COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 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 : 134,027: 42,043 29,119 911 27,877 7,299 15,208 16,946 8,604 45,705 29,639 12,516: 1,741 2,027
Old : 134,027: 42,043 29,119 911 27,877 7,299 15,208 16,946 8,604 45,705 29,639 12,516: 1,741 2,027
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 1,644: 3,957 1,828 239 -3,812 -193 -5,456 1,041 1,413 2,325 1,658 -331: -310 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 21.7 0.7 20.8 5.4 11.3 12.6 6.4 34.1 22.1 9.3: 1.3 1.5
Old : 100.0: 31.4 21.7 0.7 20.8 5.4 11.3 12.6 6.4 34.1 22.1 9.3: 1.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 17 16 . . 4 . . 5 12 14 16:
Old : 55: 17 16 . . 4 . . 5 12 14 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 35.3 59.2 54.6 30.4 34.1 46.2 48.7
Old : 36.9 35.3 59.2 54.6 30.4 34.1 46.2 48.7
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, September 08, 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 : 31,937: 7,289 11,910 480 5,296 758 5,681 6,355 789 14,529 4,438 1,812: 599 579
Old : 31,937: 7,289 11,910 480 5,296 758 5,681 6,355 789 14,529 4,438 1,812: 599 579
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 776: 573 750 -312 864 -75 -25 -1,254 538 45 -115 17: 15 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 37.3 1.5 16.6 2.4 17.8 19.9 2.5 45.5 13.9 5.7: 1.9 1.8
Old : 100.0: 22.8 37.3 1.5 16.6 2.4 17.8 19.9 2.5 45.5 13.9 5.7: 1.9 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 : 41: 9 10 . 4 . . . 4 8 10 11:
Old : 41: 9 10 . 4 . . . 4 8 10 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 : 64.3 53.1 77.4 72.1 60.0 46.9 71.6 64.1
Old : 64.3 53.1 77.4 72.1 60.0 46.9 71.6 64.1
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, September 08, 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 : 10,683: 809 1,623 2,339 130 2,190 463 1,892 2,859 1,147 1,118 862: 13 9
Old : 10,683: 809 1,623 2,339 130 2,190 463 1,892 2,859 1,147 1,118 862: 13 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 957: 126 83 -77 25 189 0 89 465 150 2 102: 2 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 15.2 21.9 1.2 20.5 4.3 17.7 26.8 10.7 10.5 8.1: 0.1 0.1
Old : 100.0: 7.6 15.2 21.9 1.2 20.5 4.3 17.7 26.8 10.7 10.5 8.1: 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 : 35: 10 7 . . 4 . 4 . 9 6 14:
Old : 35: 10 7 . . 4 . 4 . 9 6 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 : 63.6 62.4 82.8 85.8 26.2 36.2 36.9 40.3
Old : 63.6 62.4 82.8 85.8 26.2 36.2 36.9 40.3
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, September 08, 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 : 145,940: 98,829 114,734 4,162 2,363 10,994 977 1,620 4,179 16,188 1,696 10,164: 448 191
Old : 145,940: 98,829 114,734 4,162 2,363 10,994 977 1,620 4,179 16,188 1,696 10,164: 448 191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -680: -2,268 -462 -473 -394 762 -42 -645 313 386 -1,301 1,112: -471 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 78.6 2.9 1.6 7.5 0.7 1.1 2.9 11.1 1.2 7.0: 0.3 0.1
Old : 100.0: 67.7 78.6 2.9 1.6 7.5 0.7 1.1 2.9 11.1 1.2 7.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 76: 42 47 . . 4 4 . 6 9 8 10:
Old : 76: 42 47 . . 4 4 . 6 9 8 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 30.8 62.7 50.8 27.3 17.3 33.0 28.2
Old : 47.6 30.8 62.7 50.8 27.3 17.3 33.0 28.2
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, September 08, 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 : 66,599: 49,748 53,161 7,890 0 5,246 241 135 1,244 0 4,607 2,206: 24 0
Old : 66,599: 49,748 53,161 7,890 0 5,246 241 135 1,244 0 4,607 2,206: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 1,301: 1,253 1,548 735 0 -659 -2 -54 2 0 517 -52: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 79.8 11.8 0.0 7.9 0.4 0.2 1.9 0.0 6.9 3.3: 0.0 0.0
Old : 100.0: 74.7 79.8 11.8 0.0 7.9 0.4 0.2 1.9 0.0 6.9 3.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 22 . 0 . . . . 0 5 .:
Old : 38: 25 22 . 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 : 62.7 37.4 81.7 65.8 45.5 29.9 51.7 43.7
Old : 62.7 37.4 81.7 65.8 45.5 29.9 51.7 43.7
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, September 08, 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 : 539,984: 477,091 480,206 0 10,060 19,980 28,014 751 6,825 0 14,088 8,074: 0 0
Old : 539,984: 477,091 480,206 0 10,060 19,980 28,014 751 6,825 0 14,088 8,074: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 18,905: 12,150 13,204 0 -4,206 6,755 0 -312 0 0 3,464 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 88.9 0.0 1.9 3.7 5.2 0.1 1.3 0.0 2.6 1.5: 0.0 0.0
Old : 100.0: 88.4 88.9 0.0 1.9 3.7 5.2 0.1 1.3 0.0 2.6 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 20 0 . . . . . 0 . .:
Old : 31: 16 20 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 47.1 75.5 73.3 33.3 37.0 49.9 50.1
Old : 53.0 47.1 75.5 73.3 33.3 37.0 49.9 50.1
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, September 08, 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 : 1,707,549: 1,450,821 1,495,678 132,198 84,086 55,587 4,471 1,920 11,649 29,708 35,514 23,115: 0 0
Old : 1,707,549: 1,450,821 1,495,678 132,198 84,086 55,587 4,471 1,920 11,649 29,708 35,514 23,115: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -75,372: -79,941 -61,076 14,696 -4,857 -5,751 -816 -1,224 0 -2,769 -1,673 -791: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 87.6 7.7 4.9 3.3 0.3 0.1 0.7 1.7 2.1 1.4: 0.0 0.0
Old : 100.0: 85.0 87.6 7.7 4.9 3.3 0.3 0.1 0.7 1.7 2.1 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 33 38 . . . . . . 4 . 4:
Old : 55: 33 38 . . . . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 53.4 74.8 69.4 38.3 34.2 48.7 43.1
Old : 58.8 53.4 74.8 69.4 38.3 34.2 48.7 43.1
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, September 08, 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 : 69,439: 58,711 55,234 0 4,990 4,132 315 472 2,689 1,943 274 1,649: 0 0
Old : 69,439: 58,711 55,234 0 4,990 4,132 315 472 2,689 1,943 274 1,649: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,290: -1,924 -1,450 0 -262 -46 81 -107 -2 -161 -185 -229: -9 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 79.5 0.0 7.2 6.0 0.5 0.7 3.9 2.8 0.4 2.4: 0.0 0.0
Old : 100.0: 84.6 79.5 0.0 7.2 6.0 0.5 0.7 3.9 2.8 0.4 2.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 22 0 . . . . . . . 4:
Old : 37: 24 22 0 . . . . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 64.8 73.5 81.7 32.9 42.2 48.8 50.2
Old : 48.7 64.8 73.5 81.7 32.9 42.2 48.8 50.2
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, September 08, 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 : 602,602: 396,140 563,061 168,716 0 13,120 3,118 0 15,539 2,703 7,616 3,266: 0 0
Old : 602,602: 396,140 563,061 168,716 0 13,120 3,118 0 15,539 2,703 7,616 3,266: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 14,792: -20,221 28,191 44,180 0 -7,544 2,624 0 -3,936 657 -951 -968: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 93.4 28.0 0.0 2.2 0.5 0.0 2.6 0.4 1.3 0.5: 0.0 0.0
