COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 129,022: 40,264 25,850 7,544 11,665 7,925 3,475 26,574 14,465 44,513 32,027 9,352: 1,484 1,164
Old : 129,022: 40,264 25,850 7,544 11,665 7,925 3,475 26,574 14,465 44,513 32,027 9,352: 1,484 1,164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -3,249: -1,268 292 -2,678 -975 -436 -305 4,336 -768 1,123 -6,444 1,027: 56 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 20.0 5.8 9.0 6.1 2.7 20.6 11.2 34.5 24.8 7.2: 1.2 0.9
Old : 100.0: 31.2 20.0 5.8 9.0 6.1 2.7 20.6 11.2 34.5 24.8 7.2: 1.2 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 : 58: 17 17 . . 4 . 5 5 15 13 15:
Old : 58: 17 17 . . 4 . 5 5 15 13 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 37.6 60.1 59.6 31.9 34.7 44.4 47.2
Old : 35.8 37.6 60.1 59.6 31.9 34.7 44.4 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 30,237: 6,232 12,785 189 7,453 120 702 2,644 1,359 18,088 2,648 2,868: 679 360
Old : 30,237: 6,232 12,785 189 7,453 120 702 2,644 1,359 18,088 2,648 2,868: 679 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,026: -685 -2,231 45 805 -23 0 -270 0 -350 751 -33: 20 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 42.3 0.6 24.6 0.4 2.3 8.7 4.5 59.8 8.8 9.5: 2.2 1.2
Old : 100.0: 20.6 42.3 0.6 24.6 0.4 2.3 8.7 4.5 59.8 8.8 9.5: 2.2 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 : 41: 11 11 . . . . 4 . 12 5 13:
Old : 41: 11 11 . . . . 4 . 12 5 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 50.4 69.3 70.9 53.6 46.5 64.8 65.5
Old : 55.4 50.4 69.3 70.9 53.6 46.5 64.8 65.5
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 TONS) :
: : Positions :
All : 5,949: 504 210 958 161 1,954 23 732 1,238 289 672 982: 1 0
Old : 5,949: 504 210 958 161 1,954 23 732 1,238 289 672 982: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -28: 8 16 53 -258 334 -23 92 13 -266 -77 -148: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 3.5 16.1 2.7 32.9 0.4 12.3 20.8 4.9 11.3 16.5: 0.0 0.0
Old : 100.0: 8.5 3.5 16.1 2.7 32.9 0.4 12.3 20.8 4.9 11.3 16.5: 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 : 26: 6 . . . 4 . . . 8 6 9:
Old : 26: 6 . . . 4 . . . 8 6 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 62.1 82.8 84.9 21.1 22.4 24.9 26.3
Old : 54.5 62.1 82.8 84.9 21.1 22.4 24.9 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465G
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 TONS) :
: : Positions :
All : 22,575: 444 242 2,549 0 2,836 3,631 7,530 8,498 2,008 828 2,609: 0 32
Old : 22,575: 444 242 2,549 0 2,836 3,631 7,530 8,498 2,008 828 2,609: 0 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -3,703: -341 -20 -698 0 -251 -18 -2,163 -1,128 -518 576 -749: 0 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.1 11.3 0.0 12.6 16.1 33.4 37.6 8.9 3.7 11.6: 0.0 0.1
Old : 100.0: 2.0 1.1 11.3 0.0 12.6 16.1 33.4 37.6 8.9 3.7 11.6: 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 : 21: 4 . 4 0 4 . . . 5 4 7:
Old : 21: 4 . 4 0 4 . . . 5 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 79.4 90.4 92.9 31.5 36.8 37.1 37.8
Old : 64.5 79.4 90.4 92.9 31.5 36.8 37.1 37.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 167,470: 107,339 130,416 13,515 1,307 7,164 18,906 3,451 5,335 3,854 8,618 10,645: 712 534
Old : 167,470: 107,339 130,416 13,515 1,307 7,164 18,906 3,451 5,335 3,854 8,618 10,645: 712 534
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 8,213: 5,914 4,962 898 -158 -508 -837 347 1,629 218 1,159 774: 125 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 77.9 8.1 0.8 4.3 11.3 2.1 3.2 2.3 5.1 6.4: 0.4 0.3
Old : 100.0: 64.1 77.9 8.1 0.8 4.3 11.3 2.1 3.2 2.3 5.1 6.4: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 82: 48 47 . . 4 4 4 7 7 13 14:
Old : 82: 48 47 . . 4 4 4 7 7 13 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 : 49.4 29.5 61.9 45.5 32.6 18.9 38.5 26.8
Old : 49.4 29.5 61.9 45.5 32.6 18.9 38.5 26.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 52,530: 46,197 43,892 0 2,607 3,354 336 370 8 1,288 952 1,242: 106 106
Old : 52,530: 46,197 43,892 0 2,607 3,354 336 370 8 1,288 952 1,242: 106 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 400: 117 300 0 -619 -27 -54 5 -3 367 744 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 83.6 0.0 5.0 6.4 0.6 0.7 0.0 2.5 1.8 2.4: 0.2 0.2
Old : 100.0: 87.9 83.6 0.0 5.0 6.4 0.6 0.7 0.0 2.5 1.8 2.4: 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: 29 25 0 . . . . . . . .:
Old : 39: 29 25 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 44.6 70.7 69.6 39.1 26.6 45.2 41.5
Old : 50.4 44.6 70.7 69.6 39.1 26.6 45.2 41.5
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 473,357: 413,392 384,344 0 50,969 29,009 3,122 0 622 18,799 0 8,413: 0 0
Old : 473,357: 413,392 384,344 0 50,969 29,009 3,122 0 622 18,799 0 8,413: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 13,074: -7,509 5,016 0 -10,336 19,320 2,479 0 -1,223 -290 0 608: -311 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 81.2 0.0 10.8 6.1 0.7 0.0 0.1 4.0 0.0 1.8: 0.0 0.0
Old : 100.0: 87.3 81.2 0.0 10.8 6.1 0.7 0.0 0.1 4.0 0.0 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 22 0 . . . 0 . . 0 .:
Old : 33: 22 22 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 58.1 70.5 79.8 40.9 48.9 51.9 60.4
Old : 48.7 58.1 70.5 79.8 40.9 48.9 51.9 60.4
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,617,022: 1,308,915 1,442,027 210,849 64,183 7,367 8,720 66,863 15,200 62,051 17,462 3,920: 0 0
Old : 1,617,022: 1,308,915 1,442,027 210,849 64,183 7,367 8,720 66,863 15,200 62,051 17,462 3,920: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 40,237: 42,854 34,686 -7,110 -9 0 0 5,560 0 5,064 0 0: -571 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 89.2 13.0 4.0 0.5 0.5 4.1 0.9 3.8 1.1 0.2: 0.0 0.0
Old : 100.0: 80.9 89.2 13.0 4.0 0.5 0.5 4.1 0.9 3.8 1.1 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 34 38 . . . . . . . 4 .:
Old : 57: 34 38 . . . . . . . 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 : 59.3 47.7 74.9 66.6 45.6 38.5 58.5 52.2
Old : 59.3 47.7 74.9 66.6 45.6 38.5 58.5 52.2
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 68,724: 57,553 56,102 862 0 4,935 0 2,289 2,062 2,389 2,089 923: 0 324
