COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 144,135: 42,039 29,847 1,480 28,558 8,071 16,947 18,229 13,648 47,819 31,554 13,357: 774 871
Old : 144,135: 42,039 29,847 1,480 28,558 8,071 16,947 18,229 13,648 47,819 31,554 13,357: 774 871
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -7,409: -6,007 335 300 -1,329 132 2,576 -38 -4,043 831 -1,411 -1,081: -117 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 20.7 1.0 19.8 5.6 11.8 12.6 9.5 33.2 21.9 9.3: 0.5 0.6
Old : 100.0: 29.2 20.7 1.0 19.8 5.6 11.8 12.6 9.5 33.2 21.9 9.3: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 16 16 . . 5 4 . 4 15 14 22:
Old : 60: 16 16 . . 5 4 . 4 15 14 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 39.5 58.9 59.9 31.7 34.1 45.1 47.4
Old : 36.7 39.5 58.9 59.9 31.7 34.1 45.1 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,700: 10,133 7,290 270 14,023 352 5,560 6,613 2,478 15,948 4,010 2,579: 380 355
Old : 37,700: 10,133 7,290 270 14,023 352 5,560 6,613 2,478 15,948 4,010 2,579: 380 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -1,962: 960 -2,829 -352 2,082 -147 -278 139 -365 -604 164 -931: -245 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 19.3 0.7 37.2 0.9 14.7 17.5 6.6 42.3 10.6 6.8: 1.0 0.9
Old : 100.0: 26.9 19.3 0.7 37.2 0.9 14.7 17.5 6.6 42.3 10.6 6.8: 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 : 44: 15 9 . 4 . . 4 4 10 9 13:
Old : 44: 15 9 . 4 . . 4 4 10 9 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 55.8 77.9 80.6 55.6 50.3 64.7 64.8
Old : 58.7 55.8 77.9 80.6 55.6 50.3 64.7 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,798: 1,092 1,647 2,257 248 3,315 783 2,559 3,670 1,466 1,149 1,208: 6 1
Old : 13,798: 1,092 1,647 2,257 248 3,315 783 2,559 3,670 1,466 1,149 1,208: 6 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -510: -6 -94 -126 -19 -32 -92 57 -263 166 -3 -155: -2 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 11.9 16.4 1.8 24.0 5.7 18.5 26.6 10.6 8.3 8.8: 0.0 0.0
Old : 100.0: 7.9 11.9 16.4 1.8 24.0 5.7 18.5 26.6 10.6 8.3 8.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 10 7 . . 4 . . 4 11 6 13:
Old : 36: 10 7 . . 4 . . 4 11 6 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 59.8 79.4 83.7 21.6 31.9 31.4 35.9
Old : 61.1 59.8 79.4 83.7 21.6 31.9 31.4 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465G
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,522: 536 0 5,429 0 1,455 1,157 8,311 5,371 1,663 474 911: 0 0
Old : 16,522: 536 0 5,429 0 1,455 1,157 8,311 5,371 1,663 474 911: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 145: -42 0 -173 0 -38 155 -546 142 -68 417 170: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 32.9 0.0 8.8 7.0 50.3 32.5 10.1 2.9 5.5: 0.0 0.0
Old : 100.0: 3.2 0.0 32.9 0.0 8.8 7.0 50.3 32.5 10.1 2.9 5.5: 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 : 20: 4 0 4 0 4 . . . 6 . 5:
Old : 20: 4 0 4 0 4 . . . 6 . 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 : 56.6 87.2 84.8 97.2 37.5 52.9 49.0 53.2
Old : 56.6 87.2 84.8 97.2 37.5 52.9 49.0 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 163,662: 110,904 125,758 3,643 1,904 13,125 1,379 2,080 1,974 19,962 6,605 11,766: 909 450
Old : 163,662: 110,904 125,758 3,643 1,904 13,125 1,379 2,080 1,974 19,962 6,605 11,766: 909 450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 2,250: 1,497 1,583 137 -303 208 153 -235 41 326 1,115 9: -122 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 76.8 2.2 1.2 8.0 0.8 1.3 1.2 12.2 4.0 7.2: 0.6 0.3
Old : 100.0: 67.8 76.8 2.2 1.2 8.0 0.8 1.3 1.2 12.2 4.0 7.2: 0.6 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 : 82: 44 45 . . 4 . 5 7 8 13 16:
Old : 82: 44 45 . . 4 . 5 7 8 13 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 : 44.0 32.1 59.2 50.9 22.9 17.1 28.4 26.0
Old : 44.0 32.1 59.2 50.9 22.9 17.1 28.4 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,177: 40,643 47,662 8,205 0 1,628 131 280 77 77 1,113 392: 24 24
Old : 51,177: 40,643 47,662 8,205 0 1,628 131 280 77 77 1,113 392: 24 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -5,469: -5,440 -3,583 -90 0 -75 131 -155 -23 0 -1,661 28: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 93.1 16.0 0.0 3.2 0.3 0.5 0.2 0.2 2.2 0.8: 0.0 0.0
Old : 100.0: 79.4 93.1 16.0 0.0 3.2 0.3 0.5 0.2 0.2 2.2 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 23 19 . 0 . . . . . 5 .:
Old : 36: 23 19 . 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 : 52.6 43.9 78.4 76.3 45.9 33.9 58.6 53.1
Old : 52.6 43.9 78.4 76.3 45.9 33.9 58.6 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 444,034: 421,066 405,598 532 0 18,826 0 602 1,330 0 15,398 2,280: 0 0
Old : 444,034: 421,066 405,598 532 0 18,826 0 602 1,330 0 15,398 2,280: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -64,217: -65,512 -51,636 532 -7,775 -532 0 -323 319 0 -5,246 976: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 91.3 0.1 0.0 4.2 0.0 0.1 0.3 0.0 3.5 0.5: 0.0 0.0
Old : 100.0: 94.8 91.3 0.1 0.0 4.2 0.0 0.1 0.3 0.0 3.5 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 16 . 0 . 0 . . 0 . .:
Old : 30: 18 16 . 0 . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 58.4 76.7 82.1 40.1 48.6 65.3 62.8
Old : 47.3 58.4 76.7 82.1 40.1 48.6 65.3 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,686,006: 1,478,506 1,497,888 125,937 81,238 41,840 4,795 784 0 18,419 47,747 16,509: 0 0
Old : 1,686,006: 1,478,506 1,497,888 125,937 81,238 41,840 4,795 784 0 18,419 47,747 16,509: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -4,628: 5,816 -4,825 -13,311 -2,228 2,466 0 0 0 0 -443 401: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 88.8 7.5 4.8 2.5 0.3 0.0 0.0 1.1 2.8 1.0: 0.0 0.0
Old : 100.0: 87.7 88.8 7.5 4.8 2.5 0.3 0.0 0.0 1.1 2.8 1.0: 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 : 58: 34 37 . . . . . 0 4 5 4:
Old : 58: 34 37 . . . . . 0 4 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 55.7 72.0 69.3 37.6 36.8 48.4 46.0
Old : 56.4 55.7 72.0 69.3 37.6 36.8 48.4 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,684: 68,443 62,771 0 3,804 2,912 0 2,137 272 1,292 999 765: 0 24
Old : 73,684: 68,443 62,771 0 3,804 2,912 0 2,137 272 1,292 999 765: 0 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -769: 6 859 0 -1,480 77 0 -136 -9 -395 344 -424: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 85.2 0.0 5.2 4.0 0.0 2.9 0.4 1.8 1.4 1.0: 0.0 0.0
Old : 100.0: 92.9 85.2 0.0 5.2 4.0 0.0 2.9 0.4 1.8 1.4 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 20 0 . . 0 . . . 6 .:
Old : 36: 21 20 0 . . 0 . . . 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 57.8 82.0 77.9 43.9 46.2 60.4 54.8
Old : 60.0 57.8 82.0 77.9 43.9 46.2 60.4 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 593,076: 419,070 576,396 167,716 0 1,312 0 0 0 114 10,504 4,864: 0 0
Old : 593,076: 419,070 576,396 167,716 0 1,312 0 0 0 114 10,504 4,864: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 6,427: 11,029 3,155 -5,914 0 1,312 0 0 0 -976 984 976: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 97.2 28.3 0.0 0.2 0.0 0.0 0.0 0.0 1.8 0.8: 0.0 0.0
