COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 117,651: 28,798 36,307 3,360 24,200 3,582 22,199 4,574 9,550 35,927 23,985 12,817: 1,418 2,636
Old : 117,651: 28,798 36,307 3,360 24,200 3,582 22,199 4,574 9,550 35,927 23,985 12,817: 1,418 2,636
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -800: 1,073 109 100 165 60 -2,038 -459 4 875 -536 -44: -830 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 30.9 2.9 20.6 3.0 18.9 3.9 8.1 30.5 20.4 10.9: 1.2 2.2
Old : 100.0: 24.5 30.9 2.9 20.6 3.0 18.9 3.9 8.1 30.5 20.4 10.9: 1.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 15 15 . . . . . 4 13 15 14:
Old : 57: 15 15 . . . . . 4 13 15 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 37.0 66.3 58.9 36.0 29.6 47.5 40.6
Old : 50.8 37.0 66.3 58.9 36.0 29.6 47.5 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 33,276: 7,016 10,730 709 6,739 455 4,827 3,430 877 15,228 7,081 3,508: 656 456
Old : 33,276: 7,016 10,730 709 6,739 455 4,827 3,430 877 15,228 7,081 3,508: 656 456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 867: 370 1,300 19 -1,721 231 0 910 22 -30 170 145: 110 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 32.2 2.1 20.3 1.4 14.5 10.3 2.6 45.8 21.3 10.5: 2.0 1.4
Old : 100.0: 21.1 32.2 2.1 20.3 1.4 14.5 10.3 2.6 45.8 21.3 10.5: 2.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 9 11 . . . . . . 10 8 11:
Old : 40: 9 11 . . . . . . 10 8 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 46.1 77.1 70.1 54.9 39.4 65.7 59.4
Old : 60.7 46.1 77.1 70.1 54.9 39.4 65.7 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 TONS) :
: : Positions :
All : 4,884: 435 680 1,637 0 1,249 72 1,922 446 615 163 421: 9 2
Old : 4,884: 435 680 1,637 0 1,249 72 1,922 446 615 163 421: 9 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 677: 41 222 537 -17 8 -58 121 156 -141 56 130: 5 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 13.9 33.5 0.0 25.6 1.5 39.4 9.1 12.6 3.3 8.6: 0.2 0.1
Old : 100.0: 8.9 13.9 33.5 0.0 25.6 1.5 39.4 9.1 12.6 3.3 8.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 10 6 4 0 4 . . . 7 5 10:
Old : 31: 10 6 4 0 4 . . . 7 5 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 : 65.6 70.9 86.6 87.3 39.1 50.7 49.1 54.2
Old : 65.6 70.9 86.6 87.3 39.1 50.7 49.1 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 155,840: 107,873 114,337 2,481 3,822 11,350 3,297 3,136 3,962 12,946 5,439 13,144: 787 651
Old : 155,840: 107,873 114,337 2,481 3,822 11,350 3,297 3,136 3,962 12,946 5,439 13,144: 787 651
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -6,024: -5,183 -4,920 -619 -378 -16 -601 -882 152 -166 185 -208: 617 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 73.4 1.6 2.5 7.3 2.1 2.0 2.5 8.3 3.5 8.4: 0.5 0.4
Old : 100.0: 69.2 73.4 1.6 2.5 7.3 2.1 2.0 2.5 8.3 3.5 8.4: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 78: 44 46 . . 4 5 . 7 7 11 12:
Old : 78: 44 46 . . 4 5 . 7 7 11 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 30.0 59.5 48.7 28.4 18.7 33.9 29.2
Old : 43.9 30.0 59.5 48.7 28.4 18.7 33.9 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 58,335: 43,096 49,581 8,232 0 4,596 436 788 1,435 0 1,447 488: 52 0
Old : 58,335: 43,096 49,581 8,232 0 4,596 436 788 1,435 0 1,447 488: 52 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -2,245: -2,120 -1,097 360 0 -125 -26 -252 -155 0 187 -205: 26 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 85.0 14.1 0.0 7.9 0.7 1.4 2.5 0.0 2.5 0.8: 0.1 0.0
Old : 100.0: 73.9 85.0 14.1 0.0 7.9 0.7 1.4 2.5 0.0 2.5 0.8: 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 : 40: 28 23 . 0 . . . . 0 5 .:
Old : 40: 28 23 . 0 . . . . 0 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 45.8 77.5 72.4 37.9 35.7 51.1 50.4
Old : 58.0 45.8 77.5 72.4 37.9 35.7 51.1 50.4
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 - Options and Futures Combined, July 07, 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 : 414,020: 355,705 380,108 0 1,523 21,597 29,998 0 5,408 360 4,432 952: 0 0
Old : 414,020: 355,705 380,108 0 1,523 21,597 29,998 0 5,408 360 4,432 952: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -36,534: -34,438 -16,263 0 -6,959 0 1,536 -1,520 -3,632 -952 312 952: 0 -9,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 91.8 0.0 0.4 5.2 7.2 0.0 1.3 0.1 1.1 0.2: 0.0 0.0
Old : 100.0: 85.9 91.8 0.0 0.4 5.2 7.2 0.0 1.3 0.1 1.1 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 16 0 . . . 0 . . . .:
Old : 28: 18 16 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 49.6 70.7 75.5 38.5 43.7 54.6 57.6
Old : 44.2 49.6 70.7 75.5 38.5 43.7 54.6 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 1,770,202: 1,500,575 1,540,543 109,869 104,616 67,615 6,039 3,036 13,243 44,267 12,555 28,594: 0 0
Old : 1,770,202: 1,500,575 1,540,543 109,869 104,616 67,615 6,039 3,036 13,243 44,267 12,555 28,594: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -72,002: -72,183 -63,645 9,663 2,317 -6,906 -368 -2,296 -368 -736 0 -1,104: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 87.0 6.2 5.9 3.8 0.3 0.2 0.7 2.5 0.7 1.6: 0.0 0.0
Old : 100.0: 84.8 87.0 6.2 5.9 3.8 0.3 0.2 0.7 2.5 0.7 1.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 33 35 . . . . . . 5 . 4:
Old : 56: 33 35 . . . . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 53.8 73.9 70.2 36.8 34.8 47.5 44.4
Old : 56.2 53.8 73.9 70.2 36.8 34.8 47.5 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 68,731: 58,769 51,666 0 7,250 3,816 0 1,350 3,960 1,805 308 381: 0 0
Old : 68,731: 58,769 51,666 0 7,250 3,816 0 1,350 3,960 1,805 308 381: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -2,738: -3,924 -3,181 0 -757 1,101 -26 -104 1 -92 0 203: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 75.2 0.0 10.5 5.6 0.0 2.0 5.8 2.6 0.4 0.6: 0.0 0.0
Old : 100.0: 85.5 75.2 0.0 10.5 5.6 0.0 2.0 5.8 2.6 0.4 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 26 19 0 . . 0 4 . . . .:
Old : 36: 26 19 0 . . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 66.7 69.1 82.8 35.2 51.0 56.4 60.3
Old : 41.0 66.7 69.1 82.8 35.2 51.0 56.4 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 420,262: 337,127 380,229 41,374 0 15,671 0 2,130 21,281 4,809 951 0: 0 0
Old : 420,262: 337,127 380,229 41,374 0 15,671 0 2,130 21,281 4,809 951 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 5,621: 8,706 5,751 -2,004 0 1,655 0 304 -2,736 304 951 -304: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 90.5 9.8 0.0 3.7 0.0 0.5 5.1 1.1 0.2 0.0: 0.0 0.0
