COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,499: 32,149 31,445 8,408 8,164 7,593 964 31,991 8,742 37,406 7,116 9,082: 1,155 1,366
Old : 105,499: 32,149 31,445 8,408 8,164 7,593 964 31,991 8,742 37,406 7,116 9,082: 1,155 1,366
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,978: 1,797 2,614 -378 -38 -272 240 -130 376 -394 -1,172 651: -42 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 29.8 8.0 7.7 7.2 0.9 30.3 8.3 35.5 6.7 8.6: 1.1 1.3
Old : 100.0: 30.5 29.8 8.0 7.7 7.2 0.9 30.3 8.3 35.5 6.7 8.6: 1.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 16 16 . . 5 . 6 4 16 10 17:
Old : 56: 16 16 . . 5 . 6 4 16 10 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 : 39.8 43.8 61.7 64.4 26.5 31.4 42.8 41.2
Old : 39.8 43.8 61.7 64.4 26.5 31.4 42.8 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,249: 2,484 8,163 0 3,003 745 503 2,525 1,064 11,706 1,552 1,097: 650 100
Old : 18,249: 2,484 8,163 0 3,003 745 503 2,525 1,064 11,706 1,552 1,097: 650 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 991: -1 319 0 -50 -75 15 435 140 1,263 468 -171: -180 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 44.7 0.0 16.5 4.1 2.8 13.8 5.8 64.1 8.5 6.0: 3.6 0.5
Old : 100.0: 13.6 44.7 0.0 16.5 4.1 2.8 13.8 5.8 64.1 8.5 6.0: 3.6 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 : 36: 11 8 0 4 . . . . 12 5 11:
Old : 36: 11 8 0 4 . . . . 12 5 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 55.1 69.0 75.9 52.8 49.7 64.4 67.5
Old : 54.0 55.1 69.0 75.9 52.8 49.7 64.4 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 132,947: 76,997 93,569 12,087 14,148 7,948 20,119 1,748 1,530 6,976 6,523 6,858: 432 623
Old : 132,947: 76,997 93,569 12,087 14,148 7,948 20,119 1,748 1,530 6,976 6,523 6,858: 432 623
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 2,534: 32 -808 7 1,503 724 249 108 209 284 -189 966: 63 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 70.4 9.1 10.6 6.0 15.1 1.3 1.2 5.2 4.9 5.2: 0.3 0.5
Old : 100.0: 57.9 70.4 9.1 10.6 6.0 15.1 1.3 1.2 5.2 4.9 5.2: 0.3 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 : 82: 44 46 . 4 5 4 5 6 7 10 13:
Old : 82: 44 46 . 4 5 4 5 6 7 10 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 : 52.3 34.9 65.3 52.3 40.1 29.8 49.1 43.0
Old : 52.3 34.9 65.3 52.3 40.1 29.8 49.1 43.0
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 - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,459: 34,614 35,002 3,127 2,939 4,798 0 726 0 1,051 125 869: 0 0
Old : 44,459: 34,614 35,002 3,127 2,939 4,798 0 726 0 1,051 125 869: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,433: 867 1,448 51 -411 387 0 0 0 -74 -193 202: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 78.7 7.0 6.6 10.8 0.0 1.6 0.0 2.4 0.3 2.0: 0.0 0.0
Old : 100.0: 77.9 78.7 7.0 6.6 10.8 0.0 1.6 0.0 2.4 0.3 2.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 23 . . . 0 . 0 . . .:
Old : 35: 22 23 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 42.9 79.4 68.7 41.0 31.4 52.0 48.3
Old : 55.7 42.9 79.4 68.7 41.0 31.4 52.0 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 361,035: 303,407 304,324 27,076 21,247 26,392 1,584 0 0 0 6,496 2,576: 0 0
Old : 361,035: 303,407 304,324 27,076 21,247 26,392 1,584 0 0 0 6,496 2,576: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 11,802: 9,882 11,802 0 0 0 320 0 0 0 -1,600 1,600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 84.3 7.5 5.9 7.3 0.4 0.0 0.0 0.0 1.8 0.7: 0.0 0.0
Old : 100.0: 84.0 84.3 7.5 5.9 7.3 0.4 0.0 0.0 0.0 1.8 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 20 . . . . 0 0 0 . .:
Old : 28: 20 20 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 49.2 79.4 82.1 56.2 45.6 67.5 68.2
Old : 59.7 49.2 79.4 82.1 56.2 45.6 67.5 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,564,528: 1,277,436 1,239,147 173,558 143,356 19,584 2,318 25,854 60,756 25,425 70,380 4,250: 1,201 1,201
Old : 1,564,528: 1,277,436 1,239,147 173,558 143,356 19,584 2,318 25,854 60,756 25,425 70,380 4,250: 1,201 1,201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 30,776: 28,510 2,793 24 17,143 5,800 0 -353 -5,552 409 9,360 384: 1,201 1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 79.2 11.1 9.2 1.3 0.1 1.7 3.9 1.6 4.5 0.3: 0.1 0.1
Old : 100.0: 81.6 79.2 11.1 9.2 1.3 0.1 1.7 3.9 1.6 4.5 0.3: 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 : 59: 35 37 . 4 . . 4 4 4 4 .:
Old : 59: 35 37 . 4 . . 4 4 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 : 49.2 42.5 69.6 63.9 39.2 37.8 52.6 52.5
Old : 49.2 42.5 69.6 63.9 39.2 37.8 52.6 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,751: 46,543 49,842 6,999 3,773 5,628 1,891 3,247 182 2,864 1,435 2,644: 0 0
Old : 66,751: 46,543 49,842 6,999 3,773 5,628 1,891 3,247 182 2,864 1,435 2,644: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 2,541: 2,298 1,269 -101 976 -133 0 0 0 48 0 429: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 74.7 10.5 5.7 8.4 2.8 4.9 0.3 4.3 2.1 4.0: 0.0 0.0
Old : 100.0: 69.7 74.7 10.5 5.7 8.4 2.8 4.9 0.3 4.3 2.1 4.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 22 . . . . . . 5 4 4:
Old : 42: 21 22 . . . . . . 5 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 : 52.7 58.6 77.9 80.1 49.3 52.3 68.0 67.4
Old : 52.7 58.6 77.9 80.1 49.3 52.3 68.0 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 316,581: 187,300 264,184 74,364 0 52,069 0 0 0 2,528 8 320: 0 0
Old : 316,581: 187,300 264,184 74,364 0 52,069 0 0 0 2,528 8 320: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -15,083: 971 -15,083 -16,054 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 83.4 23.5 0.0 16.4 0.0 0.0 0.0 0.8 0.0 0.1: 0.0 0.0
Old : 100.0: 59.2 83.4 23.5 0.0 16.4 0.0 0.0 0.0 0.8 0.0 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 : 24: 15 15 . 0 . 0 0 0 . . .:
Old : 24: 15 15 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 66.4 91.5 86.0 47.1 53.2 62.0 60.8
Old : 66.5 66.4 91.5 86.0 47.1 53.2 62.0 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 438,436: 334,168 379,188 49,771 9,392 40,120 4,544 728 8,632 1,201 376 0: 0 0
Old : 438,436: 334,168 379,188 49,771 9,392 40,120 4,544 728 8,632 1,201 376 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,953: -768 1,953 2,721 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 86.5 11.4 2.1 9.2 1.0 0.2 2.0 0.3 0.1 0.0: 0.0 0.0
Old : 100.0: 76.2 86.5 11.4 2.1 9.2 1.0 0.2 2.0 0.3 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 28 24 . . . . . . . . 0:
Old : 42: 28 24 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 57.0 70.8 80.3 41.2 52.9 58.4 64.4
Old : 46.3 57.0 70.8 80.3 41.2 52.9 58.4 64.4
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 - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,191: 27,450 30,970 2,748 0 1,765 671 207 719 347 0 85: 406 445
Old : 34,191: 27,450 30,970 2,748 0 1,765 671 207 719 347 0 85: 406 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 184: -45 142 166 0 42 0 0 0 0 0 0: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 90.6 8.0 0.0 5.2 2.0 0.6 2.1 1.0 0.0 0.2: 1.2 1.3
Old : 100.0: 80.3 90.6 8.0 0.0 5.2 2.0 0.6 2.1 1.0 0.0 0.2: 1.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 24 . 0 . . . . 4 0 .:
Old : 41: 25 24 . 0 . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 58.9 67.4 77.5 44.0 55.1 60.5 67.9
Old : 46.7 58.9 67.4 77.5 44.0 55.1 60.5 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 55,681: 38,441 38,415 14,900 15,505 1,740 0 0 0 190 0 0: 410 21