Old : 100.0: 70.7 97.2 28.3 0.0 0.2 0.0 0.0 0.0 0.0 1.8 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 19 . 0 . 0 0 0 . . .:
Old : 33: 20 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 : 60.2 75.5 82.9 91.3 56.6 67.8 71.0 75.7
Old : 60.2 75.5 82.9 91.3 56.6 67.8 71.0 75.7
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 477,773: 424,861 451,220 26,718 0 25,401 0 0 0 401 760 392: 0 0
Old : 477,773: 424,861 451,220 26,718 0 25,401 0 0 0 401 760 392: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -9,076: -7,909 -9,076 -383 0 0 0 0 0 -784 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 94.4 5.6 0.0 5.3 0.0 0.0 0.0 0.1 0.2 0.1: 0.0 0.0
Old : 100.0: 88.9 94.4 5.6 0.0 5.3 0.0 0.0 0.0 0.1 0.2 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 : 40: 27 29 . 0 . 0 0 0 . . .:
Old : 40: 27 29 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 48.0 74.2 68.6 47.9 44.6 62.1 58.2
Old : 53.7 48.0 74.2 68.6 47.9 44.6 62.1 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 45,066: 41,180 39,988 26 339 1,890 86 0 0 757 1,699 277: 850 873
Old : 45,066: 41,180 39,988 26 339 1,890 86 0 0 757 1,699 277: 850 873
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 13: 35 -9 0 0 0 0 0 0 41 0 0: -63 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 88.7 0.1 0.8 4.2 0.2 0.0 0.0 1.7 3.8 0.6: 1.9 1.9
Old : 100.0: 91.4 88.7 0.1 0.8 4.2 0.2 0.0 0.0 1.7 3.8 0.6: 1.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 28 23 . . . . 0 0 . . .:
Old : 39: 28 23 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 57.5 74.7 73.8 50.2 55.4 67.7 69.7
Old : 52.5 57.5 74.7 73.8 50.2 55.4 67.7 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,172: 48,063 52,637 4,395 0 1,365 0 0 0 0 40 60: 289 70
Old : 54,172: 48,063 52,637 4,395 0 1,365 0 0 0 0 40 60: 289 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 2,137: 1,935 2,190 185 0 50 0 0 0 0 0 0: -33 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 97.2 8.1 0.0 2.5 0.0 0.0 0.0 0.0 0.1 0.1: 0.5 0.1
Old : 100.0: 88.7 97.2 8.1 0.0 2.5 0.0 0.0 0.0 0.0 0.1 0.1: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 34 32 . 0 . 0 0 0 0 . .:
Old : 46: 34 32 . 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 : 48.9 58.6 67.0 76.2 45.0 46.6 55.7 62.5
Old : 48.9 58.6 67.0 76.2 45.0 46.6 55.7 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,065: 64,495 69,356 5,250 0 765 50 0 0 0 655 0: 505 289
Old : 71,065: 64,495 69,356 5,250 0 765 50 0 0 0 655 0: 505 289
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 4,232: 3,875 4,020 455 0 25 50 0 0 0 0 0: -173 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 97.6 7.4 0.0 1.1 0.1 0.0 0.0 0.0 0.9 0.0: 0.7 0.4
Old : 100.0: 90.8 97.6 7.4 0.0 1.1 0.1 0.0 0.0 0.0 0.9 0.0: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 33 33 . 0 . . 0 0 0 . 0:
Old : 46: 33 33 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 54.2 65.3 80.3 45.6 46.9 61.1 70.5
Old : 46.3 54.2 65.3 80.3 45.6 46.9 61.1 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,779: 18,354 16,279 0 2,190 190 0 0 0 100 0 0: 135 120
Old : 18,779: 18,354 16,279 0 2,190 190 0 0 0 100 0 0: 135 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 170: 170 170 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.7 86.7 0.0 11.7 1.0 0.0 0.0 0.0 0.5 0.0 0.0: 0.7 0.6
Old : 100.0: 97.7 86.7 0.0 11.7 1.0 0.0 0.0 0.0 0.5 0.0 0.0: 0.7 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 : 30: 21 19 0 . . 0 0 0 . 0 0:
Old : 30: 21 19 0 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 65.0 78.8 84.9 56.7 62.1 68.6 74.0
Old : 60.5 65.0 78.8 84.9 56.7 62.1 68.6 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 249,984: 183,016 248,808 65,008 0 0 0 0 0 784 0 1,176: 0 0
Old : 249,984: 183,016 248,808 65,008 0 0 0 0 0 784 0 1,176: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 1,568: 1,176 1,568 392 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 99.5 26.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0 0.5: 0.0 0.0
Old : 100.0: 73.2 99.5 26.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 20 . 0 0 0 0 0 . 0 .:
Old : 33: 23 20 . 0 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 66.1 80.7 85.1 56.6 59.0 72.7 71.6
Old : 56.7 66.1 80.7 85.1 56.6 59.0 72.7 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,370: 7,522 8,846 0 0 0 317 0 0 1,316 140 0: 215 384
Old : 9,370: 7,522 8,846 0 0 0 317 0 0 1,316 140 0: 215 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 2: 2 -41 0 0 0 0 0 0 0 0 0: 0 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 94.4 0.0 0.0 0.0 3.4 0.0 0.0 14.0 1.5 0.0: 2.3 4.1
Old : 100.0: 80.3 94.4 0.0 0.0 0.0 3.4 0.0 0.0 14.0 1.5 0.0: 2.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 20 0 0 0 . 0 0 . . 0:
Old : 29: 18 20 0 0 0 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 55.8 73.2 76.8 57.7 51.5 69.3 62.3
Old : 58.1 55.8 73.2 76.8 57.7 51.5 69.3 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 6,855: 6,080 6,510 300 0 0 0 150 0 50 25 50: 375 120
Old : 6,855: 6,080 6,510 300 0 0 0 150 0 50 25 50: 375 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 95.0 4.4 0.0 0.0 0.0 2.2 0.0 0.7 0.4 0.7: 5.5 1.8
Old : 100.0: 88.7 95.0 4.4 0.0 0.0 0.0 2.2 0.0 0.7 0.4 0.7: 5.5 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 : 20: 11 11 . 0 0 0 . 0 . . .:
Old : 20: 11 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 : 60.0 64.9 84.5 91.7 32.7 39.8 46.5 48.4
Old : 60.0 64.9 84.5 91.7 32.7 39.8 46.5 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,835: 18,590 15,245 0 2,655 245 0 0 0 0 650 0: 0 40
Old : 18,835: 18,590 15,245 0 2,655 245 0 0 0 0 650 0: 0 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 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: 98.7 80.9 0.0 14.1 1.3 0.0 0.0 0.0 0.0 3.5 0.0: 0.0 0.2
Old : 100.0: 98.7 80.9 0.0 14.1 1.3 0.0 0.0 0.0 0.0 3.5 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: 24 20 0 . . 0 0 0 0 . 0:
Old : 36: 24 20 0 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 62.1 73.1 85.4 54.3 58.9 70.2 73.7
Old : 54.3 62.1 73.1 85.4 54.3 58.9 70.2 73.7
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,565: 17,120 17,120 50 170 2,215 0 0 0 0 0 0: 180 60
Old : 19,565: 17,120 17,120 50 170 2,215 0 0 0 0 0 0: 180 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 1,425: 1,580 1,425 0 20 -20 0 0 0 0 0 0: -135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 87.5 0.3 0.9 11.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.3
Old : 100.0: 87.5 87.5 0.3 0.9 11.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 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 : 31: 24 25 . . . 0 0 0 0 0 0:
Old : 31: 24 25 . . . 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 : 47.4 54.5 67.5 76.2 30.7 27.3 44.0 40.2
Old : 47.4 54.5 67.5 76.2 30.7 27.3 44.0 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,221: 15,644 13,285 414 2,411 1,358 0 0 0 0 126 0: 805 1,041
Old : 18,221: 15,644 13,285 414 2,411 1,358 0 0 0 0 126 0: 805 1,041
