 9.0 25.6 2.6 2.9 0.0 0.0 0.8 0.0 0.0: 0.0 0.0
Old : 100.0: 84.8 71.9 9.0 25.6 2.6 2.9 0.0 0.0 0.8 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 : 26: 18 18 . . . . 0 0 . 0 0:
Old : 26: 18 18 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 58.8 81.4 77.4 62.8 51.1 70.3 64.5
Old : 67.1 58.8 81.4 77.4 62.8 51.1 70.3 64.5
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 - Futures Only, September 15, 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 : 18,058: 10,418 13,658 3,190 0 4,300 50 0 100 0 0 0: 0 0
Old : 18,058: 10,418 13,658 3,190 0 4,300 50 0 100 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -759: 166 -193 -5 0 0 -354 0 -566 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 75.6 17.7 0.0 23.8 0.3 0.0 0.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 57.7 75.6 17.7 0.0 23.8 0.3 0.0 0.6 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: 13 15 . 0 . . 0 . 0 0 0:
Old : 22: 13 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 : 80.6 66.1 89.7 83.8 35.6 30.9 42.2 39.8
Old : 80.6 66.1 89.7 83.8 35.6 30.9 42.2 39.8
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 - Futures Only, September 15, 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 : 162,939: 135,221 94,325 0 41,216 27,398 320 0 0 0 0 0: 0 0
Old : 162,939: 135,221 94,325 0 41,216 27,398 320 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -1,289: 3,544 -1,289 0 0 0 -4,833 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 57.9 0.0 25.3 16.8 0.2 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.0 57.9 0.0 25.3 16.8 0.2 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 : 20: 12 16 0 . . . 0 0 0 0 0:
Old : 20: 12 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 : 71.7 70.8 94.4 87.0 38.7 37.9 44.4 45.8
Old : 71.7 70.8 94.4 87.0 38.7 37.9 44.4 45.8
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 - Futures Only, September 15, 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 : 8,570: 7,810 7,785 250 450 0 0 300 0 0 0 0: 510 35
Old : 8,570: 7,810 7,785 250 450 0 0 300 0 0 0 0: 510 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 70: 100 0 0 0 0 0 100 0 0 0 0: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 90.8 2.9 5.3 0.0 0.0 3.5 0.0 0.0 0.0 0.0: 6.0 0.4
Old : 100.0: 91.1 90.8 2.9 5.3 0.0 0.0 3.5 0.0 0.0 0.0 0.0: 6.0 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 : 21: 13 12 . . 0 0 . 0 0 0 0:
Old : 21: 13 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 : 70.9 83.0 87.5 95.4 60.4 78.0 75.1 84.8
Old : 70.9 83.0 87.5 95.4 60.4 78.0 75.1 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 24,050: 22,135 10,745 1,500 12,630 25 0 650 0 0 0 0: 390 0
Old : 24,050: 22,135 10,745 1,500 12,630 25 0 650 0 0 0 0: 390 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 115: -185 140 300 0 0 0 -25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 44.7 6.2 52.5 0.1 0.0 2.7 0.0 0.0 0.0 0.0: 1.6 0.0
Old : 100.0: 92.0 44.7 6.2 52.5 0.1 0.0 2.7 0.0 0.0 0.0 0.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 14 . . . 0 . 0 0 0 0:
Old : 27: 19 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 : 57.4 81.7 83.2 93.6 51.2 77.0 73.8 84.7
Old : 57.4 81.7 83.2 93.6 51.2 77.0 73.8 84.7
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 - Futures Only, September 15, 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 : 20,970: 19,175 7,605 1,225 12,630 0 0 675 0 0 0 0: 570 60
Old : 20,970: 19,175 7,605 1,225 12,630 0 0 675 0 0 0 0: 570 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 210: -90 210 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 36.3 5.8 60.2 0.0 0.0 3.2 0.0 0.0 0.0 0.0: 2.7 0.3
Old : 100.0: 91.4 36.3 5.8 60.2 0.0 0.0 3.2 0.0 0.0 0.0 0.0: 2.7 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 : 22: 14 9 . . 0 0 . 0 0 0 0:
Old : 22: 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 : 63.4 89.6 81.7 98.3 58.9 86.4 76.9 90.8