Old : 55,681: 38,441 38,415 14,900 15,505 1,740 0 0 0 190 0 0: 410 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 845: 820 245 -155 420 180 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 69.0 26.8 27.8 3.1 0.0 0.0 0.0 0.3 0.0 0.0: 0.7 0.0
Old : 100.0: 69.0 69.0 26.8 27.8 3.1 0.0 0.0 0.0 0.3 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 29 29 . . . 0 0 0 . 0 0:
Old : 42: 29 29 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 53.8 72.8 70.1 58.4 50.9 69.1 63.4
Old : 58.6 53.8 72.8 70.1 58.4 50.9 69.1 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,090: 60,648 58,120 17,045 20,630 1,280 500 0 0 422 0 0: 195 60
Old : 80,090: 60,648 58,120 17,045 20,630 1,280 500 0 0 422 0 0: 195 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,065: 1,040 465 -390 185 415 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 72.6 21.3 25.8 1.6 0.6 0.0 0.0 0.5 0.0 0.0: 0.2 0.1
Old : 100.0: 75.7 72.6 21.3 25.8 1.6 0.6 0.0 0.0 0.5 0.0 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 32 27 . . . . 0 0 . 0 0:
Old : 48: 32 27 . . . . 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 : 54.9 58.8 71.8 74.2 54.8 57.2 69.6 70.8
Old : 54.9 58.8 71.8 74.2 54.8 57.2 69.6 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,828: 21,314 21,543 1,640 1,185 1,805 0 0 0 525 1,175 0: 544 120
Old : 25,828: 21,314 21,543 1,640 1,185 1,805 0 0 0 525 1,175 0: 544 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 2,777: 2,817 2,517 0 300 -40 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 83.4 6.3 4.6 7.0 0.0 0.0 0.0 2.0 4.5 0.0: 2.1 0.5
Old : 100.0: 82.5 83.4 6.3 4.6 7.0 0.0 0.0 0.0 2.0 4.5 0.0: 2.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 14 . . . 0 0 0 . . 0:
Old : 28: 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 : 61.7 68.6 81.9 87.3 58.7 67.8 76.3 82.0
Old : 61.7 68.6 81.9 87.3 58.7 67.8 76.3 82.0
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 - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 289,040: 201,024 278,912 65,944 0 9,744 7,096 0 0 4,848 0 384: 0 0
Old : 289,040: 201,024 278,912 65,944 0 9,744 7,096 0 0 4,848 0 384: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 5,072: 4,664 5,072 0 0 0 0 0 0 408 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 96.5 22.8 0.0 3.4 2.5 0.0 0.0 1.7 0.0 0.1: 0.0 0.0
Old : 100.0: 69.5 96.5 22.8 0.0 3.4 2.5 0.0 0.0 1.7 0.0 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 : 30: 19 16 . 0 . . 0 0 . 0 .:
Old : 30: 19 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 : 45.2 73.6 66.7 90.2 41.6 65.8 60.3 76.1
Old : 45.2 73.6 66.7 90.2 41.6 65.8 60.3 76.1
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 - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,474: 7,498 6,042 90 1,209 127 1,091 0 156 428 1,856 84: 0 0
Old : 9,474: 7,498 6,042 90 1,209 127 1,091 0 156 428 1,856 84: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 105: 638 128 0 0 0 0 0 0 0 0 0: -533 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 63.8 0.9 12.8 1.3 11.5 0.0 1.6 4.5 19.6 0.9: 0.0 0.0
Old : 100.0: 79.1 63.8 0.9 12.8 1.3 11.5 0.0 1.6 4.5 19.6 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 20 . . . 4 0 . . . .:
Old : 32: 19 20 . . . 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 : 35.7 64.7 63.0 79.6 35.3 56.7 59.4 68.3
Old : 35.7 64.7 63.0 79.6 35.3 56.7 59.4 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,365: 5,685 6,035 0 3,090 60 1,800 0 0 1,700 0 0: 120 180
Old : 9,365: 5,685 6,035 0 3,090 60 1,800 0 0 1,700 0 0: 120 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 64.4 0.0 33.0 0.6 19.2 0.0 0.0 18.2 0.0 0.0: 1.3 1.9
Old : 100.0: 60.7 64.4 0.0 33.0 0.6 19.2 0.0 0.0 18.2 0.0 0.0: 1.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 12 0 . . . 0 0 . 0 0:
Old : 21: 9 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 : 51.3 59.0 83.3 83.1 51.3 53.2 74.2 66.6
Old : 51.3 59.0 83.3 83.1 51.3 53.2 74.2 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,630: 7,480 7,285 0 2,110 435 625 0 50 1,115 300 430: 495 20
Old : 10,630: 7,480 7,285 0 2,110 435 625 0 50 1,115 300 430: 495 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 395: 515 715 -495 -795 375 -50 0 50 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 68.5 0.0 19.8 4.1 5.9 0.0 0.5 10.5 2.8 4.0: 4.7 0.2
Old : 100.0: 70.4 68.5 0.0 19.8 4.1 5.9 0.0 0.5 10.5 2.8 4.0: 4.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 15 0 . . . 0 . . . .:
Old : 25: 11 15 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 61.3 86.1 81.7 37.8 40.3 50.6 49.4
Old : 66.5 61.3 86.1 81.7 37.8 40.3 50.6 49.4
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 - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,522: 28,982 29,997 2,265 30 2,825 0 0 0 450 1,550 0: 0 120
Old : 34,522: 28,982 29,997 2,265 30 2,825 0 0 0 450 1,550 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 3,167: 3,142 2,727 -565 0 440 0 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 86.9 6.6 0.1 8.2 0.0 0.0 0.0 1.3 4.5 0.0: 0.0 0.3
Old : 100.0: 84.0 86.9 6.6 0.1 8.2 0.0 0.0 0.0 1.3 4.5 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 23 . . . 0 0 0 . . 0:
Old : 39: 19 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 : 52.9 67.9 75.5 83.1 49.0 67.6 65.9 76.4
Old : 52.9 67.9 75.5 83.1 49.0 67.6 65.9 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,968: 19,188 19,298 2,435 3,075 2,420 25 0 0 660 75 0: 240 100
Old : 24,968: 19,188 19,298 2,435 3,075 2,420 25 0 0 660 75 0: 240 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,305: 1,305 1,395 90 0 -90 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 77.3 9.8 12.3 9.7 0.1 0.0 0.0 2.6 0.3 0.0: 1.0 0.4
Old : 100.0: 76.9 77.3 9.8 12.3 9.7 0.1 0.0 0.0 2.6 0.3 0.0: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 19 . . . . 0 0 . . 0:
Old : 31: 21 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 : 46.1 67.1 67.3 87.0 40.4 51.0 56.9 63.6
Old : 46.1 67.1 67.3 87.0 40.4 51.0 56.9 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,206: 16,965 15,787 2,520 2,772 1,813 115 335 0 0 707 214: 579 578
Old : 22,206: 16,965 15,787 2,520 2,772 1,813 115 335 0 0 707 214: 579 578
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -106: -321 341 -105 -510 42 0 0 0 0 21 -21: 299 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 71.1 11.3 12.5 8.2 0.5 1.5 0.0 0.0 3.2 1.0: 2.6 2.6
Old : 100.0: 76.4 71.1 11.3 12.5 8.2 0.5 1.5 0.0 0.0 3.2 1.0: 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 : 34: 21 21 . . . . . 0 0 . .:
Old : 34: 21 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 : 43.2 53.4 68.1 73.5 38.0 44.8 55.9 57.4
Old : 43.2 53.4 68.1 73.5 38.0 44.8 55.9 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,930: 48,264 45,364 942 3,028 2,606 0 222 0 1,331 1,803 1,787: 0 120
Old : 54,930: 48,264 45,364 942 3,028 2,606 0 222 0 1,331 1,803 1,787: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,005: 955 1,065 0 247 -257 0 0 0 -50 -412 362: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 82.6 1.7 5.5 4.7 0.0 0.4 0.0 2.4 3.3 3.3: 0.0 0.2
Old : 100.0: 87.9 82.6 1.7 5.5 4.7 0.0 0.4 0.0 2.4 3.3 3.3: 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 : 42: 28 22 . . 4 0 . 0 . . .:
Old : 42: 28 22 . . 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 : 42.9 44.2 64.1 67.6 38.7 43.7 57.6 63.4
Old : 42.9 44.2 64.1 67.6 38.7 43.7 57.6 63.4
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 - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 70,460: 60,334 52,729 3,682 3,037 2,831 122 265 175 1,682 9,754 1,609: 25 60