Old : 100.0: 65.7 93.4 28.0 0.0 2.2 0.5 0.0 2.6 0.4 1.3 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 15 . 0 . . 0 . . . .:
Old : 31: 19 15 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 76.9 84.0 92.0 59.7 68.1 69.7 74.7
Old : 64.0 76.9 84.0 92.0 59.7 68.1 69.7 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 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 : 486,864: 425,507 445,621 12,525 793 25,000 15,991 0 7,449 392 8,001 0: 0 0
Old : 486,864: 425,507 445,621 12,525 793 25,000 15,991 0 7,449 392 8,001 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -39,818: -36,146 -36,962 -816 0 -1,224 408 0 -816 -431 -23 -793: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 91.5 2.6 0.2 5.1 3.3 0.0 1.5 0.1 1.6 0.0: 0.0 0.0
Old : 100.0: 87.4 91.5 2.6 0.2 5.1 3.3 0.0 1.5 0.1 1.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 29 25 . . . . 0 . . . 0:
Old : 42: 29 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 : 52.4 47.4 75.1 65.3 45.6 45.5 57.4 57.1
Old : 52.4 47.4 75.1 65.3 45.6 45.5 57.4 57.1
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, September 08, 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 : 47,116: 40,969 40,993 345 361 869 1,542 0 1,567 447 1,798 510: 867 1,018
Old : 47,116: 40,969 40,993 345 361 869 1,542 0 1,567 447 1,798 510: 867 1,018
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,554: -2,327 -2,981 -105 213 0 -336 0 0 23 -83 0: 191 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 87.0 0.7 0.8 1.8 3.3 0.0 3.3 0.9 3.8 1.1: 1.8 2.2
Old : 100.0: 87.0 87.0 0.7 0.8 1.8 3.3 0.0 3.3 0.9 3.8 1.1: 1.8 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 : 35: 21 22 . . . . 0 . . . .:
Old : 35: 21 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 : 56.0 55.9 73.8 71.2 52.3 55.1 63.9 68.1
Old : 56.0 55.9 73.8 71.2 52.3 55.1 63.9 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 53,682: 45,524 52,594 6,715 0 760 0 220 0 35 0 25: 623 83
Old : 53,682: 45,524 52,594 6,715 0 760 0 220 0 35 0 25: 623 83
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -4,277: -4,100 -4,196 -165 0 0 0 -25 0 35 -15 -35: -12 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 98.0 12.5 0.0 1.4 0.0 0.4 0.0 0.1 0.0 0.0: 1.2 0.2
Old : 100.0: 84.8 98.0 12.5 0.0 1.4 0.0 0.4 0.0 0.1 0.0 0.0: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 30 28 . 0 . 0 . 0 . 0 .:
Old : 42: 30 28 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 63.5 71.5 79.4 52.1 56.4 62.9 70.9
Old : 55.6 63.5 71.5 79.4 52.1 56.4 62.9 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 2,950: 2,700 2,750 0 100 0 200 0 0 0 50 0: 50 50
Old : 2,950: 2,700 2,750 0 100 0 200 0 0 0 50 0: 50 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,250: -2,300 -1,750 0 -150 0 50 0 0 0 -100 0: 0 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 93.2 0.0 3.4 0.0 6.8 0.0 0.0 0.0 1.7 0.0: 1.7 1.7
Old : 100.0: 91.5 93.2 0.0 3.4 0.0 6.8 0.0 0.0 0.0 1.7 0.0: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 13 0 . 0 . 0 0 0 . 0:
Old : 21: 10 13 0 . 0 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 69.5 89.8 84.7 61.0 55.9 79.7 71.2
Old : 62.7 69.5 89.8 84.7 61.0 55.9 79.7 71.2
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 70,260: 61,776 69,469 7,445 0 20 0 0 80 0 630 0: 939 61
Old : 70,260: 61,776 69,469 7,445 0 20 0 0 80 0 630 0: 939 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -6,380: -6,567 -6,045 280 0 -280 -40 0 0 0 -50 0: 227 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 98.9 10.6 0.0 0.0 0.0 0.0 0.1 0.0 0.9 0.0: 1.3 0.1
Old : 100.0: 87.9 98.9 10.6 0.0 0.0 0.0 0.0 0.1 0.0 0.9 0.0: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 32 29 . 0 . 0 0 . 0 . 0:
Old : 43: 32 29 . 0 . 0 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 64.3 70.8 84.8 52.5 58.0 66.0 77.1
Old : 53.3 64.3 70.8 84.8 52.5 58.0 66.0 77.1
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,400: 17,575 17,140 0 1,660 600 1,200 0 0 0 0 0: 25 0
Old : 19,400: 17,575 17,140 0 1,660 600 1,200 0 0 0 0 0: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 88.4 0.0 8.6 3.1 6.2 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 90.6 88.4 0.0 8.6 3.1 6.2 0.0 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 : 31: 23 16 0 . . . 0 0 0 0 0:
Old : 31: 23 16 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 68.7 71.5 88.4 48.8 60.5 62.9 73.2
Old : 50.4 68.7 71.5 88.4 48.8 60.5 62.9 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 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 : 262,352: 187,088 248,552 69,352 0 0 0 4,656 5,520 0 3,232 392: 0 0
Old : 262,352: 187,088 248,552 69,352 0 0 0 4,656 5,520 0 3,232 392: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 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: 71.3 94.7 26.4 0.0 0.0 0.0 1.8 2.1 0.0 1.2 0.1: 0.0 0.0
Old : 100.0: 71.3 94.7 26.4 0.0 0.0 0.0 1.8 2.1 0.0 1.2 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 22 . 0 0 0 . . 0 . .:
Old : 33: 21 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 : 53.0 66.0 78.7 84.1 52.4 55.5 65.8 62.9
Old : 53.0 66.0 78.7 84.1 52.4 55.5 65.8 62.9
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 7,691: 6,015 6,774 0 191 106 42 0 0 1,339 407 21: 168 192
Old : 7,691: 6,015 6,774 0 191 106 42 0 0 1,339 407 21: 168 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 110: 110 110 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 88.1 0.0 2.5 1.4 0.5 0.0 0.0 17.4 5.3 0.3: 2.2 2.5
Old : 100.0: 78.2 88.1 0.0 2.5 1.4 0.5 0.0 0.0 17.4 5.3 0.3: 2.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 21 0 . . . 0 0 . . .:
Old : 31: 19 21 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 39.0 69.8 66.0 47.9 32.7 59.1 46.5
Old : 50.1 39.0 69.8 66.0 47.9 32.7 59.1 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,435: 17,240 16,660 0 1,195 995 1,180 0 20 0 525 0: 0 40
Old : 19,435: 17,240 16,660 0 1,195 995 1,180 0 20 0 525 0: 0 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 250: 250 50 0 0 0 0 0 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 85.7 0.0 6.1 5.1 6.1 0.0 0.1 0.0 2.7 0.0: 0.0 0.2
Old : 100.0: 88.7 85.7 0.0 6.1 5.1 6.1 0.0 0.1 0.0 2.7 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 : 36: 22 20 0 . . . 0 . 0 . 0:
Old : 36: 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 : 51.8 61.2 73.6 86.1 51.4 53.4 67.4 71.7
Old : 51.8 61.2 73.6 86.1 51.4 53.4 67.4 71.7
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,110: 13,105 12,190 50 520 1,505 0 750 120 0 0 0: 330 25
Old : 15,110: 13,105 12,190 50 520 1,505 0 750 120 0 0 0: 330 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -120: -120 -120 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 80.7 0.3 3.4 10.0 0.0 5.0 0.8 0.0 0.0 0.0: 2.2 0.2
Old : 100.0: 86.7 80.7 0.3 3.4 10.0 0.0 5.0 0.8 0.0 0.0 0.0: 2.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 23 20 . . . 0 . . 0 0 0:
Old : 29: 23 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 : 44.9 55.5 67.4 78.4 22.6 25.6 38.2 39.6
Old : 44.9 55.5 67.4 78.4 22.6 25.6 38.2 39.6