Old : 68,724: 57,553 56,102 862 0 4,935 0 2,289 2,062 2,389 2,089 923: 0 324
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -24: -1,351 324 862 -721 -275 0 66 -4 590 107 155: 0 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 81.6 1.3 0.0 7.2 0.0 3.3 3.0 3.5 3.0 1.3: 0.0 0.5
Old : 100.0: 83.7 81.6 1.3 0.0 7.2 0.0 3.3 3.0 3.5 3.0 1.3: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 23 . 0 . 0 . . 5 6 .:
Old : 42: 22 23 . 0 . 0 . . 5 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 57.6 75.0 78.2 45.9 49.9 57.2 57.7
Old : 54.7 57.6 75.0 78.2 45.9 49.9 57.2 57.7
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 495,449: 321,568 433,425 122,967 0 44,832 0 0 0 1,480 12,590 4,602: 0 0
Old : 495,449: 321,568 433,425 122,967 0 44,832 0 0 0 1,480 12,590 4,602: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 10,765: 10,765 11,069 0 0 0 0 0 0 0 -304 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 87.5 24.8 0.0 9.0 0.0 0.0 0.0 0.3 2.5 0.9: 0.0 0.0
Old : 100.0: 64.9 87.5 24.8 0.0 9.0 0.0 0.0 0.0 0.3 2.5 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 : 30: 19 18 . 0 . 0 0 0 . . .:
Old : 30: 19 18 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 65.9 84.3 84.8 49.0 55.9 65.0 67.3
Old : 64.2 65.9 84.3 84.8 49.0 55.9 65.0 67.3
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 394,357: 357,559 346,783 2,729 7,689 34,069 0 5,456 0 0 360 0: 0 0
Old : 394,357: 357,559 346,783 2,729 7,689 34,069 0 5,456 0 0 360 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 4,680: -9,352 4,680 0 -14,032 14,032 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 87.9 0.7 1.9 8.6 0.0 1.4 0.0 0.0 0.1 0.0: 0.0 0.0
Old : 100.0: 90.7 87.9 0.7 1.9 8.6 0.0 1.4 0.0 0.0 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 30 30 . . . 0 . 0 0 . 0:
Old : 42: 30 30 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 52.8 70.1 74.2 41.7 50.7 60.5 60.6
Old : 44.1 52.8 70.1 74.2 41.7 50.7 60.5 60.6
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 39,121: 34,327 34,893 1,698 1,733 839 567 0 447 150 0 21: 1,072 1,188
Old : 39,121: 34,327 34,893 1,698 1,733 839 567 0 447 150 0 21: 1,072 1,188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -104: -572 4 0 -257 257 342 0 -86 0 0 0: -45 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 89.2 4.3 4.4 2.1 1.4 0.0 1.1 0.4 0.0 0.1: 2.7 3.0
Old : 100.0: 87.7 89.2 4.3 4.4 2.1 1.4 0.0 1.1 0.4 0.0 0.1: 2.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 27 . . . . 0 . . 0 .:
Old : 38: 26 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 : 47.7 55.6 69.7 74.2 45.5 53.0 63.9 67.5
Old : 47.7 55.6 69.7 74.2 45.5 53.0 63.9 67.5
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,819: 44,732 46,032 2,135 1,195 3,410 0 0 0 8 50 98: 436 34
Old : 50,819: 44,732 46,032 2,135 1,195 3,410 0 0 0 8 50 98: 436 34
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,420: 2,665 220 -260 1,195 5 0 0 0 -990 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 90.6 4.2 2.4 6.7 0.0 0.0 0.0 0.0 0.1 0.2: 0.9 0.1
Old : 100.0: 88.0 90.6 4.2 2.4 6.7 0.0 0.0 0.0 0.0 0.1 0.2: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 32 31 . . . 0 0 0 . . .:
Old : 45: 32 31 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 47.2 66.8 74.3 46.9 41.5 55.6 58.6
Old : 51.2 47.2 66.8 74.3 46.9 41.5 55.6 58.6
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 69,270: 62,182 63,928 2,610 1,510 3,675 50 0 0 153 50 58: 542 49
Old : 69,270: 62,182 63,928 2,610 1,510 3,675 50 0 0 153 50 58: 542 49
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,562: 3,854 1,134 -110 1,510 -50 0 0 0 -1,140 0 -32: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 92.3 3.8 2.2 5.3 0.1 0.0 0.0 0.2 0.1 0.1: 0.8 0.1
Old : 100.0: 89.8 92.3 3.8 2.2 5.3 0.1 0.0 0.0 0.2 0.1 0.1: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 32 29 . . . . 0 0 . . .:
Old : 44: 32 29 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 47.4 65.7 73.4 45.3 43.4 60.1 59.3
Old : 45.5 47.4 65.7 73.4 45.3 43.4 60.1 59.3
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,517: 16,887 17,427 540 0 1,970 0 0 0 0 0 0: 120 120
Old : 19,517: 16,887 17,427 540 0 1,970 0 0 0 0 0 0: 120 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -18: -18 -18 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 89.3 2.8 0.0 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.6
Old : 100.0: 86.5 89.3 2.8 0.0 10.1 0.0 0.0 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 : 24: 18 13 . 0 . 0 0 0 0 0 0:
Old : 24: 18 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 : 54.3 66.2 79.4 94.9 49.1 62.4 67.6 76.1
Old : 54.3 66.2 79.4 94.9 49.1 62.4 67.6 76.1
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 298,624: 238,528 297,864 58,960 0 760 0 0 0 376 0 0: 0 0
Old : 298,624: 238,528 297,864 58,960 0 760 0 0 0 376 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 3,152: 2,000 3,152 776 0 0 0 0 0 376 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 99.7 19.7 0.0 0.3 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 79.9 99.7 19.7 0.0 0.3 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 : 32: 24 18 . 0 . 0 0 0 . 0 0:
Old : 32: 24 18 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 78.5 61.2 90.6 36.6 66.2 56.0 71.1
Old : 38.0 78.5 61.2 90.6 36.6 66.2 56.0 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 9,872: 8,247 9,530 0 298 0 0 0 0 1,539 0 0: 86 44
Old : 9,872: 8,247 9,530 0 298 0 0 0 0 1,539 0 0: 86 44
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,192: 1,824 2,192 0 0 0 0 0 0 368 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 96.5 0.0 3.0 0.0 0.0 0.0 0.0 15.6 0.0 0.0: 0.9 0.4
Old : 100.0: 83.5 96.5 0.0 3.0 0.0 0.0 0.0 0.0 15.6 0.0 0.0: 0.9 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 : 24: 18 18 0 . 0 0 0 0 . 0 0:
Old : 24: 18 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 : 42.8 63.1 68.8 82.9 40.3 55.3 65.5 74.1
Old : 42.8 63.1 68.8 82.9 40.3 55.3 65.5 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,910: 7,950 12,300 0 550 0 0 0 0 4,900 0 0: 60 60