Old : 63.4 89.6 81.7 98.3 58.9 86.4 76.9 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 23,954: 23,429 17,819 0 6,010 125 50 0 0 350 0 0: 0 0
Old : 23,954: 23,429 17,819 0 6,010 125 50 0 0 350 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,355: 980 1,230 0 0 125 0 0 0 250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.8 74.4 0.0 25.1 0.5 0.2 0.0 0.0 1.5 0.0 0.0: 0.0 0.0
Old : 100.0: 97.8 74.4 0.0 25.1 0.5 0.2 0.0 0.0 1.5 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 : 36: 22 18 0 . . . 0 0 . 0 0:
Old : 36: 22 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 : 56.5 74.2 75.7 90.3 53.5 73.7 71.2 82.2
Old : 56.5 74.2 75.7 90.3 53.5 73.7 71.2 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 - Futures Only, September 15, 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 : 23,025: 22,550 17,240 0 5,660 125 0 0 0 250 0 0: 100 0
Old : 23,025: 22,550 17,240 0 5,660 125 0 0 0 250 0 0: 100 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,740: 1,365 1,215 0 400 125 0 0 0 250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.9 74.9 0.0 24.6 0.5 0.0 0.0 0.0 1.1 0.0 0.0: 0.4 0.0
Old : 100.0: 97.9 74.9 0.0 24.6 0.5 0.0 0.0 0.0 1.1 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 15 0 . . 0 0 0 . 0 0:
Old : 28: 18 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 : 62.5 81.1 78.6 94.8 62.3 78.4 77.5 84.2
Old : 62.5 81.1 78.6 94.8 62.3 78.4 77.5 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 12,690: 12,110 12,475 250 0 0 0 0 0 0 0 0: 330 215
Old : 12,690: 12,110 12,475 250 0 0 0 0 0 0 0 0: 330 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 255: 255 135 0 0 0 0 0 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.4 98.3 2.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 1.7
Old : 100.0: 95.4 98.3 2.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 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 : 25: 23 10 . 0 0 0 0 0 0 0 0:
Old : 25: 23 10 . 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 : 46.1 89.4 70.4 97.7 44.1 77.0 61.7 79.0
Old : 46.1 89.4 70.4 97.7 44.1 77.0 61.7 79.0
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 - Futures Only, September 15, 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 : 13,397: 12,557 13,202 500 0 0 0 0 0 0 0 0: 340 195
Old : 13,397: 12,557 13,202 500 0 0 0 0 0 0 0 0: 340 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 240: 240 120 0 0 0 0 0 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 98.5 3.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 1.5
Old : 100.0: 93.7 98.5 3.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 25 12 . 0 0 0 0 0 0 0 0:
Old : 28: 25 12 . 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 : 44.6 90.8 65.0 97.5 43.7 81.7 60.0 83.1
Old : 44.6 90.8 65.0 97.5 43.7 81.7 60.0 83.1
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 - Futures Only, September 15, 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 : 108,672: 92,017 104,777 10,720 0 2,595 820 0 50 2,450 1,150 0: 20 100
Old : 108,672: 92,017 104,777 10,720 0 2,595 820 0 50 2,450 1,150 0: 20 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 966: 871 196 -625 0 600 120 0 0 0 250 0: 0 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 96.4 9.9 0.0 2.4 0.8 0.0 0.0 2.3 1.1 0.0: 0.0 0.1
Old : 100.0: 84.7 96.4 9.9 0.0 2.4 0.8 0.0 0.0 2.3 1.1 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 32 29 4 0 . . 0 . . . 0:
Old : 46: 32 29 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 : 41.4 63.8 64.6 82.3 40.3 54.4 55.7 64.5
Old : 41.4 63.8 64.6 82.3 40.3 54.4 55.7 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 118,337: 99,912 114,787 13,855 0 2,110 1,045 0 300 1,000 950 100: 15 90
Old : 118,337: 99,912 114,787 13,855 0 2,110 1,045 0 300 1,000 950 100: 15 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 3,172: 2,242 2,622 -245 0 580 95 -290 100 400 150 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 97.0 11.7 0.0 1.8 0.9 0.0 0.3 0.8 0.8 0.1: 0.0 0.1