Old : 100.0: 80.2 90.5 9.8 0.0 3.7 0.0 0.5 5.1 1.1 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 16 . 0 . 0 . . . . 0:
Old : 29: 18 16 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 62.7 78.2 86.4 48.0 56.0 63.0 68.4
Old : 57.7 62.7 78.2 86.4 48.0 56.0 63.0 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 548,083: 487,501 495,462 6,293 6,306 29,297 15,207 0 9,017 768 8,001 0: 0 0
Old : 548,083: 487,501 495,462 6,293 6,306 29,297 15,207 0 9,017 768 8,001 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -17,126: -13,015 -18,823 -1,840 3,968 -1,167 -368 0 -368 -368 -736 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 90.4 1.1 1.2 5.3 2.8 0.0 1.6 0.1 1.5 0.0: 0.0 0.0
Old : 100.0: 88.9 90.4 1.1 1.2 5.3 2.8 0.0 1.6 0.1 1.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 25 . . . . 0 . . . 0:
Old : 40: 25 25 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 49.6 72.7 67.4 45.2 47.9 57.9 60.5
Old : 52.8 49.6 72.7 67.4 45.2 47.9 57.9 60.5
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 - Options and Futures Combined, July 07, 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 : 51,386: 44,248 43,693 0 868 1,086 2,223 299 1,567 438 2,090 883: 941 900
Old : 51,386: 44,248 43,693 0 868 1,086 2,223 299 1,567 438 2,090 883: 941 900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -382: 17 249 0 -405 -111 -264 0 0 -81 0 -284: 341 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 85.0 0.0 1.7 2.1 4.3 0.6 3.0 0.9 4.1 1.7: 1.8 1.8
Old : 100.0: 86.1 85.0 0.0 1.7 2.1 4.3 0.6 3.0 0.9 4.1 1.7: 1.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 26 0 . . . . . . . .:
Old : 37: 25 26 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 55.0 73.8 69.4 48.2 54.3 61.6 65.0
Old : 54.8 55.0 73.8 69.4 48.2 54.3 61.6 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 61,356: 52,574 60,431 7,845 0 560 0 270 0 0 0 0: 377 95
Old : 61,356: 52,574 60,431 7,845 0 560 0 270 0 0 0 0: 377 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -4,893: -4,615 -4,795 -45 0 -65 0 -25 0 -150 0 0: -18 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 98.5 12.8 0.0 0.9 0.0 0.4 0.0 0.0 0.0 0.0: 0.6 0.2
Old : 100.0: 85.7 98.5 12.8 0.0 0.9 0.0 0.4 0.0 0.0 0.0 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 27 27 . 0 . 0 . 0 0 0 0:
Old : 41: 27 27 . 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 66.9 74.0 84.3 54.0 58.9 66.0 75.2
Old : 59.2 66.9 74.0 84.3 54.0 58.9 66.0 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 79,202: 69,087 78,332 9,585 0 15 80 0 80 0 700 0: 355 75
Old : 79,202: 69,087 78,332 9,585 0 15 80 0 80 0 700 0: 355 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -5,059: -4,834 -4,797 35 0 -155 -40 0 0 -50 -100 0: -15 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 98.9 12.1 0.0 0.0 0.1 0.0 0.1 0.0 0.9 0.0: 0.4 0.1
Old : 100.0: 87.2 98.9 12.1 0.0 0.0 0.1 0.0 0.1 0.0 0.9 0.0: 0.4 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 : 45: 32 29 . 0 . . 0 . 0 . 0:
Old : 45: 32 29 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 66.1 71.0 85.8 51.6 56.4 63.0 75.2
Old : 54.4 66.1 71.0 85.8 51.6 56.4 63.0 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 20,720: 18,685 18,130 0 1,900 620 1,200 0 0 0 0 0: 215 70
Old : 20,720: 18,685 18,130 0 1,900 620 1,200 0 0 0 0 0: 215 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 600: 725 600 0 125 -125 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 87.5 0.0 9.2 3.0 5.8 0.0 0.0 0.0 0.0 0.0: 1.0 0.3
Old : 100.0: 90.2 87.5 0.0 9.2 3.0 5.8 0.0 0.0 0.0 0.0 0.0: 1.0 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 : 30: 21 14 0 . . . 0 0 0 0 0:
Old : 30: 21 14 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 68.4 69.5 88.2 45.7 60.1 62.6 70.8
Old : 47.1 68.4 69.5 88.2 45.7 60.1 62.6 70.8
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 - Options and Futures Combined, July 07, 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 : 290,784: 203,224 270,248 81,664 0 0 0 4,280 5,896 0 10,360 0: 0 0
Old : 290,784: 203,224 270,248 81,664 0 0 0 4,280 5,896 0 10,360 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 1,992: 6,672 1,992 -4,680 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 92.9 28.1 0.0 0.0 0.0 1.5 2.0 0.0 3.6 0.0: 0.0 0.0
Old : 100.0: 69.9 92.9 28.1 0.0 0.0 0.0 1.5 2.0 0.0 3.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 21 . 0 0 0 . . 0 . 0:
Old : 31: 22 21 . 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 61.3 78.1 78.2 50.0 48.7 60.4 57.3
Old : 53.1 61.3 78.1 78.2 50.0 48.7 60.4 57.3
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 - Options and Futures Combined, July 07, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 8,254: 5,789 6,865 0 331 244 241 44 0 1,718 508 110: 152 152
Old : 8,254: 5,789 6,865 0 331 244 241 44 0 1,718 508 110: 152 152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 391: 391 389 0 0 0 0 0 0 0 21 0: 0 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 83.2 0.0 4.0 3.0 2.9 0.5 0.0 20.8 6.2 1.3: 1.8 1.8
Old : 100.0: 70.1 83.2 0.0 4.0 3.0 2.9 0.5 0.0 20.8 6.2 1.3: 1.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 19 0 . . . . 0 . . .:
Old : 31: 17 19 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 38.8 70.4 61.9 47.0 33.5 58.2 50.7
Old : 47.9 38.8 70.4 61.9 47.0 33.5 58.2 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 22,025: 19,510 19,060 0 1,195 1,280 1,160 0 40 0 450 0: 35 0
Old : 22,025: 19,510 19,060 0 1,195 1,280 1,160 0 40 0 450 0: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 525: 650 525 0 125 -125 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 86.5 0.0 5.4 5.8 5.3 0.0 0.2 0.0 2.0 0.0: 0.2 0.0
Old : 100.0: 88.6 86.5 0.0 5.4 5.8 5.3 0.0 0.2 0.0 2.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 22 0 . . . 0 . 0 . 0:
Old : 35: 22 22 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 62.1 72.8 86.1 49.9 52.2 67.1 68.9
Old : 50.1 62.1 72.8 86.1 49.9 52.2 67.1 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 14,690: 13,280 11,405 50 1,410 1,000 0 695 180 0 0 0: 180 0
Old : 14,690: 13,280 11,405 50 1,410 1,000 0 695 180 0 0 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 1,000: 1,000 1,000 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 77.6 0.3 9.6 6.8 0.0 4.7 1.2 0.0 0.0 0.0: 1.2 0.0
Old : 100.0: 90.4 77.6 0.3 9.6 6.8 0.0 4.7 1.2 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 : 29: 22 20 . . . 0 . . 0 0 0:
Old : 29: 22 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 : 39.1 61.0 64.0 83.4 27.7 29.7 43.3 45.6
Old : 39.1 61.0 64.0 83.4 27.7 29.7 43.3 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 19,634: 16,639 14,783 363 1,876 1,491 616 0 241 21 0 23: 240 1,220
Old : 19,634: 16,639 14,783 363 1,876 1,491 616 0 241 21 0 23: 240 1,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 704: 662 592 -3 172 3 0 0 0 0 0 0: 42 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 75.3 1.8 9.6 7.6 3.1 0.0 1.2 0.1 0.0 0.1: 1.2 6.2
Old : 100.0: 84.7 75.3 1.8 9.6 7.6 3.1 0.0 1.2 0.1 0.0 0.1: 1.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 26 25 . . . . 0 . . 0 .:
Old : 33: 26 25 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 55.9 59.6 73.5 28.6 41.0 45.7 51.8
Old : 36.8 55.9 59.6 73.5 28.6 41.0 45.7 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 52,158: 46,998 37,080 1,753 3,311 1,664 0 3,959 935 0 4,788 296: 512 125
Old : 52,158: 46,998 37,080 1,753 3,311 1,664 0 3,959 935 0 4,788 296: 512 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -3,259: -3,086 -2,961 392 790 -424 0 -332 0 0 -181 -126: -15 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 71.1 3.4 6.3 3.2 0.0 7.6 1.8 0.0 9.2 0.6: 1.0 0.2
Old : 100.0: 90.1 71.1 3.4 6.3 3.2 0.0 7.6 1.8 0.0 9.2 0.6: 1.0 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: 27 27 . . . 0 . . 0 . .:
Old : 42: 27 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 : 49.5 37.5 67.9 59.5 46.2 34.6 63.0 54.1
Old : 49.5 37.5 67.9 59.5 46.2 34.6 63.0 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 57,477: 52,690 39,052 781 5,605 983 87 4,946 1,250 0 3,904 1,676: 10 61
Old : 57,477: 52,690 39,052 781 5,605 983 87 4,946 1,250 0 3,904 1,676: 10 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -2,942: -3,107 -2,225 30 179 117 28 -462 -30 0 -532 65: -45 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 67.9 1.4 9.8 1.7 0.2 8.6 2.2 0.0 6.8 2.9: 0.0 0.1
Old : 100.0: 91.7 67.9 1.4 9.8 1.7 0.2 8.6 2.2 0.0 6.8 2.9: 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 : 49: 31 31 . . . . . . 0 5 4:
Old : 49: 31 31 . . . . . . 0 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 38.4 64.0 58.2 41.4 34.9 56.2 53.1
Old : 47.8 38.4 64.0 58.2 41.4 34.9 56.2 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 47,470: 44,115 45,100 810 1,085 1,225 300 0 0 960 0 0: 60 60
Old : 47,470: 44,115 45,100 810 1,085 1,225 300 0 0 960 0 0: 60 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -3,810: -3,600 -3,670 -25 -125 0 -50 0 0 -125 0 0: -10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 95.0 1.7 2.3 2.6 0.6 0.0 0.0 2.0 0.0 0.0: 0.1 0.1
Old : 100.0: 92.9 95.0 1.7 2.3 2.6 0.6 0.0 0.0 2.0 0.0 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 28 13 . . . . 0 0 . 0 0:
Old : 34: 28 13 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 93.9 73.6 97.9 55.5 88.3 69.0 88.9
Old : 57.1 93.9 73.6 97.9 55.5 88.3 69.0 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 52,925: 49,065 50,225 1,470 1,510 1,190 0 0 0 1,080 0 0: 120 0
Old : 52,925: 49,065 50,225 1,470 1,510 1,190 0 0 0 1,080 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -3,125: -2,910 -2,945 -35 -180 0 0 0 0 -170 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 94.9 2.8 2.9 2.2 0.0 0.0 0.0 2.0 0.0 0.0: 0.2 0.0
Old : 100.0: 92.7 94.9 2.8 2.9 2.2 0.0 0.0 0.0 2.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.3 93.3 68.9 96.5 53.4 87.9 66.4 88.7
Old : 55.3 93.3 68.9 96.5 53.4 87.9 66.4 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 352,971: 268,630 301,272 2,754 21,189 7,432 29,503 0 14,040 21,574 0 9,038: 0 0
Old : 352,971: 268,630 301,272 2,754 21,189 7,432 29,503 0 14,040 21,574 0 9,038: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -18,314: -11,927 -23,635 -1,104 345 88 -1,104 0 -1,104 -9,523 -368 6,360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 85.4 0.8 6.0 2.1 8.4 0.0 4.0 6.1 0.0 2.6: 0.0 0.0
Old : 100.0: 76.1 85.4 0.8 6.0 2.1 8.4 0.0 4.0 6.1 0.0 2.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 29 . . . . 0 . . 0 .:
Old : 40: 24 29 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 43.6 66.1 63.6 33.4 36.8 49.2 49.1
Old : 44.5 43.6 66.1 63.6 33.4 36.8 49.2 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 23,822: 17,201 20,678 838 341 851 2,663 380 531 1,108 417 412: 218 212
Old : 23,822: 17,201 20,678 838 341 851 2,663 380 531 1,108 417 412: 218 212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -592: -357 -284 -153 -153 42 0 64 -110 74 -154 69: -157 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 86.8 3.5 1.4 3.6 11.2 1.6 2.2 4.7 1.7 1.7: 0.9 0.9
Old : 100.0: 72.2 86.8 3.5 1.4 3.6 11.2 1.6 2.2 4.7 1.7 1.7: 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 : 43: 22 29 . . . . . . . . 4:
Old : 43: 22 29 . . . . . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 40.7 65.5 62.1 34.7 38.5 53.6 53.1
Old : 39.4 40.7 65.5 62.1 34.7 38.5 53.6 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 28,615: 15,239 28,209 12,193 0 0 412 0 231 465 100 75: 0 0
Old : 28,615: 15,239 28,209 12,193 0 0 412 0 231 465 100 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 947: -2,339 1,233 3,442 0 0 157 0 -260 -53 -26 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 98.6 42.6 0.0 0.0 1.4 0.0 0.8 1.6 0.3 0.3: 0.0 0.0
Old : 100.0: 53.3 98.6 42.6 0.0 0.0 1.4 0.0 0.8 1.6 0.3 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 12 . 0 0 . 0 . . . .:
Old : 26: 16 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 : 69.1 85.6 87.2 94.9 64.4 77.0 74.6 80.8
Old : 69.1 85.6 87.2 94.9 64.4 77.0 74.6 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 510,294: 436,215 478,134 57,563 0 7,854 0 10,938 8,662 0 4,706 0: 0 0
Old : 510,294: 436,215 478,134 57,563 0 7,854 0 10,938 8,662 0 4,706 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -24,044: -22,940 -21,100 1,472 0 -1,472 0 0 -1,104 0 -368 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 93.7 11.3 0.0 1.5 0.0 2.1 1.7 0.0 0.9 0.0: 0.0 0.0
Old : 100.0: 85.5 93.7 11.3 0.0 1.5 0.0 2.1 1.7 0.0 0.9 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: 17 15 . 0 . 0 . . 0 . 0:
Old : 28: 17 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 : 64.8 88.7 83.5 94.5 61.1 80.3 76.7 84.8
Old : 64.8 88.7 83.5 94.5 61.1 80.3 76.7 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 42,670: 31,446 38,864 3,147 258 127 2,001 92 1,824 3,282 302 520: 323 683