Old : 12,910: 7,950 12,300 0 550 0 0 0 0 4,900 0 0: 60 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 95.3 0.0 4.3 0.0 0.0 0.0 0.0 38.0 0.0 0.0: 0.5 0.5
Old : 100.0: 61.6 95.3 0.0 4.3 0.0 0.0 0.0 0.0 38.0 0.0 0.0: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 15 0 . 0 0 0 0 . 0 0:
Old : 21: 9 15 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 : 72.8 58.5 95.7 84.0 72.8 58.5 87.9 78.2
Old : 72.8 58.5 95.7 84.0 72.8 58.5 87.9 78.2
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 7,220: 6,610 6,865 550 0 0 0 300 0 0 0 0: 60 55
Old : 7,220: 6,610 6,865 550 0 0 0 300 0 0 0 0: 60 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 95.1 7.6 0.0 0.0 0.0 4.2 0.0 0.0 0.0 0.0: 0.8 0.8
Old : 100.0: 91.6 95.1 7.6 0.0 0.0 0.0 4.2 0.0 0.0 0.0 0.0: 0.8 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: 13 9 . 0 0 0 . 0 0 0 0:
Old : 20: 13 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 : 61.7 81.4 86.9 96.1 34.7 53.3 54.2 60.8
Old : 61.7 81.4 86.9 96.1 34.7 53.3 54.2 60.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,538: 5,523 7,733 1,075 0 300 0 250 0 905 50 150: 585 55
Old : 8,538: 5,523 7,733 1,075 0 300 0 250 0 905 50 150: 585 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,200: 770 1,150 100 0 0 0 50 0 330 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 90.6 12.6 0.0 3.5 0.0 2.9 0.0 10.6 0.6 1.8: 6.9 0.6
Old : 100.0: 64.7 90.6 12.6 0.0 3.5 0.0 2.9 0.0 10.6 0.6 1.8: 6.9 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: 12 14 . 0 . 0 . 0 . . .:
Old : 26: 12 14 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 48.3 75.2 75.3 35.1 37.1 49.6 51.9
Old : 46.8 48.3 75.2 75.3 35.1 37.1 49.6 51.9
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,075: 23,165 23,085 445 155 2,465 0 0 0 0 250 0: 0 120
Old : 26,075: 23,165 23,085 445 155 2,465 0 0 0 0 250 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 485: 635 85 -500 0 350 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 88.5 1.7 0.6 9.5 0.0 0.0 0.0 0.0 1.0 0.0: 0.0 0.5
Old : 100.0: 88.8 88.5 1.7 0.6 9.5 0.0 0.0 0.0 0.0 1.0 0.0: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 19 . . . 0 0 0 0 . 0:
Old : 33: 22 19 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 58.4 82.8 84.1 57.7 55.4 72.3 72.4
Old : 61.4 58.4 82.8 84.1 57.7 55.4 72.3 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,976: 19,881 20,091 495 370 2,390 0 50 0 0 75 0: 210 0
Old : 22,976: 19,881 20,091 495 370 2,390 0 50 0 0 75 0: 210 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,096: 1,096 1,151 0 0 0 0 0 0 0 0 0: 0 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 87.4 2.2 1.6 10.4 0.0 0.2 0.0 0.0 0.3 0.0: 0.9 0.0
Old : 100.0: 86.5 87.4 2.2 1.6 10.4 0.0 0.2 0.0 0.0 0.3 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 : 30: 22 19 . . . 0 . 0 0 . 0:
Old : 30: 22 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 : 43.3 67.6 69.4 87.6 34.2 52.6 53.1 61.9
Old : 43.3 67.6 69.4 87.6 34.2 52.6 53.1 61.9
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 21,710: 18,836 15,883 2,514 4,656 105 63 0 0 0 213 42: 150 811
Old : 21,710: 18,836 15,883 2,514 4,656 105 63 0 0 0 213 42: 150 811
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 508: 443 550 0 -42 0 0 0 0 0 2 42: 23 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 73.2 11.6 21.4 0.5 0.3 0.0 0.0 0.0 1.0 0.2: 0.7 3.7
Old : 100.0: 86.8 73.2 11.6 21.4 0.5 0.3 0.0 0.0 0.0 1.0 0.2: 0.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 24 21 . . . . 0 0 0 . .:
Old : 35: 24 21 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 61.4 61.7 77.5 39.1 56.9 56.2 66.6
Old : 39.7 61.4 61.7 77.5 39.1 56.9 56.2 66.6
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 60,009: 54,356 50,558 1,476 1,875 2,646 0 222 0 160 3,401 1,120: 251 187
Old : 60,009: 54,356 50,558 1,476 1,875 2,646 0 222 0 160 3,401 1,120: 251 187
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,256: 966 3,019 690 -506 -40 0 34 -36 0 -957 715: -39 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 84.3 2.5 3.1 4.4 0.0 0.4 0.0 0.3 5.7 1.9: 0.4 0.3
Old : 100.0: 90.6 84.3 2.5 3.1 4.4 0.0 0.4 0.0 0.3 5.7 1.9: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 28 29 . . . 0 . 0 . 4 .:
Old : 45: 28 29 . . . 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 : 51.6 46.5 71.8 68.1 50.6 46.4 68.7 64.8
Old : 51.6 46.5 71.8 68.1 50.6 46.4 68.7 64.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 72,889: 65,839 55,995 1,156 1,601 3,444 217 1,106 530 0 8,435 1,703: 0 75
Old : 72,889: 65,839 55,995 1,156 1,601 3,444 217 1,106 530 0 8,435 1,703: 0 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,735: 805 2,944 580 -58 -252 -93 -128 117 0 -1,446 578: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 76.8 1.6 2.2 4.7 0.3 1.5 0.7 0.0 11.6 2.3: 0.0 0.1
Old : 100.0: 90.3 76.8 1.6 2.2 4.7 0.3 1.5 0.7 0.0 11.6 2.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 31 33 . . . . . . 0 8 6:
Old : 53: 31 33 . . . . . . 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 : 44.9 48.3 62.6 65.5 44.8 44.4 58.8 57.8
Old : 44.9 48.3 62.6 65.5 44.8 44.4 58.8 57.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,575: 42,820 42,785 1,725 3,360 385 0 0 0 1,215 0 0: 430 45
Old : 46,575: 42,820 42,785 1,725 3,360 385 0 0 0 1,215 0 0: 430 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,340: 2,175 1,545 0 0 0 0 0 0 -935 0 -220: 320 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 91.9 3.7 7.2 0.8 0.0 0.0 0.0 2.6 0.0 0.0: 0.9 0.1
Old : 100.0: 91.9 91.9 3.7 7.2 0.8 0.0 0.0 0.0 2.6 0.0 0.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 24 12 . . . 0 0 0 . 0 0:
Old : 30: 24 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 : 55.5 96.6 73.4 98.9 52.7 92.3 69.2 92.3
Old : 55.5 96.6 73.4 98.9 52.7 92.3 69.2 92.3
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 52,070: 47,345 48,090 2,335 3,440 525 0 0 0 1,630 0 0: 235 15
Old : 52,070: 47,345 48,090 2,335 3,440 525 0 0 0 1,630 0 0: 235 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,180: 3,190 1,260 0 0 0 0 0 0 -1,915 0 -95: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 92.4 4.5 6.6 1.0 0.0 0.0 0.0 3.1 0.0 0.0: 0.5 0.0