Old : 70,460: 60,334 52,729 3,682 3,037 2,831 122 265 175 1,682 9,754 1,609: 25 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 624: 1,016 30 -32 90 -38 0 0 0 -90 759 -237: 5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 74.8 5.2 4.3 4.0 0.2 0.4 0.2 2.4 13.8 2.3: 0.0 0.1
Old : 100.0: 85.6 74.8 5.2 4.3 4.0 0.2 0.4 0.2 2.4 13.8 2.3: 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 : 55: 32 29 . . 4 . . . 5 4 7:
Old : 55: 32 29 . . 4 . . . 5 4 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 : 34.8 44.4 53.0 66.1 34.6 40.5 50.3 57.1
Old : 34.8 44.4 53.0 66.1 34.6 40.5 50.3 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,840: 41,750 45,870 6,815 3,420 1,550 0 0 0 700 0 0: 25 0
Old : 50,840: 41,750 45,870 6,815 3,420 1,550 0 0 0 700 0 0: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 675: 675 75 -600 0 600 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 90.2 13.4 6.7 3.0 0.0 0.0 0.0 1.4 0.0 0.0: 0.0 0.0
Old : 100.0: 82.1 90.2 13.4 6.7 3.0 0.0 0.0 0.0 1.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 23 9 . . . 0 0 0 . 0 0:
Old : 30: 23 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 : 57.9 97.4 79.3 99.4 55.5 94.6 76.9 95.1
Old : 57.9 97.4 79.3 99.4 55.5 94.6 76.9 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 57,615: 47,095 50,400 8,480 6,485 730 50 0 0 1,235 0 0: 25 0
Old : 57,615: 47,095 50,400 8,480 6,485 730 50 0 0 1,235 0 0: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 260: 255 260 5 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 87.5 14.7 11.3 1.3 0.1 0.0 0.0 2.1 0.0 0.0: 0.0 0.0
Old : 100.0: 81.7 87.5 14.7 11.3 1.3 0.1 0.0 0.0 2.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 15 . . . . 0 0 . 0 0:
Old : 34: 23 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 93.6 78.0 97.9 59.1 92.5 76.7 95.0
Old : 60.2 93.6 78.0 97.9 59.1 92.5 76.7 95.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 341,609: 233,517 290,726 32,823 13,854 13,463 0 816 0 55,601 16,545 6,205: 0 0
Old : 341,609: 233,517 290,726 32,823 13,854 13,463 0 816 0 55,601 16,545 6,205: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,529: 385 389 385 0 0 0 0 0 -381 0 1,140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 85.1 9.6 4.1 3.9 0.0 0.2 0.0 16.3 4.8 1.8: 0.0 0.0
Old : 100.0: 68.4 85.1 9.6 4.1 3.9 0.0 0.2 0.0 16.3 4.8 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 : 42: 24 25 . . . 0 . 0 4 . .:
Old : 42: 24 25 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 48.0 70.5 68.0 41.8 46.6 62.3 64.0
Old : 46.6 48.0 70.5 68.0 41.8 46.6 62.3 64.0
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 - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,909: 20,609 20,768 501 522 1,261 86 965 765 2,553 1,448 1,028: 106 152
Old : 26,909: 20,609 20,768 501 522 1,261 86 965 765 2,553 1,448 1,028: 106 152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 437: 307 610 -104 -18 21 0 143 0 469 0 -256: 0 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 77.2 1.9 1.9 4.7 0.3 3.6 2.8 9.5 5.4 3.8: 0.4 0.6
Old : 100.0: 76.6 77.2 1.9 1.9 4.7 0.3 3.6 2.8 9.5 5.4 3.8: 0.4 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 : 46: 23 29 . . . . . . . . 5:
Old : 46: 23 29 . . . . . . . . 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 : 45.7 45.6 70.1 59.6 39.6 45.4 63.1 57.3
Old : 45.7 45.6 70.1 59.6 39.6 45.4 63.1 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 32,178: 20,664 31,840 9,864 0 0 77 104 0 1,547 208 26: 0 0
Old : 32,178: 20,664 31,840 9,864 0 0 77 104 0 1,547 208 26: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 608: 783 533 -150 0 0 0 0 0 -25 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 98.9 30.7 0.0 0.0 0.2 0.3 0.0 4.8 0.6 0.1: 0.0 0.0
Old : 100.0: 64.2 98.9 30.7 0.0 0.0 0.2 0.3 0.0 4.8 0.6 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 14 . 0 0 . . 0 4 . .:
Old : 31: 13 14 . 0 0 . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 82.3 91.4 95.6 69.4 78.3 80.5 83.2
Old : 72.6 82.3 91.4 95.6 69.4 78.3 80.5 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 285,383: 224,026 241,565 45,897 8,733 14,700 760 19,184 0 0 1,201 0: 0 0
Old : 285,383: 224,026 241,565 45,897 8,733 14,700 760 19,184 0 0 1,201 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 4,680: 0 4,680 0 -4,680 4,680 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 84.6 16.1 3.1 5.2 0.3 6.7 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 78.5 84.6 16.1 3.1 5.2 0.3 6.7 0.0 0.0 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 15 . . . . . 0 0 . 0:
Old : 30: 16 15 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 62.9 83.2 80.6 57.9 50.9 65.1 64.6
Old : 70.0 62.9 83.2 80.6 57.9 50.9 65.1 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,172: 16,686 18,994 3,310 0 638 319 1,064 0 92 69 0: 127 407
Old : 21,172: 16,686 18,994 3,310 0 638 319 1,064 0 92 69 0: 127 407
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 63: 105 -192 -255 0 255 0 0 0 0 0 0: -42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 89.7 15.6 0.0 3.0 1.5 5.0 0.0 0.4 0.3 0.0: 0.6 1.9
Old : 100.0: 78.8 89.7 15.6 0.0 3.0 1.5 5.0 0.0 0.4 0.3 0.0: 0.6 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 : 30: 16 18 . 0 . . . 0 . . 0:
Old : 30: 16 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 : 68.1 70.6 83.2 83.8 60.9 64.9 72.8 73.5
Old : 68.1 70.6 83.2 83.8 60.9 64.9 72.8 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 112,036: 47,624 110,075 64,412 0 0 0 1,961 0 0 0 0: 0 0
Old : 112,036: 47,624 110,075 64,412 0 0 0 1,961 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: August 16, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 98.2 57.5 0.0 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 42.5 98.2 57.5 0.0 0.0 0.0 1.8 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: 8 10 . 0 0 0 . 0 0 0 0:
Old : 20: 8 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 : 79.8 92.0 97.6 98.3 79.8 92.0 97.3 98.0
Old : 79.8 92.0 97.6 98.3 79.8 92.0 97.3 98.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 11,568: 7,445 8,058 1,565 1,170 169 943 138 0 588 69 640: 218 1,324
Old : 11,568: 7,445 8,058 1,565 1,170 169 943 138 0 588 69 640: 218 1,324
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 207: 336 -67 -317 -235 62 105 0 0 -21 0 0: 42 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 69.7 13.5 10.1 1.5 8.2 1.2 0.0 5.1 0.6 5.5: 1.9 11.4
Old : 100.0: 64.4 69.7 13.5 10.1 1.5 8.2 1.2 0.0 5.1 0.6 5.5: 1.9 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 14 . . . . . 0 . . .:
Old : 29: 16 14 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 50.5 73.2 71.9 40.4 45.6 57.8 57.8
Old : 50.9 50.5 73.2 71.9 40.4 45.6 57.8 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 148,039: 114,562 110,020 24,964 33,281 784 4,297 0 0 1,136 1,658 1,912: 384 384
Old : 148,039: 114,562 110,020 24,964 33,281 784 4,297 0 0 1,136 1,658 1,912: 384 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -3,552: -3,936 -3,552 0 0 0 0 0 0 0 -384 384: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 74.3 16.9 22.5 0.5 2.9 0.0 0.0 0.8 1.1 1.3: 0.3 0.3
Old : 100.0: 77.4 74.3 16.9 22.5 0.5 2.9 0.0 0.0 0.8 1.1 1.3: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 12 15 . . . . 0 0 . . .:
Old : 30: 12 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 61.3 81.2 85.2 53.8 60.8 72.4 76.1