Old : 100.0: 84.4 97.0 11.7 0.0 1.8 0.9 0.0 0.3 0.8 0.8 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: 36 34 4 0 . . 0 . . . .:
Old : 52: 36 34 4 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 62.7 65.0 80.6 39.1 59.0 55.4 68.1
Old : 44.5 62.7 65.0 80.6 39.1 59.0 55.4 68.1
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 - Futures Only, September 15, 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 : 140,558: 110,664 116,281 3,536 7,476 7,141 587 1,644 270 15,390 4,772 2,787: 183 187
Old : 140,558: 110,664 116,281 3,536 7,476 7,141 587 1,644 270 15,390 4,772 2,787: 183 187
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,925: 4,393 2,606 245 100 -690 -2,415 430 -525 974 54 -67: 10 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 82.7 2.5 5.3 5.1 0.4 1.2 0.2 10.9 3.4 2.0: 0.1 0.1
Old : 100.0: 78.7 82.7 2.5 5.3 5.1 0.4 1.2 0.2 10.9 3.4 2.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 39 37 . . 4 . 4 . 7 5 6:
Old : 67: 39 37 . . 4 . 4 . 7 5 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 : 29.0 56.7 49.0 71.5 27.5 50.4 45.5 59.3
Old : 29.0 56.7 49.0 71.5 27.5 50.4 45.5 59.3
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 - Futures Only, September 15, 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 : 101,128: 84,105 87,693 9,490 3,405 5,100 30 0 20 860 3,190 1,420: 103 300
Old : 101,128: 84,105 87,693 9,490 3,405 5,100 30 0 20 860 3,190 1,420: 103 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 637: 1,282 1,797 270 -565 445 -80 0 -1,280 0 0 0: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 86.7 9.4 3.4 5.0 0.0 0.0 0.0 0.9 3.2 1.4: 0.1 0.3
Old : 100.0: 83.2 86.7 9.4 3.4 5.0 0.0 0.0 0.0 0.9 3.2 1.4: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 35 32 . . 4 . 0 . . . 4:
Old : 48: 35 32 . . 4 . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 71.5 52.6 80.3 31.7 59.8 46.1 65.5
Old : 32.8 71.5 52.6 80.3 31.7 59.8 46.1 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 22,560: 21,945 19,570 225 2,275 225 0 175 125 0 100 0: 40 90
Old : 22,560: 21,945 19,570 225 2,275 225 0 175 125 0 100 0: 40 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -215: 95 -290 -300 -25 0 0 0 0 0 100 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.3 86.7 1.0 10.1 1.0 0.0 0.8 0.6 0.0 0.4 0.0: 0.2 0.4
Old : 100.0: 97.3 86.7 1.0 10.1 1.0 0.0 0.8 0.6 0.0 0.4 0.0: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 24 11 . . . 0 . . 0 . 0:
Old : 31: 24 11 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 79.1 75.6 95.2 55.1 76.8 75.2 89.4
Old : 55.1 79.1 75.6 95.2 55.1 76.8 75.2 89.4
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 - Futures Only, September 15, 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 : 19,810: 19,195 17,320 300 2,100 125 0 25 150 0 0 0: 40 90
Old : 19,810: 19,195 17,320 300 2,100 125 0 25 150 0 0 0: 40 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -185: 40 -185 -225 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.9 87.4 1.5 10.6 0.6 0.0 0.1 0.8 0.0 0.0 0.0: 0.2 0.5
Old : 100.0: 96.9 87.4 1.5 10.6 0.6 0.0 0.1 0.8 0.0 0.0 0.0: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 22 9 . . . 0 . . 0 0 0:
Old : 28: 22 9 . . . 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 : 58.6 81.4 77.6 98.0 58.6 78.5 77.6 89.1
Old : 58.6 81.4 77.6 98.0 58.6 78.5 77.6 89.1
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 - Futures Only, September 15, 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 : 26,899: 25,445 22,524 55 2,990 1,110 30 0 25 0 0 0: 234 250
Old : 26,899: 25,445 22,524 55 2,990 1,110 30 0 25 0 0 0: 234 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -140: -10 1,210 0 -300 0 30 -930 -120 0 0 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 83.7 0.2 11.1 4.1 0.1 0.0 0.1 0.0 0.0 0.0: 0.9 0.9
Old : 100.0: 94.6 83.7 0.2 11.1 4.1 0.1 0.0 0.1 0.0 0.0 0.0: 0.9 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 : 33: 26 24 . . . . 0 . 0 0 0:
Old : 33: 26 24 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 53.1 70.7 71.2 54.7 48.4 64.9 60.6
Old : 57.4 53.1 70.7 71.2 54.7 48.4 64.9 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 10,379: 8,999 9,654 705 0 675 0 50 0 0 0 0: 0 0
Old : 10,379: 8,999 9,654 705 0 675 0 50 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -261: 639 -136 15 0 -15 -740 50 -160 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 93.0 6.8 0.0 6.5 0.0 0.5 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.7 93.0 6.8 0.0 6.5 0.0 0.5 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 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 : 49.6 63.1 77.8 88.7 38.3 56.1 57.5 61.0
Old : 49.6 63.1 77.8 88.7 38.3 56.1 57.5 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 197,221: 181,424 134,495 1,185 42,189 11,449 0 9,088 0 3,163 0 0: 0 0
Old : 197,221: 181,424 134,495 1,185 42,189 11,449 0 9,088 0 3,163 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 27,530: 27,530 27,530 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 68.2 0.6 21.4 5.8 0.0 4.6 0.0 1.6 0.0 0.0: 0.0 0.0
Old : 100.0: 92.0 68.2 0.6 21.4 5.8 0.0 4.6 0.0 1.6 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 : 20: 9 9 . . . 0 . 0 . 0 0:
Old : 20: 9 9 . . . 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 : 70.6 82.8 96.0 95.9 59.6 52.1 66.0 63.9
Old : 70.6 82.8 96.0 95.9 59.6 52.1 66.0 63.9
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 - Futures Only, September 15, 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 : 138,448: 118,758 76,717 448 51,404 4,942 1,925 0 2,540 8,330 1,595 1,250: 255 0
Old : 138,448: 118,758 76,717 448 51,404 4,942 1,925 0 2,540 8,330 1,595 1,250: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,973: 1,461 -1,900 0 3,616 257 0 0 0 0 0 0: 255 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 55.4 0.3 37.1 3.6 1.4 0.0 1.8 6.0 1.2 0.9: 0.2 0.0
Old : 100.0: 85.8 55.4 0.3 37.1 3.6 1.4 0.0 1.8 6.0 1.2 0.9: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 17 . . . . 0 . . . .:
Old : 31: 20 17 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 70.2 80.0 84.6 41.4 45.4 52.9 53.9
Old : 60.2 70.2 80.0 84.6 41.4 45.4 52.9 53.9
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 - Futures Only, September 15, 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 : 2,896,307: 2,601,692 1,420,377 60,335 1,072,090 234,280 0 169,560 0 0 0 0: 0 0
Old : 2,896,307: 2,601,692 1,420,377 60,335 1,072,090 234,280 0 169,560 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 54,915: 78,315 61,003 0 17,312 -23,400 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 49.0 2.1 37.0 8.1 0.0 5.9 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.8 49.0 2.1 37.0 8.1 0.0 5.9 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 : 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 : 71.8 75.0 86.8 88.8 42.3 48.4 50.8 54.0
Old : 71.8 75.0 86.8 88.8 42.3 48.4 50.8 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 62,752: 51,660 55,547 2,779 320 4,970 945 0 1,915 483 0 0: 0 0
Old : 62,752: 51,660 55,547 2,779 320 4,970 945 0 1,915 483 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,165: 1,165 1,165 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 88.5 4.4 0.5 7.9 1.5 0.0 3.1 0.8 0.0 0.0: 0.0 0.0
Old : 100.0: 82.3 88.5 4.4 0.5 7.9 1.5 0.0 3.1 0.8 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 : 25: 14 15 . . . . 0 . . 0 0:
Old : 25: 14 15 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 70.6 78.7 92.0 46.3 62.1 64.6 70.4
Old : 52.2 70.6 78.7 92.0 46.3 62.1 64.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 1,255,400: 770,417 985,475 185,444 0 199,365 23,800 0 70,560 5,814 0 0: 0 0
