COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 119,637: 43,302 26,222 13,424 4,966 7,123 3,552 33,039 7,842 36,776 32,920 6,668: 950 857
Old : 119,637: 43,302 26,222 13,424 4,966 7,123 3,552 33,039 7,842 36,776 32,920 6,668: 950 857
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -6,734: -1,527 -3,363 -1,689 950 -460 -332 -4,084 852 -2,042 907 -1,491: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 21.9 11.2 4.2 6.0 3.0 27.6 6.6 30.7 27.5 5.6: 0.8 0.7
Old : 100.0: 36.2 21.9 11.2 4.2 6.0 3.0 27.6 6.6 30.7 27.5 5.6: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 17 14 . . 4 . 6 . 13 16 11:
Old : 57: 17 14 . . 4 . 6 . 13 16 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 : 40.2 34.6 66.4 56.9 31.0 30.9 49.3 48.1
Old : 40.2 34.6 66.4 56.9 31.0 30.9 49.3 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 30,465: 8,979 12,946 0 7,346 120 0 4,462 1,301 17,463 1,926 2,059: 543 305
Old : 30,465: 8,979 12,946 0 7,346 120 0 4,462 1,301 17,463 1,926 2,059: 543 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -3,937: -2,421 745 -165 -1,946 7 -182 -1,040 -161 -2 -689 -803: -210 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 42.5 0.0 24.1 0.4 0.0 14.6 4.3 57.3 6.3 6.8: 1.8 1.0
Old : 100.0: 29.5 42.5 0.0 24.1 0.4 0.0 14.6 4.3 57.3 6.3 6.8: 1.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 11 6 0 4 . 0 5 4 14 . 7:
Old : 38: 11 6 0 4 . 0 5 4 14 . 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 : 57.7 57.4 74.0 79.6 54.8 42.9 64.3 64.0
Old : 57.7 57.4 74.0 79.6 54.8 42.9 64.3 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 TONS) :
: : Positions :
All : 2,809: 114 636 558 343 1,011 0 46 131 498 146 498: 0 0
Old : 2,809: 114 636 558 343 1,011 0 46 131 498 146 498: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 164: 16 125 14 -75 87 0 -36 -12 -17 -1 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 22.6 19.9 12.2 36.0 0.0 1.6 4.7 17.7 5.2 17.7: 0.0 0.0
Old : 100.0: 4.1 22.6 19.9 12.2 36.0 0.0 1.6 4.7 17.7 5.2 17.7: 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 : 22: . 4 . . . 0 . . 8 . 6:
Old : 22: . 4 . . . 0 . . 8 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 77.1 87.7 92.5 33.0 34.6 39.8 39.9
Old : 72.9 77.1 87.7 92.5 33.0 34.6 39.8 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 160,591: 107,317 123,642 9,189 1,386 8,175 17,066 2,737 5,217 3,971 8,516 9,007: 648 1,910
Old : 160,591: 107,317 123,642 9,189 1,386 8,175 17,066 2,737 5,217 3,971 8,516 9,007: 648 1,910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -6,363: -3,544 -3,652 -370 -3 -617 51 -167 -869 244 -1,116 -1,444: 186 1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 77.0 5.7 0.9 5.1 10.6 1.7 3.2 2.5 5.3 5.6: 0.4 1.2
Old : 100.0: 66.8 77.0 5.7 0.9 5.1 10.6 1.7 3.2 2.5 5.3 5.6: 0.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 82: 46 48 . . 4 4 5 7 10 10 14:
Old : 82: 46 48 . . 4 4 5 7 10 10 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 29.3 62.2 47.3 27.5 16.9 35.2 25.9
Old : 46.6 29.3 62.2 47.3 27.5 16.9 35.2 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 49,395: 39,831 45,139 4,904 0 3,474 56 23 121 729 358 255: 25 25
Old : 49,395: 39,831 45,139 4,904 0 3,474 56 23 121 729 358 255: 25 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -4,127: -3,901 -3,342 776 0 -470 56 -348 -94 -441 180 -53: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 91.4 9.9 0.0 7.0 0.1 0.0 0.2 1.5 0.7 0.5: 0.1 0.1
Old : 100.0: 80.6 91.4 9.9 0.0 7.0 0.1 0.0 0.2 1.5 0.7 0.5: 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 : 37: 26 26 . 0 . . . . . . .:
Old : 37: 26 26 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 43.3 75.6 71.5 41.2 30.0 49.6 47.1
Old : 56.8 43.3 75.6 71.5 41.2 30.0 49.6 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 423,503: 398,110 378,830 0 23,497 15,257 0 867 1,376 5,084 0 2,724: 952 952
Old : 423,503: 398,110 378,830 0 23,497 15,257 0 867 1,376 5,084 0 2,724: 952 952
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -34,590: -32,374 -29,918 0 -8,168 1,952 -445 867 -867 -4,400 0 592: 952 952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 89.5 0.0 5.5 3.6 0.0 0.2 0.3 1.2 0.0 0.6: 0.2 0.2
Old : 100.0: 94.0 89.5 0.0 5.5 3.6 0.0 0.2 0.3 1.2 0.0 0.6: 0.2 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: 18 16 0 . . 0 . . . 0 .:
Old : 27: 18 16 0 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 59.6 76.5 84.4 50.4 54.0 64.0 65.7
Old : 54.3 59.6 76.5 84.4 50.4 54.0 64.0 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 1,595,367: 1,293,461 1,427,970 200,666 74,472 13,183 10,472 43,991 18,440 53,657 11,431 5,488: 0 392
Old : 1,595,367: 1,293,461 1,427,970 200,666 74,472 13,183 10,472 43,991 18,440 53,657 11,431 5,488: 0 392
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,291: -4,093 83 1,952 -8 -848 0 -448 0 4,704 2,544 -424: 0 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 89.5 12.6 4.7 0.8 0.7 2.8 1.2 3.4 0.7 0.3: 0.0 0.0
Old : 100.0: 81.1 89.5 12.6 4.7 0.8 0.7 2.8 1.2 3.4 0.7 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 : 56: 35 37 . . . . . . . 5 .:
Old : 56: 35 37 . . . . . . . 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 : 61.1 49.3 74.9 67.5 45.0 36.6 56.4 46.4
Old : 61.1 49.3 74.9 67.5 45.0 36.6 56.4 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 70,404: 63,092 57,047 0 5,772 2,773 0 2,102 1,062 3,168 1,339 284: 25 25
Old : 70,404: 63,092 57,047 0 5,772 2,773 0 2,102 1,062 3,168 1,339 284: 25 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 934: 559 828 0 436 -206 0 -6 -15 545 -154 51: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 81.0 0.0 8.2 3.9 0.0 3.0 1.5 4.5 1.9 0.4: 0.0 0.0
Old : 100.0: 89.6 81.0 0.0 8.2 3.9 0.0 3.0 1.5 4.5 1.9 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 19 0 . . 0 . . . 4 .:
Old : 35: 21 19 0 . . 0 . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 62.4 80.6 82.0 55.7 53.7 70.1 65.2
Old : 62.9 62.4 80.6 82.0 55.7 53.7 70.1 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 535,385: 357,136 489,361 143,063 0 27,440 0 0 0 0 10,838 7,746: 0 0
Old : 535,385: 357,136 489,361 143,063 0 27,440 0 0 0 0 10,838 7,746: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 12,984: 4,129 4,640 848 0 7,696 0 0 0 0 337 311: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 91.4 26.7 0.0 5.1 0.0 0.0 0.0 0.0 2.0 1.4: 0.0 0.0
Old : 100.0: 66.7 91.4 26.7 0.0 5.1 0.0 0.0 0.0 0.0 2.0 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 18 . 0 . 0 0 0 0 . .:
Old : 31: 20 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 : 64.1 69.4 82.0 88.0 50.9 64.3 68.0 75.3
Old : 64.1 69.4 82.0 88.0 50.9 64.3 68.0 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 429,817: 391,507 401,346 14,471 3,512 23,415 0 760 0 424 784 0: 0 0
Old : 429,817: 391,507 401,346 14,471 3,512 23,415 0 760 0 424 784 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -424: -424 -424 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 93.4 3.4 0.8 5.4 0.0 0.2 0.0 0.1 0.2 0.0: 0.0 0.0
Old : 100.0: 91.1 93.4 3.4 0.8 5.4 0.0 0.2 0.0 0.1 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 29 . . . 0 . 0 . . 0:
Old : 40: 25 29 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 52.1 76.4 71.7 48.7 49.1 65.2 66.8
Old : 51.8 52.1 76.4 71.7 48.7 49.1 65.2 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 41,415: 36,980 36,926 1,696 1,325 927 150 319 254 258 97 295: 855 1,272