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 296: 149 200 -11 43 11 0 0 0 0 0 0: 147 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 72.9 2.3 13.2 7.5 0.0 0.0 0.0 0.0 0.7 0.0: 4.4 5.7
Old : 100.0: 85.9 72.9 2.3 13.2 7.5 0.0 0.0 0.0 0.0 0.7 0.0: 4.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 22 . . . 0 0 0 0 . 0:
Old : 30: 21 22 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 57.5 54.2 73.5 28.5 46.1 46.7 53.9
Old : 31.7 57.5 54.2 73.5 28.5 46.1 46.7 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,438: 56,727 48,884 595 3,587 2,255 25 54 82 75 5,156 215: 464 205
Old : 60,438: 56,727 48,884 595 3,587 2,255 25 54 82 75 5,156 215: 464 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 991: 1,195 1,244 0 452 -231 0 -131 26 75 -290 -79: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 80.9 1.0 5.9 3.7 0.0 0.1 0.1 0.1 8.5 0.4: 0.8 0.3
Old : 100.0: 93.9 80.9 1.0 5.9 3.7 0.0 0.1 0.1 0.1 8.5 0.4: 0.8 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 : 41: 31 27 . . . . . . . . .:
Old : 41: 31 27 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 46.2 73.8 70.8 52.1 45.5 72.6 68.4
Old : 52.8 46.2 73.8 70.8 52.1 45.5 72.6 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,285: 66,673 53,929 707 4,222 2,005 5 154 200 404 9,467 2,263: 28 45
Old : 72,285: 66,673 53,929 707 4,222 2,005 5 154 200 404 9,467 2,263: 28 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 382: 664 14 0 374 -355 5 -59 57 55 415 -49: 5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 74.6 1.0 5.8 2.8 0.0 0.2 0.3 0.6 13.1 3.1: 0.0 0.1
Old : 100.0: 92.2 74.6 1.0 5.8 2.8 0.0 0.2 0.3 0.6 13.1 3.1: 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 : 50: 32 32 . . . . . . . 6 .:
Old : 50: 32 32 . . . . . . . 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 : 45.4 46.9 66.6 71.8 44.6 44.7 63.5 65.4
Old : 45.4 46.9 66.6 71.8 44.6 44.7 63.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,660: 45,860 45,095 1,265 3,040 525 0 0 0 880 0 0: 130 0
Old : 48,660: 45,860 45,095 1,265 3,040 525 0 0 0 880 0 0: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 270: 200 270 50 0 0 0 0 0 -80 0 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 92.7 2.6 6.2 1.1 0.0 0.0 0.0 1.8 0.0 0.0: 0.3 0.0
Old : 100.0: 94.2 92.7 2.6 6.2 1.1 0.0 0.0 0.0 1.8 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 27 15 . . . 0 0 0 . 0 0:
Old : 34: 27 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 : 52.8 93.9 73.1 97.3 50.1 92.2 70.2 93.2
Old : 52.8 93.9 73.1 97.3 50.1 92.2 70.2 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,350: 45,065 44,320 1,845 3,505 525 0 0 0 735 0 0: 180 0
Old : 48,350: 45,065 44,320 1,845 3,505 525 0 0 0 735 0 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 210: 175 210 0 0 0 0 0 0 -85 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 91.7 3.8 7.2 1.1 0.0 0.0 0.0 1.5 0.0 0.0: 0.4 0.0
Old : 100.0: 93.2 91.7 3.8 7.2 1.1 0.0 0.0 0.0 1.5 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 29 16 . . . 0 0 0 . 0 0:
Old : 35: 29 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 : 52.9 93.0 68.8 96.8 51.5 88.1 66.2 89.9
Old : 52.9 93.0 68.8 96.8 51.5 88.1 66.2 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 331,105: 288,755 296,201 793 21,200 6,617 408 392 0 31,725 3,888 2,807: 0 0
Old : 331,105: 288,755 296,201 793 21,200 6,617 408 392 0 31,725 3,888 2,807: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -5,154: -8,649 -7,041 0 1,504 -784 0 0 0 4,680 1,568 -401: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 89.5 0.2 6.4 2.0 0.1 0.1 0.0 9.6 1.2 0.8: 0.0 0.0
Old : 100.0: 87.2 89.5 0.2 6.4 2.0 0.1 0.1 0.0 9.6 1.2 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 28 . . . . . 0 . . .:
Old : 43: 24 28 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 44.7 70.6 65.6 41.8 39.7 59.0 56.0
Old : 47.9 44.7 70.6 65.6 41.8 39.7 59.0 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,904: 18,175 21,589 1,059 895 383 0 252 0 4,555 532 488: 244 765
Old : 24,904: 18,175 21,589 1,059 895 383 0 252 0 4,555 532 488: 244 765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -224: -409 -345 -43 110 0 0 0 0 197 3 7: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 86.7 4.3 3.6 1.5 0.0 1.0 0.0 18.3 2.1 2.0: 1.0 3.1
Old : 100.0: 73.0 86.7 4.3 3.6 1.5 0.0 1.0 0.0 18.3 2.1 2.0: 1.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 28 . . . 0 . 0 . . 4:
Old : 40: 23 28 . . . 0 . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 41.3 75.3 61.2 46.8 39.8 67.3 58.4
Old : 49.9 41.3 75.3 61.2 46.8 39.8 67.3 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,527: 20,893 33,086 12,737 0 0 72 154 0 1,184 1,646 641: 0 0
Old : 35,527: 20,893 33,086 12,737 0 0 72 154 0 1,184 1,646 641: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -485: -589 -466 176 0 0 24 0 0 -96 -19 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 93.1 35.9 0.0 0.0 0.2 0.4 0.0 3.3 4.6 1.8: 0.0 0.0
Old : 100.0: 58.8 93.1 35.9 0.0 0.0 0.2 0.4 0.0 3.3 4.6 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 14 16 . 0 0 . . 0 . 5 .:
Old : 33: 14 16 . 0 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 : 70.0 78.8 87.7 91.3 60.4 70.8 71.5 74.9
Old : 70.0 78.8 87.7 91.3 60.4 70.8 71.5 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 456,586: 391,953 449,066 59,483 0 5,150 0 0 0 0 1,586 0: 0 784
Old : 456,586: 391,953 449,066 59,483 0 5,150 0 0 0 0 1,586 0: 0 784
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 5,449: 5,449 5,449 0 0 0 0 0 0 0 -784 0: 0 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 98.4 13.0 0.0 1.1 0.0 0.0 0.0 0.0 0.3 0.0: 0.0 0.2
Old : 100.0: 85.8 98.4 13.0 0.0 1.1 0.0 0.0 0.0 0.0 0.3 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 : 29: 19 14 . 0 . 0 0 0 0 . 0:
Old : 29: 19 14 . 0 . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 90.5 82.3 95.7 57.1 76.4 73.6 80.0
Old : 62.3 90.5 82.3 95.7 57.1 76.4 73.6 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,898: 29,185 32,664 3,927 128 64 510 0 0 126 509 0: 86 533
Old : 33,898: 29,185 32,664 3,927 128 64 510 0 0 126 509 0: 86 533
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 655: 655 613 0 0 0 0 0 0 0 -44 0: 0 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 96.4 11.6 0.4 0.2 1.5 0.0 0.0 0.4 1.5 0.0: 0.3 1.6
Old : 100.0: 86.1 96.4 11.6 0.4 0.2 1.5 0.0 0.0 0.4 1.5 0.0: 0.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 17 . . . . 0 0 . . 0:
Old : 28: 16 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 : 73.3 82.1 90.5 91.3 69.5 74.2 80.0 80.1
Old : 73.3 82.1 90.5 91.3 69.5 74.2 80.0 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,985: 12,629 13,810 505 656 1,204 444 0 0 1,708 86 365: 130 864
Old : 16,985: 12,629 13,810 505 656 1,204 444 0 0 1,708 86 365: 130 864
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 120: 16 143 207 0 -43 -40 0 0 0 20 -20: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 81.3 3.0 3.9 7.1 2.6 0.0 0.0 10.1 0.5 2.1: 0.8 5.1
Old : 100.0: 74.4 81.3 3.0 3.9 7.1 2.6 0.0 0.0 10.1 0.5 2.1: 0.8 5.1
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 : 30: 17 17 . . . . 0 0 . . .:
Old : 30: 17 17 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 46.7 69.0 64.2 39.4 42.4 56.3 57.5
Old : 45.9 46.7 69.0 64.2 39.4 42.4 56.3 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 195,373: 134,710 174,959 13,020 1,976 14,874 3,896 0 0 25,309 0 3,564: 0 0
Old : 195,373: 134,710 174,959 13,020 1,976 14,874 3,896 0 0 25,309 0 3,564: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 5,480: 5,480 5,480 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 89.6 6.7 1.0 7.6 2.0 0.0 0.0 13.0 0.0 1.8: 0.0 0.0
Old : 100.0: 69.0 89.6 6.7 1.0 7.6 2.0 0.0 0.0 13.0 0.0 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 20 . . . . 0 0 . 0 .:
Old : 31: 15 20 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 57.0 80.7 80.1 52.1 51.0 65.4 71.3
Old : 59.2 57.0 80.7 80.1 52.1 51.0 65.4 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 14,279: 10,763 9,320 2,651 3,552 430 0 454 163 168 0 22: 82 338
Old : 14,279: 10,763 9,320 2,651 3,552 430 0 454 163 168 0 22: 82 338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 144: 81 226 0 0 0 0 -60 40 -19 0 22: 20 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 65.3 18.6 24.9 3.0 0.0 3.2 1.1 1.2 0.0 0.2: 0.6 2.4
Old : 100.0: 75.4 65.3 18.6 24.9 3.0 0.0 3.2 1.1 1.2 0.0 0.2: 0.6 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 : 31: 20 21 . . . 0 . . . 0 .:
Old : 31: 20 21 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 44.8 70.5 65.8 44.8 37.6 56.2 51.6
Old : 51.6 44.8 70.5 65.8 44.8 37.6 56.2 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 176,991: 149,122 124,239 18,868 49,240 1,176 3,953 0 2,336 1,536 0 0: 0 0
Old : 176,991: 149,122 124,239 18,868 49,240 1,176 3,953 0 2,336 1,536 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -7,413: -7,814 1,995 401 -9,408 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 70.2 10.7 27.8 0.7 2.2 0.0 1.3 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 84.3 70.2 10.7 27.8 0.7 2.2 0.0 1.3 0.9 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 19 . . . . 0 . . 0 0:
Old : 29: 20 19 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 57.7 80.3 76.2 54.3 48.1 64.3 58.9
Old : 60.4 57.7 80.3 76.2 54.3 48.1 64.3 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,255: 8,640 8,925 300 0 0 0 165 135 0 0 0: 180 30
Old : 9,255: 8,640 8,925 300 0 0 0 165 135 0 0 0: 180 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 96.4 3.2 0.0 0.0 0.0 1.8 1.5 0.0 0.0 0.0: 1.9 0.3
Old : 100.0: 93.4 96.4 3.2 0.0 0.0 0.0 1.8 1.5 0.0 0.0 0.0: 1.9 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 : 20: 13 12 . 0 0 0 . . 0 0 0:
Old : 20: 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 : 56.8 76.2 86.4 94.2 46.8 60.1 70.7 73.6
Old : 56.8 76.2 86.4 94.2 46.8 60.1 70.7 73.6
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,076: 9,785 11,314 1,451 0 4,762 0 0 0 78 0 0: 0 0
Old : 16,076: 9,785 11,314 1,451 0 4,762 0 0 0 78 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -1,273: -808 -1,273 -465 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 70.4 9.0 0.0 29.6 0.0 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 60.9 70.4 9.0 0.0 29.6 0.0 0.0 0.0 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 : 23: 13 18 . 0 . 0 0 0 . 0 0:
Old : 23: 13 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 : 86.9 71.5 93.2 88.7 38.1 34.9 43.6 43.0
Old : 86.9 71.5 93.2 88.7 38.1 34.9 43.6 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,825: 8,450 7,715 250 350 0 0 700 0 0 0 0: 125 60
Old : 8,825: 8,450 7,715 250 350 0 0 700 0 0 0 0: 125 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 15: 35 35 0 -50 0 0 0 0 0 0 0: -20 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 87.4 2.8 4.0 0.0 0.0 7.9 0.0 0.0 0.0 0.0: 1.4 0.7
Old : 100.0: 95.8 87.4 2.8 4.0 0.0 0.0 7.9 0.0 0.0 0.0 0.0: 1.4 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 : 25: 16 13 . . 0 0 . 0 0 0 0:
Old : 25: 16 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 : 66.4 73.4 84.6 92.6 63.1 71.3 77.8 84.2
Old : 66.4 73.4 84.6 92.6 63.1 71.3 77.8 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 634,059: 445,983 478,109 16,264 21,413 50,547 333 7,549 157 63,946 19,455 56,829: 0 0
Old : 634,059: 445,983 478,109 16,264 21,413 50,547 333 7,549 157 63,946 19,455 56,829: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 68,805: 55,619 62,960 240 1,598 1,379 -290 -30 -130 10,380 670 2,358: -752 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 75.4 2.6 3.4 8.0 0.1 1.2 0.0 10.1 3.1 9.0: 0.0 0.0
Old : 100.0: 70.3 75.4 2.6 3.4 8.0 0.1 1.2 0.0 10.1 3.1 9.0: 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: 20 17 . . . . . . . . .:
Old : 29: 20 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 46.7 75.9 74.4 24.6 27.0 33.4 33.9
Old : 51.3 46.7 75.9 74.4 24.6 27.0 33.4 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,240: 21,105 10,275 1,600 12,140 0 0 575 0 0 0 0: 535 250
Old : 23,240: 21,105 10,275 1,600 12,140 0 0 575 0 0 0 0: 535 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 0: 15 0 0 0 0 0 0 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 44.2 6.9 52.2 0.0 0.0 2.5 0.0 0.0 0.0 0.0: 2.3 1.1
Old : 100.0: 90.8 44.2 6.9 52.2 0.0 0.0 2.5 0.0 0.0 0.0 0.0: 2.3 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 : 27: 19 13 . . 0 0 . 0 0 0 0:
Old : 27: 19 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 : 57.3 81.0 82.9 93.7 51.7 77.3 74.7 84.9
Old : 57.3 81.0 82.9 93.7 51.7 77.3 74.7 84.9
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,540: 18,710 7,550 1,225 12,140 0 0 600 0 0 0 0: 605 250
Old : 20,540: 18,710 7,550 1,225 12,140 0 0 600 0 0 0 0: 605 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 0: 15 0 0 0 0 0 0 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 36.8 6.0 59.1 0.0 0.0 2.9 0.0 0.0 0.0 0.0: 2.9 1.2
Old : 100.0: 91.1 36.8 6.0 59.1 0.0 0.0 2.9 0.0 0.0 0.0 0.0: 2.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 11 . . 0 0 . 0 0 0 0:
Old : 23: 15 11 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 87.8 82.4 96.8 57.5 84.9 76.7 88.7
Old : 61.5 87.8 82.4 96.8 57.5 84.9 76.7 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,939: 24,309 19,299 0 5,160 280 0 0 0 250 100 100: 0 0
Old : 24,939: 24,309 19,299 0 5,160 280 0 0 0 250 100 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 120: 120 20 -50 0 50 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.5 77.4 0.0 20.7 1.1 0.0 0.0 0.0 1.0 0.4 0.4: 0.0 0.0
Old : 100.0: 97.5 77.4 0.0 20.7 1.1 0.0 0.0 0.0 1.0 0.4 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 23 19 0 . . 0 0 0 . . .:
Old : 35: 23 19 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 69.3 74.6 88.7 53.2 68.4 71.5 81.0
Old : 54.7 69.3 74.6 88.7 53.2 68.4 71.5 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,774: 23,204 18,334 0 5,210 230 0 0 0 250 0 0: 90 0
Old : 23,774: 23,204 18,334 0 5,210 230 0 0 0 250 0 0: 90 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 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: 97.6 77.1 0.0 21.9 1.0 0.0 0.0 0.0 1.1 0.0 0.0: 0.4 0.0
Old : 100.0: 97.6 77.1 0.0 21.9 1.0 0.0 0.0 0.0 1.1 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 14 0 . . 0 0 0 . 0 0:
Old : 26: 19 14 0 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 77.4 78.5 94.0 61.4 74.4 77.0 82.7
Old : 62.6 77.4 78.5 94.0 61.4 74.4 77.0 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,105: 19,210 18,830 175 415 0 0 700 0 0 0 0: 720 160
Old : 20,105: 19,210 18,830 175 415 0 0 700 0 0 0 0: 720 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 630: 570 630 0 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.5 93.7 0.9 2.1 0.0 0.0 3.5 0.0 0.0 0.0 0.0: 3.6 0.8
Old : 100.0: 95.5 93.7 0.9 2.1 0.0 0.0 3.5 0.0 0.0 0.0 0.0: 3.6 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 6 . . 0 0 . 0 0 0 0:
Old : 21: 13 6 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 93.9 88.3 98.7 74.2 93.9 88.3 98.2
Old : 74.2 93.9 88.3 98.7 74.2 93.9 88.3 98.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,505: 15,770 16,315 330 0 20 0 0 0 0 0 0: 385 170
Old : 16,505: 15,770 16,315 330 0 20 0 0 0 0 0 0: 385 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 60: 20 95 20 -55 20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.5 98.8 2.0 0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 1.0
Old : 100.0: 95.5 98.8 2.0 0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 22 11 . 0 . 0 0 0 0 0 0:
Old : 25: 22 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 : 54.5 91.9 74.9 98.4 50.3 81.6 67.5 83.1
Old : 54.5 91.9 74.9 98.4 50.3 81.6 67.5 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,742: 16,697 17,242 560 130 0 0 200 0 25 0 0: 460 170
Old : 17,742: 16,697 17,242 560 130 0 0 200 0 25 0 0: 460 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 45: 45 45 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 97.2 3.2 0.7 0.0 0.0 1.1 0.0 0.1 0.0 0.0: 2.6 1.0
Old : 100.0: 94.1 97.2 3.2 0.7 0.0 0.0 1.1 0.0 0.1 0.0 0.0: 2.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 23 14 . . 0 0 . 0 . 0 0:
Old : 29: 23 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 : 50.1 89.2 70.7 96.4 46.8 80.4 63.9 83.3
Old : 50.1 89.2 70.7 96.4 46.8 80.4 63.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,035: 95,825 108,905 10,610 0 2,940 1,010 150 50 2,600 990 0: 0 0
Old : 113,035: 95,825 108,905 10,610 0 2,940 1,010 150 50 2,600 990 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 540: 525 615 90 0 -75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 96.3 9.4 0.0 2.6 0.9 0.1 0.0 2.3 0.9 0.0: 0.0 0.0
Old : 100.0: 84.8 96.3 9.4 0.0 2.6 0.9 0.1 0.0 2.3 0.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 33 33 4 0 . . . . . . 0:
Old : 49: 33 33 4 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 59.5 60.9 77.8 38.5 50.6 52.4 62.4
Old : 41.0 59.5 60.9 77.8 38.5 50.6 52.4 62.4
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 122,577: 102,027 118,102 14,020 0 2,385 2,780 600 200 1,050 1,115 100: 15 75
Old : 122,577: 102,027 118,102 14,020 0 2,385 2,780 600 200 1,050 1,115 100: 15 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 1,191: 751 761 385 0 -75 80 250 0 50 250 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 96.3 11.4 0.0 1.9 2.3 0.5 0.2 0.9 0.9 0.1: 0.0 0.1
Old : 100.0: 83.2 96.3 11.4 0.0 1.9 2.3 0.5 0.2 0.9 0.9 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 : 54: 35 34 4 0 . . . . . . .:
Old : 54: 35 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 : 41.6 57.7 60.8 75.7 36.1 52.6 52.0 64.2
Old : 41.6 57.7 60.8 75.7 36.1 52.6 52.0 64.2
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 155,662: 124,049 120,641 2,463 10,045 6,205 1,250 3,698 1,186 16,184 9,605 4,138: 187 144
Old : 155,662: 124,049 120,641 2,463 10,045 6,205 1,250 3,698 1,186 16,184 9,605 4,138: 187 144
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 2,742: 3,580 1,235 217 1,626 -623 -436 -1,394 526 -742 1,069 230: -10 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 77.5 1.6 6.5 4.0 0.8 2.4 0.8 10.4 6.2 2.7: 0.1 0.1
Old : 100.0: 79.7 77.5 1.6 6.5 4.0 0.8 2.4 0.8 10.4 6.2 2.7: 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 : 72: 41 37 . . 4 . 4 . 8 8 7:
Old : 72: 41 37 . . 4 . 4 . 8 8 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 55.2 49.4 68.8 31.7 49.9 45.6 59.6
Old : 32.1 55.2 49.4 68.8 31.7 49.9 45.6 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 108,558: 92,158 93,968 8,875 4,880 4,650 300 0 0 1,150 3,730 1,330: 95 0
Old : 108,558: 92,158 93,968 8,875 4,880 4,650 300 0 0 1,150 3,730 1,330: 95 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 2,465: 2,330 1,655 0 630 135 0 0 0 -45 0 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 86.6 8.2 4.5 4.3 0.3 0.0 0.0 1.1 3.4 1.2: 0.1 0.0
Old : 100.0: 84.9 86.6 8.2 4.5 4.3 0.3 0.0 0.0 1.1 3.4 1.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 37 32 . . 4 . 0 0 . 4 4:
Old : 50: 37 32 . . 4 . 0 0 . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 68.8 49.4 78.9 27.6 59.1 43.8 65.8
Old : 30.2 68.8 49.4 78.9 27.6 59.1 43.8 65.8
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,620: 22,840 20,200 225 2,280 150 320 665 85 0 160 0: 0 80
Old : 23,620: 22,840 20,200 225 2,280 150 320 665 85 0 160 0: 0 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 215: 210 255 0 75 -75 120 0 -40 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.7 85.5 1.0 9.7 0.6 1.4 2.8 0.4 0.0 0.7 0.0: 0.0 0.3
Old : 100.0: 96.7 85.5 1.0 9.7 0.6 1.4 2.8 0.4 0.0 0.7 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 12 . . . . . . 0 . 0:
Old : 32: 23 12 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 79.3 76.3 95.2 54.4 79.1 76.3 91.6
Old : 54.4 79.3 76.3 95.2 54.4 79.1 76.3 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,575: 19,035 17,145 275 2,175 50 50 0 125 0 0 0: 40 80
Old : 19,575: 19,035 17,145 275 2,175 50 50 0 125 0 0 0: 40 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 25: 90 25 0 75 -75 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.2 87.6 1.4 11.1 0.3 0.3 0.0 0.6 0.0 0.0 0.0: 0.2 0.4
Old : 100.0: 97.2 87.6 1.4 11.1 0.3 0.3 0.0 0.6 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 : 28: 21 10 . . . . 0 . 0 0 0:
Old : 28: 21 10 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 79.9 77.2 97.2 57.1 76.9 76.9 91.2
Old : 57.1 79.9 77.2 97.2 57.1 76.9 76.9 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 30,658: 29,044 24,953 0 4,110 1,190 0 300 0 349 0 0: 75 105
Old : 30,658: 29,044 24,953 0 4,110 1,190 0 300 0 349 0 0: 75 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 1,134: 909 1,374 0 -440 200 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 81.4 0.0 13.4 3.9 0.0 1.0 0.0 1.1 0.0 0.0: 0.2 0.3
Old : 100.0: 94.7 81.4 0.0 13.4 3.9 0.0 1.0 0.0 1.1 0.0 0.0: 0.2 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 : 36: 27 25 0 . . 0 . 0 . 0 0:
Old : 36: 27 25 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 52.9 65.4 72.5 47.3 46.6 59.3 60.7
Old : 51.4 52.9 65.4 72.5 47.3 46.6 59.3 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,069: 11,084 11,434 350 0 635 0 0 0 0 0 0: 0 0