Old : 1,255,400: 770,417 985,475 185,444 0 199,365 23,800 0 70,560 5,814 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 33,155: 33,155 33,155 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 78.5 14.8 0.0 15.9 1.9 0.0 5.6 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 61.4 78.5 14.8 0.0 15.9 1.9 0.0 5.6 0.5 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 : 24: 14 10 . 0 . . 0 . . 0 0:
Old : 24: 14 10 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 73.5 78.3 92.3 31.4 56.0 49.4 60.3
Old : 49.9 73.5 78.3 92.3 31.4 56.0 49.4 60.3
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 - Futures Only, September 15, 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 : 17,511: 8,670 15,969 7,200 0 300 0 420 0 749 0 130: 462 692
Old : 17,511: 8,670 15,969 7,200 0 300 0 420 0 749 0 130: 462 692
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 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: 49.5 91.2 41.1 0.0 1.7 0.0 2.4 0.0 4.3 0.0 0.7: 2.6 4.0
Old : 100.0: 49.5 91.2 41.1 0.0 1.7 0.0 2.4 0.0 4.3 0.0 0.7: 2.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 11 . 0 . 0 . 0 . 0 .:
Old : 22: 9 11 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.7 75.2 93.6 89.3 81.0 75.2 91.1 87.7
Old : 82.7 75.2 93.6 89.3 81.0 75.2 91.1 87.7
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 - Futures Only, September 15, 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 : 19,918: 7,856 18,293 10,645 0 375 0 420 0 508 60 70: 464 700
Old : 19,918: 7,856 18,293 10,645 0 375 0 420 0 508 60 70: 464 700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 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: 39.4 91.8 53.4 0.0 1.9 0.0 2.1 0.0 2.6 0.3 0.4: 2.3 3.5
Old : 100.0: 39.4 91.8 53.4 0.0 1.9 0.0 2.1 0.0 2.6 0.3 0.4: 2.3 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 : 20: 7 12 . 0 . 0 . 0 . . .:
Old : 20: 7 12 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.2 70.0 96.9 89.0 84.5 70.0 91.4 87.7
Old : 87.2 70.0 96.9 89.0 84.5 70.0 91.4 87.7
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 - Futures Only, September 15, 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 : 29,591: 25,173 22,113 560 4,828 110 750 0 0 1,958 2,170 350: 690 20
Old : 29,591: 25,173 22,113 560 4,828 110 750 0 0 1,958 2,170 350: 690 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 50: -10 0 0 50 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 74.7 1.9 16.3 0.4 2.5 0.0 0.0 6.6 7.3 1.2: 2.3 0.1
Old : 100.0: 85.1 74.7 1.9 16.3 0.4 2.5 0.0 0.0 6.6 7.3 1.2: 2.3 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 : 32: 18 20 . . . . 0 0 . . .:
Old : 32: 18 20 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 43.3 78.1 70.1 51.3 43.0 65.9 64.0
Old : 62.0 43.3 78.1 70.1 51.3 43.0 65.9 64.0
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 - Futures Only, September 15, 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 : 23,350: 19,199 18,413 0 3,620 1,317 360 0 0 1,750 0 0: 724 0
Old : 23,350: 19,199 18,413 0 3,620 1,317 360 0 0 1,750 0 0: 724 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 320: 330 330 0 75 -25 0 0 0 75 0 -60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 78.9 0.0 15.5 5.6 1.5 0.0 0.0 7.5 0.0 0.0: 3.1 0.0
Old : 100.0: 82.2 78.9 0.0 15.5 5.6 1.5 0.0 0.0 7.5 0.0 0.0: 3.1 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 : 29: 16 20 0 . . . 0 0 . 0 0:
Old : 29: 16 20 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 : 49.6 53.3 77.0 77.9 35.7 37.4 54.2 52.0
Old : 49.6 53.3 77.0 77.9 35.7 37.4 54.2 52.0
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 - Futures Only, September 15, 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 : 30,133: 27,598 15,627 1,719 13,878 32 0 50 180 0 60 290: 314 16
Old : 30,133: 27,598 15,627 1,719 13,878 32 0 50 180 0 60 290: 314 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,226: 1,166 911 175 355 0 0 -50 30 -90 10 -10: -45 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 51.9 5.7 46.1 0.1 0.0 0.2 0.6 0.0 0.2 1.0: 1.0 0.1