Old : 41,415: 36,980 36,926 1,696 1,325 927 150 319 254 258 97 295: 855 1,272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 303: 217 30 0 41 -21 43 0 -43 20 0 20: 67 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 89.2 4.1 3.2 2.2 0.4 0.8 0.6 0.6 0.2 0.7: 2.1 3.1
Old : 100.0: 89.3 89.2 4.1 3.2 2.2 0.4 0.8 0.6 0.6 0.2 0.7: 2.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 27 22 . . . . . . 4 . .:
Old : 40: 27 22 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 58.5 72.1 76.9 44.9 57.1 64.3 70.9
Old : 48.4 58.5 72.1 76.9 44.9 57.1 64.3 70.9
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 - Options and Futures Combined, January 05, 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 : 51,567: 45,159 48,882 3,520 0 2,540 0 0 0 7 0 98: 243 47
Old : 51,567: 45,159 48,882 3,520 0 2,540 0 0 0 7 0 98: 243 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 810: 1,220 20 -1,285 0 790 0 0 0 0 0 0: 85 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 94.8 6.8 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.2: 0.5 0.1
Old : 100.0: 87.6 94.8 6.8 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.2: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 36 30 . 0 . 0 0 0 . 0 .:
Old : 45: 36 30 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 49.9 68.3 72.6 47.1 40.6 56.7 59.6
Old : 52.2 49.9 68.3 72.6 47.1 40.6 56.7 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 70,003: 62,477 67,407 4,655 0 2,370 50 0 0 12 0 98: 341 128
Old : 70,003: 62,477 67,407 4,655 0 2,370 50 0 0 12 0 98: 341 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 620: 1,025 -168 -1,205 0 690 0 0 0 0 0 0: 110 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 96.3 6.6 0.0 3.4 0.1 0.0 0.0 0.0 0.0 0.1: 0.5 0.2
Old : 100.0: 89.2 96.3 6.6 0.0 3.4 0.1 0.0 0.0 0.0 0.0 0.1: 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 : 45: 33 31 . 0 . . 0 0 . 0 .:
Old : 45: 33 31 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 49.8 67.2 73.1 45.7 45.4 59.5 62.5
Old : 46.2 49.8 67.2 73.1 45.7 45.4 59.5 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 18,232: 15,992 16,132 130 0 1,980 0 0 0 0 0 0: 130 120
Old : 18,232: 15,992 16,132 130 0 1,980 0 0 0 0 0 0: 130 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 245: 245 245 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 88.5 0.7 0.0 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.7
Old : 100.0: 87.7 88.5 0.7 0.0 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 18 . 0 . 0 0 0 0 0 0:
Old : 28: 20 18 . 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 : 61.0 71.6 83.0 91.6 54.1 71.6 69.9 78.2
Old : 61.0 71.6 83.0 91.6 54.1 71.6 69.9 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 268,008: 204,552 267,584 63,064 0 0 0 424 0 392 0 0: 0 0
Old : 268,008: 204,552 267,584 63,064 0 0 0 424 0 392 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 5,048: 4,248 5,048 800 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 99.8 23.5 0.0 0.0 0.0 0.2 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 76.3 99.8 23.5 0.0 0.0 0.0 0.2 0.0 0.1 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 : 35: 26 24 . 0 0 0 . 0 . 0 0:
Old : 35: 26 24 . 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 : 39.1 69.3 59.9 85.4 37.3 61.7 54.8 69.0
Old : 39.1 69.3 59.9 85.4 37.3 61.7 54.8 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 8,778: 7,626 8,161 0 356 22 0 0 0 1,108 44 0: 22 195
Old : 8,778: 7,626 8,161 0 356 22 0 0 0 1,108 44 0: 22 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 385: 385 408 0 0 0 0 0 0 0 0 0: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 93.0 0.0 4.1 0.3 0.0 0.0 0.0 12.6 0.5 0.0: 0.3 2.2
Old : 100.0: 86.9 93.0 0.0 4.1 0.3 0.0 0.0 0.0 12.6 0.5 0.0: 0.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 17 0 . . 0 0 0 . . 0:
Old : 25: 18 17 0 . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 60.2 77.4 82.2 51.5 53.3 72.4 72.4
Old : 52.7 60.2 77.4 82.2 51.5 53.3 72.4 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 7,525: 6,980 7,155 450 0 0 0 300 0 0 0 0: 95 70
Old : 7,525: 6,980 7,155 450 0 0 0 300 0 0 0 0: 95 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: -10 0 0 0 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 95.1 6.0 0.0 0.0 0.0 4.0 0.0 0.0 0.0 0.0: 1.3 0.9
Old : 100.0: 92.8 95.1 6.0 0.0 0.0 0.0 4.0 0.0 0.0 0.0 0.0: 1.3 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 : 20: 12 10 . 0 0 0 . 0 0 0 0:
Old : 20: 12 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 : 57.6 79.7 85.2 95.4 36.5 52.2 58.5 65.4
Old : 57.6 79.7 85.2 95.4 36.5 52.2 58.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 7,831: 6,156 7,481 1,200 0 0 0 0 0 0 300 50: 425 0
Old : 7,831: 6,156 7,481 1,200 0 0 0 0 0 0 300 50: 425 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 95.5 15.3 0.0 0.0 0.0 0.0 0.0 0.0 3.8 0.6: 5.4 0.0
Old : 100.0: 78.6 95.5 15.3 0.0 0.0 0.0 0.0 0.0 0.0 3.8 0.6: 5.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 14 . 0 0 0 0 0 0 . .:
Old : 20: 11 14 . 0 0 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 52.1 88.4 80.9 42.8 40.5 52.9 54.3
Old : 71.4 52.1 88.4 80.9 42.8 40.5 52.9 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 22,175: 19,250 19,195 875 300 2,045 0 0 0 0 500 0: 5 135
Old : 22,175: 19,250 19,195 875 300 2,045 0 0 0 0 500 0: 5 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 125: 125 125 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 86.6 3.9 1.4 9.2 0.0 0.0 0.0 0.0 2.3 0.0: 0.0 0.6
Old : 100.0: 86.8 86.6 3.9 1.4 9.2 0.0 0.0 0.0 0.0 2.3 0.0: 0.0 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 : 33: 22 17 . . . 0 0 0 0 . 0:
Old : 33: 22 17 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 56.9 80.2 81.3 47.1 53.0 67.8 67.8
Old : 54.4 56.9 80.2 81.3 47.1 53.0 67.8 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 21,565: 18,220 19,015 920 150 2,245 0 0 0 0 75 0: 180 80
Old : 21,565: 18,220 19,015 920 150 2,245 0 0 0 0 75 0: 180 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 25: 25 25 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 88.2 4.3 0.7 10.4 0.0 0.0 0.0 0.0 0.3 0.0: 0.8 0.4
Old : 100.0: 84.5 88.2 4.3 0.7 10.4 0.0 0.0 0.0 0.0 0.3 0.0: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 24 . . . 0 0 0 0 . 0:
Old : 31: 23 24 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 64.5 67.3 84.4 30.6 47.2 45.5 55.0
Old : 46.3 64.5 67.3 84.4 30.6 47.2 45.5 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 19,736: 16,209 14,157 2,529 4,113 315 230 0 22 0 82 44: 387 1,003
Old : 19,736: 16,209 14,157 2,529 4,113 315 230 0 22 0 82 44: 387 1,003
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -213: -112 -439 -6 21 -95 0 0 0 0 0 0: 0 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 71.7 12.8 20.8 1.6 1.2 0.0 0.1 0.0 0.4 0.2: 2.0 5.1
Old : 100.0: 82.1 71.7 12.8 20.8 1.6 1.2 0.0 0.1 0.0 0.4 0.2: 2.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 24 . . . . 0 . 0 . .:
Old : 34: 22 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 : 37.6 56.8 59.8 76.8 34.6 49.6 53.4 63.1
Old : 37.6 56.8 59.8 76.8 34.6 49.6 53.4 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 63,222: 59,573 51,493 845 2,778 2,217 50 0 0 275 6,434 0: 262 300