Old : 100.0: 90.9 92.4 4.5 6.6 1.0 0.0 0.0 0.0 3.1 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 24 13 . . . 0 0 0 . 0 0:
Old : 30: 24 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 : 56.7 92.7 72.1 97.9 53.4 89.3 68.5 90.2
Old : 56.7 92.7 72.1 97.9 53.4 89.3 68.5 90.2
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 355,428: 305,332 300,070 3,373 16,405 4,337 0 9,752 0 32,329 14,807 10,057: 0 0
Old : 355,428: 305,332 300,070 3,373 16,405 4,337 0 9,752 0 32,329 14,807 10,057: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -4,330: -9,785 1,120 0 -5,460 10 -408 0 0 5,853 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 84.4 0.9 4.6 1.2 0.0 2.7 0.0 9.1 4.2 2.8: 0.0 0.0
Old : 100.0: 85.9 84.4 0.9 4.6 1.2 0.0 2.7 0.0 9.1 4.2 2.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 26 27 . . . 0 . 0 . . .:
Old : 42: 26 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 : 43.7 39.7 71.3 62.7 40.1 36.4 54.3 51.1
Old : 43.7 39.7 71.3 62.7 40.1 36.4 54.3 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 26,303: 20,212 22,197 87 880 618 170 883 64 4,621 1,213 383: 148 65
Old : 26,303: 20,212 22,197 87 880 618 170 883 64 4,621 1,213 383: 148 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 436: 406 733 0 -170 -43 0 -84 0 29 -23 23: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 84.4 0.3 3.3 2.3 0.6 3.4 0.2 17.6 4.6 1.5: 0.6 0.2
Old : 100.0: 76.8 84.4 0.3 3.3 2.3 0.6 3.4 0.2 17.6 4.6 1.5: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 29 . . . . . . . 4 .:
Old : 44: 24 29 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 34.3 79.6 52.2 51.4 33.6 73.1 50.0
Old : 54.5 34.3 79.6 52.2 51.4 33.6 73.1 50.0
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 35,554: 20,794 30,208 12,474 0 588 77 1,465 0 28 1,700 1,593: 0 0
Old : 35,554: 20,794 30,208 12,474 0 588 77 1,465 0 28 1,700 1,593: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -328: -1,531 -328 1,203 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 85.0 35.1 0.0 1.7 0.2 4.1 0.0 0.1 4.8 4.5: 0.0 0.0
Old : 100.0: 58.5 85.0 35.1 0.0 1.7 0.2 4.1 0.0 0.1 4.8 4.5: 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 : 28: 13 13 . 0 . . . 0 . 4 4:
Old : 28: 13 13 . 0 . . . 0 . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 65.1 87.7 81.7 63.3 63.5 72.9 73.3
Old : 71.1 65.1 87.7 81.7 63.3 63.5 72.9 73.3
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 354,873: 281,898 349,434 72,975 4,680 0 0 0 0 0 759 0: 0 0
Old : 354,873: 281,898 349,434 72,975 4,680 0 0 0 0 0 759 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 3,904: 3,904 3,904 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 98.5 20.6 1.3 0.0 0.0 0.0 0.0 0.0 0.2 0.0: 0.0 0.0
Old : 100.0: 79.4 98.5 20.6 1.3 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 : 29: 19 16 . . 0 0 0 0 0 . 0:
Old : 29: 19 16 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 77.8 80.8 92.6 59.1 65.7 71.1 71.9
Old : 64.5 77.8 80.8 92.6 59.1 65.7 71.1 71.9
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 29,516: 24,812 28,249 3,941 0 0 617 0 0 105 560 0: 41 707
Old : 29,516: 24,812 28,249 3,941 0 0 617 0 0 105 560 0: 41 707
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 312: 291 113 0 0 0 21 0 0 0 176 0: 0 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 95.7 13.4 0.0 0.0 2.1 0.0 0.0 0.4 1.9 0.0: 0.1 2.4
Old : 100.0: 84.1 95.7 13.4 0.0 0.0 2.1 0.0 0.0 0.4 1.9 0.0: 0.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 16 . 0 0 . 0 0 . . 0:
Old : 26: 16 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 : 63.2 79.9 82.8 88.8 55.2 69.5 69.9 75.2
Old : 63.2 79.9 82.8 88.8 55.2 69.5 69.9 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 133,570: 67,838 127,052 65,732 1,518 0 0 5,000 0 0 0 0: 0 0
Old : 133,570: 67,838 127,052 65,732 1,518 0 0 5,000 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: February 16, 2016 :
: 759: 759 759 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 95.1 49.2 1.1 0.0 0.0 3.7 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 50.8 95.1 49.2 1.1 0.0 0.0 3.7 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 10 . . 0 0 . 0 0 0 0:
Old : 20: 9 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 : 76.2 82.5 96.8 96.0 76.2 82.5 94.5 94.8
Old : 76.2 82.5 96.8 96.0 76.2 82.5 94.5 94.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 14,785: 11,654 10,770 0 846 906 1,355 0 0 336 471 406: 128 1,386
Old : 14,785: 11,654 10,770 0 846 906 1,355 0 0 336 471 406: 128 1,386
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,021: 937 371 -340 73 271 237 0 0 -213 51 170: -41 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 72.8 0.0 5.7 6.1 9.2 0.0 0.0 2.3 3.2 2.7: 0.9 9.4
Old : 100.0: 78.8 72.8 0.0 5.7 6.1 9.2 0.0 0.0 2.3 3.2 2.7: 0.9 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 17 0 . . . 0 0 . . .:
Old : 29: 16 17 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 44.2 74.6 62.6 39.2 32.0 56.0 43.4
Old : 52.8 44.2 74.6 62.6 39.2 32.0 56.0 43.4
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 180,753: 143,666 154,575 10,296 10,160 14,432 7,604 0 0 3,169 0 1,586: 0 0
Old : 180,753: 143,666 154,575 10,296 10,160 14,432 7,604 0 0 3,169 0 1,586: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 750: 1,125 750 -375 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 85.5 5.7 5.6 8.0 4.2 0.0 0.0 1.8 0.0 0.9: 0.0 0.0
Old : 100.0: 79.5 85.5 5.7 5.6 8.0 4.2 0.0 0.0 1.8 0.0 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 : 30: 15 16 . . . . 0 0 . 0 .:
Old : 30: 15 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 : 65.7 61.5 82.0 81.6 61.7 58.0 74.6 73.6
Old : 65.7 61.5 82.0 81.6 61.7 58.0 74.6 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 17,181: 13,580 11,507 2,710 3,258 571 0 1,418 0 170 0 65: 85 362
Old : 17,181: 13,580 11,507 2,710 3,258 571 0 1,418 0 170 0 65: 85 362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,364: 1,153 1,302 41 -361 170 0 365 0 19 -155 -40: 21 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 67.0 15.8 19.0 3.3 0.0 8.3 0.0 1.0 0.0 0.4: 0.5 2.1
Old : 100.0: 79.0 67.0 15.8 19.0 3.3 0.0 8.3 0.0 1.0 0.0 0.4: 0.5 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 : 32: 22 22 . . . 0 . 0 . 0 .:
Old : 32: 22 22 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 41.8 76.1 63.6 49.9 37.2 59.5 54.7
Old : 55.7 41.8 76.1 63.6 49.9 37.2 59.5 54.7
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 181,852: 157,558 103,696 18,526 75,216 1,455 2,036 0 1,125 792 0 360: 0 0
Old : 181,852: 157,558 103,696 18,526 75,216 1,455 2,036 0 1,125 792 0 360: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 4,376: 4,376 3,968 0 408 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 57.0 10.2 41.4 0.8 1.1 0.0 0.6 0.4 0.0 0.2: 0.0 0.0
Old : 100.0: 86.6 57.0 10.2 41.4 0.8 1.1 0.0 0.6 0.4 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 18 . . . . 0 . . 0 .:
Old : 29: 17 18 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 72.2 84.4 85.9 58.8 68.5 73.1 78.0
Old : 65.9 72.2 84.4 85.9 58.8 68.5 73.1 78.0
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,170: 7,845 8,365 1,215 0 0 0 300 0 0 400 50: 60 55
Old : 9,170: 7,845 8,365 1,215 0 0 0 300 0 0 400 50: 60 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 495: 345 495 315 0 0 0 0 0 0 0 0: -165 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 91.2 13.2 0.0 0.0 0.0 3.3 0.0 0.0 4.4 0.5: 0.7 0.6
Old : 100.0: 85.6 91.2 13.2 0.0 0.0 0.0 3.3 0.0 0.0 4.4 0.5: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 13 . 0 0 0 . 0 0 . .:
Old : 24: 15 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 : 60.6 69.0 84.9 88.7 39.8 49.8 58.9 64.8
Old : 60.6 69.0 84.9 88.7 39.8 49.8 58.9 64.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 20,427: 13,266 15,642 2,147 0 4,785 0 0 0 229 0 0: 0 0
Old : 20,427: 13,266 15,642 2,147 0 4,785 0 0 0 229 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 332: 360 358 -132 0 0 0 0 0 104 -26 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 76.6 10.5 0.0 23.4 0.0 0.0 0.0 1.1 0.0 0.0: 0.0 0.0
Old : 100.0: 64.9 76.6 10.5 0.0 23.4 0.0 0.0 0.0 1.1 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 : 26: 16 18 . 0 . 0 0 0 . 0 0:
Old : 26: 16 18 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 55.9 93.5 82.4 43.8 36.8 51.5 51.0
Old : 80.8 55.9 93.5 82.4 43.8 36.8 51.5 51.0
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,980: 8,755 9,695 250 200 0 0 0 0 0 0 0: 975 85
Old : 9,980: 8,755 9,695 250 200 0 0 0 0 0 0 0: 975 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 360: 350 360 0 0 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 97.1 2.5 2.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 9.8 0.9
Old : 100.0: 87.7 97.1 2.5 2.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 9.8 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: 15 10 . . 0 0 0 0 0 0 0:
Old : 21: 15 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 : 60.0 86.9 80.9 98.1 49.7 80.6 64.5 80.9
Old : 60.0 86.9 80.9 98.1 49.7 80.6 64.5 80.9
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,585: 11,465 10,665 400 240 0 0 1,680 0 0 0 0: 720 0
Old : 12,585: 11,465 10,665 400 240 0 0 1,680 0 0 0 0: 720 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 490: 480 340 0 0 0 0 150 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 84.7 3.2 1.9 0.0 0.0 13.3 0.0 0.0 0.0 0.0: 5.7 0.0
Old : 100.0: 91.1 84.7 3.2 1.9 0.0 0.0 13.3 0.0 0.0 0.0 0.0: 5.7 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 : 27: 21 16 . . 0 0 . 0 0 0 0:
Old : 27: 21 16 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 75.6 76.5 91.4 44.8 65.6 58.4 73.5
Old : 55.7 75.6 76.5 91.4 44.8 65.6 58.4 73.5
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 490,323: 313,025 280,215 8,938 41,028 45,971 0 25,698 24,899 22,663 0 72,511: 2,315 0
Old : 490,323: 313,025 280,215 8,938 41,028 45,971 0 25,698 24,899 22,663 0 72,511: 2,315 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,194: -13,304 -3,372 -611 3,751 -2,052 0 480 1,094 12,028 -2,713 1,619: 33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 57.1 1.8 8.4 9.4 0.0 5.2 5.1 4.6 0.0 14.8: 0.5 0.0
Old : 100.0: 63.8 57.1 1.8 8.4 9.4 0.0 5.2 5.1 4.6 0.0 14.8: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 11 . . . 0 . . 4 0 .:
Old : 24: 15 11 . . . 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 : 62.8 53.9 86.3 89.2 18.1 23.8 24.1 26.8
Old : 62.8 53.9 86.3 89.2 18.1 23.8 24.1 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,930: 22,335 12,255 1,300 11,315 0 0 300 0 0 0 0: 295 60
Old : 23,930: 22,335 12,255 1,300 11,315 0 0 300 0 0 0 0: 295 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 215: 255 -135 -50 350 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 51.2 5.4 47.3 0.0 0.0 1.3 0.0 0.0 0.0 0.0: 1.2 0.3
Old : 100.0: 93.3 51.2 5.4 47.3 0.0 0.0 1.3 0.0 0.0 0.0 0.0: 1.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 13 . . 0 0 . 0 0 0 0:
Old : 28: 18 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 : 63.9 77.8 87.3 90.9 58.8 73.7 78.4 83.2
Old : 63.9 77.8 87.3 90.9 58.8 73.7 78.4 83.2
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,895: 19,725 9,615 675 10,940 0 0 300 0 0 0 0: 495 40
Old : 20,895: 19,725 9,615 675 10,940 0 0 300 0 0 0 0: 495 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 46.0 3.2 52.4 0.0 0.0 1.4 0.0 0.0 0.0 0.0: 2.4 0.2
Old : 100.0: 94.4 46.0 3.2 52.4 0.0 0.0 1.4 0.0 0.0 0.0 0.0: 2.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 12 . . 0 0 . 0 0 0 0:
Old : 23: 14 12 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 87.1 88.5 95.7 67.6 85.7 83.8 91.9
Old : 72.3 87.1 88.5 95.7 67.6 85.7 83.8 91.9
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,274: 19,199 16,329 0 3,640 255 700 0 0 0 50 0: 120 0
Old : 20,274: 19,199 16,329 0 3,640 255 700 0 0 0 50 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,500: -1,500 -1,575 0 75 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 80.5 0.0 18.0 1.3 3.5 0.0 0.0 0.0 0.2 0.0: 0.6 0.0
Old : 100.0: 94.7 80.5 0.0 18.0 1.3 3.5 0.0 0.0 0.0 0.2 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 14 0 . . . 0 0 0 . 0:
Old : 31: 17 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 : 62.5 69.3 78.5 89.2 62.5 67.8 77.0 85.8
Old : 62.5 69.3 78.5 89.2 62.5 67.8 77.0 85.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,134: 18,365 14,684 0 4,235 205 250 0 0 0 0 0: 314 10