Old : 100.0: 91.6 51.9 5.7 46.1 0.1 0.0 0.2 0.6 0.0 0.2 1.0: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 23 . . . 0 . . 0 . .:
Old : 34: 22 23 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 73.4 82.0 87.6 64.7 73.2 80.1 87.1
Old : 66.1 73.4 82.0 87.6 64.7 73.2 80.1 87.1
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 - Futures Only, September 15, 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 : 22,148: 21,392 14,515 0 6,712 501 0 420 0 0 0 0: 255 0
Old : 22,148: 21,392 14,515 0 6,712 501 0 420 0 0 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -1,812: -1,253 -888 0 -915 41 -600 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.6 65.5 0.0 30.3 2.3 0.0 1.9 0.0 0.0 0.0 0.0: 1.2 0.0
Old : 100.0: 96.6 65.5 0.0 30.3 2.3 0.0 1.9 0.0 0.0 0.0 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 21 0 . . 0 . 0 0 0 0:
Old : 32: 22 21 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 61.8 81.3 81.3 62.1 59.8 74.1 78.0
Old : 65.1 61.8 81.3 81.3 62.1 59.8 74.1 78.0
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 - Futures Only, September 15, 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 : 15,109: 12,426 13,254 2,148 425 350 0 760 0 0 0 0: 185 320
Old : 15,109: 12,426 13,254 2,148 425 350 0 760 0 0 0 0: 185 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 150: 470 560 -570 -660 250 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 87.7 14.2 2.8 2.3 0.0 5.0 0.0 0.0 0.0 0.0: 1.2 2.1
Old : 100.0: 82.2 87.7 14.2 2.8 2.3 0.0 5.0 0.0 0.0 0.0 0.0: 1.2 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 : 25: 15 11 . . . 0 . 0 0 0 0:
Old : 25: 15 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 61.9 82.5 88.3 52.6 58.4 81.4 84.1
Old : 53.5 61.9 82.5 88.3 52.6 58.4 81.4 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 11,266: 6,628 10,617 3,618 269 120 0 0 0 0 0 0: 900 260
Old : 11,266: 6,628 10,617 3,618 269 120 0 0 0 0 0 0: 900 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 60: 60 60 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 94.2 32.1 2.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 2.3
Old : 100.0: 58.8 94.2 32.1 2.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 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 : 20: 12 10 . . . 0 0 0 0 0 0:
Old : 20: 12 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 78.6 79.1 93.3 53.1 75.1 77.8 88.9
Old : 53.1 78.6 79.1 93.3 53.1 75.1 77.8 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 33,345: 29,001 26,885 1,135 4,480 1,125 0 10 15 1,825 600 0: 244 230
Old : 33,345: 29,001 26,885 1,135 4,480 1,125 0 10 15 1,825 600 0: 244 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -470: -255 1,480 0 0 0 0 -1,735 -215 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 80.6 3.4 13.4 3.4 0.0 0.0 0.0 5.5 1.8 0.0: 0.7 0.7
Old : 100.0: 87.0 80.6 3.4 13.4 3.4 0.0 0.0 0.0 5.5 1.8 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 : 37: 25 21 . . . 0 . . . . 0:
Old : 37: 25 21 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 54.8 68.7 76.4 52.8 51.3 67.0 71.2
Old : 53.5 54.8 68.7 76.4 52.8 51.3 67.0 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 12,781: 11,489 9,876 0 2,825 0 0 0 0 1,062 0 0: 230 80
Old : 12,781: 11,489 9,876 0 2,825 0 0 0 0 1,062 0 0: 230 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 255: 1,170 195 0 0 0 -975 0 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 77.3 0.0 22.1 0.0 0.0 0.0 0.0 8.3 0.0 0.0: 1.8 0.6
Old : 100.0: 89.9 77.3 0.0 22.1 0.0 0.0 0.0 0.0 8.3 0.0 0.0: 1.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 16 0 . 0 0 0 0 . 0 0:
Old : 25: 17 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 : 44.0 70.7 75.7 89.1 42.7 65.3 69.8 79.1
Old : 44.0 70.7 75.7 89.1 42.7 65.3 69.8 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 13,239: 10,604 10,077 540 3,112 0 0 0 25 1,735 0 0: 335 25