Old : 12,069: 11,084 11,434 350 0 635 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 230: 650 230 -420 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 94.7 2.9 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.8 94.7 2.9 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 16 16 . 0 . 0 0 0 0 0 0:
Old : 21: 16 16 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 69.4 76.6 91.4 40.4 59.6 55.8 63.3
Old : 47.1 69.4 76.6 91.4 40.4 59.6 55.8 63.3
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 401,068: 348,228 345,469 392 3,935 51,664 0 0 0 784 0 0: 0 0
Old : 401,068: 348,228 345,469 392 3,935 51,664 0 0 0 784 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -10,103: -4,890 -10,103 -401 3,609 -3,609 0 0 0 -1,203 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 86.1 0.1 1.0 12.9 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 86.8 86.1 0.1 1.0 12.9 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 11 . . . 0 0 0 . 0 0:
Old : 22: 11 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 : 74.5 91.5 97.7 98.6 63.9 70.8 75.2 74.9
Old : 74.5 91.5 97.7 98.6 63.9 70.8 75.2 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 157,347: 135,402 99,724 154 45,700 7,663 0 0 0 10,998 1,385 2,875: 255 0
Old : 157,347: 135,402 99,724 154 45,700 7,663 0 0 0 10,998 1,385 2,875: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -5,273: -6,255 -4,694 -140 -1,582 1,083 0 0 0 20 -100 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 63.4 0.1 29.0 4.9 0.0 0.0 0.0 7.0 0.9 1.8: 0.2 0.0
Old : 100.0: 86.1 63.4 0.1 29.0 4.9 0.0 0.0 0.0 7.0 0.9 1.8: 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 : 33: 23 18 . . . 0 0 0 . . .:
Old : 33: 23 18 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 70.9 76.4 85.6 48.8 58.8 61.6 66.0
Old : 57.8 70.9 76.4 85.6 48.8 58.8 61.6 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 3,068,612: 2,695,373 1,742,916 35,752 1,034,979 290,687 0 0 0 46,800 0 0: 0 30
Old : 3,068,612: 2,695,373 1,742,916 35,752 1,034,979 290,687 0 0 0 46,800 0 0: 0 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -82,205: -62,556 -79,398 -12,431 4,411 -7,218 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 56.8 1.2 33.7 9.5 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.0
Old : 100.0: 87.8 56.8 1.2 33.7 9.5 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 22 16 . . . 0 0 0 . 0 0:
Old : 30: 22 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 : 67.5 80.8 84.3 90.9 36.8 48.6 45.1 53.7
Old : 67.5 80.8 84.3 90.9 36.8 48.6 45.1 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,303: 64,570 65,379 478 110 5,814 0 0 0 441 0 0: 0 0
Old : 71,303: 64,570 65,379 478 110 5,814 0 0 0 441 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 1,190: 1,210 1,430 140 -100 -140 0 0 0 -20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 91.7 0.7 0.2 8.2 0.0 0.0 0.0 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 90.6 91.7 0.7 0.2 8.2 0.0 0.0 0.0 0.6 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 15 . . . 0 0 0 . 0 0:
Old : 23: 14 15 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 65.5 79.9 85.8 46.1 53.3 59.7 61.8
Old : 56.7 65.5 79.9 85.8 46.1 53.3 59.7 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,574,356: 1,244,989 1,188,740 136,450 197,720 187,896 0 0 0 5,021 0 0: 0 0
Old : 1,574,356: 1,244,989 1,188,740 136,450 197,720 187,896 0 0 0 5,021 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -99,269: -96,061 -55,560 -2,807 -43,709 0 0 0 0 -401 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 75.5 8.7 12.6 11.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 79.1 75.5 8.7 12.6 11.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 10 . . . 0 0 0 . 0 0:
Old : 23: 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 : 57.9 89.7 79.5 97.4 49.0 71.4 63.9 74.6
Old : 57.9 89.7 79.5 97.4 49.0 71.4 63.9 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 239,566: 234,862 186,968 3,920 51,814 784 0 0 0 0 0 0: 0 0
Old : 239,566: 234,862 186,968 3,920 51,814 784 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -25,664: -21,654 -22,456 -4,010 -3,208 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.0 78.0 1.6 21.6 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 98.0 78.0 1.6 21.6 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . 0 0 0 0 0 0:
Old : 20: 12 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 : 77.7 78.3 94.9 99.5 72.5 73.4 83.5 85.5
Old : 77.7 78.3 94.9 99.5 72.5 73.4 83.5 85.5
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,216: 10,310 17,287 6,500 0 300 0 30 0 687 0 65: 354 534
Old : 18,216: 10,310 17,287 6,500 0 300 0 30 0 687 0 65: 354 534
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 225: 825 225 -600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 94.9 35.7 0.0 1.6 0.0 0.2 0.0 3.8 0.0 0.4: 1.9 2.9
Old : 100.0: 56.6 94.9 35.7 0.0 1.6 0.0 0.2 0.0 3.8 0.0 0.4: 1.9 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 : 23: 11 11 . 0 . 0 . 0 . 0 .:
Old : 23: 11 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 : 83.8 77.6 93.5 90.1 82.2 77.6 91.4 88.5
Old : 83.8 77.6 93.5 90.1 82.2 77.6 91.4 88.5
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,396: 8,571 19,411 10,670 0 350 0 30 0 386 0 65: 354 540
Old : 20,396: 8,571 19,411 10,670 0 350 0 30 0 386 0 65: 354 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 180: 180 180 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 95.2 52.3 0.0 1.7 0.0 0.1 0.0 1.9 0.0 0.3: 1.7 2.6
Old : 100.0: 42.0 95.2 52.3 0.0 1.7 0.0 0.1 0.0 1.9 0.0 0.3: 1.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 12 . 0 . 0 . 0 . 0 .:
Old : 21: 9 12 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.8 74.2 96.6 91.2 86.1 73.3 92.7 89.1
Old : 87.8 74.2 96.6 91.2 86.1 73.3 92.7 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : Positions :
All : 75,440: 56,672 72,128 18,032 2,576 0 0 0 0 0 0 0: 736 736
Old : 75,440: 56,672 72,128 18,032 2,576 0 0 0 0 0 0 0: 736 736
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 95.6 23.9 3.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 1.0
Old : 100.0: 75.1 95.6 23.9 3.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 9 . . 0 0 0 0 0 0 0:
Old : 20: 9 9 . . 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 : 77.6 78.5 94.6 95.1 77.6 77.6 94.6 94.1
Old : 77.6 78.5 94.6 95.1 77.6 77.6 94.6 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,218: 26,724 23,077 550 5,542 150 1,185 0 0 2,003 2,045 300: 306 104
Old : 31,218: 26,724 23,077 550 5,542 150 1,185 0 0 2,003 2,045 300: 306 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 202: 142 117 0 0 0 0 0 0 60 25 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 73.9 1.8 17.8 0.5 3.8 0.0 0.0 6.4 6.6 1.0: 1.0 0.3
Old : 100.0: 85.6 73.9 1.8 17.8 0.5 3.8 0.0 0.0 6.4 6.6 1.0: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 22 . . . . 0 0 . . .:
Old : 36: 20 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 : 62.0 44.7 80.0 68.9 55.2 44.7 70.3 67.8
Old : 62.0 44.7 80.0 68.9 55.2 44.7 70.3 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,946: 22,031 19,054 0 5,778 1,089 705 0 0 1,720 0 0: 401 25