Old : 42,670: 31,446 38,864 3,147 258 127 2,001 92 1,824 3,282 302 520: 323 683
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -2,594: -1,483 -2,008 -233 -44 -22 -682 0 -22 220 -44 -220: -152 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 91.1 7.4 0.6 0.3 4.7 0.2 4.3 7.7 0.7 1.2: 0.8 1.6
Old : 100.0: 73.7 91.1 7.4 0.6 0.3 4.7 0.2 4.3 7.7 0.7 1.2: 0.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 17 . . . . . . . . .:
Old : 30: 17 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 : 59.1 80.7 82.5 89.6 54.3 71.1 70.3 74.5
Old : 59.1 80.7 82.5 89.6 54.3 71.1 70.3 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 17,039: 11,899 14,229 463 649 663 523 0 41 2,702 192 109: 639 1,156
Old : 17,039: 11,899 14,229 463 649 663 523 0 41 2,702 192 109: 639 1,156
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -614: -177 -306 -22 145 -255 -88 0 0 -154 192 0: 82 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 83.5 2.7 3.8 3.9 3.1 0.0 0.2 15.9 1.1 0.6: 3.8 6.8
Old : 100.0: 69.8 83.5 2.7 3.8 3.9 3.1 0.0 0.2 15.9 1.1 0.6: 3.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 18 . . . . 0 . 4 . .:
Old : 30: 15 18 . . . . 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 : 46.8 55.1 66.5 72.8 34.0 46.9 51.3 56.8
Old : 46.8 55.1 66.5 72.8 34.0 46.9 51.3 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 195,227: 144,755 176,775 18,033 7,840 7,048 0 0 0 21,827 0 3,564: 0 0
Old : 195,227: 144,755 176,775 18,033 7,840 7,048 0 0 0 21,827 0 3,564: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -4,590: -5,590 -8,926 4,704 5,096 -760 -368 0 0 -2,576 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 90.5 9.2 4.0 3.6 0.0 0.0 0.0 11.2 0.0 1.8: 0.0 0.0
Old : 100.0: 74.1 90.5 9.2 4.0 3.6 0.0 0.0 0.0 11.2 0.0 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 18 . . . 0 0 0 . 0 .:
Old : 28: 15 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 : 64.6 60.6 84.3 84.3 53.6 51.4 66.2 68.6
Old : 64.6 60.6 84.3 84.3 53.6 51.4 66.2 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 11,441: 6,948 9,121 1,728 175 1,270 1,013 0 134 63 0 0: 285 741
Old : 11,441: 6,948 9,121 1,728 175 1,270 1,013 0 134 63 0 0: 285 741
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -313: -10 -609 -283 -70 111 -88 0 0 63 0 0: -106 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 79.7 15.1 1.5 11.1 8.9 0.0 1.2 0.6 0.0 0.0: 2.5 6.5
Old : 100.0: 60.7 79.7 15.1 1.5 11.1 8.9 0.0 1.2 0.6 0.0 0.0: 2.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 19 . . . . 0 . . 0 0:
Old : 28: 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 : 51.2 43.0 74.2 67.5 43.8 40.2 61.5 56.9
Old : 51.2 43.0 74.2 67.5 43.8 40.2 61.5 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 135,153: 112,404 109,681 7,099 15,295 10,177 5,473 0 0 0 0 0: 0 0
Old : 135,153: 112,404 109,681 7,099 15,295 10,177 5,473 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: June 30, 2015 :
: 6,432: 4,352 3,616 7,099 7,099 -4,283 -736 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 81.2 5.3 11.3 7.5 4.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.2 81.2 5.3 11.3 7.5 4.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 18 . . . . 0 0 0 0 0:
Old : 28: 17 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 : 51.3 58.6 78.6 81.5 40.6 37.7 52.8 55.4
Old : 51.3 58.6 78.6 81.5 40.6 37.7 52.8 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 23,127: 11,506 18,107 6,119 0 4,146 482 0 874 0 0 0: 0 0
Old : 23,127: 11,506 18,107 6,119 0 4,146 482 0 874 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,247: 123 -1,117 -1,188 0 0 -52 0 -130 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 78.3 26.5 0.0 17.9 2.1 0.0 3.8 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 49.8 78.3 26.5 0.0 17.9 2.1 0.0 3.8 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: 14 15 . 0 . . 0 . 0 0 0:
Old : 22: 14 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 : 78.4 62.8 91.0 82.6 38.0 33.0 45.5 43.9
Old : 78.4 62.8 91.0 82.6 38.0 33.0 45.5 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 120,339: 77,683 94,913 13,364 0 8,607 0 276 1,530 4,245 0 14,534: 376 480
Old : 120,339: 77,683 94,913 13,364 0 8,607 0 276 1,530 4,245 0 14,534: 376 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -3,229: -2,964 -1,641 -723 0 235 0 182 -79 799 -1,453 -443: -55 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 78.9 11.1 0.0 7.2 0.0 0.2 1.3 3.5 0.0 12.1: 0.3 0.4
Old : 100.0: 64.6 78.9 11.1 0.0 7.2 0.0 0.2 1.3 3.5 0.0 12.1: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 14 . 0 . 0 . . . 0 .:
Old : 25: 16 14 . 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 68.3 81.6 91.5 30.7 41.2 37.1 43.2
Old : 50.7 68.3 81.6 91.5 30.7 41.2 37.1 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 26,540: 24,785 12,075 1,345 13,610 30 0 825 0 0 0 0: 380 0
Old : 26,540: 24,785 12,075 1,345 13,610 30 0 825 0 0 0 0: 380 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,005: -1,025 -415 -50 -490 -25 0 -75 0 0 0 0: 95 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 45.5 5.1 51.3 0.1 0.0 3.1 0.0 0.0 0.0 0.0: 1.4 0.0
Old : 100.0: 93.4 45.5 5.1 51.3 0.1 0.0 3.1 0.0 0.0 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 14 . . . 0 . 0 0 0 0:
Old : 28: 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 : 59.6 78.7 83.1 91.1 51.0 74.0 73.9 84.1
Old : 59.6 78.7 83.1 91.1 51.0 74.0 73.9 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 22,645: 20,930 8,110 1,075 13,610 0 0 825 0 0 0 0: 640 100
Old : 22,645: 20,930 8,110 1,075 13,610 0 0 825 0 0 0 0: 640 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -965: -910 -420 -150 -490 0 0 -75 0 0 0 0: 95 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 35.8 4.7 60.1 0.0 0.0 3.6 0.0 0.0 0.0 0.0: 2.8 0.4
Old : 100.0: 92.4 35.8 4.7 60.1 0.0 0.0 3.6 0.0 0.0 0.0 0.0: 2.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 9 . . 0 0 . 0 0 0 0:
Old : 23: 15 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 : 63.6 87.2 81.2 97.5 58.2 84.3 75.3 89.4
Old : 63.6 87.2 81.2 97.5 58.2 84.3 75.3 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 25,166: 25,066 20,346 0 4,820 0 100 0 0 0 0 0: 0 0
Old : 25,166: 25,066 20,346 0 4,820 0 100 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: June 30, 2015 :