Old : 63,222: 59,573 51,493 845 2,778 2,217 50 0 0 275 6,434 0: 262 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 778: 616 11 2 -320 198 0 0 0 0 870 -5: -33 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 81.4 1.3 4.4 3.5 0.1 0.0 0.0 0.4 10.2 0.0: 0.4 0.5
Old : 100.0: 94.2 81.4 1.3 4.4 3.5 0.1 0.0 0.0 0.4 10.2 0.0: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 29 26 . . . . 0 0 . 4 0:
Old : 44: 29 26 . . . . 0 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 : 54.1 40.5 74.9 66.2 53.3 39.1 72.3 62.8
Old : 54.1 40.5 74.9 66.2 53.3 39.1 72.3 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 76,259: 70,958 57,100 1,207 1,960 3,135 131 2,180 142 0 11,007 680: 6 55
Old : 76,259: 70,958 57,100 1,207 1,960 3,135 131 2,180 142 0 11,007 680: 6 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 781: 1,024 453 34 70 -189 -44 40 16 -100 326 45: -5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 74.9 1.6 2.6 4.1 0.2 2.9 0.2 0.0 14.4 0.9: 0.0 0.1
Old : 100.0: 93.0 74.9 1.6 2.6 4.1 0.2 2.9 0.2 0.0 14.4 0.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 32 34 . . . . . . 0 7 4:
Old : 52: 32 34 . . . . . . 0 7 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 44.9 67.5 63.2 48.4 41.0 62.9 58.0
Old : 48.9 44.9 67.5 63.2 48.4 41.0 62.9 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 50,040: 47,520 46,625 1,215 3,030 385 0 0 0 910 0 0: 10 0
Old : 50,040: 47,520 46,625 1,215 3,030 385 0 0 0 910 0 0: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 95: 95 95 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 93.2 2.4 6.1 0.8 0.0 0.0 0.0 1.8 0.0 0.0: 0.0 0.0
Old : 100.0: 95.0 93.2 2.4 6.1 0.8 0.0 0.0 0.0 1.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 28 15 . . . 0 0 0 . 0 0:
Old : 33: 28 15 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 95.3 75.9 97.8 57.0 91.2 71.4 91.3
Old : 58.7 95.3 75.9 97.8 57.0 91.2 71.4 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 55,300: 52,035 51,630 1,900 3,145 525 0 0 0 780 0 0: 60 0
Old : 55,300: 52,035 51,630 1,900 3,145 525 0 0 0 780 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 125: 110 125 0 0 0 0 0 0 15 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 93.4 3.4 5.7 0.9 0.0 0.0 0.0 1.4 0.0 0.0: 0.1 0.0
Old : 100.0: 94.1 93.4 3.4 5.7 0.9 0.0 0.0 0.0 1.4 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 28 16 . . . 0 0 0 . 0 0:
Old : 34: 28 16 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 93.2 74.0 97.5 56.4 89.1 70.2 89.3
Old : 60.3 93.2 74.0 97.5 56.4 89.1 70.2 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 371,499: 329,612 316,275 3,373 19,168 3,960 0 8,512 0 28,986 18,016 5,568: 0 0
Old : 371,499: 329,612 316,275 3,373 19,168 3,960 0 8,512 0 28,986 18,016 5,568: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 4,210: 5,353 2,297 -1,144 -1,648 0 0 0 0 -3,560 0 3,561: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 85.1 0.9 5.2 1.1 0.0 2.3 0.0 7.8 4.8 1.5: 0.0 0.0
Old : 100.0: 88.7 85.1 0.9 5.2 1.1 0.0 2.3 0.0 7.8 4.8 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 30 . . . 0 . 0 . . .:
Old : 42: 23 30 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 41.4 74.1 63.1 35.2 39.3 57.5 58.2
Old : 46.4 41.4 74.1 63.1 35.2 39.3 57.5 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 26,460: 19,188 22,286 656 445 705 65 943 86 5,279 1,659 292: 189 44
Old : 26,460: 19,188 22,286 656 445 705 65 943 86 5,279 1,659 292: 189 44
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 396: 68 752 0 -86 42 0 65 0 361 147 -57: -18 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 84.2 2.5 1.7 2.7 0.2 3.6 0.3 19.9 6.3 1.1: 0.7 0.2
Old : 100.0: 72.5 84.2 2.5 1.7 2.7 0.2 3.6 0.3 19.9 6.3 1.1: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 30 . . . . . . . . .:
Old : 44: 24 30 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.9 79.2 54.6 47.3 33.9 71.9 53.1
Old : 51.3 34.9 79.2 54.6 47.3 33.9 71.9 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 33,205: 20,059 28,453 11,503 0 0 155 847 0 52 2,469 1,436: 0 0
Old : 33,205: 20,059 28,453 11,503 0 0 155 847 0 52 2,469 1,436: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 179: 25 127 77 0 0 0 0 0 27 2 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 85.7 34.6 0.0 0.0 0.5 2.6 0.0 0.2 7.4 4.3: 0.0 0.0
Old : 100.0: 60.4 85.7 34.6 0.0 0.0 0.5 2.6 0.0 0.2 7.4 4.3: 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 : 30: 13 14 . 0 0 . . 0 . 4 .:
Old : 30: 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 : 68.6 73.2 85.4 89.2 62.4 69.7 72.5 77.1
Old : 68.6 73.2 85.4 89.2 62.4 69.7 72.5 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 347,345: 282,712 346,561 64,633 0 0 0 0 0 0 784 0: 0 0
Old : 347,345: 282,712 346,561 64,633 0 0 0 0 0 0 784 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 776: 776 776 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 99.8 18.6 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0: 0.0 0.0
Old : 100.0: 81.4 99.8 18.6 0.0 0.0 0.0 0.0 0.0 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 : 30: 20 19 . 0 0 0 0 0 0 . 0:
Old : 30: 20 19 . 0 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 85.3 82.7 94.7 60.9 75.3 75.8 80.3
Old : 62.0 85.3 82.7 94.7 60.9 75.3 75.8 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 30,296: 25,502 29,483 3,671 44 22 615 0 0 125 217 0: 361 530
Old : 30,296: 25,502 29,483 3,671 44 22 615 0 0 125 217 0: 361 530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 84: 84 107 0 0 0 0 0 0 0 0 0: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 97.3 12.1 0.1 0.1 2.0 0.0 0.0 0.4 0.7 0.0: 1.2 1.7
Old : 100.0: 84.2 97.3 12.1 0.1 0.1 2.0 0.0 0.0 0.4 0.7 0.0: 1.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 19 . . . . 0 0 . . 0:
Old : 31: 17 19 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 81.5 82.4 90.7 56.8 66.4 68.9 72.3
Old : 61.1 81.5 82.4 90.7 56.8 66.4 68.9 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 128,330: 78,806 120,148 49,524 1,518 0 0 6,664 0 0 0 0: 0 0
Old : 128,330: 78,806 120,148 49,524 1,518 0 0 6,664 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: December 29, 2015 :
: 384: 384 384 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 93.6 38.6 1.2 0.0 0.0 5.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.4 93.6 38.6 1.2 0.0 0.0 5.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 11 . . 0 0 . 0 0 0 0:
Old : 21: 9 11 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 77.5 95.7 95.2 72.0 76.9 93.9 93.0
Old : 72.0 77.5 95.7 95.2 72.0 76.9 93.9 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 16,049: 11,943 13,451 742 1,238 655 1,129 0 0 1,276 0 239: 65 466
Old : 16,049: 11,943 13,451 742 1,238 655 1,129 0 0 1,276 0 239: 65 466
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 37: -48 37 64 0 0 21 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 83.8 4.6 7.7 4.1 7.0 0.0 0.0 8.0 0.0 1.5: 0.4 2.9
Old : 100.0: 74.4 83.8 4.6 7.7 4.1 7.0 0.0 0.0 8.0 0.0 1.5: 0.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 18 . . . . 0 0 . 0 .:
Old : 31: 20 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 : 44.9 45.6 67.3 66.4 36.0 36.6 52.5 52.1
Old : 44.9 45.6 67.3 66.4 36.0 36.6 52.5 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 199,736: 158,459 177,797 9,009 7,858 12,495 9,724 0 0 8,463 0 1,586: 0 0
Old : 199,736: 158,459 177,797 9,009 7,858 12,495 9,724 0 0 8,463 0 1,586: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 89.0 4.5 3.9 6.3 4.9 0.0 0.0 4.2 0.0 0.8: 0.0 0.0