Old : 19,134: 18,365 14,684 0 4,235 205 250 0 0 0 0 0: 314 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,265: -1,265 -1,315 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.0 76.7 0.0 22.1 1.1 1.3 0.0 0.0 0.0 0.0 0.0: 1.6 0.1
Old : 100.0: 96.0 76.7 0.0 22.1 1.1 1.3 0.0 0.0 0.0 0.0 0.0: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 12 0 . . . 0 0 0 0 0:
Old : 26: 16 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 : 67.3 77.6 83.8 95.0 67.3 74.0 81.2 87.1
Old : 67.3 77.6 83.8 95.0 67.3 74.0 81.2 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,305: 19,545 19,860 550 1,200 195 0 50 0 300 0 0: 715 0
Old : 21,305: 19,545 19,860 550 1,200 195 0 50 0 300 0 0: 715 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 720: 800 -550 -450 1,200 70 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 93.2 2.6 5.6 0.9 0.0 0.2 0.0 1.4 0.0 0.0: 3.4 0.0
Old : 100.0: 91.7 93.2 2.6 5.6 0.9 0.0 0.2 0.0 1.4 0.0 0.0: 3.4 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 : 23: 14 12 . . . 0 . 0 . 0 0:
Old : 23: 14 12 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 90.9 86.3 97.1 71.8 87.0 81.7 90.1
Old : 72.4 90.9 86.3 97.1 71.8 87.0 81.7 90.1
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,680: 17,930 18,545 105 0 0 0 0 0 0 25 0: 645 110
Old : 18,680: 17,930 18,545 105 0 0 0 0 0 0 25 0: 645 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,540: 1,540 1,540 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.0 99.3 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.0: 3.5 0.6
Old : 100.0: 96.0 99.3 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.0: 3.5 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 : 26: 19 13 . 0 0 0 0 0 0 . 0:
Old : 26: 19 13 . 0 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 90.4 79.8 97.1 58.9 83.4 71.7 86.8
Old : 65.3 90.4 79.8 97.1 58.9 83.4 71.7 86.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,792: 17,987 18,457 190 100 0 100 0 100 0 25 0: 415 110
Old : 18,792: 17,987 18,457 190 100 0 100 0 100 0 25 0: 415 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,337: 1,337 1,337 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 98.2 1.0 0.5 0.0 0.5 0.0 0.5 0.0 0.1 0.0: 2.2 0.6
Old : 100.0: 95.7 98.2 1.0 0.5 0.0 0.5 0.0 0.5 0.0 0.1 0.0: 2.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 15 . . 0 . 0 . 0 . 0:
Old : 30: 20 15 . . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 88.7 78.3 95.5 52.7 72.6 64.9 77.6
Old : 61.7 88.7 78.3 95.5 52.7 72.6 64.9 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 120,410: 107,830 110,645 6,295 4,960 4,160 825 345 0 1,300 300 0: 0 0
Old : 120,410: 107,830 110,645 6,295 4,960 4,160 825 345 0 1,300 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -415: -285 360 350 -900 125 0 0 0 -605 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 91.9 5.2 4.1 3.5 0.7 0.3 0.0 1.1 0.2 0.0: 0.0 0.0
Old : 100.0: 89.6 91.9 5.2 4.1 3.5 0.7 0.3 0.0 1.1 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 30 31 . . . . . 0 . . 0:
Old : 49: 30 31 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 54.4 59.3 78.2 28.4 50.9 47.5 64.4
Old : 36.2 54.4 59.3 78.2 28.4 50.9 47.5 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 139,556: 125,045 127,614 6,721 3,990 4,045 1,890 1,310 405 1,400 2,100 50: 0 42
Old : 139,556: 125,045 127,614 6,721 3,990 4,045 1,890 1,310 405 1,400 2,100 50: 0 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,442: 1,082 1,757 675 -1,800 160 375 -450 0 -900 1,725 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 91.4 4.8 2.9 2.9 1.4 0.9 0.3 1.0 1.5 0.0: 0.0 0.0
Old : 100.0: 89.6 91.4 4.8 2.9 2.9 1.4 0.9 0.3 1.0 1.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 35 35 . . . . . . . 4 .:
Old : 56: 35 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 : 43.2 52.8 62.1 74.0 41.1 48.8 54.6 62.9
Old : 43.2 52.8 62.1 74.0 41.1 48.8 54.6 62.9
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 161,900: 135,537 124,646 6,286 9,680 3,904 5,097 8,521 4,741 2,150 6,357 4,014: 171 37
Old : 161,900: 135,537 124,646 6,286 9,680 3,904 5,097 8,521 4,741 2,150 6,357 4,014: 171 37
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 4,085: 2,757 -820 1,212 2,200 -70 217 3,366 -535 375 -123 64: 65 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 77.0 3.9 6.0 2.4 3.1 5.3 2.9 1.3 3.9 2.5: 0.1 0.0
Old : 100.0: 83.7 77.0 3.9 6.0 2.4 3.1 5.3 2.9 1.3 3.9 2.5: 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 : 76: 42 41 . . 4 . 6 4 4 10 7:
Old : 76: 42 41 . . 4 . 6 4 4 10 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 : 36.2 54.4 51.3 66.5 35.7 46.8 47.7 55.5
Old : 36.2 54.4 51.3 66.5 35.7 46.8 47.7 55.5
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 114,385: 99,256 99,006 9,694 10,180 1,199 95 1,500 1,850 1,665 150 500: 126 0
Old : 114,385: 99,256 99,006 9,694 10,180 1,199 95 1,500 1,850 1,665 150 500: 126 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -325: -730 -505 625 300 -170 0 50 -50 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 86.6 8.5 8.9 1.0 0.1 1.3 1.6 1.5 0.1 0.4: 0.1 0.0
Old : 100.0: 86.8 86.6 8.5 8.9 1.0 0.1 1.3 1.6 1.5 0.1 0.4: 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 : 51: 37 31 . . . . . . 4 . .:
Old : 51: 37 31 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 70.2 46.9 82.6 26.9 64.9 41.2 71.1
Old : 30.1 70.2 46.9 82.6 26.9 64.9 41.2 71.1
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,280: 33,080 31,315 475 1,575 300 235 920 80 50 50 0: 60 40
Old : 34,280: 33,080 31,315 475 1,575 300 235 920 80 50 50 0: 60 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,020: 870 670 125 0 50 -25 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.5 91.4 1.4 4.6 0.9 0.7 2.7 0.2 0.1 0.1 0.0: 0.2 0.1
Old : 100.0: 96.5 91.4 1.4 4.6 0.9 0.7 2.7 0.2 0.1 0.1 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 14 . . . . . . . . 0:
Old : 32: 22 14 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 90.1 79.1 97.0 62.3 88.7 76.5 91.8
Old : 63.3 90.1 79.1 97.0 62.3 88.7 76.5 91.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 29,125: 28,500 27,160 350 1,575 250 0 75 25 0 0 0: 0 40