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, September 08, 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 : 17,836: 15,071 12,967 456 2,196 1,398 611 0 131 0 0 0: 169 1,144
Old : 17,836: 15,071 12,967 456 2,196 1,398 611 0 131 0 0 0: 169 1,144
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 59: 18 59 0 -41 41 0 -42 0 0 0 0: 0 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 72.7 2.6 12.3 7.8 3.4 0.0 0.7 0.0 0.0 0.0: 0.9 6.4
Old : 100.0: 84.5 72.7 2.6 12.3 7.8 3.4 0.0 0.7 0.0 0.0 0.0: 0.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 23 21 . . . . 0 . 0 0 0:
Old : 28: 23 21 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 55.3 56.2 75.1 27.8 45.2 46.1 56.2
Old : 32.9 55.3 56.2 75.1 27.8 45.2 46.1 56.2
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 54,430: 48,391 40,544 1,303 2,428 2,110 0 3,325 935 0 3,695 1,110: 581 283
Old : 54,430: 48,391 40,544 1,303 2,428 2,110 0 3,325 935 0 3,695 1,110: 581 283
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,764: -2,468 -1,051 -161 -253 -351 0 -337 -60 0 -785 10: 266 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 74.5 2.4 4.5 3.9 0.0 6.1 1.7 0.0 6.8 2.0: 1.1 0.5
Old : 100.0: 88.9 74.5 2.4 4.5 3.9 0.0 6.1 1.7 0.0 6.8 2.0: 1.1 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 : 40: 28 23 . . . 0 . . 0 4 .:
Old : 40: 28 23 . . . 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 : 47.3 42.0 67.1 62.2 47.1 39.9 62.6 56.2
Old : 47.3 42.0 67.1 62.2 47.1 39.9 62.6 56.2
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, September 08, 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 : 63,411: 56,928 45,557 701 4,114 1,715 299 4,180 1,334 0 4,035 2,380: 54 96
Old : 63,411: 56,928 45,557 701 4,114 1,715 299 4,180 1,334 0 4,035 2,380: 54 96
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,969: -2,610 578 -40 -793 263 118 -323 -70 0 -1,994 360: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 71.8 1.1 6.5 2.7 0.5 6.6 2.1 0.0 6.4 3.8: 0.1 0.2
Old : 100.0: 89.8 71.8 1.1 6.5 2.7 0.5 6.6 2.1 0.0 6.4 3.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 29 28 . . . . . . 0 6 .:
Old : 46: 29 28 . . . . . . 0 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 41.2 63.7 63.5 40.5 38.9 55.5 56.6
Old : 44.3 41.2 63.7 63.5 40.5 38.9 55.5 56.6
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, September 08, 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 : 45,300: 42,435 43,130 760 1,015 1,155 200 0 0 710 0 0: 40 0
Old : 45,300: 42,435 43,130 760 1,015 1,155 200 0 0 710 0 0: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -4,350: -4,075 -4,275 -25 -5 -70 -50 0 0 -120 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 95.2 1.7 2.2 2.5 0.4 0.0 0.0 1.6 0.0 0.0: 0.1 0.0
Old : 100.0: 93.7 95.2 1.7 2.2 2.5 0.4 0.0 0.0 1.6 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 27 15 . . . . 0 0 . 0 0:
Old : 35: 27 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 90.5 75.8 96.1 54.0 86.9 70.1 88.7
Old : 57.4 90.5 75.8 96.1 54.0 86.9 70.1 88.7
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, September 08, 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 : 45,870: 42,510 43,420 1,400 1,330 1,120 0 0 0 740 0 0: 100 0
Old : 45,870: 42,510 43,420 1,400 1,330 1,120 0 0 0 740 0 0: 100 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -4,940: -4,630 -4,810 -35 -60 -70 0 0 0 -195 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 94.7 3.1 2.9 2.4 0.0 0.0 0.0 1.6 0.0 0.0: 0.2 0.0
Old : 100.0: 92.7 94.7 3.1 2.9 2.4 0.0 0.0 0.0 1.6 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 : 55.5 92.5 70.2 95.9 52.9 86.8 66.3 88.7
Old : 55.5 92.5 70.2 95.9 52.9 86.8 66.3 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, September 08, 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 : 330,576: 251,808 278,853 1,177 16,170 10,089 26,367 784 14,040 17,607 1,152 9,488: 0 0
Old : 330,576: 251,808 278,853 1,177 16,170 10,089 26,367 784 14,040 17,607 1,152 9,488: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -24,472: -15,592 -25,223 -858 -443 -1,182 -1,632 -408 0 -7,992 0 2,784: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 84.4 0.4 4.9 3.1 8.0 0.2 4.2 5.3 0.3 2.9: 0.0 0.0
Old : 100.0: 76.2 84.4 0.4 4.9 3.1 8.0 0.2 4.2 5.3 0.3 2.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 30 . . . . . . 4 . .:
Old : 42: 22 30 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 44.1 66.9 62.8 35.9 37.4 54.1 49.9
Old : 44.9 44.1 66.9 62.8 35.9 37.4 54.1 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 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 : 22,587: 15,639 20,048 1,315 342 466 2,070 84 510 2,098 472 366: 123 299
Old : 22,587: 15,639 20,048 1,315 342 466 2,070 84 510 2,098 472 366: 123 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,665: -1,161 -1,527 -21 42 -126 -252 -42 -42 -64 -19 5: -4 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 88.8 5.8 1.5 2.1 9.2 0.4 2.3 9.3 2.1 1.6: 0.5 1.3
Old : 100.0: 69.2 88.8 5.8 1.5 2.1 9.2 0.4 2.3 9.3 2.1 1.6: 0.5 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 : 40: 23 28 . . . . . . . 4 4:
Old : 40: 23 28 . . . . . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 44.7 70.1 66.1 34.9 44.2 61.1 60.5
Old : 41.5 44.7 70.1 66.1 34.9 44.2 61.1 60.5
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 39,233: 21,823 38,028 13,577 0 400 559 108 179 2,468 291 227: 0 0
Old : 39,233: 21,823 38,028 13,577 0 400 559 108 179 2,468 291 227: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,035: -2,299 -2,144 221 0 0 -26 108 -26 130 62 -35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 96.9 34.6 0.0 1.0 1.4 0.3 0.5 6.3 0.7 0.6: 0.0 0.0
Old : 100.0: 55.6 96.9 34.6 0.0 1.0 1.4 0.3 0.5 6.3 0.7 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 : 31: 16 12 . 0 . . . . 4 . .:
Old : 31: 16 12 . 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 : 71.9 85.5 88.0 94.0 63.8 73.1 69.7 75.7
Old : 71.9 85.5 88.0 94.0 63.8 73.1 69.7 75.7
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, September 08, 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 : 470,008: 399,065 440,984 57,563 0 7,070 0 12,506 6,310 0 3,138 0: 0 0
Old : 470,008: 399,065 440,984 57,563 0 7,070 0 12,506 6,310 0 3,138 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -24,024: -22,800 -22,392 408 0 -408 0 816 -1,224 0 -816 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 93.8 12.2 0.0 1.5 0.0 2.7 1.3 0.0 0.7 0.0: 0.0 0.0
Old : 100.0: 84.9 93.8 12.2 0.0 1.5 0.0 2.7 1.3 0.0 0.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 16 . 0 . 0 . . 0 . 0:
Old : 28: 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 : 61.1 91.4 81.7 96.0 58.2 81.0 74.8 84.6
Old : 61.1 91.4 81.7 96.0 58.2 81.0 74.8 84.6
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, September 08, 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 : 36,982: 29,616 33,330 3,354 170 127 616 0 1,824 786 170 468: 191 893
Old : 36,982: 29,616 33,330 3,354 170 127 616 0 1,824 786 170 468: 191 893
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,998: -1,648 -2,788 -105 -42 0 -672 0 0 -405 -63 -105: -63 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 90.1 9.1 0.5 0.3 1.7 0.0 4.9 2.1 0.5 1.3: 0.5 2.4