Old : 61.6 61.3 81.2 85.2 53.8 60.8 72.4 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 17,917: 14,561 10,397 1,554 3,254 846 0 1,834 0 136 532 521: 299 533
Old : 17,917: 14,561 10,397 1,554 3,254 846 0 1,834 0 136 532 521: 299 533
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -63: -84 233 126 -275 -126 0 105 0 -21 -21 21: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 58.0 8.7 18.2 4.7 0.0 10.2 0.0 0.8 3.0 2.9: 1.7 3.0
Old : 100.0: 81.3 58.0 8.7 18.2 4.7 0.0 10.2 0.0 0.8 3.0 2.9: 1.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 23 . . . 0 . 0 . . 4:
Old : 37: 20 23 . . . 0 . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 37.1 74.8 57.7 50.6 35.5 58.7 49.3
Old : 57.5 37.1 74.8 57.7 50.6 35.5 58.7 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 200,369: 164,468 119,165 18,284 55,437 15,673 0 8,926 408 1,536 760 0: 0 0
Old : 200,369: 164,468 119,165 18,284 55,437 15,673 0 8,926 408 1,536 760 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,600: -800 1,600 2,400 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 59.5 9.1 27.7 7.8 0.0 4.5 0.2 0.8 0.4 0.0: 0.0 0.0
Old : 100.0: 82.1 59.5 9.1 27.7 7.8 0.0 4.5 0.2 0.8 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 . . . 0 . . . . 0:
Old : 31: 18 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 : 59.6 59.3 78.4 80.7 37.4 45.5 48.9 54.5
Old : 59.6 59.3 78.4 80.7 37.4 45.5 48.9 54.5
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 - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,960: 8,675 10,285 2,050 0 75 0 250 50 50 275 0: 60 25
Old : 10,960: 8,675 10,285 2,050 0 75 0 250 50 50 275 0: 60 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 93.8 18.7 0.0 0.7 0.0 2.3 0.5 0.5 2.5 0.0: 0.5 0.2
Old : 100.0: 79.2 93.8 18.7 0.0 0.7 0.0 2.3 0.5 0.5 2.5 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 : 23: 14 12 . 0 . 0 . . . . 0:
Old : 23: 14 12 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 80.0 85.2 92.7 36.7 52.4 55.6 60.1
Old : 59.8 80.0 85.2 92.7 36.7 52.4 55.6 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,094: 13,673 21,472 7,666 0 4,529 304 270 0 663 564 259: 0 0
Old : 27,094: 13,673 21,472 7,666 0 4,529 304 270 0 663 564 259: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 2,040: 2,168 2,317 -434 0 0 0 -125 0 508 50 -202: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 79.3 28.3 0.0 16.7 1.1 1.0 0.0 2.4 2.1 1.0: 0.0 0.0
Old : 100.0: 50.5 79.3 28.3 0.0 16.7 1.1 1.0 0.0 2.4 2.1 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 : 30: 18 15 . 0 . . . 0 . . .:
Old : 30: 18 15 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 55.9 89.5 78.2 48.3 50.2 61.0 63.3
Old : 69.6 55.9 89.5 78.2 48.3 50.2 61.0 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 243,850: 143,346 161,633 33,920 11,769 66,584 0 0 0 0 3,864 0: 0 0
Old : 243,850: 143,346 161,633 33,920 11,769 66,584 0 0 0 0 3,864 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 960: 960 -2,904 0 0 0 0 0 0 0 3,864 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 66.3 13.9 4.8 27.3 0.0 0.0 0.0 0.0 1.6 0.0: 0.0 0.0
Old : 100.0: 58.8 66.3 13.9 4.8 27.3 0.0 0.0 0.0 0.0 1.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 14 . . . 0 0 0 0 . 0:
Old : 23: 15 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 : 78.4 64.9 93.4 87.0 50.4 37.1 56.6 52.9
Old : 78.4 64.9 93.4 87.0 50.4 37.1 56.6 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,235: 10,625 6,460 150 3,070 0 0 1,680 0 300 0 0: 160 25
Old : 11,235: 10,625 6,460 150 3,070 0 0 1,680 0 300 0 0: 160 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 145: 145 65 0 80 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 57.5 1.3 27.3 0.0 0.0 15.0 0.0 2.7 0.0 0.0: 1.4 0.2
Old : 100.0: 94.6 57.5 1.3 27.3 0.0 0.0 15.0 0.0 2.7 0.0 0.0: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 12 . . 0 0 . 0 . 0 0:
Old : 21: 13 12 . . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 77.1 85.0 91.7 59.5 65.9 71.9 78.3
Old : 69.1 77.1 85.0 91.7 59.5 65.9 71.9 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,675: 11,755 7,275 220 2,425 180 0 2,595 0 305 0 155: 60 45
Old : 12,675: 11,755 7,275 220 2,425 180 0 2,595 0 305 0 155: 60 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 0: 0 145 0 -120 0 0 0 0 25 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 57.4 1.7 19.1 1.4 0.0 20.5 0.0 2.4 0.0 1.2: 0.5 0.4
Old : 100.0: 92.7 57.4 1.7 19.1 1.4 0.0 20.5 0.0 2.4 0.0 1.2: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 13 . . . 0 . 0 . 0 .:
Old : 25: 14 13 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 71.7 82.8 88.9 56.0 60.7 69.3 75.4
Old : 65.4 71.7 82.8 88.9 56.0 60.7 69.3 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,276: 3,936 5,457 642 1,605 0 214 214 0 2,461 0 0: 23 0
Old : 7,276: 3,936 5,457 642 1,605 0 214 214 0 2,461 0 0: 23 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 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: 54.1 75.0 8.8 22.1 0.0 2.9 2.9 0.0 33.8 0.0 0.0: 0.3 0.0
Old : 100.0: 54.1 75.0 8.8 22.1 0.0 2.9 2.9 0.0 33.8 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 : 22: 8 6 . . 0 . . 0 4 0 0:
Old : 22: 8 6 . . 0 . . 0 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 : 60.3 86.8 83.8 100.0 58.8 86.8 82.4 98.5
Old : 60.3 86.8 83.8 100.0 58.8 86.8 82.4 98.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,755: 15,475 7,410 1,020 9,430 915 0 0 0 155 0 0: 190 0
Old : 17,755: 15,475 7,410 1,020 9,430 915 0 0 0 155 0 0: 190 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 350: 270 45 95 495 -170 0 0 0 155 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 41.7 5.7 53.1 5.2 0.0 0.0 0.0 0.9 0.0 0.0: 1.1 0.0
Old : 100.0: 87.2 41.7 5.7 53.1 5.2 0.0 0.0 0.0 0.9 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 10 . . . 0 0 0 . 0 0:
Old : 25: 13 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 : 67.2 82.1 89.9 96.4 63.8 81.6 82.9 90.4
Old : 67.2 82.1 89.9 96.4 63.8 81.6 82.9 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,731: 11,846 16,236 5,960 2,315 2,130 625 0 50 0 0 0: 120 0
Old : 20,731: 11,846 16,236 5,960 2,315 2,130 625 0 50 0 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 225: 200 -25 -325 50 200 150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 78.3 28.7 11.2 10.3 3.0 0.0 0.2 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 57.1 78.3 28.7 11.2 10.3 3.0 0.0 0.2 0.0 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 13 . . 4 . 0 . 0 0 0:
Old : 28: 15 13 . . 4 . 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 : 68.5 74.8 83.8 91.9 60.9 67.4 72.1 77.9
Old : 68.5 74.8 83.8 91.9 60.9 67.4 72.1 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,362: 8,907 9,772 3,120 2,690 1,700 175 50 0 0 125 0: 460 25
Old : 14,362: 8,907 9,772 3,120 2,690 1,700 175 50 0 0 125 0: 460 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 250: 430 160 0 50 0 50 50 0 0 0 0: -230 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 68.0 21.7 18.7 11.8 1.2 0.3 0.0 0.0 0.9 0.0: 3.2 0.2
Old : 100.0: 62.0 68.0 21.7 18.7 11.8 1.2 0.3 0.0 0.0 0.9 0.0: 3.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 12 . . . . . 0 0 . 0:
Old : 27: 12 12 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 72.4 84.7 89.8 60.2 65.1 74.5 76.8
Old : 68.8 72.4 84.7 89.8 60.2 65.1 74.5 76.8
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 - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,670: 15,255 19,970 5,450 5 875 0 500 0 0 150 0: 90 170