Old : 25,946: 22,031 19,054 0 5,778 1,089 705 0 0 1,720 0 0: 401 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 465: 465 440 0 0 0 0 0 0 0 0 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 73.4 0.0 22.3 4.2 2.7 0.0 0.0 6.6 0.0 0.0: 1.5 0.1
Old : 100.0: 84.9 73.4 0.0 22.3 4.2 2.7 0.0 0.0 6.6 0.0 0.0: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 19 0 . . . 0 0 . 0 0:
Old : 29: 17 19 0 . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 55.3 80.6 78.8 36.5 42.8 57.7 60.1
Old : 55.3 55.3 80.6 78.8 36.5 42.8 57.7 60.1
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,708: 28,255 16,065 1,056 12,878 50 0 565 0 150 90 45: 152 15
Old : 29,708: 28,255 16,065 1,056 12,878 50 0 565 0 150 90 45: 152 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 983: 858 628 142 365 13 0 0 0 -25 -5 -5: 0 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.1 54.1 3.6 43.3 0.2 0.0 1.9 0.0 0.5 0.3 0.2: 0.5 0.1
Old : 100.0: 95.1 54.1 3.6 43.3 0.2 0.0 1.9 0.0 0.5 0.3 0.2: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 23 . . . 0 . 0 . . .:
Old : 37: 25 23 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 65.3 74.0 85.0 57.0 64.4 72.0 80.9
Old : 58.4 65.3 74.0 85.0 57.0 64.4 72.0 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,600: 23,420 17,227 215 6,478 510 0 215 140 0 0 0: 315 30
Old : 24,600: 23,420 17,227 215 6,478 510 0 215 140 0 0 0: 315 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 1,113: 1,254 828 75 331 -46 0 0 0 0 0 0: -170 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 70.0 0.9 26.3 2.1 0.0 0.9 0.6 0.0 0.0 0.0: 1.3 0.1
Old : 100.0: 95.2 70.0 0.9 26.3 2.1 0.0 0.9 0.6 0.0 0.0 0.0: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 22 . . . 0 . . 0 0 0:
Old : 33: 23 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 : 56.9 63.7 72.7 83.9 47.7 59.7 59.9 70.4
Old : 56.9 63.7 72.7 83.9 47.7 59.7 59.9 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,854: 15,400 16,944 2,752 320 518 0 690 0 0 62 0: 184 320
Old : 18,854: 15,400 16,944 2,752 320 518 0 690 0 0 62 0: 184 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 537: 547 480 5 30 0 0 0 0 0 27 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 89.9 14.6 1.7 2.7 0.0 3.7 0.0 0.0 0.3 0.0: 1.0 1.7
Old : 100.0: 81.7 89.9 14.6 1.7 2.7 0.0 3.7 0.0 0.0 0.3 0.0: 1.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 14 . . . 0 . 0 0 . 0:
Old : 26: 15 14 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 62.1 85.7 85.7 58.3 60.9 81.2 83.1
Old : 59.5 62.1 85.7 85.7 58.3 60.9 81.2 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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,605: 9,807 13,160 3,083 250 180 0 0 0 0 0 0: 535 15
Old : 13,605: 9,807 13,160 3,083 250 180 0 0 0 0 0 0: 535 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 45: 30 45 0 0 0 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 96.7 22.7 1.8 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 0.1
Old : 100.0: 72.1 96.7 22.7 1.8 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 12 . . . 0 0 0 0 0 0:
Old : 21: 14 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 : 54.6 75.1 79.9 91.4 50.2 73.9 71.4 83.0
Old : 54.6 75.1 79.9 91.4 50.2 73.9 71.4 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 38,367: 34,253 32,697 1,160 4,260 425 0 300 0 2,324 600 10: 195 75
Old : 38,367: 34,253 32,697 1,160 4,260 425 0 300 0 2,324 600 10: 195 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 2,258: 2,233 3,423 0 -1,165 0 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 85.2 3.0 11.1 1.1 0.0 0.8 0.0 6.1 1.6 0.0: 0.5 0.2
Old : 100.0: 89.3 85.2 3.0 11.1 1.1 0.0 0.8 0.0 6.1 1.6 0.0: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 27 26 . . . 0 . 0 5 . .:
Old : 42: 27 26 . . . 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 : 49.3 49.3 66.6 74.0 47.8 46.7 63.3 69.5
Old : 49.3 49.3 66.6 74.0 47.8 46.7 63.3 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 14,190: 12,295 10,964 270 3,075 80 0 0 0 1,005 0 0: 540 71
Old : 14,190: 12,295 10,964 270 3,075 80 0 0 0 1,005 0 0: 540 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 497: 295 485 -50 0 20 0 0 0 40 0 -8: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 77.3 1.9 21.7 0.6 0.0 0.0 0.0 7.1 0.0 0.0: 3.8 0.5
Old : 100.0: 86.6 77.3 1.9 21.7 0.6 0.0 0.0 0.0 7.1 0.0 0.0: 3.8 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: 19 17 . . . 0 0 0 . 0 0:
Old : 25: 19 17 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 65.1 70.2 86.5 40.5 60.3 65.0 74.3
Old : 42.2 65.1 70.2 86.5 40.5 60.3 65.0 74.3
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 15,068: 12,645 11,741 60 3,012 240 0 0 0 1,938 75 0: 185 0
Old : 15,068: 12,645 11,741 60 3,012 240 0 0 0 1,938 75 0: 185 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 280: 235 280 0 0 0 0 0 0 -50 0 0: 95 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 77.9 0.4 20.0 1.6 0.0 0.0 0.0 12.9 0.5 0.0: 1.2 0.0
Old : 100.0: 83.9 77.9 0.4 20.0 1.6 0.0 0.0 0.0 12.9 0.5 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 22 23 . . . 0 0 0 . . 0:
Old : 30: 22 23 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 66.7 63.4 83.5 35.2 57.0 51.9 67.1
Old : 39.5 66.7 63.4 83.5 35.2 57.0 51.9 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,565: 49,341 47,046 0 1,880 4,145 0 140 260 0 0 0: 819 1,094
Old : 54,565: 49,341 47,046 0 1,880 4,145 0 140 260 0 0 0: 819 1,094
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 480: 20 680 0 -660 560 0 0 0 0 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 86.2 0.0 3.4 7.6 0.0 0.3 0.5 0.0 0.0 0.0: 1.5 2.0
Old : 100.0: 90.4 86.2 0.0 3.4 7.6 0.0 0.3 0.5 0.0 0.0 0.0: 1.5 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 : 29: 17 21 0 . . 0 . . 0 0 0:
Old : 29: 17 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 : 85.8 63.5 93.2 80.4 75.6 57.2 77.9 68.3
Old : 85.8 63.5 93.2 80.4 75.6 57.2 77.9 68.3
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,047: 43,042 39,054 0 3,615 3,010 260 0 0 0 0 0: 735 1,368
Old : 47,047: 43,042 39,054 0 3,615 3,010 260 0 0 0 0 0: 735 1,368
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 215: 70 490 0 -420 245 0 0 0 0 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 83.0 0.0 7.7 6.4 0.6 0.0 0.0 0.0 0.0 0.0: 1.6 2.9
Old : 100.0: 91.5 83.0 0.0 7.7 6.4 0.6 0.0 0.0 0.0 0.0 0.0: 1.6 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 : 27: 17 18 0 . . . 0 0 0 0 0:
Old : 27: 17 18 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.0 66.0 92.9 84.9 77.5 59.3 80.7 72.7
Old : 87.0 66.0 92.9 84.9 77.5 59.3 80.7 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,190: 16,130 12,360 420 0 0 0 4,000 150 0 600 0: 490 80
Old : 17,190: 16,130 12,360 420 0 0 0 4,000 150 0 600 0: 490 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 71.9 2.4 0.0 0.0 0.0 23.3 0.9 0.0 3.5 0.0: 2.9 0.5
Old : 100.0: 93.8 71.9 2.4 0.0 0.0 0.0 23.3 0.9 0.0 3.5 0.0: 2.9 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 : 21: 15 8 . 0 0 0 . . 0 . 0:
Old : 21: 15 8 . 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 87.0 81.3 98.1 42.4 59.2 60.2 66.8