Old : 100.0: 80.1 90.1 9.1 0.5 0.3 1.7 0.0 4.9 2.1 0.5 1.3: 0.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 17 . . . . 0 . . . .:
Old : 29: 16 17 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 83.7 84.3 91.4 61.7 76.3 77.5 79.2
Old : 62.7 83.7 84.3 91.4 61.7 76.3 77.5 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 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 : 51,220: 36,439 45,389 12,813 742 1,968 0 3,121 0 0 0 0: 0 0
Old : 51,220: 36,439 45,389 12,813 742 1,968 0 3,121 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -6,560: -4,928 -5,336 -1,224 408 -408 0 -1,224 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 88.6 25.0 1.4 3.8 0.0 6.1 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 71.1 88.6 25.0 1.4 3.8 0.0 6.1 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 11 . . . 0 . 0 0 0 0:
Old : 20: 10 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 65.7 90.0 90.1 59.5 56.5 80.0 77.0
Old : 61.1 65.7 90.0 90.1 59.5 56.5 80.0 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 16,864: 12,840 13,043 116 910 1,283 277 0 41 1,777 127 338: 192 1,122
Old : 16,864: 12,840 13,043 116 910 1,283 277 0 41 1,777 127 338: 192 1,122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,109: -835 -1,346 -63 -167 0 -105 0 0 41 -105 -63: -84 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 77.3 0.7 5.4 7.6 1.6 0.0 0.2 10.5 0.8 2.0: 1.1 6.7
Old : 100.0: 76.1 77.3 0.7 5.4 7.6 1.6 0.0 0.2 10.5 0.8 2.0: 1.1 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 16 . . . . 0 . . . .:
Old : 30: 16 16 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 50.3 74.0 67.9 33.6 33.7 50.4 45.2
Old : 53.0 50.3 74.0 67.9 33.6 33.7 50.4 45.2
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, September 08, 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 : 184,288: 132,570 158,769 16,498 5,528 14,467 0 0 0 15,229 0 5,524: 0 0
Old : 184,288: 132,570 158,769 16,498 5,528 14,467 0 0 0 15,229 0 5,524: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -13,480: -12,664 -13,072 -408 408 -408 0 0 0 408 0 -408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 86.2 9.0 3.0 7.9 0.0 0.0 0.0 8.3 0.0 3.0: 0.0 0.0
Old : 100.0: 71.9 86.2 9.0 3.0 7.9 0.0 0.0 0.0 8.3 0.0 3.0: 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: 16 20 . . . 0 0 0 . 0 .:
Old : 29: 16 20 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 53.0 80.2 78.3 46.3 43.8 59.6 64.9
Old : 58.7 53.0 80.2 78.3 46.3 43.8 59.6 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 12,061: 8,116 8,668 2,419 2,010 532 822 0 23 128 232 0: 21 596
Old : 12,061: 8,116 8,668 2,419 2,010 532 822 0 23 128 232 0: 21 596
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,576: -861 -1,389 -83 314 -314 -236 0 -61 0 0 0: -21 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 71.9 20.1 16.7 4.4 6.8 0.0 0.2 1.1 1.9 0.0: 0.2 4.9
Old : 100.0: 67.3 71.9 20.1 16.7 4.4 6.8 0.0 0.2 1.1 1.9 0.0: 0.2 4.9
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 : 29: 16 19 . . . . 0 . . . 0:
Old : 29: 16 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 : 57.9 43.2 74.7 62.7 56.1 35.1 67.4 52.9
Old : 57.9 43.2 74.7 62.7 56.1 35.1 67.4 52.9
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, September 08, 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 : 114,695: 91,153 80,198 13,428 29,440 5,057 3,905 0 0 1,152 0 0: 0 0
Old : 114,695: 91,153 80,198 13,428 29,440 5,057 3,905 0 0 1,152 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -11,032: -8,584 -9,808 816 816 -2,040 -1,224 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 69.9 11.7 25.7 4.4 3.4 0.0 0.0 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.5 69.9 11.7 25.7 4.4 3.4 0.0 0.0 1.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 17 . . . . 0 0 . 0 0:
Old : 25: 18 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 : 60.8 58.4 77.9 80.2 49.9 51.3 62.9 63.6
Old : 60.8 58.4 77.9 80.2 49.9 51.3 62.9 63.6
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 18,817: 10,252 13,851 3,195 0 4,300 404 0 666 0 0 0: 0 0
Old : 18,817: 10,252 13,851 3,195 0 4,300 404 0 666 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 308: 336 154 -182 0 154 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 73.6 17.0 0.0 22.9 2.1 0.0 3.5 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 54.5 73.6 17.0 0.0 22.9 2.1 0.0 3.5 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 15 . 0 . . 0 . 0 0 0:
Old : 22: 13 15 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.4 64.7 90.0 82.7 34.0 31.1 41.7 39.9
Old : 80.4 64.7 90.0 82.7 34.0 31.1 41.7 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 164,228: 131,677 95,614 0 41,216 27,398 5,153 0 0 0 0 0: 0 0
Old : 164,228: 131,677 95,614 0 41,216 27,398 5,153 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 278: -346 934 0 -1,280 624 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 58.2 0.0 25.1 16.7 3.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.2 58.2 0.0 25.1 16.7 3.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 15 0 . . . 0 0 0 0 0:
Old : 20: 12 15 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 70.4 92.3 86.5 37.2 37.6 42.7 45.2
Old : 71.1 70.4 92.3 86.5 37.2 37.6 42.7 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,500: 7,710 7,785 250 450 0 0 200 0 0 0 0: 540 65
Old : 8,500: 7,710 7,785 250 450 0 0 200 0 0 0 0: 540 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,065: -1,020 -915 0 -50 0 0 -100 0 0 0 0: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 91.6 2.9 5.3 0.0 0.0 2.4 0.0 0.0 0.0 0.0: 6.4 0.8
Old : 100.0: 90.7 91.6 2.9 5.3 0.0 0.0 2.4 0.0 0.0 0.0 0.0: 6.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 12 . . 0 0 . 0 0 0 0:
Old : 21: 13 12 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 83.7 87.1 95.1 59.8 78.6 74.5 84.4
Old : 70.3 83.7 87.1 95.1 59.8 78.6 74.5 84.4
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, September 08, 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 : 142,723: 96,016 96,478 5,855 2,406 15,733 488 204 2,749 2,218 5,546 19,283: 380 323
Old : 142,723: 96,016 96,478 5,855 2,406 15,733 488 204 2,749 2,218 5,546 19,283: 380 323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 27,991: 18,060 22,458 1,292 -2,628 3,564 163 80 822 -437 -797 4,964: -437 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 67.6 4.1 1.7 11.0 0.3 0.1 1.9 1.6 3.9 13.5: 0.3 0.2
Old : 100.0: 67.3 67.6 4.1 1.7 11.0 0.3 0.1 1.9 1.6 3.9 13.5: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 16 . . . . . . . . .:
Old : 27: 19 16 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 59.2 77.1 83.6 24.5 33.0 32.1 34.8
Old : 44.1 59.2 77.1 83.6 24.5 33.0 32.1 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,935: 22,320 10,605 1,200 12,630 25 0 675 0 0 0 0: 390 0
Old : 23,935: 22,320 10,605 1,200 12,630 25 0 675 0 0 0 0: 390 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,665: -1,625 -1,085 -60 -490 -15 0 -75 0 0 0 0: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 44.3 5.0 52.8 0.1 0.0 2.8 0.0 0.0 0.0 0.0: 1.6 0.0