Old : 21,670: 15,255 19,970 5,450 5 875 0 500 0 0 150 0: 90 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 0: -100 0 100 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 92.2 25.1 0.0 4.0 0.0 2.3 0.0 0.0 0.7 0.0: 0.4 0.8
Old : 100.0: 70.4 92.2 25.1 0.0 4.0 0.0 2.3 0.0 0.0 0.7 0.0: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 11 . . . 0 . 0 0 . 0:
Old : 27: 13 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 : 70.0 80.5 91.8 91.3 66.5 79.3 84.1 86.5
Old : 70.0 80.5 91.8 91.3 66.5 79.3 84.1 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,925: 11,215 14,930 4,100 155 560 0 100 0 0 0 0: 50 180
Old : 15,925: 11,215 14,930 4,100 155 560 0 100 0 0 0 0: 50 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 250: -50 250 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 93.8 25.7 1.0 3.5 0.0 0.6 0.0 0.0 0.0 0.0: 0.3 1.1
Old : 100.0: 70.4 93.8 25.7 1.0 3.5 0.0 0.6 0.0 0.0 0.0 0.0: 0.3 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 : 22: 14 7 . . . 0 . 0 0 0 0:
Old : 22: 14 7 . . . 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 87.8 89.7 96.7 64.9 84.6 86.0 91.0
Old : 67.7 87.8 89.7 96.7 64.9 84.6 86.0 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,735: 13,210 17,290 3,645 50 1,220 0 0 0 300 75 50: 310 50
Old : 18,735: 13,210 17,290 3,645 50 1,220 0 0 0 300 75 50: 310 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 25: 25 -50 0 0 0 0 0 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 92.3 19.5 0.3 6.5 0.0 0.0 0.0 1.6 0.4 0.3: 1.7 0.3
Old : 100.0: 70.5 92.3 19.5 0.3 6.5 0.0 0.0 0.0 1.6 0.4 0.3: 1.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 10 . . . 0 0 0 . . .:
Old : 23: 15 10 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 86.4 83.7 98.1 60.0 75.8 71.3 79.6
Old : 68.5 86.4 83.7 98.1 60.0 75.8 71.3 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,352: 14,022 17,557 2,650 50 2,580 100 0 0 635 75 40: 325 50
Old : 20,352: 14,022 17,557 2,650 50 2,580 100 0 0 635 75 40: 325 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 75: 75 0 0 0 0 0 0 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 86.3 13.0 0.2 12.7 0.5 0.0 0.0 3.1 0.4 0.2: 1.6 0.2
Old : 100.0: 68.9 86.3 13.0 0.2 12.7 0.5 0.0 0.0 3.1 0.4 0.2: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 10 . . . . 0 0 . . .:
Old : 24: 15 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 90.1 81.3 98.1 51.3 78.0 65.2 79.6
Old : 64.2 90.1 81.3 98.1 51.3 78.0 65.2 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 107,547: 84,892 90,222 5,270 2,300 12,890 2,000 125 70 2,100 1,460 325: 0 155
Old : 107,547: 84,892 90,222 5,270 2,300 12,890 2,000 125 70 2,100 1,460 325: 0 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -140: -385 95 -70 -650 240 0 0 0 75 175 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 83.9 4.9 2.1 12.0 1.9 0.1 0.1 2.0 1.4 0.3: 0.0 0.1
Old : 100.0: 78.9 83.9 4.9 2.1 12.0 1.9 0.1 0.1 2.0 1.4 0.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 31 30 4 . 4 . . . 4 . .:
Old : 52: 31 30 4 . 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 : 40.5 46.1 61.9 72.8 34.6 37.0 47.9 53.0
Old : 40.5 46.1 61.9 72.8 34.6 37.0 47.9 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,493: 94,253 101,562 10,345 2,165 12,350 2,650 1,996 595 950 2,340 335: 15 150
Old : 121,493: 94,253 101,562 10,345 2,165 12,350 2,650 1,996 595 950 2,340 335: 15 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,240: 1,055 1,300 20 -650 185 -100 200 50 75 200 -45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 83.6 8.5 1.8 10.2 2.2 1.6 0.5 0.8 1.9 0.3: 0.0 0.1
Old : 100.0: 77.6 83.6 8.5 1.8 10.2 2.2 1.6 0.5 0.8 1.9 0.3: 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 : 58: 39 37 4 . . . 4 . . . .:
Old : 58: 39 37 4 . . . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 47.6 60.2 70.7 34.0 44.2 47.0 56.9
Old : 44.0 47.6 60.2 70.7 34.0 44.2 47.0 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 179,578: 122,927 134,191 27,834 7,424 7,749 6,325 8,190 6,860 3,059 10,379 4,753: 71 32
Old : 179,578: 122,927 134,191 27,834 7,424 7,749 6,325 8,190 6,860 3,059 10,379 4,753: 71 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 3,916: 400 1,596 665 -236 -26 154 -177 2,115 254 293 348: 6 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 74.7 15.5 4.1 4.3 3.5 4.6 3.8 1.7 5.8 2.6: 0.0 0.0
Old : 100.0: 68.5 74.7 15.5 4.1 4.3 3.5 4.6 3.8 1.7 5.8 2.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 77: 41 43 5 . 5 4 4 4 5 10 9:
Old : 77: 41 43 5 . 5 4 4 4 5 10 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 57.3 53.6 68.4 35.8 48.8 50.4 55.8
Old : 37.6 57.3 53.6 68.4 35.8 48.8 50.4 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,603: 105,515 105,818 6,387 6,165 5,873 2,518 20 1,290 1,545 4,012 415: 60 10
Old : 123,603: 105,515 105,818 6,387 6,165 5,873 2,518 20 1,290 1,545 4,012 415: 60 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,462: 1,519 -181 100 838 -25 -312 0 180 25 675 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 85.6 5.2 5.0 4.8 2.0 0.0 1.0 1.2 3.2 0.3: 0.0 0.0
Old : 100.0: 85.4 85.6 5.2 5.0 4.8 2.0 0.0 1.0 1.2 3.2 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 34 32 . . 4 . . . . 4 .:
Old : 51: 34 32 . . 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 : 32.3 61.7 48.5 77.0 29.9 53.4 43.4 62.6
Old : 32.3 61.7 48.5 77.0 29.9 53.4 43.4 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,610: 31,800 25,045 875 8,075 2,150 780 950 0 605 0 390: 10 0
Old : 36,610: 31,800 25,045 875 8,075 2,150 780 950 0 605 0 390: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 35: 35 -190 -125 50 125 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 68.4 2.4 22.1 5.9 2.1 2.6 0.0 1.7 0.0 1.1: 0.0 0.0
Old : 100.0: 86.9 68.4 2.4 22.1 5.9 2.1 2.6 0.0 1.7 0.0 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 10 . . . . . 0 . 0 .:
Old : 29: 21 10 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 91.0 77.1 98.0 59.2 86.9 73.6 87.7
Old : 59.6 91.0 77.1 98.0 59.2 86.9 73.6 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,060: 27,050 26,585 650 1,715 4,280 30 200 50 760 0 230: 10 0
Old : 33,060: 27,050 26,585 650 1,715 4,280 30 200 50 760 0 230: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 75: 75 -100 -125 50 125 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 80.4 2.0 5.2 12.9 0.1 0.6 0.2 2.3 0.0 0.7: 0.0 0.0
Old : 100.0: 81.8 80.4 2.0 5.2 12.9 0.1 0.6 0.2 2.3 0.0 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 9 . . . . . . . 0 .:
Old : 29: 21 9 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 91.6 79.3 97.5 55.9 79.1 68.9 80.8
Old : 59.9 91.6 79.3 97.5 55.9 79.1 68.9 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,090: 29,755 27,255 180 3,954 3,451 1,000 0 250 200 0 0: 254 180
Old : 35,090: 29,755 27,255 180 3,954 3,451 1,000 0 250 200 0 0: 254 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,027: 55 60 0 0 1,017 0 0 -50 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 77.7 0.5 11.3 9.8 2.8 0.0 0.7 0.6 0.0 0.0: 0.7 0.5
Old : 100.0: 84.8 77.7 0.5 11.3 9.8 2.8 0.0 0.7 0.6 0.0 0.0: 0.7 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 : 36: 26 26 . . . . 0 . . 0 0:
Old : 36: 26 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 : 43.4 53.5 60.5 74.8 37.9 46.4 51.9 58.4
Old : 43.4 53.5 60.5 74.8 37.9 46.4 51.9 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,681: 11,016 12,351 1,895 955 1,245 300 0 0 225 0 0: 0 130