Old : 13,239: 10,604 10,077 540 3,112 0 0 0 25 1,735 0 0: 335 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -165: 300 -90 0 0 0 -480 0 -75 30 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 76.1 4.1 23.5 0.0 0.0 0.0 0.2 13.1 0.0 0.0: 2.5 0.2
Old : 100.0: 80.1 76.1 4.1 23.5 0.0 0.0 0.0 0.2 13.1 0.0 0.0: 2.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 22 18 . . 0 0 0 . . 0 0:
Old : 29: 22 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 : 44.0 77.7 68.5 89.5 43.8 71.7 66.9 80.5
Old : 44.0 77.7 68.5 89.5 43.8 71.7 66.9 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 55,708: 50,286 47,054 0 2,635 3,585 445 695 385 0 0 0: 1,007 1,354
Old : 55,708: 50,286 47,054 0 2,635 3,585 445 695 385 0 0 0: 1,007 1,354
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 2,120: 2,000 1,770 0 -170 120 0 400 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 84.5 0.0 4.7 6.4 0.8 1.2 0.7 0.0 0.0 0.0: 1.8 2.4
Old : 100.0: 90.3 84.5 0.0 4.7 6.4 0.8 1.2 0.7 0.0 0.0 0.0: 1.8 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 : 27: 14 19 0 . . . . . 0 0 0:
Old : 27: 14 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 : 85.0 67.3 93.1 83.3 76.5 60.4 80.4 73.8
Old : 85.0 67.3 93.1 83.3 76.5 60.4 80.4 73.8
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 - Futures Only, September 15, 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 : 48,362: 43,867 39,067 0 4,255 2,765 445 295 385 0 0 0: 900 1,595
Old : 48,362: 43,867 39,067 0 4,255 2,765 445 295 385 0 0 0: 900 1,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 120: 0 170 0 -170 120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 80.8 0.0 8.8 5.7 0.9 0.6 0.8 0.0 0.0 0.0: 1.9 3.3
Old : 100.0: 90.7 80.8 0.0 8.8 5.7 0.9 0.6 0.8 0.0 0.0 0.0: 1.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 17 0 . . . . . 0 0 0:
Old : 24: 14 17 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.3 70.5 92.7 88.5 76.0 63.9 79.8 75.5
Old : 86.3 70.5 92.7 88.5 76.0 63.9 79.8 75.5
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 - Futures Only, September 15, 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 : 22,245: 22,155 16,365 0 1,200 0 0 4,640 0 0 0 0: 90 40
Old : 22,245: 22,155 16,365 0 1,200 0 0 4,640 0 0 0 0: 90 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -205: -205 45 0 0 0 0 -250 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.6 73.6 0.0 5.4 0.0 0.0 20.9 0.0 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 99.6 73.6 0.0 5.4 0.0 0.0 20.9 0.0 0.0 0.0 0.0: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 11 0 . 0 0 . 0 0 0 0:
Old : 22: 15 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 : 68.4 88.2 90.0 98.0 67.9 88.2 89.5 94.5
Old : 68.4 88.2 90.0 98.0 67.9 88.2 89.5 94.5
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 - Futures Only, September 15, 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 : 68,687: 52,304 64,608 4,095 690 50 8,095 0 0 1,005 0 296: 2,842 3,043
Old : 68,687: 52,304 64,608 4,095 690 50 8,095 0 0 1,005 0 296: 2,842 3,043
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,248: 598 1,248 0 0 0 650 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 94.1 6.0 1.0 0.1 11.8 0.0 0.0 1.5 0.0 0.4: 4.1 4.4
Old : 100.0: 76.1 94.1 6.0 1.0 0.1 11.8 0.0 0.0 1.5 0.0 0.4: 4.1 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 22 . . . . 0 0 . 0 .:
Old : 35: 21 22 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 58.8 86.9 80.4 68.8 58.7 85.5 80.4
Old : 69.2 58.8 86.9 80.4 68.8 58.7 85.5 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, September 15, 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 : 64,698: 48,757 61,487 2,895 610 650 7,320 0 0 3,390 0 0: 1,686 1,951
Old : 64,698: 48,757 61,487 2,895 610 650 7,320 0 0 3,390 0 0: 1,686 1,951
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,345: 395 995 0 0 0 600 0 0 0 0 0: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 95.0 4.5 0.9 1.0 11.3 0.0 0.0 5.2 0.0 0.0: 2.6 3.0