Old : 100.0: 93.3 44.3 5.0 52.8 0.1 0.0 2.8 0.0 0.0 0.0 0.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 14 . . . 0 . 0 0 0 0:
Old : 27: 18 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 : 59.2 80.8 83.9 93.2 52.0 76.1 74.2 85.1
Old : 59.2 80.8 83.9 93.2 52.0 76.1 74.2 85.1
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, September 08, 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 : 20,760: 19,265 7,395 925 12,630 0 0 675 0 0 0 0: 570 60
Old : 20,760: 19,265 7,395 925 12,630 0 0 675 0 0 0 0: 570 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,130: -895 -565 -200 -490 0 0 -75 0 0 0 0: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 35.6 4.5 60.8 0.0 0.0 3.3 0.0 0.0 0.0 0.0: 2.7 0.3
Old : 100.0: 92.8 35.6 4.5 60.8 0.0 0.0 3.3 0.0 0.0 0.0 0.0: 2.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 9 . . 0 0 . 0 0 0 0:
Old : 22: 14 9 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 89.1 83.0 98.3 60.8 85.8 77.6 90.1
Old : 65.9 89.1 83.0 98.3 60.8 85.8 77.6 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 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 : 22,599: 22,449 16,589 0 6,010 0 50 0 0 100 0 0: 0 0
Old : 22,599: 22,449 16,589 0 6,010 0 50 0 0 100 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -3,330: -3,280 -2,830 0 -500 0 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.3 73.4 0.0 26.6 0.0 0.2 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 99.3 73.4 0.0 26.6 0.0 0.2 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 18 0 . 0 . 0 0 . 0 0:
Old : 35: 21 18 0 . 0 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 76.1 79.2 90.8 55.9 74.2 74.1 82.6
Old : 58.9 76.1 79.2 90.8 55.9 74.2 74.1 82.6
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, September 08, 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 : 21,285: 21,185 16,025 0 5,260 0 0 0 0 0 0 0: 100 0
Old : 21,285: 21,185 16,025 0 5,260 0 0 0 0 0 0 0: 100 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,916: -2,841 -2,431 0 -485 0 -175 0 0 0 0 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.5 75.3 0.0 24.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.0
Old : 100.0: 99.5 75.3 0.0 24.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 15 0 . 0 0 0 0 0 0 0:
Old : 26: 17 15 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 : 64.2 81.3 81.6 95.7 63.9 79.0 80.8 87.3
Old : 64.2 81.3 81.6 95.7 63.9 79.0 80.8 87.3
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, September 08, 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 : 12,435: 11,855 12,340 250 0 0 0 0 0 0 0 0: 330 95
Old : 12,435: 11,855 12,340 250 0 0 0 0 0 0 0 0: 330 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,220: -1,165 -1,245 0 0 0 -25 0 0 0 0 0: -30 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.3 99.2 2.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.7 0.8
Old : 100.0: 95.3 99.2 2.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 23 10 . 0 0 0 0 0 0 0 0:
Old : 25: 23 10 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 90.8 71.7 98.5 45.0 78.6 62.0 79.9
Old : 47.0 90.8 71.7 98.5 45.0 78.6 62.0 79.9
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,157: 12,317 13,082 500 0 0 0 0 0 0 0 0: 340 75
Old : 13,157: 12,317 13,082 500 0 0 0 0 0 0 0 0: 340 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,610: -1,560 -1,685 0 0 0 -25 0 0 0 0 0: -25 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 99.4 3.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 0.6
Old : 100.0: 93.6 99.4 3.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 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 : 28: 25 12 . 0 0 0 0 0 0 0 0:
Old : 28: 25 12 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 91.5 65.9 98.4 44.5 82.3 60.4 83.7
Old : 45.5 91.5 65.9 98.4 44.5 82.3 60.4 83.7
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 107,706: 91,146 104,581 11,345 0 1,995 700 0 50 2,450 900 0: 20 180
Old : 107,706: 91,146 104,581 11,345 0 1,995 700 0 50 2,450 900 0: 20 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -10,490: -9,475 -10,235 -515 0 0 45 0 -45 -500 -200 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 97.1 10.5 0.0 1.9 0.6 0.0 0.0 2.3 0.8 0.0: 0.0 0.2
Old : 100.0: 84.6 97.1 10.5 0.0 1.9 0.6 0.0 0.0 2.3 0.8 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 : 45: 32 29 4 0 . . 0 . . . 0:
Old : 45: 32 29 4 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 64.3 65.5 83.1 41.0 55.1 57.1 65.4
Old : 42.1 64.3 65.5 83.1 41.0 55.1 57.1 65.4
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, September 08, 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 : 115,165: 97,670 112,165 14,100 0 1,530 950 290 200 600 800 100: 15 80
Old : 115,165: 97,670 112,165 14,100 0 1,530 950 290 200 600 800 100: 15 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -11,516: -10,647 -11,098 -714 0 0 -105 -280 -35 0 -100 0: -15 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 97.4 12.2 0.0 1.3 0.8 0.3 0.2 0.5 0.7 0.1: 0.0 0.1
Old : 100.0: 84.8 97.4 12.2 0.0 1.3 0.8 0.3 0.2 0.5 0.7 0.1: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 36 34 4 0 . . . . . . .:
Old : 52: 36 34 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 65.4 66.6 81.7 41.0 60.2 57.4 69.2
Old : 46.2 65.4 66.6 81.7 41.0 60.2 57.4 69.2
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, September 08, 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 : 138,710: 106,348 113,688 3,227 7,376 7,895 3,002 1,214 795 14,416 4,718 2,854: 173 170
Old : 138,710: 106,348 113,688 3,227 7,376 7,895 3,002 1,214 795 14,416 4,718 2,854: 173 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -6,586: -4,634 -4,143 -819 -1,813 330 2 -20 -162 -1,239 -693 -40: -24 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 82.0 2.3 5.3 5.7 2.2 0.9 0.6 10.4 3.4 2.1: 0.1 0.1
Old : 100.0: 76.7 82.0 2.3 5.3 5.7 2.2 0.9 0.6 10.4 3.4 2.1: 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 : 66: 39 37 . . 4 . 4 . 6 5 6:
Old : 66: 39 37 . . 4 . 4 . 6 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 56.0 50.1 70.2 28.2 50.3 45.5 58.3
Old : 29.7 56.0 50.1 70.2 28.2 50.3 45.5 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 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 : 100,491: 82,823 85,896 9,220 3,970 4,655 110 0 1,300 860 3,190 1,420: 103 60
Old : 100,491: 82,823 85,896 9,220 3,970 4,655 110 0 1,300 860 3,190 1,420: 103 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -3,879: -3,101 -3,458 21 320 -576 -30 0 -20 55 15 -220: -8 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 85.5 9.2 4.0 4.6 0.1 0.0 1.3 0.9 3.2 1.4: 0.1 0.1
Old : 100.0: 82.4 85.5 9.2 4.0 4.6 0.1 0.0 1.3 0.9 3.2 1.4: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 34 32 . . 4 . 0 . . . 4:
Old : 48: 34 32 . . 4 . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 71.7 53.5 80.3 31.3 61.0 44.5 64.8
Old : 34.2 71.7 53.5 80.3 31.3 61.0 44.5 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 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 : 22,775: 21,850 19,860 525 2,300 225 0 175 125 0 0 0: 50 90