Old : 14,681: 11,016 12,351 1,895 955 1,245 300 0 0 225 0 0: 0 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 158: 458 183 -300 -25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 84.1 12.9 6.5 8.5 2.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.9
Old : 100.0: 75.0 84.1 12.9 6.5 8.5 2.0 0.0 0.0 1.5 0.0 0.0: 0.0 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 : 25: 18 15 . . . . 0 0 . 0 0:
Old : 25: 18 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 64.6 60.3 86.9 33.8 51.4 53.0 63.0
Old : 36.8 64.6 60.3 86.9 33.8 51.4 53.0 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 188,044: 139,108 141,832 16,201 28,921 15,791 15,780 0 1,080 0 420 0: 84 0
Old : 188,044: 139,108 141,832 16,201 28,921 15,791 15,780 0 1,080 0 420 0: 84 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 2,610: 866 8,765 -10 -7,909 1,754 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 75.4 8.6 15.4 8.4 8.4 0.0 0.6 0.0 0.2 0.0: 0.0 0.0
Old : 100.0: 74.0 75.4 8.6 15.4 8.4 8.4 0.0 0.6 0.0 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 14 . . . . 0 . 0 . 0:
Old : 28: 20 14 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 82.1 74.9 92.4 40.2 55.4 50.1 57.5
Old : 50.6 82.1 74.9 92.4 40.2 55.4 50.1 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 2,994,847: 2,273,508 1,440,120 0 1,214,058 298,559 396,530 0 26,250 0 15,860 0: 0 0
Old : 2,994,847: 2,273,508 1,440,120 0 1,214,058 298,559 396,530 0 26,250 0 15,860 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 51,910: 28,800 66,710 0 -37,910 23,110 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 48.1 0.0 40.5 10.0 13.2 0.0 0.9 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 75.9 48.1 0.0 40.5 10.0 13.2 0.0 0.9 0.0 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 13 0 4 . . 0 . 0 . 0:
Old : 26: 15 13 0 4 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 83.1 83.2 90.5 50.7 60.6 61.3 65.2
Old : 63.3 83.1 83.2 90.5 50.7 60.6 61.3 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,021,146: 702,457 839,050 190,251 53,658 128,438 0 0 0 0 0 0: 0 0
Old : 1,021,146: 702,457 839,050 190,251 53,658 128,438 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: August 16, 2016 :
: 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: 68.8 82.2 18.6 5.3 12.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 68.8 82.2 18.6 5.3 12.6 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 10 . . . 0 0 0 0 0 0:
Old : 20: 12 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 79.9 82.4 95.5 41.7 62.9 56.6 65.2
Old : 63.2 79.9 82.4 95.5 41.7 62.9 56.6 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,884: 7,445 14,514 6,097 0 880 700 0 0 225 0 100: 1,437 1,390
Old : 16,884: 7,445 14,514 6,097 0 880 700 0 0 225 0 100: 1,437 1,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 86.0 36.1 0.0 5.2 4.1 0.0 0.0 1.3 0.0 0.6: 8.5 8.2
Old : 100.0: 44.1 86.0 36.1 0.0 5.2 4.1 0.0 0.0 1.3 0.0 0.6: 8.5 8.2
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 : 20: 8 11 . 0 . . 0 0 . 0 .:
Old : 20: 8 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 : 72.4 58.5 86.9 82.8 67.2 53.6 77.1 74.3
Old : 72.4 58.5 86.9 82.8 67.2 53.6 77.1 74.3
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 - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,368: 51,168 33,488 5,096 21,840 0 0 1,040 0 0 0 0: 104 0
Old : 56,368: 51,168 33,488 5,096 21,840 0 0 1,040 0 0 0 0: 104 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -47,696: -43,296 -28,336 -4,312 -18,480 0 0 -880 0 0 0 0: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 59.4 9.0 38.7 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 90.8 59.4 9.0 38.7 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 6 . . 0 0 . 0 0 0 0:
Old : 21: 10 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 : 77.3 89.5 94.6 98.9 77.3 89.5 94.6 98.9
Old : 77.3 89.5 94.6 98.9 77.3 89.5 94.6 98.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,969: 19,959 17,460 2,256 5,084 2,328 35 1,530 125 2,408 896 466: 392 80
Old : 27,969: 19,959 17,460 2,256 5,084 2,328 35 1,530 125 2,408 896 466: 392 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -471: -463 -411 215 230 -225 0 0 0 48 -34 -41: -5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 62.4 8.1 18.2 8.3 0.1 5.5 0.4 8.6 3.2 1.7: 1.4 0.3
Old : 100.0: 71.4 62.4 8.1 18.2 8.3 0.1 5.5 0.4 8.6 3.2 1.7: 1.4 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: 22 19 . . 4 . . . 5 . .:
Old : 41: 22 19 . . 4 . . . 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 : 45.5 46.3 69.8 67.3 40.4 43.6 58.0 62.7
Old : 45.5 46.3 69.8 67.3 40.4 43.6 58.0 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,817: 16,957 15,930 1,532 4,390 418 360 0 0 1,151 0 64: 335 15
Old : 20,817: 16,957 15,930 1,532 4,390 418 360 0 0 1,151 0 64: 335 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 564: 598 518 -120 80 60 0 0 0 120 0 -94: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 76.5 7.4 21.1 2.0 1.7 0.0 0.0 5.5 0.0 0.3: 1.6 0.1
Old : 100.0: 81.5 76.5 7.4 21.1 2.0 1.7 0.0 0.0 5.5 0.0 0.3: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 20 . . 4 . 0 0 . 0 .:
Old : 34: 21 20 . . 4 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 50.7 68.7 72.7 44.7 50.7 58.5 65.9
Old : 47.3 50.7 68.7 72.7 44.7 50.7 58.5 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,387: 31,745 18,394 1,150 12,681 213 25 3,032 645 1,336 440 957: 316 25
Old : 36,387: 31,745 18,394 1,150 12,681 213 25 3,032 645 1,336 440 957: 316 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 268: -44 -23 55 649 -333 0 -600 600 20 10 -30: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 50.6 3.2 34.9 0.6 0.1 8.3 1.8 3.7 1.2 2.6: 0.9 0.1
Old : 100.0: 87.2 50.6 3.2 34.9 0.6 0.1 8.3 1.8 3.7 1.2 2.6: 0.9 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 : 43: 27 25 . . . . . . . 4 .:
Old : 43: 27 25 . . . . . . . 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 : 52.3 49.2 67.6 70.6 46.0 46.9 57.5 66.6
Old : 52.3 49.2 67.6 70.6 46.0 46.9 57.5 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,922: 19,345 14,499 0 5,887 1,479 205 0 30 0 0 25: 838 2
Old : 21,922: 19,345 14,499 0 5,887 1,479 205 0 30 0 0 25: 838 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -120: -120 -120 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 66.1 0.0 26.9 6.7 0.9 0.0 0.1 0.0 0.0 0.1: 3.8 0.0
Old : 100.0: 88.2 66.1 0.0 26.9 6.7 0.9 0.0 0.1 0.0 0.0 0.1: 3.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 24 18 0 4 4 . 0 . 0 0 .:
Old : 32: 24 18 0 4 4 . 0 . 0 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 45.9 68.2 77.4 38.4 39.5 53.2 58.3
Old : 51.1 45.9 68.2 77.4 38.4 39.5 53.2 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,412: 16,514 16,897 3,798 1,166 2,585 0 1,250 0 0 1,140 364: 151 10
Old : 23,412: 16,514 16,897 3,798 1,166 2,585 0 1,250 0 0 1,140 364: 151 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 795: 436 615 314 -440 40 0 600 0 0 -25 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 72.2 16.2 5.0 11.0 0.0 5.3 0.0 0.0 4.9 1.6: 0.6 0.0
Old : 100.0: 70.5 72.2 16.2 5.0 11.0 0.0 5.3 0.0 0.0 4.9 1.6: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 15 . . . 0 . 0 0 . .:
Old : 31: 19 15 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 49.1 79.4 70.6 53.6 43.5 71.9 62.0
Old : 53.7 49.1 79.4 70.6 53.6 43.5 71.9 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,539: 12,743 11,078 1,299 3,158 827 0 125 0 44 125 120: 506 106