Old : 100.0: 75.4 95.0 4.5 0.9 1.0 11.3 0.0 0.0 5.2 0.0 0.0: 2.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 22 . . . . 0 0 . 0 0:
Old : 33: 19 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 : 64.2 59.2 84.9 79.5 63.2 59.0 82.4 79.3
Old : 64.2 59.2 84.9 79.5 63.2 59.0 82.4 79.3
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 - Futures Only, September 15, 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 : 25,808: 23,475 19,765 0 1,320 420 0 3,550 250 900 0 0: 763 503
Old : 25,808: 23,475 19,765 0 1,320 420 0 3,550 250 900 0 0: 763 503
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 76.6 0.0 5.1 1.6 0.0 13.8 1.0 3.5 0.0 0.0: 3.0 1.9
Old : 100.0: 91.0 76.6 0.0 5.1 1.6 0.0 13.8 1.0 3.5 0.0 0.0: 3.0 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 : 26: 19 15 0 . . 0 . . . 0 0:
Old : 26: 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 : 50.0 69.3 74.9 87.7 41.2 61.2 57.7 68.6
Old : 50.0 69.3 74.9 87.7 41.2 61.2 57.7 68.6
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 - Futures Only, September 15, 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 : 23,850: 23,230 20,740 0 1,740 60 0 750 450 0 0 0: 110 110
Old : 23,850: 23,230 20,740 0 1,740 60 0 750 450 0 0 0: 110 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.4 87.0 0.0 7.3 0.3 0.0 3.1 1.9 0.0 0.0 0.0: 0.5 0.5
Old : 100.0: 97.4 87.0 0.0 7.3 0.3 0.0 3.1 1.9 0.0 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 : 26: 21 14 0 . . 0 . . 0 0 0:
Old : 26: 21 14 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 64.9 74.3 85.2 38.0 50.7 51.9 61.6
Old : 47.0 64.9 74.3 85.2 38.0 50.7 51.9 61.6
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 - Futures Only, September 15, 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 : 14,595: 7,475 11,085 400 1,150 350 1,200 1,550 300 4,650 0 0: 220 160
Old : 14,595: 7,475 11,085 400 1,150 350 1,200 1,550 300 4,650 0 0: 220 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 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: 51.2 76.0 2.7 7.9 2.4 8.2 10.6 2.1 31.9 0.0 0.0: 1.5 1.1
Old : 100.0: 51.2 76.0 2.7 7.9 2.4 8.2 10.6 2.1 31.9 0.0 0.0: 1.5 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 : 21: 13 8 . . . . . . . 0 0:
Old : 21: 13 8 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 69.0 81.1 97.3 61.7 58.4 75.1 77.0
Old : 62.4 69.0 81.1 97.3 61.7 58.4 75.1 77.0
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 - Futures Only, September 15, 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 : 27,479: 21,190 19,855 0 1,380 2,825 1,725 1,200 250 400 1,100 69: 1,020 800
Old : 27,479: 21,190 19,855 0 1,380 2,825 1,725 1,200 250 400 1,100 69: 1,020 800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 40: 40 40 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 72.3 0.0 5.0 10.3 6.3 4.4 0.9 1.5 4.0 0.3: 3.7 2.9
Old : 100.0: 77.1 72.3 0.0 5.0 10.3 6.3 4.4 0.9 1.5 4.0 0.3: 3.7 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 : 30: 14 20 0 . . . . . . . .:
Old : 30: 14 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 : 57.8 38.0 78.5 60.3 47.2 23.6 52.2 41.0
Old : 57.8 38.0 78.5 60.3 47.2 23.6 52.2 41.0
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 - Futures Only, September 15, 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 : 24,745: 20,370 18,650 0 2,155 2,125 200 600 650 375 0 45: 980 520
Old : 24,745: 20,370 18,650 0 2,155 2,125 200 600 650 375 0 45: 980 520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 390: 300 390 0 0 0 0 0 0 50 0 45: -5 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 75.4 0.0 8.7 8.6 0.8 2.4 2.6 1.5 0.0 0.2: 4.0 2.1
Old : 100.0: 82.3 75.4 0.0 8.7 8.6 0.8 2.4 2.6 1.5 0.0 0.2: 4.0 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 : 26: 16 17 0 . . . . . . 0 .:
Old : 26: 16 17 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 51.6 78.6 73.3 45.4 31.0 50.2 47.8
Old : 57.2 51.6 78.6 73.3 45.4 31.0 50.2 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2015