Old : 22,775: 21,850 19,860 525 2,300 225 0 175 125 0 0 0: 50 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,035: -2,075 -2,010 -95 -85 0 0 -130 100 0 0 0: 35 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 87.2 2.3 10.1 1.0 0.0 0.8 0.5 0.0 0.0 0.0: 0.2 0.4
Old : 100.0: 95.9 87.2 2.3 10.1 1.0 0.0 0.8 0.5 0.0 0.0 0.0: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 24 10 . . . 0 . . 0 0 0:
Old : 31: 24 10 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 79.8 75.2 95.8 54.7 77.6 74.8 90.0
Old : 54.7 79.8 75.2 95.8 54.7 77.6 74.8 90.0
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,995: 19,155 17,505 525 2,100 125 0 25 150 0 0 0: 40 90
Old : 19,995: 19,155 17,505 525 2,100 125 0 25 150 0 0 0: 40 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,295: -1,325 -1,255 0 0 0 0 -80 50 0 0 0: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 87.5 2.6 10.5 0.6 0.0 0.1 0.8 0.0 0.0 0.0: 0.2 0.5
Old : 100.0: 95.8 87.5 2.6 10.5 0.6 0.0 0.1 0.8 0.0 0.0 0.0: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 22 9 . . . 0 . . 0 0 0:
Old : 28: 22 9 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 83.7 77.3 98.0 58.2 81.3 77.3 89.6
Old : 58.2 83.7 77.3 98.0 58.2 81.3 77.3 89.6
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, September 08, 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 : 27,039: 25,455 21,314 55 3,290 1,110 0 930 145 0 0 0: 274 250
Old : 27,039: 25,455 21,314 55 3,290 1,110 0 930 145 0 0 0: 274 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -970: -915 -915 -10 -10 0 0 5 -30 -50 0 0: 35 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 78.8 0.2 12.2 4.1 0.0 3.4 0.5 0.0 0.0 0.0: 1.0 0.9
Old : 100.0: 94.1 78.8 0.2 12.2 4.1 0.0 3.4 0.5 0.0 0.0 0.0: 1.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 25 24 . . . 0 . . 0 0 0:
Old : 32: 25 24 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 52.6 70.4 70.9 54.5 47.9 64.7 60.4
Old : 57.2 52.6 70.4 70.9 54.5 47.9 64.7 60.4
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, September 08, 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 : 10,640: 8,360 9,790 690 0 690 740 0 160 0 0 0: 0 0
Old : 10,640: 8,360 9,790 690 0 690 740 0 160 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -80: -80 -80 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 92.0 6.5 0.0 6.5 7.0 0.0 1.5 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.6 92.0 6.5 0.0 6.5 7.0 0.0 1.5 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 16 . 0 . . 0 . 0 0 0:
Old : 20: 15 16 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 61.9 72.3 89.0 33.6 54.4 54.1 60.0
Old : 43.9 61.9 72.3 89.0 33.6 54.4 54.1 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 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 : 169,691: 153,894 106,965 1,185 42,189 11,449 0 9,088 0 3,163 0 0: 0 0
Old : 169,691: 153,894 106,965 1,185 42,189 11,449 0 9,088 0 3,163 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 63.0 0.7 24.9 6.7 0.0 5.4 0.0 1.9 0.0 0.0: 0.0 0.0
Old : 100.0: 90.7 63.0 0.7 24.9 6.7 0.0 5.4 0.0 1.9 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 9 . . . 0 . 0 . 0 0:
Old : 20: 8 9 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.6 80.0 97.2 95.2 69.3 57.4 76.7 72.6
Old : 81.6 80.0 97.2 95.2 69.3 57.4 76.7 72.6
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 137,443: 117,850 79,262 448 47,783 4,808 1,925 0 2,540 8,417 1,595 1,456: 0 0
Old : 137,443: 117,850 79,262 448 47,783 4,808 1,925 0 2,540 8,417 1,595 1,456: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 498: 504 3,053 0 -2,555 123 0 0 0 -4 0 -3: -121 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 57.7 0.3 34.8 3.5 1.4 0.0 1.8 6.1 1.2 1.1: 0.0 0.0
Old : 100.0: 85.7 57.7 0.3 34.8 3.5 1.4 0.0 1.8 6.1 1.2 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 17 . . . . 0 . . . .:
Old : 31: 20 17 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 69.8 81.6 83.9 43.1 45.9 54.5 54.2
Old : 61.5 69.8 81.6 83.9 43.1 45.9 54.5 54.2
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, September 08, 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 : 2,841,421: 2,523,406 1,359,374 60,335 1,054,778 257,680 0 169,560 0 0 0 0: 0 29
Old : 2,841,421: 2,523,406 1,359,374 60,335 1,054,778 257,680 0 169,560 0 0 0 0: 0 29
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 49,336: 25,936 53,336 0 -27,400 23,400 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 47.8 2.1 37.1 9.1 0.0 6.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.8 47.8 2.1 37.1 9.1 0.0 6.0 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: 20 16 . . . 0 . 0 0 0 0:
Old : 28: 20 16 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 78.4 89.0 90.7 41.5 48.8 49.8 52.5
Old : 74.0 78.4 89.0 90.7 41.5 48.8 49.8 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 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 : 61,587: 50,495 54,382 2,779 320 4,970 945 0 1,915 483 0 0: 0 0
Old : 61,587: 50,495 54,382 2,779 320 4,970 945 0 1,915 483 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 3,300: 3,300 2,025 -1,275 0 1,275 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 88.3 4.5 0.5 8.1 1.5 0.0 3.1 0.8 0.0 0.0: 0.0 0.0
Old : 100.0: 82.0 88.3 4.5 0.5 8.1 1.5 0.0 3.1 0.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 15 . . . . 0 . . 0 0:
Old : 25: 14 15 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 69.9 79.1 91.7 46.1 61.2 64.8 69.7
Old : 52.2 69.9 79.1 91.7 46.1 61.2 64.8 69.7
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, September 08, 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 : 1,222,245: 737,262 952,320 185,444 0 199,365 23,800 0 70,560 5,814 0 0: 0 0
Old : 1,222,245: 737,262 952,320 185,444 0 199,365 23,800 0 70,560 5,814 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 93,840: 93,840 70,440 -23,400 0 23,400 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 77.9 15.2 0.0 16.3 1.9 0.0 5.8 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 60.3 77.9 15.2 0.0 16.3 1.9 0.0 5.8 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 10 . 0 . . 0 . . 0 0:
Old : 24: 14 10 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 73.6 80.1 92.8 32.3 55.6 48.8 60.0
Old : 51.3 73.6 80.1 92.8 32.3 55.6 48.8 60.0
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,511: 8,670 15,969 7,200 0 300 0 420 0 749 0 130: 462 692
Old : 17,511: 8,670 15,969 7,200 0 300 0 420 0 749 0 130: 462 692
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,606: -1,210 -1,578 150 0 -150 0 -30 0 -363 0 0: -33 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 91.2 41.1 0.0 1.7 0.0 2.4 0.0 4.3 0.0 0.7: 2.6 4.0
Old : 100.0: 49.5 91.2 41.1 0.0 1.7 0.0 2.4 0.0 4.3 0.0 0.7: 2.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 11 . 0 . 0 . 0 . 0 .:
Old : 22: 9 11 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.7 75.2 93.6 89.3 81.0 75.2 91.1 87.7
Old : 82.7 75.2 93.6 89.3 81.0 75.2 91.1 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,918: 7,856 18,293 10,645 0 375 0 420 0 508 60 70: 464 700