Old : 15,539: 12,743 11,078 1,299 3,158 827 0 125 0 44 125 120: 506 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 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: 82.0 71.3 8.4 20.3 5.3 0.0 0.8 0.0 0.3 0.8 0.8: 3.3 0.7
Old : 100.0: 82.0 71.3 8.4 20.3 5.3 0.0 0.8 0.0 0.3 0.8 0.8: 3.3 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: 13 13 . . 4 0 . 0 . . .:
Old : 26: 13 13 . . 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 : 61.4 60.8 82.7 82.4 60.8 57.5 80.5 76.4
Old : 61.4 60.8 82.7 82.4 60.8 57.5 80.5 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,128: 35,249 29,859 1,400 6,679 725 100 300 300 0 200 0: 354 65
Old : 38,128: 35,249 29,859 1,400 6,679 725 100 300 300 0 200 0: 354 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 110: 105 110 0 0 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 78.3 3.7 17.5 1.9 0.3 0.8 0.8 0.0 0.5 0.0: 0.9 0.2
Old : 100.0: 92.4 78.3 3.7 17.5 1.9 0.3 0.8 0.8 0.0 0.5 0.0: 0.9 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 : 39: 27 24 . . . . . . 0 . 0:
Old : 39: 27 24 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 50.4 68.9 71.0 46.8 47.5 63.4 63.7
Old : 49.1 50.4 68.9 71.0 46.8 47.5 63.4 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,209: 13,670 12,664 965 2,820 390 0 0 0 449 150 25: 710 160
Old : 16,209: 13,670 12,664 965 2,820 390 0 0 0 449 150 25: 710 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 125: 195 75 0 120 -70 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 78.1 6.0 17.4 2.4 0.0 0.0 0.0 2.8 0.9 0.2: 4.4 1.0
Old : 100.0: 84.3 78.1 6.0 17.4 2.4 0.0 0.0 0.0 2.8 0.9 0.2: 4.4 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 : 26: 18 14 . . . 0 0 0 . . .:
Old : 26: 18 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 74.4 64.8 88.5 37.1 68.1 57.3 74.2
Old : 42.4 74.4 64.8 88.5 37.1 68.1 57.3 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,745: 11,212 9,546 630 3,346 835 0 0 0 1,025 0 18: 25 0
Old : 13,745: 11,212 9,546 630 3,346 835 0 0 0 1,025 0 18: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 245: 310 -175 -5 480 -60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 69.5 4.6 24.3 6.1 0.0 0.0 0.0 7.5 0.0 0.1: 0.2 0.0
Old : 100.0: 81.6 69.5 4.6 24.3 6.1 0.0 0.0 0.0 7.5 0.0 0.1: 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 : 28: 22 18 . . . 0 0 0 . 0 .:
Old : 28: 22 18 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 69.9 64.2 87.4 37.3 61.5 55.8 69.3
Old : 41.3 69.9 64.2 87.4 37.3 61.5 55.8 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,540: 34,439 37,699 6,060 2,605 1,265 0 0 0 0 100 0: 3,776 3,871
Old : 45,540: 34,439 37,699 6,060 2,605 1,265 0 0 0 0 100 0: 3,776 3,871
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 0: -25 0 25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 82.8 13.3 5.7 2.8 0.0 0.0 0.0 0.0 0.2 0.0: 8.3 8.5
Old : 100.0: 75.6 82.8 13.3 5.7 2.8 0.0 0.0 0.0 0.0 0.2 0.0: 8.3 8.5
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: 14 18 . . . 0 0 0 0 . 0:
Old : 26: 14 18 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 48.5 88.0 74.9 74.4 41.2 77.9 63.9
Old : 75.3 48.5 88.0 74.9 74.4 41.2 77.9 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,427: 30,988 32,188 4,860 3,665 890 0 0 0 0 0 0: 3,689 3,684
Old : 40,427: 30,988 32,188 4,860 3,665 890 0 0 0 0 0 0: 3,689 3,684
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 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: 76.7 79.6 12.0 9.1 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 9.1 9.1
Old : 100.0: 76.7 79.6 12.0 9.1 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 9.1 9.1
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 : 23: 12 18 . . . 0 0 0 0 0 0:
Old : 23: 12 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 : 74.5 45.6 87.5 75.1 72.9 40.5 74.7 66.6
Old : 74.5 45.6 87.5 75.1 72.9 40.5 74.7 66.6
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 - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,975: 21,565 7,165 3,345 0 340 0 9,450 50 0 9,200 275: 2,400 1,495
Old : 27,975: 21,565 7,165 3,345 0 340 0 9,450 50 0 9,200 275: 2,400 1,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 785: 395 -600 75 0 180 0 -120 50 0 1,200 0: 85 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 25.6 12.0 0.0 1.2 0.0 33.8 0.2 0.0 32.9 1.0: 8.6 5.3
Old : 100.0: 77.1 25.6 12.0 0.0 1.2 0.0 33.8 0.2 0.0 32.9 1.0: 8.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 11 . 0 . 0 . . 0 4 .:
Old : 26: 14 11 . 0 . 0 . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 76.6 78.5 87.0 47.9 67.5 64.6 75.3
Old : 61.3 76.6 78.5 87.0 47.9 67.5 64.6 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,850: 19,770 7,550 115 0 540 0 8,740 370 0 4,355 25: 3,030 2,270
Old : 23,850: 19,770 7,550 115 0 540 0 8,740 370 0 4,355 25: 3,030 2,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 370: -180 0 -420 0 370 0 -600 370 0 0 0: 230 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 31.7 0.5 0.0 2.3 0.0 36.6 1.6 0.0 18.3 0.1: 12.7 9.5
Old : 100.0: 82.9 31.7 0.5 0.0 2.3 0.0 36.6 1.6 0.0 18.3 0.1: 12.7 9.5
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 : 23: 13 10 . 0 . 0 . . 0 . .:
Old : 23: 13 10 . 0 . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 68.6 74.4 81.3 46.6 57.7 57.5 66.1
Old : 60.6 68.6 74.4 81.3 46.6 57.7 57.5 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,288: 13,159 20,850 3,616 0 2,051 1,450 0 525 2,750 125 400: 1,337 1,337
Old : 25,288: 13,159 20,850 3,616 0 2,051 1,450 0 525 2,750 125 400: 1,337 1,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 300: 100 275 400 0 -125 0 0 0 -175 50 175: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 82.5 14.3 0.0 8.1 5.7 0.0 2.1 10.9 0.5 1.6: 5.3 5.3
Old : 100.0: 52.0 82.5 14.3 0.0 8.1 5.7 0.0 2.1 10.9 0.5 1.6: 5.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 10 . 0 . . 0 . . . .:
Old : 27: 17 10 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 84.0 80.7 91.6 46.9 75.2 69.3 76.5
Old : 55.0 84.0 80.7 91.6 46.9 75.2 69.3 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,521: 10,574 17,236 2,117 0 2,438 1,675 0 250 2,850 125 325: 1,292 1,147
Old : 21,521: 10,574 17,236 2,117 0 2,438 1,675 0 250 2,850 125 325: 1,292 1,147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 270: -25 375 675 0 -370 -50 0 50 -100 125 100: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 80.1 9.8 0.0 11.3 7.8 0.0 1.2 13.2 0.6 1.5: 6.0 5.3
Old : 100.0: 49.1 80.1 9.8 0.0 11.3 7.8 0.0 1.2 13.2 0.6 1.5: 6.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 9 . 0 . . 0 . . . .:
Old : 24: 18 9 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 86.0 78.6 93.1 42.3 71.7 65.0 72.4
Old : 53.6 86.0 78.6 93.1 42.3 71.7 65.0 72.4
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 - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,590: 19,865 15,755 7,830 0 1,330 0 12,855 0 900 450 50: 615 150
Old : 30,590: 19,865 15,755 7,830 0 1,330 0 12,855 0 900 450 50: 615 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 160: -550 0 385 0 -335 0 270 0 600 150 0: 60 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 51.5 25.6 0.0 4.3 0.0 42.0 0.0 2.9 1.5 0.2: 2.0 0.5
Old : 100.0: 64.9 51.5 25.6 0.0 4.3 0.0 42.0 0.0 2.9 1.5 0.2: 2.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 9 . 0 . 0 . 0 . . .:
Old : 26: 16 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 : 73.6 89.2 89.0 96.6 68.4 87.4 83.5 92.9
Old : 73.6 89.2 89.0 96.6 68.4 87.4 83.5 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,540: 15,775 12,545 8,215 0 620 0 11,860 0 0 50 0: 930 465