Old : 29,125: 28,500 27,160 350 1,575 250 0 75 25 0 0 0: 0 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 530: 380 530 150 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.9 93.3 1.2 5.4 0.9 0.0 0.3 0.1 0.0 0.0 0.0: 0.0 0.1
Old : 100.0: 97.9 93.3 1.2 5.4 0.9 0.0 0.3 0.1 0.0 0.0 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 21 9 . . . 0 . . 0 0 0:
Old : 26: 21 9 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 90.7 79.5 99.2 65.9 87.3 78.0 89.7
Old : 66.0 90.7 79.5 99.2 65.9 87.3 78.0 89.7
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 30,184: 26,065 24,924 60 960 3,760 0 500 0 254 0 0: 45 40
Old : 30,184: 26,065 24,924 60 960 3,760 0 500 0 254 0 0: 45 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,720: 820 1,740 0 -920 900 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 82.6 0.2 3.2 12.5 0.0 1.7 0.0 0.8 0.0 0.0: 0.1 0.1
Old : 100.0: 86.4 82.6 0.2 3.2 12.5 0.0 1.7 0.0 0.8 0.0 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 26 . . . 0 . 0 . 0 0:
Old : 37: 26 26 . . . 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 : 46.7 55.1 64.7 70.0 37.3 40.6 50.2 50.9
Old : 46.7 55.1 64.7 70.0 37.3 40.6 50.2 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 16,742: 14,957 15,947 885 70 725 0 0 0 0 0 0: 175 0
Old : 16,742: 14,957 15,947 885 70 725 0 0 0 0 0 0: 175 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 652: 652 652 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 95.3 5.3 0.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.0
Old : 100.0: 89.3 95.3 5.3 0.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 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: 18 15 . . . 0 0 0 0 0 0:
Old : 22: 18 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 : 36.9 69.8 63.3 90.5 30.3 55.9 49.0 65.7
Old : 36.9 69.8 63.3 90.5 30.3 55.9 49.0 65.7
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,310: 12,970 13,570 300 15 1,710 0 0 0 0 0 0: 330 15
Old : 15,310: 12,970 13,570 300 15 1,710 0 0 0 0 0 0: 330 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 88.6 2.0 0.1 11.2 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 0.1
Old : 100.0: 84.7 88.6 2.0 0.1 11.2 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 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 : 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 : 52.9 87.9 79.3 98.4 47.0 72.0 64.3 73.3
Old : 52.9 87.9 79.3 98.4 47.0 72.0 64.3 73.3
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 261,900: 233,539 203,051 0 41,835 13,312 12,632 0 1,997 0 1,500 207: 214 0
Old : 261,900: 233,539 203,051 0 41,835 13,312 12,632 0 1,997 0 1,500 207: 214 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 10,341: 5,125 10,241 0 -5,109 5,124 46 0 36 0 39 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 77.5 0.0 16.0 5.1 4.8 0.0 0.8 0.0 0.6 0.1: 0.1 0.0
Old : 100.0: 89.2 77.5 0.0 16.0 5.1 4.8 0.0 0.8 0.0 0.6 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 16 0 . . . 0 . 0 . .:
Old : 31: 23 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 : 50.9 76.5 76.9 90.8 39.0 51.9 49.0 55.5
Old : 50.9 76.5 76.9 90.8 39.0 51.9 49.0 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 3,634,911: 3,102,339 2,435,986 11,840 841,393 341,532 163,200 0 16,000 0 0 0: 0 0
Old : 3,634,911: 3,102,339 2,435,986 11,840 841,393 341,532 163,200 0 16,000 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -560: 0 -28,570 0 4,570 7,440 -24,000 0 16,000 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 67.0 0.3 23.1 9.4 4.5 0.0 0.4 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.3 67.0 0.3 23.1 9.4 4.5 0.0 0.4 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 15 . . . . 0 . 0 0 0:
Old : 25: 17 15 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 81.1 84.1 90.9 46.3 55.8 60.0 62.3
Old : 62.8 81.1 84.1 90.9 46.3 55.8 60.0 62.3
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 76,784: 68,166 68,291 0 89 8,404 0 0 0 0 0 0: 214 0
Old : 76,784: 68,166 68,291 0 89 8,404 0 0 0 0 0 0: 214 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 3,598: 5,140 0 -5,051 89 3,509 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 88.9 0.0 0.1 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 88.8 88.9 0.0 0.1 10.9 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 : 22: 14 16 0 . . 0 0 0 0 0 0:
Old : 22: 14 16 0 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 59.6 84.2 84.1 53.1 45.0 61.5 56.9
Old : 65.3 59.6 84.2 84.1 53.1 45.0 61.5 56.9
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,519,188: 1,263,516 1,221,225 129,002 173,570 124,393 0 0 0 2,277 0 0: 0 0
Old : 1,519,188: 1,263,516 1,221,225 129,002 173,570 124,393 0 0 0 2,277 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 80.4 8.5 11.4 8.2 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 83.2 80.4 8.5 11.4 8.2 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 : 21: 13 9 . . . 0 0 0 . 0 0:
Old : 21: 13 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 : 60.7 88.5 81.8 97.6 53.0 71.1 68.6 78.1
Old : 60.7 88.5 81.8 97.6 53.0 71.1 68.6 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : Positions :
All : 36,344: 34,936 18,128 1,320 18,216 0 0 0 0 0 0 0: 88 0
Old : 36,344: 34,936 18,128 1,320 18,216 0 0 0 0 0 0 0: 88 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -36,344: -34,936 -18,128 -1,320 -18,216 0 0 0 0 0 0 0: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.1 49.9 3.6 50.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 96.1 49.9 3.6 50.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 7 . . 0 0 0 0 0 0 0:
Old : 21: 12 7 . . 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 : 76.3 88.6 92.0 98.8 76.3 88.6 92.0 97.8
Old : 76.3 88.6 92.0 98.8 76.3 88.6 92.0 97.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,380: 23,851 19,916 795 4,888 138 965 1,720 0 1,338 296 62: 231 360
Old : 27,380: 23,851 19,916 795 4,888 138 965 1,720 0 1,338 296 62: 231 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,195: 1,120 953 0 105 0 0 0 0 13 55 62: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 72.7 2.9 17.9 0.5 3.5 6.3 0.0 4.9 1.1 0.2: 0.8 1.3