: -1,950: -1,950 -1,300 0 -500 0 0 0 0 0 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.6 80.8 0.0 19.2 0.0 0.4 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 99.6 80.8 0.0 19.2 0.0 0.4 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 17 0 . 0 . 0 0 0 0 0:
Old : 34: 23 17 0 . 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 69.4 73.1 86.3 46.1 62.3 59.6 70.3
Old : 55.3 69.4 73.1 86.3 46.1 62.3 59.6 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 22,754: 22,060 18,299 0 4,440 0 450 0 0 0 0 0: 244 15
Old : 22,754: 22,060 18,299 0 4,440 0 450 0 0 0 0 0: 244 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -2,170: -2,464 -1,885 0 -300 0 100 0 0 -50 0 0: 244 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.9 80.4 0.0 19.5 0.0 2.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.1
Old : 100.0: 96.9 80.4 0.0 19.5 0.0 2.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 13 0 . 0 . 0 0 0 0 0:
Old : 28: 19 13 0 . 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 74.4 79.2 90.3 61.8 74.1 75.8 84.1
Old : 62.0 74.4 79.2 90.3 61.8 74.1 75.8 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 18,910: 18,170 17,955 0 480 135 0 100 0 0 0 0: 605 240
Old : 18,910: 18,170 17,955 0 480 135 0 100 0 0 0 0: 605 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -2,630: -2,575 -2,555 0 -5 0 0 -50 0 0 0 0: -55 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.1 94.9 0.0 2.5 0.7 0.0 0.5 0.0 0.0 0.0 0.0: 3.2 1.3
Old : 100.0: 96.1 94.9 0.0 2.5 0.7 0.0 0.5 0.0 0.0 0.0 0.0: 3.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 7 0 . . 0 . 0 0 0 0:
Old : 20: 12 7 0 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 96.5 90.8 98.5 74.7 95.7 90.8 97.6
Old : 74.7 96.5 90.8 98.5 74.7 95.7 90.8 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 10,700: 10,015 10,590 0 0 0 75 0 0 0 0 0: 610 110
Old : 10,700: 10,015 10,590 0 0 0 75 0 0 0 0 0: 610 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -890: -845 -880 0 0 0 0 0 0 0 0 0: -45 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 99.0 0.0 0.0 0.0 0.7 0.0 0.0 0.0 0.0 0.0: 5.7 1.0
Old : 100.0: 93.6 99.0 0.0 0.0 0.0 0.7 0.0 0.0 0.0 0.0 0.0: 5.7 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 : 20: 17 8 0 0 0 . 0 0 0 0 0:
Old : 20: 17 8 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 : 49.3 90.0 73.4 99.0 45.5 79.3 64.9 80.3
Old : 49.3 90.0 73.4 99.0 45.5 79.3 64.9 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 12,382: 12,122 12,382 0 0 0 50 0 0 0 0 0: 210 0
Old : 12,382: 12,122 12,382 0 0 0 50 0 0 0 0 0: 210 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -955: -930 -955 0 0 0 0 0 0 0 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.9 100.0 0.0 0.0 0.0 0.4 0.0 0.0 0.0 0.0 0.0: 1.7 0.0
Old : 100.0: 97.9 100.0 0.0 0.0 0.0 0.4 0.0 0.0 0.0 0.0 0.0: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 22 9 0 0 0 . 0 0 0 0 0:
Old : 24: 22 9 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 : 44.9 93.6 68.2 99.6 41.6 85.6 62.7 85.6
Old : 44.9 93.6 68.2 99.6 41.6 85.6 62.7 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 115,789: 99,824 111,794 11,665 0 2,280 485 0 315 1,200 1,200 0: 20 200
Old : 115,789: 99,824 111,794 11,665 0 2,280 485 0 315 1,200 1,200 0: 20 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -8,211: -7,180 -8,211 -316 0 0 -205 0 95 -600 15 0: -5 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 96.5 10.1 0.0 2.0 0.4 0.0 0.3 1.0 1.0 0.0: 0.0 0.2
Old : 100.0: 86.2 96.5 10.1 0.0 2.0 0.4 0.0 0.3 1.0 1.0 0.0: 0.0 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 : 47: 31 32 4 0 . . 0 . . . 0:
Old : 47: 31 32 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 : 41.0 63.4 63.3 81.6 38.2 52.6 52.8 62.5
Old : 41.0 63.4 63.3 81.6 38.2 52.6 52.8 62.5
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 - Options and Futures Combined, July 07, 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 : 132,925: 117,615 128,972 11,645 0 1,585 1,510 1,208 70 500 1,000 0: 0 90
Old : 132,925: 117,615 128,972 11,645 0 1,585 1,510 1,208 70 500 1,000 0: 0 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -9,671: -8,495 -9,511 -756 0 -15 -205 -10 0 -200 -135 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 97.0 8.8 0.0 1.2 1.1 0.9 0.1 0.4 0.8 0.0: 0.0 0.1
Old : 100.0: 88.5 97.0 8.8 0.0 1.2 1.1 0.9 0.1 0.4 0.8 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 : 54: 36 35 4 0 . . . . . . 0:
Old : 54: 36 35 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 : 48.2 62.5 66.4 80.8 40.6 59.0 54.7 67.5
Old : 48.2 62.5 66.4 80.8 40.6 59.0 54.7 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 141,567: 110,969 113,447 666 11,490 7,171 2,735 1,209 1,056 15,980 4,217 2,781: 209 196
Old : 141,567: 110,969 113,447 666 11,490 7,171 2,735 1,209 1,056 15,980 4,217 2,781: 209 196
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -6,840: -4,963 -5,319 -204 -999 -459 5 -225 -125 -898 480 -159: -37 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 80.1 0.5 8.1 5.1 1.9 0.9 0.7 11.3 3.0 2.0: 0.1 0.1
Old : 100.0: 78.4 80.1 0.5 8.1 5.1 1.9 0.9 0.7 11.3 3.0 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 : 65: 39 36 . . 4 . 4 . 7 5 6:
Old : 65: 39 36 . . 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 : 29.7 58.7 52.9 71.0 28.8 52.9 47.0 60.2
Old : 29.7 58.7 52.9 71.0 28.8 52.9 47.0 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 97,637: 81,853 80,692 6,375 5,840 4,910 170 0 1,340 665 3,160 1,695: 629 0
Old : 97,637: 81,853 80,692 6,375 5,840 4,910 170 0 1,340 665 3,160 1,695: 629 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -3,668: -2,910 -3,488 -10 765 -640 -30 0 -20 -15 -185 -85: 42 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 82.6 6.5 6.0 5.0 0.2 0.0 1.4 0.7 3.2 1.7: 0.6 0.0
Old : 100.0: 83.8 82.6 6.5 6.0 5.0 0.2 0.0 1.4 0.7 3.2 1.7: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 31 30 . . 4 . 0 . . . 4:
Old : 47: 31 30 . . 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 : 35.5 70.9 55.3 79.7 33.9 60.5 46.6 65.3
Old : 35.5 70.9 55.3 79.7 33.9 60.5 46.6 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 24,555: 24,195 21,950 300 2,190 30 0 385 0 0 0 0: 30 0
Old : 24,555: 24,195 21,950 300 2,190 30 0 385 0 0 0 0: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,370: -1,355 -1,330 0 20 30 0 -80 0 0 0 0: -45 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.5 89.4 1.2 8.9 0.1 0.0 1.6 0.0 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 98.5 89.4 1.2 8.9 0.1 0.0 1.6 0.0 0.0 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 24 10 . . . 0 . 0 0 0 0:
Old : 32: 24 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 84.6 76.2 97.4 55.7 82.0 75.9 94.6
Old : 55.7 84.6 76.2 97.4 55.7 82.0 75.9 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,995: 21,565 19,550 300 2,100 0 0 185 50 0 0 0: 80 110
Old : 21,995: 21,565 19,550 300 2,100 0 0 185 50 0 0 0: 80 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,150: -1,130 -1,110 0 0 0 0 -30 0 0 0 0: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.0 88.9 1.4 9.5 0.0 0.0 0.8 0.2 0.0 0.0 0.0: 0.4 0.5
Old : 100.0: 98.0 88.9 1.4 9.5 0.0 0.0 0.8 0.2 0.0 0.0 0.0: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 22 8 . . 0 0 . . 0 0 0:
Old : 27: 22 8 . . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 85.8 77.5 99.2 58.0 83.5 77.5 92.9
Old : 58.0 85.8 77.5 99.2 58.0 83.5 77.5 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 26,779: 25,140 21,014 75 3,250 1,135 0 920 205 100 25 0: 124 230
Old : 26,779: 25,140 21,014 75 3,250 1,135 0 920 205 100 25 0: 124 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -945: -860 -940 30 110 -80 0 5 -30 0 0 0: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 78.5 0.3 12.1 4.2 0.0 3.4 0.8 0.4 0.1 0.0: 0.5 0.9
Old : 100.0: 93.9 78.5 0.3 12.1 4.2 0.0 3.4 0.8 0.4 0.1 0.0: 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 : 35: 25 23 . . . 0 . . . . 0:
Old : 35: 25 23 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 49.5 68.4 70.3 50.5 43.7 60.0 59.9
Old : 54.9 49.5 68.4 70.3 50.5 43.7 60.0 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 10,450: 8,170 9,400 550 0 830 680 0 220 0 0 0: 0 0
Old : 10,450: 8,170 9,400 550 0 830 680 0 220 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 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: 78.2 90.0 5.3 0.0 7.9 6.5 0.0 2.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.2 90.0 5.3 0.0 7.9 6.5 0.0 2.1 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: 15 15 . 0 . . 0 . 0 0 0:
Old : 20: 15 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 : 44.3 67.9 76.6 88.9 35.4 58.6 56.4 61.9
Old : 44.3 67.9 76.6 88.9 35.4 58.6 56.4 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 116,950: 107,599 57,397 578 51,564 3,529 2,575 0 2,540 0 1,920 0: 129 0
Old : 116,950: 107,599 57,397 578 51,564 3,529 2,575 0 2,540 0 1,920 0: 129 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -4,598: -4,290 -3,894 -44 -572 -22 -220 0 0 0 -110 0: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 49.1 0.5 44.1 3.0 2.2 0.0 2.2 0.0 1.6 0.0: 0.1 0.0
Old : 100.0: 92.0 49.1 0.5 44.1 3.0 2.2 0.0 2.2 0.0 1.6 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 : 25: 14 14 . . . . 0 . 0 . 0:
Old : 25: 14 14 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 74.5 85.6 87.0 38.6 49.5 52.7 55.1
Old : 65.6 74.5 85.6 87.0 38.6 49.5 52.7 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 2,631,212: 2,328,485 970,920 96,543 1,237,800 206,184 0 216,280 0 0 0 0: 0 28
Old : 2,631,212: 2,328,485 970,920 96,543 1,237,800 206,184 0 216,280 0 0 0 0: 0 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -54,832: -40,480 -39,376 -11,408 2,208 -2,944 0 -14,720 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 36.9 3.7 47.0 7.8 0.0 8.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.5 36.9 3.7 47.0 7.8 0.0 8.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 11 . . . 0 . 0 0 0 0:
Old : 24: 16 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 : 78.3 85.2 93.4 95.3 54.2 61.5 64.2 65.0
Old : 78.3 85.2 93.4 95.3 54.2 61.5 64.2 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 41,697: 31,602 34,319 1,869 320 4,493 488 0 2,565 680 0 0: 0 0
Old : 41,697: 31,602 34,319 1,869 320 4,493 488 0 2,565 680 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -2,332: -2,200 -1,958 154 0 -154 110 0 -220 -22 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 82.3 4.5 0.8 10.8 1.2 0.0 6.2 1.6 0.0 0.0: 0.0 0.0
Old : 100.0: 75.8 82.3 4.5 0.8 10.8 1.2 0.0 6.2 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: 10 10 . . . . 0 . . 0 0:
Old : 20: 10 10 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 75.2 89.8 94.5 52.8 66.6 66.8 72.0
Old : 64.6 75.2 89.8 94.5 52.8 66.6 66.8 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 1,108,973: 605,126 781,936 144,337 45,029 211,448 70,520 0 70,560 6,982 0 0: 0 0
Old : 1,108,973: 605,126 781,936 144,337 45,029 211,448 70,520 0 70,560 6,982 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -59,984: -44,160 -19,872 -736 -40,112 0 -14,720 0 0 -368 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 70.5 13.0 4.1 19.1 6.4 0.0 6.4 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 54.6 70.5 13.0 4.1 19.1 6.4 0.0 6.4 0.6 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 6 . . . . 0 . . 0 0:
Old : 20: 12 6 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 85.3 86.9 100.0 44.6 64.9 63.2 69.6
Old : 56.7 85.3 86.9 100.0 44.6 64.9 63.2 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 19,973: 10,905 18,115 6,300 0 600 0 480 0 1,450 0 130: 588 648
Old : 19,973: 10,905 18,115 6,300 0 600 0 480 0 1,450 0 130: 588 648
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -981: -500 -643 150 0 -150 0 -30 0 -338 0 0: -143 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 90.7 31.5 0.0 3.0 0.0 2.4 0.0 7.3 0.0 0.7: 2.9 3.2
Old : 100.0: 54.6 90.7 31.5 0.0 3.0 0.0 2.4 0.0 7.3 0.0 0.7: 2.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 13 . 0 . 0 . 0 . 0 .:
Old : 24: 11 13 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 71.7 92.1 87.3 75.8 71.7 88.5 85.4
Old : 78.8 71.7 92.1 87.3 75.8 71.7 88.5 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,782: 9,816 19,887 9,795 0 625 0 480 0 822 0 130: 594 660
Old : 21,782: 9,816 19,887 9,795 0 625 0 480 0 822 0 130: 594 660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,382: -1,100 -1,117 125 0 -125 0 -30 0 -187 0 0: -95 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 91.3 45.0 0.0 2.9 0.0 2.2 0.0 3.8 0.0 0.6: 2.7 3.0
Old : 100.0: 45.1 91.3 45.0 0.0 2.9 0.0 2.2 0.0 3.8 0.0 0.6: 2.7 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 : 22: 9 14 . 0 . 0 . 0 . 0 .:
Old : 22: 9 14 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.2 66.7 95.7 86.8 81.6 66.7 89.1 85.0
Old : 85.2 66.7 95.7 86.8 81.6 66.7 89.1 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 30,223: 26,435 22,049 0 6,280 79 950 0 0 1,923 1,470 305: 531 40