Old : 100.0: 79.3 89.0 4.5 3.9 6.3 4.9 0.0 0.0 4.2 0.0 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 20 . . . . 0 0 . 0 .:
Old : 32: 18 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 : 58.6 53.4 76.7 74.0 49.6 47.1 61.2 62.7
Old : 58.6 53.4 76.7 74.0 49.6 47.1 61.2 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 14,763: 11,660 8,813 2,996 4,449 44 0 861 0 0 238 63: 0 295
Old : 14,763: 11,660 8,813 2,996 4,449 44 0 861 0 0 238 63: 0 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -104: -147 -124 43 0 0 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 59.7 20.3 30.1 0.3 0.0 5.8 0.0 0.0 1.6 0.4: 0.0 2.0
Old : 100.0: 79.0 59.7 20.3 30.1 0.3 0.0 5.8 0.0 0.0 1.6 0.4: 0.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 20 . . . 0 . 0 0 . .:
Old : 31: 17 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 : 54.7 47.1 78.5 67.7 50.3 43.2 64.6 58.8
Old : 54.7 47.1 78.5 67.7 50.3 43.2 64.6 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 168,939: 142,546 114,166 20,456 51,624 392 2,884 0 1,125 0 96 1,536: 0 0
Old : 168,939: 142,546 114,166 20,456 51,624 392 2,884 0 1,125 0 96 1,536: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -49: -49 -49 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 67.6 12.1 30.6 0.2 1.7 0.0 0.7 0.0 0.1 0.9: 0.0 0.0
Old : 100.0: 84.4 67.6 12.1 30.6 0.2 1.7 0.0 0.7 0.0 0.1 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 : 27: 19 17 . . . . 0 . 0 . .:
Old : 27: 19 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 : 62.5 64.0 83.6 82.0 54.1 56.0 67.8 67.3
Old : 62.5 64.0 83.6 82.0 54.1 56.0 67.8 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 8,550: 8,000 8,180 300 0 0 0 300 0 0 0 0: 250 70
Old : 8,550: 8,000 8,180 300 0 0 0 300 0 0 0 0: 250 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: -10 0 0 0 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 95.7 3.5 0.0 0.0 0.0 3.5 0.0 0.0 0.0 0.0: 2.9 0.8
Old : 100.0: 93.6 95.7 3.5 0.0 0.0 0.0 3.5 0.0 0.0 0.0 0.0: 2.9 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 : 20: 12 13 . 0 0 0 . 0 0 0 0:
Old : 20: 12 13 . 0 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 77.6 87.0 93.1 42.7 53.1 64.3 68.6
Old : 59.8 77.6 87.0 93.1 42.7 53.1 64.3 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 16,912: 10,591 12,562 1,946 0 4,350 0 0 0 25 0 0: 0 0
Old : 16,912: 10,591 12,562 1,946 0 4,350 0 0 0 25 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,024: -137 -999 -734 0 -25 0 0 0 -128 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 74.3 11.5 0.0 25.7 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 62.6 74.3 11.5 0.0 25.7 0.0 0.0 0.0 0.1 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 : 22: 13 17 . 0 . 0 0 0 . 0 0:
Old : 22: 13 17 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.0 62.6 95.5 85.8 46.4 38.2 50.7 47.6
Old : 87.0 62.6 95.5 85.8 46.4 38.2 50.7 47.6
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 - Options and Futures Combined, January 05, 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 : 8,375: 7,735 8,000 425 300 0 0 0 0 0 0 0: 215 75
Old : 8,375: 7,735 8,000 425 300 0 0 0 0 0 0 0: 215 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,560: 1,560 1,560 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 95.5 5.1 3.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 0.9
Old : 100.0: 92.4 95.5 5.1 3.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 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 : 21: 14 9 . . 0 0 0 0 0 0 0:
Old : 21: 14 9 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 86.6 85.1 97.9 63.6 85.8 79.6 90.6
Old : 66.6 86.6 85.1 97.9 63.6 85.8 79.6 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 11,520: 10,745 9,835 650 300 0 0 1,380 0 0 0 0: 125 5
Old : 11,520: 10,745 9,835 650 300 0 0 1,380 0 0 0 0: 125 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,930: 1,930 1,730 0 0 0 0 200 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 85.4 5.6 2.6 0.0 0.0 12.0 0.0 0.0 0.0 0.0: 1.1 0.0
Old : 100.0: 93.3 85.4 5.6 2.6 0.0 0.0 12.0 0.0 0.0 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 15 . . 0 0 . 0 0 0 0:
Old : 27: 19 15 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 75.3 80.2 89.1 57.1 65.1 71.4 77.4
Old : 60.9 75.3 80.2 89.1 57.1 65.1 71.4 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 426,963: 279,303 246,536 14,801 29,780 41,700 0 24,736 22,060 5,556 2,336 59,815: 3,729 0
Old : 426,963: 279,303 246,536 14,801 29,780 41,700 0 24,736 22,060 5,556 2,336 59,815: 3,729 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 15,524: 7,852 6,786 -396 -1,702 2,467 0 822 304 -227 -5,534 12,382: -6,857 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 57.7 3.5 7.0 9.8 0.0 5.8 5.2 1.3 0.5 14.0: 0.9 0.0
Old : 100.0: 65.4 57.7 3.5 7.0 9.8 0.0 5.8 5.2 1.3 0.5 14.0: 0.9 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: 15 13 . . . 0 . . 4 . .:
Old : 25: 15 13 . . . 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 : 66.6 52.0 90.1 87.9 24.6 25.1 27.1 28.6
Old : 66.6 52.0 90.1 87.9 24.6 25.1 27.1 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 21,825: 13,245 21,575 8,220 0 0 0 0 0 0 0 0: 360 250
Old : 21,825: 13,245 21,575 8,220 0 0 0 0 0 0 0 0: 360 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 10 0 0 0 0 0 0 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 98.9 37.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 1.1
Old : 100.0: 60.7 98.9 37.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 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 : 20: 14 11 . 0 0 0 0 0 0 0 0:
Old : 20: 14 11 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 85.6 90.8 96.6 70.3 81.7 85.3 88.6
Old : 74.2 85.6 90.8 96.6 70.3 81.7 85.3 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 22,920: 21,230 10,560 1,300 11,835 75 0 450 0 0 0 0: 315 0
Old : 22,920: 21,230 10,560 1,300 11,835 75 0 450 0 0 0 0: 315 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -65: -40 -65 -25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 46.1 5.7 51.6 0.3 0.0 2.0 0.0 0.0 0.0 0.0: 1.4 0.0
Old : 100.0: 92.6 46.1 5.7 51.6 0.3 0.0 2.0 0.0 0.0 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 14 . . . 0 . 0 0 0 0:
Old : 28: 20 14 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 79.5 82.6 93.3 56.8 74.4 75.9 82.5
Old : 60.5 79.5 82.6 93.3 56.8 74.4 75.9 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 19,625: 18,390 7,250 850 11,860 0 0 450 0 0 0 0: 385 65
Old : 19,625: 18,390 7,250 850 11,860 0 0 450 0 0 0 0: 385 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 10: 10 10 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 36.9 4.3 60.4 0.0 0.0 2.3 0.0 0.0 0.0 0.0: 2.0 0.3
Old : 100.0: 93.7 36.9 4.3 60.4 0.0 0.0 2.3 0.0 0.0 0.0 0.0: 2.0 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 : 24: 17 12 . . 0 0 . 0 0 0 0:
Old : 24: 17 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 : 62.2 88.5 83.5 95.7 60.2 86.2 79.6 91.0
Old : 62.2 88.5 83.5 95.7 60.2 86.2 79.6 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 21,934: 21,104 17,724 0 3,905 230 600 0 0 0 75 0: 0 0
Old : 21,934: 21,104 17,724 0 3,905 230 600 0 0 0 75 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 100: 50 100 0 0 0 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 80.8 0.0 17.8 1.0 2.7 0.0 0.0 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 96.2 80.8 0.0 17.8 1.0 2.7 0.0 0.0 0.0 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 18 0 . . . 0 0 0 . 0:
Old : 35: 21 18 0 . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 65.6 74.5 86.6 51.9 64.5 71.9 81.7
Old : 53.8 65.6 74.5 86.6 51.9 64.5 71.9 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 20,234: 19,754 15,544 0 4,460 230 250 0 0 0 0 0: 0 0
Old : 20,234: 19,754 15,544 0 4,460 230 250 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: December 29, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.6 76.8 0.0 22.0 1.1 1.2 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 97.6 76.8 0.0 22.0 1.1 1.2 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 14 0 . . . 0 0 0 0 0:
Old : 27: 19 14 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 72.8 79.1 93.0 59.2 69.2 75.9 84.9
Old : 60.6 72.8 79.1 93.0 59.2 69.2 75.9 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 22,560: 21,035 21,635 935 625 0 0 300 0 0 0 0: 590 0
Old : 22,560: 21,035 21,635 935 625 0 0 300 0 0 0 0: 590 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,110: 510 990 610 120 0 0 0 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 95.9 4.1 2.8 0.0 0.0 1.3 0.0 0.0 0.0 0.0: 2.6 0.0
Old : 100.0: 93.2 95.9 4.1 2.8 0.0 0.0 1.3 0.0 0.0 0.0 0.0: 2.6 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 : 24: 15 10 . . 0 0 . 0 0 0 0:
Old : 24: 15 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 : 74.8 94.4 86.5 97.8 74.3 94.4 85.3 97.3
Old : 74.8 94.4 86.5 97.8 74.3 94.4 85.3 97.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 17,350: 16,755 17,180 210 0 0 0 0 0 0 50 0: 385 120
Old : 17,350: 16,755 17,180 210 0 0 0 0 0 0 50 0: 385 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -150: -150 -150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.6 99.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 2.2 0.7
Old : 100.0: 96.6 99.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 2.2 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 : 27: 22 13 . 0 0 0 0 0 0 . 0:
Old : 27: 22 13 . 0 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 86.9 72.2 97.3 51.6 77.9 67.6 83.7
Old : 55.0 86.9 72.2 97.3 51.6 77.9 67.6 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 18,445: 17,765 17,975 395 100 0 0 200 0 0 50 0: 285 120
Old : 18,445: 17,765 17,975 395 100 0 0 200 0 0 50 0: 285 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -150: -150 -150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 97.5 2.1 0.5 0.0 0.0 1.1 0.0 0.0 0.3 0.0: 1.5 0.7
Old : 100.0: 96.3 97.5 2.1 0.5 0.0 0.0 1.1 0.0 0.0 0.3 0.0: 1.5 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 : 31: 23 16 . . 0 0 . 0 0 . 0:
Old : 31: 23 16 . . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 85.5 72.0 95.1 48.2 80.1 67.1 87.0
Old : 53.0 85.5 72.0 95.1 48.2 80.1 67.1 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 123,714: 111,239 114,664 7,240 4,695 3,675 960 250 50 550 380 0: 0 0
Old : 123,714: 111,239 114,664 7,240 4,695 3,675 960 250 50 550 380 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 2,960: 2,875 2,690 135 420 -50 0 0 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 92.7 5.9 3.8 3.0 0.8 0.2 0.0 0.4 0.3 0.0: 0.0 0.0
Old : 100.0: 89.9 92.7 5.9 3.8 3.0 0.8 0.2 0.0 0.4 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 30 33 . . . . . . . . 0:
Old : 49: 30 33 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 59.6 63.4 79.3 39.0 53.2 55.8 65.1
Old : 42.9 59.6 63.4 79.3 39.0 53.2 55.8 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 133,207: 118,425 122,470 8,387 4,340 3,755 1,388 1,428 477 700 575 75: 0 87
Old : 133,207: 118,425 122,470 8,387 4,340 3,755 1,388 1,428 477 700 575 75: 0 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 2,795: 3,315 2,055 130 420 -30 -772 78 152 0 120 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 91.9 6.3 3.3 2.8 1.0 1.1 0.4 0.5 0.4 0.1: 0.0 0.1
Old : 100.0: 88.9 91.9 6.3 3.3 2.8 1.0 1.1 0.4 0.5 0.4 0.1: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 33 35 . . . . . . 4 . .:
Old : 56: 33 35 . . . . . . 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 : 45.0 59.0 62.1 75.3 39.1 52.6 54.9 63.9
Old : 45.0 59.0 62.1 75.3 39.1 52.6 54.9 63.9
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 - Options and Futures Combined, January 05, 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 : 156,221: 131,187 120,649 2,689 6,642 5,688 3,088 3,112 7,072 4,214 10,507 1,904: 379 647
Old : 156,221: 131,187 120,649 2,689 6,642 5,688 3,088 3,112 7,072 4,214 10,507 1,904: 379 647
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,344: 1,766 1,015 -182 212 -460 23 -71 90 -62 -84 30: 139 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 77.2 1.7 4.3 3.6 2.0 2.0 4.5 2.7 6.7 1.2: 0.2 0.4
Old : 100.0: 84.0 77.2 1.7 4.3 3.6 2.0 2.0 4.5 2.7 6.7 1.2: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 73: 43 39 . . 4 4 5 4 . 8 7:
Old : 73: 43 39 . . 4 4 5 4 . 8 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 51.5 49.5 65.5 30.6 44.2 42.0 53.5
Old : 31.5 51.5 49.5 65.5 30.6 44.2 42.0 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 108,931: 91,902 95,501 9,785 5,815 2,915 275 2,085 1,725 1,460 200 600: 269 90
Old : 108,931: 91,902 95,501 9,785 5,815 2,915 275 2,085 1,725 1,460 200 600: 269 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 400: 340 485 80 -5 -20 0 -60 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 87.7 9.0 5.3 2.7 0.3 1.9 1.6 1.3 0.2 0.6: 0.2 0.1
Old : 100.0: 84.4 87.7 9.0 5.3 2.7 0.3 1.9 1.6 1.3 0.2 0.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 36 32 . . 4 . . . . . .:
Old : 49: 36 32 . . 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 : 29.2 67.5 46.2 80.5 26.2 60.2 40.4 67.1
Old : 29.2 67.5 46.2 80.5 26.2 60.2 40.4 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 22,965: 22,085 19,750 400 2,185 50 370 690 60 0 170 0: 0 60
Old : 22,965: 22,085 19,750 400 2,185 50 370 690 60 0 170 0: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 270: 245 220 25 0 0 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 86.0 1.7 9.5 0.2 1.6 3.0 0.3 0.0 0.7 0.0: 0.0 0.3
Old : 100.0: 96.2 86.0 1.7 9.5 0.2 1.6 3.0 0.3 0.0 0.7 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 13 . . . . . . 0 . 0:
Old : 33: 23 13 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 82.3 76.6 95.0 58.0 82.1 76.2 91.2
Old : 58.0 82.3 76.6 95.0 58.0 82.1 76.2 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 18,335: 17,890 15,830 225 2,175 50 0 50 150 0 0 0: 20 80
Old : 18,335: 17,890 15,830 225 2,175 50 0 50 150 0 0 0: 20 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 345: 345 345 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.6 86.3 1.2 11.9 0.3 0.0 0.3 0.8 0.0 0.0 0.0: 0.1 0.4
Old : 100.0: 97.6 86.3 1.2 11.9 0.3 0.0 0.3 0.8 0.0 0.0 0.0: 0.1 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 : 26: 21 10 . . . 0 . . 0 0 0:
Old : 26: 21 10 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 85.4 77.0 97.8 56.3 83.7 76.4 90.1
Old : 56.3 85.4 77.0 97.8 56.3 83.7 76.4 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 30,873: 27,639 25,538 0 2,120 2,845 100 300 0 234 0 5: 50 65
Old : 30,873: 27,639 25,538 0 2,120 2,845 100 300 0 234 0 5: 50 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -125: 55 -125 0 180 -180 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 82.7 0.0 6.9 9.2 0.3 1.0 0.0 0.8 0.0 0.0: 0.2 0.2