Old : 56.8 87.0 81.3 98.1 42.4 59.2 60.2 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,896: 17,130 15,545 400 0 0 0 1,830 0 0 170 231: 135 120
Old : 17,896: 17,130 15,545 400 0 0 0 1,830 0 0 170 231: 135 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 720: 660 540 0 0 0 0 180 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 86.9 2.2 0.0 0.0 0.0 10.2 0.0 0.0 0.9 1.3: 0.8 0.7
Old : 100.0: 95.7 86.9 2.2 0.0 0.0 0.0 10.2 0.0 0.0 0.9 1.3: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 12 . 0 0 0 . 0 0 . .:
Old : 21: 10 12 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 81.6 94.1 94.0 69.4 79.4 85.9 85.2
Old : 71.7 81.6 94.1 94.0 69.4 79.4 85.9 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,285: 22,170 17,320 0 1,200 0 0 3,735 15 0 0 0: 100 15
Old : 22,285: 22,170 17,320 0 1,200 0 0 3,735 15 0 0 0: 100 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 0: -15 135 0 0 0 0 -150 15 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.5 77.7 0.0 5.4 0.0 0.0 16.8 0.1 0.0 0.0 0.0: 0.4 0.1
Old : 100.0: 99.5 77.7 0.0 5.4 0.0 0.0 16.8 0.1 0.0 0.0 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 14 0 . 0 0 . . 0 0 0:
Old : 24: 17 14 0 . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 83.8 89.4 97.0 64.1 83.3 86.7 93.8
Old : 66.7 83.8 89.4 97.0 64.1 83.3 86.7 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,995: 21,915 16,355 0 1,200 0 0 4,410 0 0 0 0: 80 30
Old : 21,995: 21,915 16,355 0 1,200 0 0 4,410 0 0 0 0: 80 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.6 74.4 0.0 5.5 0.0 0.0 20.1 0.0 0.0 0.0 0.0: 0.4 0.1
Old : 100.0: 99.6 74.4 0.0 5.5 0.0 0.0 20.1 0.0 0.0 0.0 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 10 0 . 0 0 . 0 0 0 0:
Old : 20: 13 10 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 87.1 90.5 98.5 65.7 87.1 88.4 96.2
Old : 67.7 87.1 90.5 98.5 65.7 87.1 88.4 96.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,527: 54,224 70,146 2,880 605 300 11,865 0 0 1,907 0 223: 3,128 3,253
Old : 74,527: 54,224 70,146 2,880 605 300 11,865 0 0 1,907 0 223: 3,128 3,253
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 2,195: -639 2,141 0 0 0 2,130 0 0 650 0 0: 54 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 94.1 3.9 0.8 0.4 15.9 0.0 0.0 2.6 0.0 0.3: 4.2 4.4
Old : 100.0: 72.8 94.1 3.9 0.8 0.4 15.9 0.0 0.0 2.6 0.0 0.3: 4.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 26 . . . . 0 0 . 0 .:
Old : 37: 21 26 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 54.4 82.7 74.9 66.2 53.4 76.0 71.4
Old : 67.1 54.4 82.7 74.9 66.2 53.4 76.0 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,378: 50,472 66,977 1,680 545 970 11,665 0 0 3,830 0 0: 1,761 1,886
Old : 70,378: 50,472 66,977 1,680 545 970 11,665 0 0 3,830 0 0: 1,761 1,886
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 2,355: -525 2,355 0 0 0 2,280 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 95.2 2.4 0.8 1.4 16.6 0.0 0.0 5.4 0.0 0.0: 2.5 2.7
Old : 100.0: 71.7 95.2 2.4 0.8 1.4 16.6 0.0 0.0 5.4 0.0 0.0: 2.5 2.7
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 : 34: 20 23 . . . . 0 0 . 0 0:
Old : 34: 20 23 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 51.6 83.1 74.5 66.9 50.7 77.8 70.9
Old : 68.2 51.6 83.1 74.5 66.9 50.7 77.8 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,696: 21,385 21,045 0 1,185 420 0 100 350 675 0 0: 866 596
Old : 23,696: 21,385 21,045 0 1,185 420 0 100 350 675 0 0: 866 596
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 88.8 0.0 5.0 1.8 0.0 0.4 1.5 2.8 0.0 0.0: 3.7 2.5
Old : 100.0: 90.2 88.8 0.0 5.0 1.8 0.0 0.4 1.5 2.8 0.0 0.0: 3.7 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 : 26: 18 16 0 . . 0 . . . 0 0:
Old : 26: 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 : 53.2 67.9 77.6 86.5 45.4 63.4 64.4 72.0
Old : 53.2 67.9 77.6 86.5 45.4 63.4 64.4 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,680: 21,240 19,135 0 1,755 45 250 600 0 0 0 0: 145 145
Old : 21,680: 21,240 19,135 0 1,755 45 250 600 0 0 0 0: 145 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 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: 98.0 88.3 0.0 8.1 0.2 1.2 2.8 0.0 0.0 0.0 0.0: 0.7 0.7
Old : 100.0: 98.0 88.3 0.0 8.1 0.2 1.2 2.8 0.0 0.0 0.0 0.0: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 15 0 . . . . 0 0 0 0:
Old : 26: 20 15 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 66.7 75.7 85.7 39.0 53.0 55.1 65.4
Old : 47.9 66.7 75.7 85.7 39.0 53.0 55.1 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,090: 6,680 10,135 300 1,200 300 1,200 325 0 3,375 0 0: 235 130
Old : 12,090: 6,680 10,135 300 1,200 300 1,200 325 0 3,375 0 0: 235 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 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: 55.3 83.8 2.5 9.9 2.5 9.9 2.7 0.0 27.9 0.0 0.0: 1.9 1.1
Old : 100.0: 55.3 83.8 2.5 9.9 2.5 9.9 2.7 0.0 27.9 0.0 0.0: 1.9 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: 11 9 . . . . . 0 . 0 0:
Old : 21: 11 9 . . . . . 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 : 65.8 71.3 87.3 94.6 61.9 60.7 73.4 74.7
Old : 65.8 71.3 87.3 94.6 61.9 60.7 73.4 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,635: 5,810 7,200 300 150 0 1,200 125 0 0 0 0: 325 160
Old : 7,635: 5,810 7,200 300 150 0 1,200 125 0 0 0 0: 325 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 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: 76.1 94.3 3.9 2.0 0.0 15.7 1.6 0.0 0.0 0.0 0.0: 4.3 2.1
Old : 100.0: 76.1 94.3 3.9 2.0 0.0 15.7 1.6 0.0 0.0 0.0 0.0: 4.3 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 : 20: 10 9 . . 0 . . 0 0 0 0:
Old : 20: 10 9 . . 0 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 85.3 89.8 94.1 70.1 80.9 88.6 89.8
Old : 70.1 85.3 89.8 94.1 70.1 80.9 88.6 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,081: 22,065 20,545 0 100 3,390 200 1,200 250 420 825 61: 695 710
Old : 27,081: 22,065 20,545 0 100 3,390 200 1,200 250 420 825 61: 695 710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 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: 81.5 75.9 0.0 0.4 12.5 0.7 4.4 0.9 1.6 3.0 0.2: 2.6 2.6
Old : 100.0: 81.5 75.9 0.0 0.4 12.5 0.7 4.4 0.9 1.6 3.0 0.2: 2.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 20 0 . . . . . . . .:
Old : 32: 17 20 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 36.2 74.4 59.0 40.6 24.9 48.7 40.3
Old : 55.0 36.2 74.4 59.0 40.6 24.9 48.7 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,245: 21,535 20,620 0 1,040 2,625 0 725 250 510 0 40: 1,285 945
Old : 26,245: 21,535 20,620 0 1,040 2,625 0 725 250 510 0 40: 1,285 945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 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: 82.1 78.6 0.0 4.0 10.0 0.0 2.8 1.0 1.9 0.0 0.2: 4.9 3.6
Old : 100.0: 82.1 78.6 0.0 4.0 10.0 0.0 2.8 1.0 1.9 0.0 0.2: 4.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 19 0 . . 0 . . . 0 .:
Old : 28: 17 19 0 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 47.9 74.2 71.1 41.5 33.4 52.9 48.3
Old : 51.7 47.9 74.2 71.1 41.5 33.4 52.9 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2015