Old : 30,223: 26,435 22,049 0 6,280 79 950 0 0 1,923 1,470 305: 531 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,634: -1,153 -1,214 -185 -285 -115 -100 0 0 -60 0 0: -21 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 73.0 0.0 20.8 0.3 3.1 0.0 0.0 6.4 4.9 1.0: 1.8 0.1
Old : 100.0: 87.5 73.0 0.0 20.8 0.3 3.1 0.0 0.0 6.4 4.9 1.0: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 20 0 . . . 0 0 . . .:
Old : 32: 20 20 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 47.7 76.9 74.2 47.8 45.1 62.2 63.5
Old : 59.9 47.7 76.9 74.2 47.8 45.1 62.2 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 22,661: 18,796 15,771 0 5,334 1,278 540 0 0 1,734 0 60: 253 218
Old : 22,661: 18,796 15,771 0 5,334 1,278 540 0 0 1,734 0 60: 253 218
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -748: -330 -816 0 -2 -148 -90 0 0 -195 0 0: 15 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 69.6 0.0 23.5 5.6 2.4 0.0 0.0 7.7 0.0 0.3: 1.1 1.0
Old : 100.0: 82.9 69.6 0.0 23.5 5.6 2.4 0.0 0.0 7.7 0.0 0.3: 1.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 18 0 . . . 0 0 . 0 .:
Old : 27: 17 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 : 47.6 58.3 73.6 81.6 30.7 44.9 52.3 59.6
Old : 47.6 58.3 73.6 81.6 30.7 44.9 52.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 25,982: 23,531 14,732 1,679 10,873 82 60 40 200 250 0 0: 180 55
Old : 25,982: 23,531 14,732 1,679 10,873 82 60 40 200 250 0 0: 180 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 53: -252 -971 285 1,409 -5 0 -50 0 250 -85 -250: 25 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 56.7 6.5 41.8 0.3 0.2 0.2 0.8 1.0 0.0 0.0: 0.7 0.2
Old : 100.0: 90.6 56.7 6.5 41.8 0.3 0.2 0.2 0.8 1.0 0.0 0.0: 0.7 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 : 37: 24 23 . . . . . . . 0 0:
Old : 37: 24 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 : 56.9 70.8 73.4 87.3 56.5 70.5 70.4 84.4
Old : 56.9 70.8 73.4 87.3 56.5 70.5 70.4 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,845: 20,904 14,503 0 6,521 281 600 540 0 0 0 0: 60 0
Old : 21,845: 20,904 14,503 0 6,521 281 600 540 0 0 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -413: -393 -913 0 600 -10 0 -90 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 66.4 0.0 29.9 1.3 2.7 2.5 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 95.7 66.4 0.0 29.9 1.3 2.7 2.5 0.0 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 22 0 . . . . 0 0 0 0:
Old : 34: 22 22 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 : 67.1 57.5 81.3 76.5 63.8 54.9 75.1 73.2
Old : 67.1 57.5 81.3 76.5 63.8 54.9 75.1 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 14,657: 11,315 12,319 2,996 1,195 283 0 860 0 0 0 0: 63 0
Old : 14,657: 11,315 12,319 2,996 1,195 283 0 860 0 0 0 0: 63 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -935: -340 -690 -440 -50 -145 0 -50 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 84.0 20.4 8.2 1.9 0.0 5.9 0.0 0.0 0.0 0.0: 0.4 0.0
Old : 100.0: 77.2 84.0 20.4 8.2 1.9 0.0 5.9 0.0 0.0 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 : 24: 13 12 . . . 0 . 0 0 0 0:
Old : 24: 13 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 58.0 84.8 83.8 57.4 50.3 79.6 73.5
Old : 57.9 58.0 84.8 83.8 57.4 50.3 79.6 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 10,166: 6,193 9,481 2,913 305 250 0 0 0 0 0 0: 810 130
Old : 10,166: 6,193 9,481 2,913 305 250 0 0 0 0 0 0: 810 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -65: -551 -95 541 -30 250 0 0 0 0 0 0: -305 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 93.3 28.7 3.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 1.3
Old : 100.0: 60.9 93.3 28.7 3.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 . . . 0 0 0 0 0 0:
Old : 21: 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 : 52.4 78.8 76.2 94.9 52.1 76.9 73.5 91.0
Old : 52.4 78.8 76.2 94.9 52.1 76.9 73.5 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 33,065: 30,171 26,035 1,225 2,925 1,260 0 1,815 260 25 600 0: 124 170
Old : 33,065: 30,171 26,035 1,225 2,925 1,260 0 1,815 260 25 600 0: 124 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -85: 65 -95 -95 95 -35 0 -35 -15 0 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 78.7 3.7 8.8 3.8 0.0 5.5 0.8 0.1 1.8 0.0: 0.4 0.5
Old : 100.0: 91.2 78.7 3.7 8.8 3.8 0.0 5.5 0.8 0.1 1.8 0.0: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 25 18 . . . 0 . . . . 0:
Old : 35: 25 18 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 48.2 69.9 72.9 52.7 44.2 67.9 67.2
Old : 54.2 48.2 69.9 72.9 52.7 44.2 67.9 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 10,767: 8,620 8,382 0 2,325 0 975 0 0 1,052 0 0: 120 60
Old : 10,767: 8,620 8,382 0 2,325 0 975 0 0 1,052 0 0: 120 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -290: -275 -240 0 -50 0 0 0 0 -15 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 77.8 0.0 21.6 0.0 9.1 0.0 0.0 9.8 0.0 0.0: 1.1 0.6
Old : 100.0: 80.1 77.8 0.0 21.6 0.0 9.1 0.0 0.0 9.8 0.0 0.0: 1.1 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 : 28: 17 18 0 . 0 . 0 0 . 0 0:
Old : 28: 17 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 : 43.3 70.9 71.6 85.1 43.0 64.5 70.0 77.2
Old : 43.3 70.9 71.6 85.1 43.0 64.5 70.0 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 12,597: 9,694 9,407 540 2,940 0 480 0 150 1,558 100 0: 175 0
Old : 12,597: 9,694 9,407 540 2,940 0 480 0 150 1,558 100 0: 175 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -450: -345 -350 0 -75 0 0 0 -25 -55 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 74.7 4.3 23.3 0.0 3.8 0.0 1.2 12.4 0.8 0.0: 1.4 0.0
Old : 100.0: 77.0 74.7 4.3 23.3 0.0 3.8 0.0 1.2 12.4 0.8 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 17 . . 0 . 0 . . . 0:
Old : 31: 21 17 . . 0 . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 72.6 66.7 85.6 42.0 65.2 65.5 76.4
Old : 42.5 72.6 66.7 85.6 42.0 65.2 65.5 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 59,935: 54,291 50,881 0 3,195 3,465 405 205 515 0 0 0: 1,259 1,674
Old : 59,935: 54,291 50,881 0 3,195 3,465 405 205 515 0 0 0: 1,259 1,674
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -3,517: -3,285 -3,062 0 -245 0 20 45 -65 0 0 0: -187 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 84.9 0.0 5.3 5.8 0.7 0.3 0.9 0.0 0.0 0.0: 2.1 2.8
Old : 100.0: 90.6 84.9 0.0 5.3 5.8 0.7 0.3 0.9 0.0 0.0 0.0: 2.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 20 0 . . . . . 0 0 0:
Old : 27: 14 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 : 83.9 69.9 91.7 84.2 75.7 63.7 80.2 76.0
Old : 83.9 69.9 91.7 84.2 75.7 63.7 80.2 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 54,607: 49,932 44,148 0 5,065 2,645 405 205 515 0 0 0: 1,110 2,029
Old : 54,607: 49,932 44,148 0 5,065 2,645 405 205 515 0 0 0: 1,110 2,029
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -3,290: -3,080 -2,733 0 -320 0 20 45 -65 0 0 0: -165 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 80.8 0.0 9.3 4.8 0.7 0.4 0.9 0.0 0.0 0.0: 2.0 3.7
Old : 100.0: 91.4 80.8 0.0 9.3 4.8 0.7 0.4 0.9 0.0 0.0 0.0: 2.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 85.6 73.0 92.4 87.8 77.4 67.3 80.9 78.1
Old : 85.6 73.0 92.4 87.8 77.4 67.3 80.9 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 9,991: 8,855 8,215 550 0 0 0 950 0 0 325 296: 290 205
Old : 9,991: 8,855 8,215 550 0 0 0 950 0 0 325 296: 290 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -810: -745 -645 -50 0 0 0 0 0 0 -160 0: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 82.2 5.5 0.0 0.0 0.0 9.5 0.0 0.0 3.3 3.0: 2.9 2.1
Old : 100.0: 88.6 82.2 5.5 0.0 0.0 0.0 9.5 0.0 0.0 3.3 3.0: 2.9 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 : 21: 12 9 . 0 0 0 . 0 0 . .:
Old : 21: 12 9 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 60.7 87.6 92.9 65.1 60.3 79.2 80.0
Old : 69.6 60.7 87.6 92.9 65.1 60.3 79.2 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 24,390: 24,240 18,010 0 1,200 0 0 5,090 0 0 0 0: 150 90
Old : 24,390: 24,240 18,010 0 1,200 0 0 5,090 0 0 0 0: 150 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,165: -1,145 -875 0 0 0 0 -280 0 0 0 0: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.4 73.8 0.0 4.9 0.0 0.0 20.9 0.0 0.0 0.0 0.0: 0.6 0.4
Old : 100.0: 99.4 73.8 0.0 4.9 0.0 0.0 20.9 0.0 0.0 0.0 0.0: 0.6 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 : 22: 14 12 0 . 0 0 . 0 0 0 0:
Old : 22: 14 12 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 : 71.6 88.5 89.9 97.5 71.2 88.5 89.4 93.3
Old : 71.6 88.5 89.9 97.5 71.2 88.5 89.4 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 69,368: 51,823 65,236 3,950 860 50 9,265 215 20 1,425 0 296: 2,539 2,691
Old : 69,368: 51,823 65,236 3,950 860 50 9,265 215 20 1,425 0 296: 2,539 2,691
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -2,844: -1,735 -2,512 -15 -85 0 -535 -15 0 -345 0 0: -214 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 94.0 5.7 1.2 0.1 13.4 0.3 0.0 2.1 0.0 0.4: 3.7 3.9
Old : 100.0: 74.7 94.0 5.7 1.2 0.1 13.4 0.3 0.0 2.1 0.0 0.4: 3.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 22 . . . . . . . 0 .:
Old : 36: 20 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 : 66.6 59.9 86.1 83.3 66.3 59.9 85.3 83.3
Old : 66.6 59.9 86.1 83.3 66.3 59.9 85.3 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 65,030: 47,833 61,503 2,550 740 820 7,685 0 0 4,510 0 0: 1,632 1,967
Old : 65,030: 47,833 61,503 2,550 740 820 7,685 0 0 4,510 0 0: 1,632 1,967
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -2,965: -1,582 -2,377 -15 -65 0 -535 0 0 -345 0 0: -488 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 94.6 3.9 1.1 1.3 11.8 0.0 0.0 6.9 0.0 0.0: 2.5 3.0
Old : 100.0: 73.6 94.6 3.9 1.1 1.3 11.8 0.0 0.0 6.9 0.0 0.0: 2.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 19 . . . . 0 0 . 0 0:
Old : 34: 19 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 : 65.3 62.1 83.3 83.6 64.8 62.1 81.1 82.7
Old : 65.3 62.1 83.3 83.6 64.8 62.1 81.1 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 25,602: 22,225 19,175 0 990 420 0 4,050 250 1,750 0 0: 957 717
Old : 25,602: 22,225 19,175 0 990 420 0 4,050 250 1,750 0 0: 957 717
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,427: -1,090 -1,045 0 -85 0 0 -200 0 -225 0 0: -112 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 74.9 0.0 3.9 1.6 0.0 15.8 1.0 6.8 0.0 0.0: 3.7 2.8
Old : 100.0: 86.8 74.9 0.0 3.9 1.6 0.0 15.8 1.0 6.8 0.0 0.0: 3.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 16 0 . . 0 . . . 0 0:
Old : 25: 18 16 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 62.2 80.0 83.3 44.1 54.7 56.0 61.6
Old : 52.7 62.2 80.0 83.3 44.1 54.7 56.0 61.6
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 - Options and Futures Combined, July 07, 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 : 22,035: 20,855 20,095 0 510 90 0 600 600 350 0 0: 140 140
Old : 22,035: 20,855 20,095 0 510 90 0 600 600 350 0 0: 140 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,130: -1,050 -1,115 0 15 -15 -50 0 0 0 0 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 91.2 0.0 2.3 0.4 0.0 2.7 2.7 1.6 0.0 0.0: 0.6 0.6
Old : 100.0: 94.6 91.2 0.0 2.3 0.4 0.0 2.7 2.7 1.6 0.0 0.0: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 14 0 . . 0 . . . 0 0:
Old : 26: 20 14 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 61.7 75.5 83.1 41.8 45.0 54.9 57.6
Old : 53.8 61.7 75.5 83.1 41.8 45.0 54.9 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 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 : 26,414: 19,915 17,465 0 2,540 2,295 2,075 1,200 250 640 1,650 69: 1,170 945
Old : 26,414: 19,915 17,465 0 2,540 2,295 2,075 1,200 250 640 1,650 69: 1,170 945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -652: -230 -165 0 -80 -35 -175 0 0 -90 -275 -17: -105 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 66.1 0.0 9.6 8.7 7.9 4.5 0.9 2.4 6.2 0.3: 4.4 3.6
Old : 100.0: 75.4 66.1 0.0 9.6 8.7 7.9 4.5 0.9 2.4 6.2 0.3: 4.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 20 0 . . . . . . . .:
Old : 29: 15 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 : 55.4 42.4 78.8 64.4 49.9 31.0 61.0 47.2
Old : 55.4 42.4 78.8 64.4 49.9 31.0 61.0 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,090: 17,480 14,240 0 3,185 1,425 200 600 650 0 75 205: 1,130 710
Old : 21,090: 17,480 14,240 0 3,185 1,425 200 600 650 0 75 205: 1,130 710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -185: -325 -205 -100 -65 0 25 0 -25 0 5 -5: 245 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 67.5 0.0 15.1 6.8 0.9 2.8 3.1 0.0 0.4 1.0: 5.4 3.4
Old : 100.0: 82.9 67.5 0.0 15.1 6.8 0.9 2.8 3.1 0.0 0.4 1.0: 5.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 15 0 . . . . . 0 . .:
Old : 23: 13 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 : 57.5 46.4 78.9 67.6 47.4 34.2 53.2 48.2
Old : 57.5 46.4 78.9 67.6 47.4 34.2 53.2 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2015