Old : 19,918: 7,856 18,293 10,645 0 375 0 420 0 508 60 70: 464 700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,357: -1,110 -1,427 -25 0 0 0 -30 0 -152 -15 -35: -35 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 91.8 53.4 0.0 1.9 0.0 2.1 0.0 2.6 0.3 0.4: 2.3 3.5
Old : 100.0: 39.4 91.8 53.4 0.0 1.9 0.0 2.1 0.0 2.6 0.3 0.4: 2.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 12 . 0 . 0 . 0 . . .:
Old : 20: 7 12 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.2 70.0 96.9 89.0 84.5 70.0 91.4 87.7
Old : 87.2 70.0 96.9 89.0 84.5 70.0 91.4 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 29,541: 25,183 22,113 560 4,778 110 750 0 0 1,958 2,170 350: 630 20
Old : 29,541: 25,183 22,113 560 4,778 110 750 0 0 1,958 2,170 350: 630 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,715: -1,630 -1,394 25 -296 -25 -75 0 0 0 50 -50: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 74.9 1.9 16.2 0.4 2.5 0.0 0.0 6.6 7.3 1.2: 2.1 0.1
Old : 100.0: 85.2 74.9 1.9 16.2 0.4 2.5 0.0 0.0 6.6 7.3 1.2: 2.1 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 : 32: 18 20 . . . . 0 0 . . .:
Old : 32: 18 20 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 43.2 78.1 70.1 51.2 42.9 65.9 63.9
Old : 62.0 43.2 78.1 70.1 51.2 42.9 65.9 63.9
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,030: 18,869 18,083 0 3,545 1,342 360 0 0 1,675 0 60: 724 0
Old : 23,030: 18,869 18,083 0 3,545 1,342 360 0 0 1,675 0 60: 724 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,108: -802 -838 0 -142 -128 -90 0 0 -162 0 0: 74 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 78.5 0.0 15.4 5.8 1.6 0.0 0.0 7.3 0.0 0.3: 3.1 0.0
Old : 100.0: 81.9 78.5 0.0 15.4 5.8 1.6 0.0 0.0 7.3 0.0 0.3: 3.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 20 0 . . . 0 0 . 0 .:
Old : 29: 16 20 0 . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 53.8 75.5 77.5 33.2 36.3 52.0 51.1
Old : 47.8 53.8 75.5 77.5 33.2 36.3 52.0 51.1
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,907: 26,432 14,716 1,544 13,523 32 0 100 150 90 50 300: 359 36
Old : 28,907: 26,432 14,716 1,544 13,523 32 0 100 150 90 50 300: 359 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 101: -59 -1,300 -55 1,020 0 0 85 -50 -160 50 300: 125 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 50.9 5.3 46.8 0.1 0.0 0.3 0.5 0.3 0.2 1.0: 1.2 0.1
Old : 100.0: 91.4 50.9 5.3 46.8 0.1 0.0 0.3 0.5 0.3 0.2 1.0: 1.2 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 : 34: 22 23 . . . 0 . . . . .:
Old : 34: 22 23 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 69.4 82.6 85.8 62.3 69.1 79.1 84.7
Old : 65.2 69.4 82.6 85.8 62.3 69.1 79.1 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,960: 22,645 15,403 0 7,627 460 600 470 0 0 0 0: 255 0
Old : 23,960: 22,645 15,403 0 7,627 460 600 470 0 0 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -360: -719 -193 0 -161 274 0 20 0 0 0 0: 85 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 64.3 0.0 31.8 1.9 2.5 2.0 0.0 0.0 0.0 0.0: 1.1 0.0
Old : 100.0: 94.5 64.3 0.0 31.8 1.9 2.5 2.0 0.0 0.0 0.0 0.0: 1.1 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 : 33: 22 21 0 . . . . 0 0 0 0:
Old : 33: 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 : 64.2 63.2 80.4 82.2 61.8 61.3 74.5 79.3
Old : 64.2 63.2 80.4 82.2 61.8 61.3 74.5 79.3
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, September 08, 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 : 14,959: 11,956 12,694 2,718 1,085 100 0 760 0 0 0 0: 185 320
Old : 14,959: 11,956 12,694 2,718 1,085 100 0 760 0 0 0 0: 185 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -865: -723 -880 -175 -205 -50 0 -50 0 0 0 0: 83 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 84.9 18.2 7.3 0.7 0.0 5.1 0.0 0.0 0.0 0.0: 1.2 2.1
Old : 100.0: 79.9 84.9 18.2 7.3 0.7 0.0 5.1 0.0 0.0 0.0 0.0: 1.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 10 . . . 0 . 0 0 0 0:
Old : 25: 15 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 58.6 84.9 87.4 57.7 55.7 84.6 83.1
Old : 57.7 58.6 84.9 87.4 57.7 55.7 84.6 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,206: 6,568 10,557 3,618 269 120 0 0 0 0 0 0: 900 260
Old : 11,206: 6,568 10,557 3,618 269 120 0 0 0 0 0 0: 900 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -343: -313 -170 -115 -18 0 0 0 0 0 0 0: 85 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 94.2 32.3 2.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 2.3
Old : 100.0: 58.6 94.2 32.3 2.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . 0 0 0 0 0 0:
Old : 20: 12 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 78.5 78.9 93.3 53.3 75.0 77.7 88.8
Old : 53.3 78.5 78.9 93.3 53.3 75.0 77.7 88.8
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, September 08, 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 : 33,815: 29,256 25,405 1,135 4,480 1,125 0 1,745 230 1,825 600 0: 244 230
Old : 33,815: 29,256 25,405 1,135 4,480 1,125 0 1,745 230 1,825 600 0: 244 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,125: -1,030 -1,060 -40 35 -35 0 -35 -15 0 0 0: -5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 75.1 3.4 13.2 3.3 0.0 5.2 0.7 5.4 1.8 0.0: 0.7 0.7
Old : 100.0: 86.5 75.1 3.4 13.2 3.3 0.0 5.2 0.7 5.4 1.8 0.0: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 22 . . . 0 . . . . 0:
Old : 37: 25 22 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 52.9 67.5 76.1 51.1 49.6 65.7 70.4
Old : 51.8 52.9 67.5 76.1 51.1 49.6 65.7 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 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 : 12,526: 10,319 9,681 0 2,825 0 975 0 0 1,062 0 0: 170 20
Old : 12,526: 10,319 9,681 0 2,825 0 975 0 0 1,062 0 0: 170 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -495: -395 -445 0 -50 0 0 0 0 -90 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 77.3 0.0 22.6 0.0 7.8 0.0 0.0 8.5 0.0 0.0: 1.4 0.2
Old : 100.0: 82.4 77.3 0.0 22.6 0.0 7.8 0.0 0.0 8.5 0.0 0.0: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 0 . 0 . 0 0 . 0 0:
Old : 26: 17 16 0 . 0 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 74.5 72.9 89.3 41.2 66.9 69.5 78.3
Old : 42.0 74.5 72.9 89.3 41.2 66.9 69.5 78.3
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,404: 10,304 10,167 540 3,112 0 480 0 100 1,705 0 0: 275 25
Old : 13,404: 10,304 10,167 540 3,112 0 480 0 100 1,705 0 0: 275 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -845: -700 -655 0 -100 0 0 0 -25 -140 -50 0: 20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 75.9 4.0 23.2 0.0 3.6 0.0 0.7 12.7 0.0 0.0: 2.1 0.2
Old : 100.0: 76.9 75.9 4.0 23.2 0.0 3.6 0.0 0.7 12.7 0.0 0.0: 2.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 22 18 . . 0 . 0 . . 0 0:
Old : 29: 22 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 : 43.3 76.3 68.7 89.3 43.1 70.4 67.9 79.7
Old : 43.3 76.3 68.7 89.3 43.1 70.4 67.9 79.7
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, September 08, 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 : 53,588: 48,286 45,284 0 2,805 3,465 445 295 385 0 0 0: 1,007 1,354
Old : 53,588: 48,286 45,284 0 2,805 3,465 445 295 385 0 0 0: 1,007 1,354