Old : 25,540: 15,775 12,545 8,215 0 620 0 11,860 0 0 50 0: 930 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 485: -50 0 815 0 -515 0 750 0 0 0 0: 235 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 49.1 32.2 0.0 2.4 0.0 46.4 0.0 0.0 0.2 0.0: 3.6 1.8
Old : 100.0: 61.8 49.1 32.2 0.0 2.4 0.0 46.4 0.0 0.0 0.2 0.0: 3.6 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 : 21: 14 7 . 0 . 0 . 0 0 . 0:
Old : 21: 14 7 . 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 : 73.6 91.8 89.7 96.9 70.1 91.7 86.2 94.4
Old : 73.6 91.8 89.7 96.9 70.1 91.7 86.2 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,220: 23,450 17,675 0 3,580 2,120 0 2,290 75 1,375 1,350 75: 1,125 1,055
Old : 28,220: 23,450 17,675 0 3,580 2,120 0 2,290 75 1,375 1,350 75: 1,125 1,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 160: 10 10 0 -150 150 0 0 0 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 62.6 0.0 12.7 7.5 0.0 8.1 0.3 4.9 4.8 0.3: 4.0 3.7
Old : 100.0: 83.1 62.6 0.0 12.7 7.5 0.0 8.1 0.3 4.9 4.8 0.3: 4.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 11 0 . . 0 . . . . .:
Old : 25: 14 11 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 76.6 85.3 92.9 54.7 64.4 66.4 71.0
Old : 62.9 76.6 85.3 92.9 54.7 64.4 66.4 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,780: 21,400 16,090 0 3,735 1,735 0 2,440 60 1,475 680 345: 765 695
Old : 25,780: 21,400 16,090 0 3,735 1,735 0 2,440 60 1,475 680 345: 765 695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 225: 75 75 0 -150 130 0 0 0 0 150 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 62.4 0.0 14.5 6.7 0.0 9.5 0.2 5.7 2.6 1.3: 3.0 2.7
Old : 100.0: 83.0 62.4 0.0 14.5 6.7 0.0 9.5 0.2 5.7 2.6 1.3: 3.0 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 : 24: 13 11 0 . . 0 . . . . .:
Old : 24: 13 11 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 83.4 85.2 94.9 57.5 69.8 69.9 75.6
Old : 63.5 83.4 85.2 94.9 57.5 69.8 69.9 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,559: 24,930 20,259 0 7,171 1,554 4,455 375 135 250 1,810 355: 880 900
Old : 32,559: 24,930 20,259 0 7,171 1,554 4,455 375 135 250 1,810 355: 880 900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 275: 100 -100 0 375 0 0 0 0 0 -175 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 62.2 0.0 22.0 4.8 13.7 1.2 0.4 0.8 5.6 1.1: 2.7 2.8
Old : 100.0: 76.6 62.2 0.0 22.0 4.8 13.7 1.2 0.4 0.8 5.6 1.1: 2.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 11 0 . . . . . . . .:
Old : 27: 17 11 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 79.3 75.5 93.6 55.4 74.5 72.7 86.7
Old : 55.8 79.3 75.5 93.6 55.4 74.5 72.7 86.7
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 - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,485: 20,840 18,140 2,045 1,500 2,275 0 1,170 545 0 2,075 150: 1,630 1,630
Old : 27,485: 20,840 18,140 2,045 1,500 2,275 0 1,170 545 0 2,075 150: 1,630 1,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 25: 0 -25 0 0 25 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 66.0 7.4 5.5 8.3 0.0 4.3 2.0 0.0 7.5 0.5: 5.9 5.9
Old : 100.0: 75.8 66.0 7.4 5.5 8.3 0.0 4.3 2.0 0.0 7.5 0.5: 5.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 10 . . . 0 . . 0 . .:
Old : 30: 19 10 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 70.3 73.1 88.5 43.2 68.0 63.4 78.8
Old : 52.2 70.3 73.1 88.5 43.2 68.0 63.4 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 120,584: 70,310 104,120 6,085 1,515 7,674 21,355 0 0 8,860 1,070 730: 5,570 5,475
Old : 120,584: 70,310 104,120 6,085 1,515 7,674 21,355 0 0 8,860 1,070 730: 5,570 5,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,305: -40 780 -860 -350 455 150 0 0 1,175 0 125: 300 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 86.3 5.0 1.3 6.4 17.7 0.0 0.0 7.3 0.9 0.6: 4.6 4.5
Old : 100.0: 58.3 86.3 5.0 1.3 6.4 17.7 0.0 0.0 7.3 0.9 0.6: 4.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 26 . . . . 0 0 . . .:
Old : 40: 21 26 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 51.7 80.8 69.7 49.8 50.5 67.0 64.4
Old : 57.6 51.7 80.8 69.7 49.8 50.5 67.0 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,295: 63,249 90,225 513 2,715 8,165 24,385 0 0 4,810 0 225: 5,948 5,965
Old : 107,295: 63,249 90,225 513 2,715 8,165 24,385 0 0 4,810 0 225: 5,948 5,965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,290: 359 394 -1,165 -375 495 200 0 0 625 0 0: 776 776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 84.1 0.5 2.5 7.6 22.7 0.0 0.0 4.5 0.0 0.2: 5.5 5.6
Old : 100.0: 58.9 84.1 0.5 2.5 7.6 22.7 0.0 0.0 4.5 0.0 0.2: 5.5 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 27 . . . . 0 0 . 0 .:
Old : 38: 19 27 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 48.3 82.6 67.0 56.8 46.1 68.1 59.4
Old : 63.5 48.3 82.6 67.0 56.8 46.1 68.1 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,275: 18,325 19,165 870 190 900 50 0 125 150 0 0: 855 895
Old : 21,275: 18,325 19,165 870 190 900 50 0 125 150 0 0: 855 895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 90.1 4.1 0.9 4.2 0.2 0.0 0.6 0.7 0.0 0.0: 4.0 4.2
Old : 100.0: 86.1 90.1 4.1 0.9 4.2 0.2 0.0 0.6 0.7 0.0 0.0: 4.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 19 13 . . . . 0 . . 0 0:
Old : 24: 19 13 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 71.4 74.2 85.2 47.2 59.5 59.6 65.1
Old : 53.0 71.4 74.2 85.2 47.2 59.5 59.6 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,065: 15,115 14,930 0 795 570 0 250 0 900 0 0: 480 520
Old : 17,065: 15,115 14,930 0 795 570 0 250 0 900 0 0: 480 520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 750: 450 750 0 -150 0 0 0 0 150 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 87.5 0.0 4.7 3.3 0.0 1.5 0.0 5.3 0.0 0.0: 2.8 3.0
Old : 100.0: 88.6 87.5 0.0 4.7 3.3 0.0 1.5 0.0 5.3 0.0 0.0: 2.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 11 0 . . 0 . 0 . 0 0:
Old : 25: 18 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 : 51.9 75.2 69.7 88.7 43.9 60.9 58.2 68.4
Old : 51.9 75.2 69.7 88.7 43.9 60.9 58.2 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,195: 24,515 18,730 1,015 4,110 1,945 0 2,425 300 160 430 70: 4,190 4,185
Old : 32,195: 24,515 18,730 1,015 4,110 1,945 0 2,425 300 160 430 70: 4,190 4,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 300: 300 0 0 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 58.2 3.2 12.8 6.0 0.0 7.5 0.9 0.5 1.3 0.2: 13.0 13.0
Old : 100.0: 76.1 58.2 3.2 12.8 6.0 0.0 7.5 0.9 0.5 1.3 0.2: 13.0 13.0
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 14 . . . 0 . . . . .:
Old : 30: 18 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 39.3 67.2 64.2 45.5 34.4 58.9 53.1
Old : 49.2 39.3 67.2 64.2 45.5 34.4 58.9 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, August 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,905: 18,995 14,140 0 4,355 1,650 0 500 0 0 0 0: 3,260 3,260
Old : 23,905: 18,995 14,140 0 4,355 1,650 0 500 0 0 0 0: 3,260 3,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 390: 380 -10 0 390 0 0 0 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 59.2 0.0 18.2 6.9 0.0 2.1 0.0 0.0 0.0 0.0: 13.6 13.6
Old : 100.0: 79.5 59.2 0.0 18.2 6.9 0.0 2.1 0.0 0.0 0.0 0.0: 13.6 13.6
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 : 23: 13 12 0 . . 0 . 0 0 0 0:
Old : 23: 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 : 47.9 44.8 68.5 67.1 39.6 33.0 54.8 49.6
Old : 47.9 44.8 68.5 67.1 39.6 33.0 54.8 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2016