Old : 100.0: 89.5 82.7 0.0 6.9 9.2 0.3 1.0 0.0 0.8 0.0 0.0: 0.2 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 : 39: 28 30 0 . . . . 0 . 0 .:
Old : 39: 28 30 0 . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 53.7 60.5 70.5 35.9 41.5 47.7 53.8
Old : 42.5 53.7 60.5 70.5 35.9 41.5 47.7 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 13,385: 12,650 12,810 205 45 530 0 0 0 0 0 0: 0 0
Old : 13,385: 12,650 12,810 205 45 530 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: December 29, 2015 :
: -355: -355 -355 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 95.7 1.5 0.3 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 94.5 95.7 1.5 0.3 4.0 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 : 22: 17 17 . . . 0 0 0 0 0 0:
Old : 22: 17 17 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 68.7 72.2 89.3 42.5 57.0 60.2 67.9
Old : 46.4 68.7 72.2 89.3 42.5 57.0 60.2 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 15,155: 12,582 12,830 300 510 1,815 0 0 0 0 0 0: 458 0
Old : 15,155: 12,582 12,830 300 510 1,815 0 0 0 0 0 0: 458 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 84.7 2.0 3.4 12.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.0 0.0
Old : 100.0: 83.0 84.7 2.0 3.4 12.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 9 . . . 0 0 0 0 0 0:
Old : 20: 14 9 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 86.1 78.8 98.2 43.6 66.4 61.2 69.4
Old : 50.6 86.1 78.8 98.2 43.6 66.4 61.2 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 166,471: 142,885 118,993 0 33,554 10,198 10,832 0 2,321 0 1,405 0: 235 0
Old : 166,471: 142,885 118,993 0 33,554 10,198 10,832 0 2,321 0 1,405 0: 235 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -7,734: -7,736 873 0 -8,115 -7 414 0 -385 0 -100 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 71.5 0.0 20.2 6.1 6.5 0.0 1.4 0.0 0.8 0.0: 0.1 0.0
Old : 100.0: 85.8 71.5 0.0 20.2 6.1 6.5 0.0 1.4 0.0 0.8 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 16 0 . . . 0 . 0 . 0:
Old : 27: 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 : 56.3 74.1 77.8 89.3 45.9 58.2 60.5 65.4
Old : 56.3 74.1 77.8 89.3 45.9 58.2 60.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 3,250,331: 2,786,420 2,019,097 17,240 971,763 259,471 187,200 0 0 0 0 0: 0 0
Old : 3,250,331: 2,786,420 2,019,097 17,240 971,763 259,471 187,200 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: December 29, 2015 :
: -198,336: -145,176 -117,792 -6,360 -33,744 -46,800 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 62.1 0.5 29.9 8.0 5.8 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.7 62.1 0.5 29.9 8.0 5.8 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 : 25: 17 13 . . . . 0 0 0 0 0:
Old : 25: 17 13 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 78.0 84.9 89.8 39.0 46.8 51.2 54.1
Old : 62.7 78.0 84.9 89.8 39.0 46.8 51.2 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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) :
: : Positions :
All : 74,022: 65,059 68,362 2,984 0 5,660 0 0 0 319 0 0: 0 0
Old : 74,022: 65,059 68,362 2,984 0 5,660 0 0 0 319 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -2,780: -2,220 -2,780 -460 0 0 0 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 92.4 4.0 0.0 7.6 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 87.9 92.4 4.0 0.0 7.6 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 15 . 0 . 0 0 0 . 0 0:
Old : 22: 14 15 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 59.5 85.0 85.3 54.9 52.7 67.4 64.5
Old : 64.9 59.5 85.0 85.3 54.9 52.7 67.4 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 1,562,223: 1,256,636 1,219,335 131,162 171,820 171,068 0 0 0 3,357 0 0: 0 0
Old : 1,562,223: 1,256,636 1,219,335 131,162 171,820 171,068 0 0 0 3,357 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -87,344: -53,848 -87,344 -2,544 29,680 -29,680 0 0 0 -1,272 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 78.1 8.4 11.0 11.0 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 80.4 78.1 8.4 11.0 11.0 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 10 . . . 0 0 0 . 0 0:
Old : 23: 14 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 : 59.5 89.2 81.0 97.7 51.1 69.2 66.7 76.6
Old : 59.5 89.2 81.0 97.7 51.1 69.2 66.7 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 16,386: 9,625 16,118 5,950 0 150 225 0 0 313 0 0: 123 118
Old : 16,386: 9,625 16,118 5,950 0 150 225 0 0 313 0 0: 123 118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 150: -75 150 0 0 0 225 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 98.4 36.3 0.0 0.9 1.4 0.0 0.0 1.9 0.0 0.0: 0.8 0.7
Old : 100.0: 58.7 98.4 36.3 0.0 0.9 1.4 0.0 0.0 1.9 0.0 0.0: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . 0 . . 0 0 . 0 0:
Old : 23: 12 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 : 89.3 69.0 96.0 91.3 88.3 68.7 94.8 90.3
Old : 89.3 69.0 96.0 91.3 88.3 68.7 94.8 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 18,577: 7,876 18,307 10,270 0 150 0 0 0 162 0 0: 119 120
Old : 18,577: 7,876 18,307 10,270 0 150 0 0 0 162 0 0: 119 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 98.5 55.3 0.0 0.8 0.0 0.0 0.0 0.9 0.0 0.0: 0.6 0.6
Old : 100.0: 42.4 98.5 55.3 0.0 0.8 0.0 0.0 0.0 0.9 0.0 0.0: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 13 . 0 . 0 0 0 . 0 0:
Old : 20: 9 13 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.0 65.2 98.3 90.5 90.1 64.2 95.2 88.7
Old : 91.0 65.2 98.3 90.5 90.1 64.2 95.2 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 133,816: 128,312 60,888 5,160 72,928 0 0 0 0 0 0 0: 344 0
Old : 133,816: 128,312 60,888 5,160 72,928 0 0 0 0 0 0 0: 344 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 45.5 3.9 54.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 95.9 45.5 3.9 54.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 5 . . 0 0 0 0 0 0 0:
Old : 20: 13 5 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 95.4 92.3 100.0 77.9 95.4 92.3 99.0
Old : 77.9 95.4 92.3 100.0 77.9 95.4 92.3 99.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 28,104: 24,139 21,259 800 4,745 200 1,195 1,770 0 1,530 0 100: 140 30
Old : 28,104: 24,139 21,259 800 4,745 200 1,195 1,770 0 1,530 0 100: 140 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -60: -60 15 0 -50 -25 0 0 0 55 0 -25: -5 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 75.6 2.8 16.9 0.7 4.3 6.3 0.0 5.4 0.0 0.4: 0.5 0.1
Old : 100.0: 85.9 75.6 2.8 16.9 0.7 4.3 6.3 0.0 5.4 0.0 0.4: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 23 . . . . . 0 4 0 .:
Old : 37: 18 23 . . . . . 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 : 60.5 42.1 77.1 67.8 51.5 42.1 66.8 65.8
Old : 60.5 42.1 77.1 67.8 51.5 42.1 66.8 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 24,279: 22,677 17,295 0 6,006 778 610 0 0 0 70 130: 84 0
Old : 24,279: 22,677 17,295 0 6,006 778 610 0 0 0 70 130: 84 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 144: 174 -86 0 110 0 0 0 0 -80 70 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 71.2 0.0 24.7 3.2 2.5 0.0 0.0 0.0 0.3 0.5: 0.3 0.0
Old : 100.0: 93.4 71.2 0.0 24.7 3.2 2.5 0.0 0.0 0.0 0.3 0.5: 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 : 33: 21 20 0 4 . . 0 0 0 . .:
Old : 33: 21 20 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 : 59.0 61.2 83.0 79.3 41.3 46.2 59.8 58.5