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -3,735: -3,505 -3,390 0 -195 0 20 45 -65 0 0 0: -185 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 84.5 0.0 5.2 6.5 0.8 0.6 0.7 0.0 0.0 0.0: 1.9 2.5
Old : 100.0: 90.1 84.5 0.0 5.2 6.5 0.8 0.6 0.7 0.0 0.0 0.0: 1.9 2.5
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: 14 19 0 . . . . . 0 0 0:
Old : 27: 14 19 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 67.6 92.8 84.3 75.8 60.7 79.8 74.3
Old : 84.4 67.6 92.8 84.3 75.8 60.7 79.8 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,242: 43,867 38,897 0 4,425 2,645 445 295 385 0 0 0: 900 1,595
Old : 48,242: 43,867 38,897 0 4,425 2,645 445 295 385 0 0 0: 900 1,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -3,210: -3,000 -2,652 0 -320 0 20 45 -65 0 0 0: -165 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 80.6 0.0 9.2 5.5 0.9 0.6 0.8 0.0 0.0 0.0: 1.9 3.3
Old : 100.0: 90.9 80.6 0.0 9.2 5.5 0.9 0.6 0.8 0.0 0.0 0.0: 1.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 17 0 . . . . . 0 0 0:
Old : 24: 14 17 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.2 70.8 92.6 88.4 76.2 64.4 80.0 75.7
Old : 86.2 70.8 92.6 88.4 76.2 64.4 80.0 75.7
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, September 08, 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 : 22,450: 22,360 16,320 0 1,200 0 0 4,890 0 0 0 0: 90 40
Old : 22,450: 22,360 16,320 0 1,200 0 0 4,890 0 0 0 0: 90 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,165: -1,130 -850 0 0 0 0 -280 0 0 0 0: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.6 72.7 0.0 5.3 0.0 0.0 21.8 0.0 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 99.6 72.7 0.0 5.3 0.0 0.0 21.8 0.0 0.0 0.0 0.0: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 11 0 . 0 0 . 0 0 0 0:
Old : 22: 15 11 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 87.7 90.3 97.9 69.7 87.7 89.8 94.0
Old : 70.1 87.7 90.3 97.9 69.7 87.7 89.8 94.0
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, September 08, 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 : 67,439: 51,706 63,360 4,095 690 50 7,445 0 0 1,005 0 296: 2,842 3,043
Old : 67,439: 51,706 63,360 4,095 690 50 7,445 0 0 1,005 0 296: 2,842 3,043
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -3,872: -3,121 -3,728 -15 -85 0 -550 -150 -20 -210 0 0: 44 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 94.0 6.1 1.0 0.1 11.0 0.0 0.0 1.5 0.0 0.4: 4.2 4.5
Old : 100.0: 76.7 94.0 6.1 1.0 0.1 11.0 0.0 0.0 1.5 0.0 0.4: 4.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 21 . . . . 0 0 . 0 .:
Old : 35: 20 21 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 58.8 87.0 81.0 68.5 58.8 86.3 80.9
Old : 68.7 58.8 87.0 81.0 68.5 58.8 86.3 80.9
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, September 08, 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 : 63,353: 48,362 60,492 2,895 610 650 6,720 0 0 3,390 0 0: 1,336 1,601
Old : 63,353: 48,362 60,492 2,895 610 650 6,720 0 0 3,390 0 0: 1,336 1,601
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -3,585: -2,694 -3,059 85 -65 -85 -140 0 0 -410 0 0: -341 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 95.5 4.6 1.0 1.0 10.6 0.0 0.0 5.4 0.0 0.0: 2.1 2.5
Old : 100.0: 76.3 95.5 4.6 1.0 1.0 10.6 0.0 0.0 5.4 0.0 0.0: 2.1 2.5
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 : 33: 18 21 . . . . 0 0 . 0 0:
Old : 33: 18 21 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 59.5 85.4 80.5 64.3 59.3 83.1 80.3
Old : 65.1 59.5 85.4 80.5 64.3 59.3 83.1 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 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 : 25,208: 22,875 19,165 0 1,320 420 0 3,550 250 900 0 0: 763 503
Old : 25,208: 22,875 19,165 0 1,320 420 0 3,550 250 900 0 0: 763 503
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -957: -435 -465 0 -135 0 0 -250 0 -425 0 0: -97 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 76.0 0.0 5.2 1.7 0.0 14.1 1.0 3.6 0.0 0.0: 3.0 2.0
Old : 100.0: 90.7 76.0 0.0 5.2 1.7 0.0 14.1 1.0 3.6 0.0 0.0: 3.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 15 0 . . 0 . . . 0 0:
Old : 25: 18 15 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 68.6 76.7 87.4 41.8 60.3 58.7 67.9
Old : 50.8 68.6 76.7 87.4 41.8 60.3 58.7 67.9
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,250: 22,630 20,140 0 1,740 60 0 750 450 0 0 0: 110 110
Old : 23,250: 22,630 20,140 0 1,740 60 0 750 450 0 0 0: 110 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -690: -410 -675 0 15 -15 0 75 -75 -175 0 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.3 86.6 0.0 7.5 0.3 0.0 3.2 1.9 0.0 0.0 0.0: 0.5 0.5
Old : 100.0: 97.3 86.6 0.0 7.5 0.3 0.0 3.2 1.9 0.0 0.0 0.0: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 20 14 0 . . 0 . . 0 0 0:
Old : 25: 20 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 : 48.3 64.0 76.2 84.8 39.0 49.4 53.3 60.6
Old : 48.3 64.0 76.2 84.8 39.0 49.4 53.3 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 14,595: 7,475 11,085 400 1,150 350 1,200 1,550 300 4,650 0 0: 220 160
Old : 14,595: 7,475 11,085 400 1,150 350 1,200 1,550 300 4,650 0 0: 220 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,240: 840 -975 -100 50 -50 0 -225 0 -1,875 0 0: -55 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 76.0 2.7 7.9 2.4 8.2 10.6 2.1 31.9 0.0 0.0: 1.5 1.1
Old : 100.0: 51.2 76.0 2.7 7.9 2.4 8.2 10.6 2.1 31.9 0.0 0.0: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 8 . . . . . . . 0 0:
Old : 21: 13 8 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 69.0 81.1 97.3 61.7 58.4 75.1 77.0
Old : 62.4 69.0 81.1 97.3 61.7 58.4 75.1 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,439: 21,150 19,815 0 1,380 2,825 1,725 1,200 250 400 1,100 69: 1,020 800
Old : 27,439: 21,150 19,815 0 1,380 2,825 1,725 1,200 250 400 1,100 69: 1,020 800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -275: -530 105 0 -630 565 -175 0 0 -90 -275 0: -45 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 72.2 0.0 5.0 10.3 6.3 4.4 0.9 1.5 4.0 0.3: 3.7 2.9
Old : 100.0: 77.1 72.2 0.0 5.0 10.3 6.3 4.4 0.9 1.5 4.0 0.3: 3.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 20 0 . . . . . . . .:
Old : 30: 14 20 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 38.5 78.5 61.2 47.2 24.9 51.9 41.1
Old : 57.8 38.5 78.5 61.2 47.2 24.9 51.9 41.1
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, September 08, 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 : 24,355: 20,070 18,260 0 2,155 2,125 200 600 650 325 0 0: 985 565
Old : 24,355: 20,070 18,260 0 2,155 2,125 200 600 650 325 0 0: 985 565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 85: -330 320 0 -515 500 0 0 0 140 0 -140: -85 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 75.0 0.0 8.8 8.7 0.8 2.5 2.7 1.3 0.0 0.0: 4.0 2.3
Old : 100.0: 82.4 75.0 0.0 8.8 8.7 0.8 2.5 2.7 1.3 0.0 0.0: 4.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 17 0 . . . . . . 0 0:
Old : 26: 15 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 : 58.1 52.5 79.9 72.0 46.1 30.3 50.9 46.1
Old : 58.1 52.5 79.9 72.0 46.1 30.3 50.9 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2015