Old : 59.0 61.2 83.0 79.3 41.3 46.2 59.8 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 34,652: 32,419 19,379 1,550 13,949 23 0 680 0 560 506 50: 50 65
Old : 34,652: 32,419 19,379 1,550 13,949 23 0 680 0 560 506 50: 50 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 471: 471 -64 -15 360 15 0 35 0 -20 40 20: 0 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 55.9 4.5 40.3 0.1 0.0 2.0 0.0 1.6 1.5 0.1: 0.1 0.2
Old : 100.0: 93.6 55.9 4.5 40.3 0.1 0.0 2.0 0.0 1.6 1.5 0.1: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 29 27 . . . 0 . 0 . . .:
Old : 42: 29 27 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 61.7 72.0 80.4 52.3 60.8 68.1 76.8
Old : 54.6 61.7 72.0 80.4 52.3 60.8 68.1 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 23,741: 22,156 16,740 212 5,923 768 0 10 195 0 95 0: 410 10
Old : 23,741: 22,156 16,740 212 5,923 768 0 10 195 0 95 0: 410 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 310: 300 360 10 -120 0 0 0 0 0 70 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 70.5 0.9 24.9 3.2 0.0 0.0 0.8 0.0 0.4 0.0: 1.7 0.0
Old : 100.0: 93.3 70.5 0.9 24.9 3.2 0.0 0.0 0.8 0.0 0.4 0.0: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 24 23 . . . 0 . . 0 . 0:
Old : 35: 24 23 . . . 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 67.7 71.6 89.0 44.2 63.1 59.3 75.7
Old : 53.7 67.7 71.6 89.0 44.2 63.1 59.3 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 20,662: 16,685 18,120 3,090 770 805 0 590 0 0 0 0: 82 377
Old : 20,662: 16,685 18,120 3,090 770 805 0 590 0 0 0 0: 82 377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 491: 70 491 420 0 0 0 0 0 0 0 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 87.7 15.0 3.7 3.9 0.0 2.9 0.0 0.0 0.0 0.0: 0.4 1.8
Old : 100.0: 80.8 87.7 15.0 3.7 3.9 0.0 2.9 0.0 0.0 0.0 0.0: 0.4 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 : 26: 16 15 . . . 0 . 0 0 0 0:
Old : 26: 16 15 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 60.4 85.1 79.6 53.3 59.4 78.6 76.2
Old : 54.4 60.4 85.1 79.6 53.3 59.4 78.6 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 15,513: 12,416 13,840 2,383 559 600 0 0 0 0 300 0: 114 214
Old : 15,513: 12,416 13,840 2,383 559 600 0 0 0 0 300 0: 114 214
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 89.2 15.4 3.6 3.9 0.0 0.0 0.0 0.0 1.9 0.0: 0.7 1.4
Old : 100.0: 80.0 89.2 15.4 3.6 3.9 0.0 0.0 0.0 0.0 1.9 0.0: 0.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 12 . . . 0 0 0 0 . 0:
Old : 23: 15 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 : 46.6 65.6 77.5 86.6 45.0 62.8 70.4 76.3
Old : 46.6 65.6 77.5 86.6 45.0 62.8 70.4 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 37,609: 31,825 33,119 2,460 1,315 2,050 0 900 0 1,064 0 10: 200 215
Old : 37,609: 31,825 33,119 2,460 1,315 2,050 0 900 0 1,064 0 10: 200 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -455: -285 -495 0 180 -180 0 0 0 0 0 0: 10 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 88.1 6.5 3.5 5.5 0.0 2.4 0.0 2.8 0.0 0.0: 0.5 0.6
Old : 100.0: 84.6 88.1 6.5 3.5 5.5 0.0 2.4 0.0 2.8 0.0 0.0: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 27 26 . . . 0 . 0 4 0 .:
Old : 40: 27 26 . . . 0 . 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 : 42.4 42.9 62.0 71.5 38.8 39.4 55.9 61.2
Old : 42.4 42.9 62.0 71.5 38.8 39.4 55.9 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 15,954: 13,999 12,909 820 3,025 20 0 0 0 995 0 0: 120 0
Old : 15,954: 13,999 12,909 820 3,025 20 0 0 0 995 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 55: 0 55 0 0 0 0 0 0 55 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 80.9 5.1 19.0 0.1 0.0 0.0 0.0 6.2 0.0 0.0: 0.8 0.0
Old : 100.0: 87.7 80.9 5.1 19.0 0.1 0.0 0.0 0.0 6.2 0.0 0.0: 0.8 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 : 27: 23 18 . . . 0 0 0 . 0 0:
Old : 27: 23 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 : 49.5 66.0 73.7 85.9 49.3 60.0 68.3 75.9
Old : 49.5 66.0 73.7 85.9 49.3 60.0 68.3 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 14,432: 11,749 11,290 605 3,012 5 0 0 0 1,943 125 0: 130 0
Old : 14,432: 11,749 11,290 605 3,012 5 0 0 0 1,943 125 0: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -240: -280 -240 0 0 0 0 0 0 40 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 78.2 4.2 20.9 0.0 0.0 0.0 0.0 13.5 0.9 0.0: 0.9 0.0
Old : 100.0: 81.4 78.2 4.2 20.9 0.0 0.0 0.0 0.0 13.5 0.9 0.0: 0.9 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: 24 21 . . . 0 0 0 . . 0:
Old : 31: 24 21 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 68.1 64.6 84.4 36.6 62.1 55.4 71.3
Old : 42.1 68.1 64.6 84.4 36.6 62.1 55.4 71.3
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 - Options and Futures Combined, January 05, 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 : 51,276: 47,816 43,622 0 3,690 2,850 0 230 170 0 0 0: 440 714
Old : 51,276: 47,816 43,622 0 3,690 2,850 0 230 170 0 0 0: 440 714
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 515: 515 515 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 85.1 0.0 7.2 5.6 0.0 0.4 0.3 0.0 0.0 0.0: 0.9 1.4
Old : 100.0: 93.3 85.1 0.0 7.2 5.6 0.0 0.4 0.3 0.0 0.0 0.0: 0.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 23 0 . . 0 . . 0 0 0:
Old : 29: 16 23 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.4 61.2 94.8 83.5 81.6 55.6 84.3 75.7
Old : 87.4 61.2 94.8 83.5 81.6 55.6 84.3 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 44,167: 41,782 36,246 0 5,175 1,810 170 0 0 0 0 0: 405 936
Old : 44,167: 41,782 36,246 0 5,175 1,810 170 0 0 0 0 0: 405 936
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 280: 280 280 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 82.1 0.0 11.7 4.1 0.4 0.0 0.0 0.0 0.0 0.0: 0.9 2.1
Old : 100.0: 94.6 82.1 0.0 11.7 4.1 0.4 0.0 0.0 0.0 0.0 0.0: 0.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 20 0 . . . 0 0 0 0 0:
Old : 27: 16 20 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.5 62.8 95.3 88.2 84.7 58.4 87.5 79.5
Old : 88.5 62.8 95.3 88.2 84.7 58.4 87.5 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 17,725: 16,015 12,445 290 0 0 0 3,820 600 0 800 0: 820 60
Old : 17,725: 16,015 12,445 290 0 0 0 3,820 600 0 800 0: 820 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 250: 250 50 0 0 0 0 0 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 70.2 1.6 0.0 0.0 0.0 21.6 3.4 0.0 4.5 0.0: 4.6 0.3
Old : 100.0: 90.4 70.2 1.6 0.0 0.0 0.0 21.6 3.4 0.0 4.5 0.0: 4.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 10 . 0 0 0 . . 0 . 0:
Old : 21: 15 10 . 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 85.4 79.8 96.6 38.4 57.2 57.4 65.9
Old : 53.8 85.4 79.8 96.6 38.4 57.2 57.4 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 22,516: 21,770 17,180 300 0 0 0 4,860 0 0 320 81: 365 75
Old : 22,516: 21,770 17,180 300 0 0 0 4,860 0 0 320 81: 365 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 2,970: 2,970 1,520 0 0 0 0 1,450 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.7 76.3 1.3 0.0 0.0 0.0 21.6 0.0 0.0 1.4 0.4: 1.6 0.3
Old : 100.0: 96.7 76.3 1.3 0.0 0.0 0.0 21.6 0.0 0.0 1.4 0.4: 1.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 13 . 0 0 0 . 0 0 . .:
Old : 21: 10 13 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 84.6 92.4 95.5 65.4 83.2 84.8 86.8
Old : 70.3 84.6 92.4 95.5 65.4 83.2 84.8 86.8
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 - Options and Futures Combined, January 05, 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 : 16,570: 15,685 15,400 0 0 0 0 725 225 0 100 0: 660 120
Old : 16,570: 15,685 15,400 0 0 0 0 725 225 0 100 0: 660 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 92.9 0.0 0.0 0.0 0.0 4.4 1.4 0.0 0.6 0.0: 4.0 0.7
Old : 100.0: 94.7 92.9 0.0 0.0 0.0 0.0 4.4 1.4 0.0 0.6 0.0: 4.0 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 : 20: 14 11 0 0 0 0 . . 0 . 0:
Old : 20: 14 11 0 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 85.0 90.7 96.4 68.9 75.6 75.9 78.7
Old : 78.5 85.0 90.7 96.4 68.9 75.6 75.9 78.7
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 - Options and Futures Combined, January 05, 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 : 15,835: 15,070 14,565 0 0 0 0 945 105 0 100 0: 660 120
Old : 15,835: 15,070 14,565 0 0 0 0 945 105 0 100 0: 660 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 92.0 0.0 0.0 0.0 0.0 6.0 0.7 0.0 0.6 0.0: 4.2 0.8
Old : 100.0: 95.2 92.0 0.0 0.0 0.0 0.0 6.0 0.7 0.0 0.6 0.0: 4.2 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 : 20: 14 11 0 0 0 0 . . 0 . 0:
Old : 20: 14 11 0 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 85.0 90.9 96.3 71.4 78.9 78.7 82.1
Old : 77.1 85.0 90.9 96.3 71.4 78.9 78.7 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 22,720: 22,475 18,825 0 1,200 0 0 2,425 165 0 100 0: 80 5
Old : 22,720: 22,475 18,825 0 1,200 0 0 2,425 165 0 100 0: 80 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -55: -55 45 0 0 0 0 -100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.9 82.9 0.0 5.3 0.0 0.0 10.7 0.7 0.0 0.4 0.0: 0.4 0.0
Old : 100.0: 98.9 82.9 0.0 5.3 0.0 0.0 10.7 0.7 0.0 0.4 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 15 0 . 0 0 . . 0 . 0:
Old : 25: 17 15 0 . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 82.8 89.3 97.2 60.7 81.8 84.5 91.2
Old : 64.2 82.8 89.3 97.2 60.7 81.8 84.5 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 21,935: 21,875 16,825 0 1,200 0 0 3,900 0 0 0 0: 60 10
Old : 21,935: 21,875 16,825 0 1,200 0 0 3,900 0 0 0 0: 60 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.7 76.7 0.0 5.5 0.0 0.0 17.8 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 99.7 76.7 0.0 5.5 0.0 0.0 17.8 0.0 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 11 0 . 0 0 . 0 0 0 0:
Old : 20: 13 11 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 86.5 90.5 98.6 63.5 86.5 87.7 95.9
Old : 66.3 86.5 90.5 98.6 63.5 86.5 87.7 95.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 84,673: 59,597 78,380 2,730 435 350 14,410 0 0 2,078 0 77: 5,431 5,431
Old : 84,673: 59,597 78,380 2,730 435 350 14,410 0 0 2,078 0 77: 5,431 5,431
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 2,595: 1,045 2,595 0 0 0 1,350 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 92.6 3.2 0.5 0.4 17.0 0.0 0.0 2.5 0.0 0.1: 6.4 6.4
Old : 100.0: 70.4 92.6 3.2 0.5 0.4 17.0 0.0 0.0 2.5 0.0 0.1: 6.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 26 . . . . 0 0 . 0 .:
Old : 37: 22 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 : 68.4 47.5 81.2 71.5 63.2 46.9 72.6 67.2
Old : 68.4 47.5 81.2 71.5 63.2 46.9 72.6 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 77,680: 55,984 74,464 1,530 415 1,090 14,505 0 0 2,860 0 0: 1,711 1,711
Old : 77,680: 55,984 74,464 1,530 415 1,090 14,505 0 0 2,860 0 0: 1,711 1,711
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,790: 890 1,790 0 0 0 900 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 95.9 2.0 0.5 1.4 18.7 0.0 0.0 3.7 0.0 0.0: 2.2 2.2
Old : 100.0: 72.1 95.9 2.0 0.5 1.4 18.7 0.0 0.0 3.7 0.0 0.0: 2.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 22 . . . . 0 0 . 0 0:
Old : 34: 22 22 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 49.5 85.1 74.4 67.8 47.9 75.9 70.4
Old : 70.3 49.5 85.1 74.4 67.8 47.9 75.9 70.4
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 - Options and Futures Combined, January 05, 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 : 23,052: 21,435 21,085 0 915 420 50 0 250 225 0 0: 672 382
Old : 23,052: 21,435 21,085 0 915 420 50 0 250 225 0 0: 672 382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 91.5 0.0 4.0 1.8 0.2 0.0 1.1 1.0 0.0 0.0: 2.9 1.7
Old : 100.0: 93.0 91.5 0.0 4.0 1.8 0.2 0.0 1.1 1.0 0.0 0.0: 2.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 0 . . . 0 . . 0 0:
Old : 26: 17 16 0 . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 73.8 83.8 90.0 56.6 69.6 73.4 79.0
Old : 62.3 73.8 83.8 90.0 56.6 69.6 73.4 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 19,800: 19,620 17,285 0 1,785 15 50 600 0 0 0 0: 115 115
Old : 19,800: 19,620 17,285 0 1,785 15 50 600 0 0 0 0: 115 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.1 87.3 0.0 9.0 0.1 0.3 3.0 0.0 0.0 0.0 0.0: 0.6 0.6
Old : 100.0: 99.1 87.3 0.0 9.0 0.1 0.3 3.0 0.0 0.0 0.0 0.0: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 15 0 . . . . 0 0 0 0:
Old : 26: 20 15 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 69.2 79.9 88.5 50.4 62.6 69.7 76.4
Old : 54.0 69.2 79.9 88.5 50.4 62.6 69.7 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 10,080: 5,880 8,490 100 1,400 100 1,200 50 0 2,725 0 0: 75 40
Old : 10,080: 5,880 8,490 100 1,400 100 1,200 50 0 2,725 0 0: 75 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 84.2 1.0 13.9 1.0 11.9 0.5 0.0 27.0 0.0 0.0: 0.7 0.4
Old : 100.0: 58.3 84.2 1.0 13.9 1.0 11.9 0.5 0.0 27.0 0.0 0.0: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 8 . . . . . 0 . 0 0:
Old : 20: 11 8 . . . . . 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 79.1 93.0 98.6 62.9 68.8 78.9 79.8
Old : 68.5 79.1 93.0 98.6 62.9 68.8 78.9 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 6,525: 4,765 6,320 300 50 0 1,200 50 0 0 0 0: 260 105
Old : 6,525: 4,765 6,320 300 50 0 1,200 50 0 0 0 0: 260 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 96.9 4.6 0.8 0.0 18.4 0.8 0.0 0.0 0.0 0.0: 4.0 1.6
Old : 100.0: 73.0 96.9 4.6 0.8 0.0 18.4 0.8 0.0 0.0 0.0 0.0: 4.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . 0 . . 0 0 0 0:
Old : 20: 10 9 . . 0 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 92.7 93.3 96.8 70.3 87.7 89.7 91.7
Old : 70.3 92.7 93.3 96.8 70.3 87.7 89.7 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 25,320: 21,160 19,900 200 140 3,120 0 1,200 250 250 275 45: 295 390
Old : 25,320: 21,160 19,900 200 140 3,120 0 1,200 250 250 275 45: 295 390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 78.6 0.8 0.6 12.3 0.0 4.7 1.0 1.0 1.1 0.2: 1.2 1.5
Old : 100.0: 83.6 78.6 0.8 0.6 12.3 0.0 4.7 1.0 1.0 1.1 0.2: 1.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 20 . . . 0 . . . . .:
Old : 31: 20 20 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 40.7 75.1 62.3 43.4 25.6 52.0 42.2
Old : 53.6 40.7 75.1 62.3 43.4 25.6 52.0 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 23,830: 19,790 18,660 0 1,210 2,425 0 600 250 330 0 0: 1,035 685
Old : 23,830: 19,790 18,660 0 1,210 2,425 0 600 250 330 0 0: 1,035 685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 78.3 0.0 5.1 10.2 0.0 2.5 1.0 1.4 0.0 0.0: 4.3 2.9
Old : 100.0: 83.0 78.3 0.0 5.1 10.2 0.0 2.5 1.0 1.4 0.0 0.0: 4.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 19 0 . . 0 . . . 0 0:
Old : 26: 17 19 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 51.1 75.1 75.2 45.2 38.6 57.7 52.1
Old : 54.0 51.1 75.1 75.2 45.2 38.6 57.7 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2016