Old : 100.0: 87.1 72.7 2.9 17.9 0.5 3.5 6.3 0.0 4.9 1.1 0.2: 0.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 21 . . . . . 0 4 . .:
Old : 39: 20 21 . . . . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 37.3 76.9 63.6 52.9 36.9 66.8 61.2
Old : 61.5 37.3 76.9 63.6 52.9 36.9 66.8 61.2
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,333: 19,127 14,371 0 5,004 600 440 0 0 0 116 40: 126 202
Old : 20,333: 19,127 14,371 0 5,004 600 440 0 0 0 116 40: 126 202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 80: 80 298 0 -240 0 0 0 0 0 10 0: 0 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 70.7 0.0 24.6 3.0 2.2 0.0 0.0 0.0 0.6 0.2: 0.6 1.0
Old : 100.0: 94.1 70.7 0.0 24.6 3.0 2.2 0.0 0.0 0.0 0.6 0.2: 0.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 18 0 4 . . 0 0 0 . .:
Old : 30: 19 18 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 54.8 83.3 79.9 44.2 48.0 66.3 68.2
Old : 59.0 54.8 83.3 79.9 44.2 48.0 66.3 68.2
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,554: 34,011 21,279 2,153 12,835 60 0 2,845 90 1,125 360 85: 30 0
Old : 37,554: 34,011 21,279 2,153 12,835 60 0 2,845 90 1,125 360 85: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 527: 572 278 -100 -146 55 0 300 0 -15 25 15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 56.7 5.7 34.2 0.2 0.0 7.6 0.2 3.0 1.0 0.2: 0.1 0.0
Old : 100.0: 90.6 56.7 5.7 34.2 0.2 0.0 7.6 0.2 3.0 1.0 0.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 27 27 . . . 0 . . . . .:
Old : 41: 27 27 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 56.6 70.5 79.8 50.1 56.3 63.6 75.7
Old : 52.8 56.6 70.5 79.8 50.1 56.3 63.6 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,772: 22,207 16,909 115 6,168 585 470 0 0 0 95 0: 395 15
Old : 23,772: 22,207 16,909 115 6,168 585 470 0 0 0 95 0: 395 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -181: -231 -43 8 -180 42 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 71.1 0.5 25.9 2.5 2.0 0.0 0.0 0.0 0.4 0.0: 1.7 0.1
Old : 100.0: 93.4 71.1 0.5 25.9 2.5 2.0 0.0 0.0 0.0 0.4 0.0: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 19 . . . . 0 0 0 . 0:
Old : 34: 24 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 : 51.5 63.2 70.8 88.0 42.7 57.7 57.7 72.5
Old : 51.5 63.2 70.8 88.0 42.7 57.7 57.7 72.5
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,806: 17,971 17,513 2,186 1,028 1,590 0 770 0 0 895 0: 59 10
Old : 21,806: 17,971 17,513 2,186 1,028 1,590 0 770 0 0 895 0: 59 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 336: 45 206 180 35 90 0 0 0 0 5 0: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 80.3 10.0 4.7 7.3 0.0 3.5 0.0 0.0 4.1 0.0: 0.3 0.0
Old : 100.0: 82.4 80.3 10.0 4.7 7.3 0.0 3.5 0.0 0.0 4.1 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 : 28: 17 16 . . . 0 . 0 0 . 0:
Old : 28: 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 : 54.1 53.9 82.3 74.6 53.0 53.2 75.9 70.5
Old : 54.1 53.9 82.3 74.6 53.0 53.2 75.9 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,274: 12,440 12,862 2,054 945 725 0 275 0 0 275 0: 55 192
Old : 15,274: 12,440 12,862 2,054 945 725 0 275 0 0 275 0: 55 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 220: 220 120 -10 90 10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 84.2 13.4 6.2 4.7 0.0 1.8 0.0 0.0 1.8 0.0: 0.4 1.3
Old : 100.0: 81.4 84.2 13.4 6.2 4.7 0.0 1.8 0.0 0.0 1.8 0.0: 0.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 12 . . . 0 . 0 0 . 0:
Old : 24: 13 12 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 61.3 80.9 82.6 48.3 60.9 75.1 74.6
Old : 49.9 61.3 80.9 82.6 48.3 60.9 75.1 74.6
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,171: 32,022 34,146 1,870 35 2,730 0 0 0 274 0 100: 175 160
Old : 37,171: 32,022 34,146 1,870 35 2,730 0 0 0 274 0 100: 175 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,605: 905 1,410 -300 -900 1,040 0 0 0 -95 0 55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 91.9 5.0 0.1 7.3 0.0 0.0 0.0 0.7 0.0 0.3: 0.5 0.4
Old : 100.0: 86.1 91.9 5.0 0.1 7.3 0.0 0.0 0.0 0.7 0.0 0.3: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 27 26 . . . 0 0 0 . 0 .:
Old : 38: 27 26 . . . 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 46.8 67.9 72.6 43.8 43.3 60.4 63.4
Old : 46.6 46.8 67.9 72.6 43.8 43.3 60.4 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 15,503: 13,338 12,442 880 2,880 10 0 0 0 537 0 18: 720 153
Old : 15,503: 13,338 12,442 880 2,880 10 0 0 0 537 0 18: 720 153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -41: -131 -181 0 20 0 0 0 0 0 0 0: 90 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 80.3 5.7 18.6 0.1 0.0 0.0 0.0 3.5 0.0 0.1: 4.6 1.0
Old : 100.0: 86.0 80.3 5.7 18.6 0.1 0.0 0.0 0.0 3.5 0.0 0.1: 4.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 14 . . . 0 0 0 . 0 .:
Old : 26: 20 14 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 63.6 71.5 85.2 46.7 57.2 64.5 73.8
Old : 46.7 63.6 71.5 85.2 46.7 57.2 64.5 73.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 14,034: 11,340 10,925 570 3,049 10 0 0 0 1,464 50 0: 650 0
Old : 14,034: 11,340 10,925 570 3,049 10 0 0 0 1,464 50 0: 650 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -26: 9 -26 0 0 0 0 0 0 -35 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 77.8 4.1 21.7 0.1 0.0 0.0 0.0 10.4 0.4 0.0: 4.6 0.0
Old : 100.0: 80.8 77.8 4.1 21.7 0.1 0.0 0.0 0.0 10.4 0.4 0.0: 4.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 23 15 . . . 0 0 0 . . 0:
Old : 28: 23 15 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 69.2 63.0 87.1 33.8 62.4 55.3 74.9
Old : 37.7 69.2 63.0 87.1 33.8 62.4 55.3 74.9
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,844: 42,556 40,515 0 1,775 2,850 100 0 0 0 100 0: 2,338 2,604
Old : 47,844: 42,556 40,515 0 1,775 2,850 100 0 0 0 100 0: 2,338 2,604
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,010: -100 200 0 0 0 100 -300 -100 0 100 0: 2,110 2,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 84.7 0.0 3.7 6.0 0.2 0.0 0.0 0.0 0.2 0.0: 4.9 5.4
Old : 100.0: 88.9 84.7 0.0 3.7 6.0 0.2 0.0 0.0 0.0 0.2 0.0: 4.9 5.4
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: 14 21 0 . . . 0 0 0 . 0:
Old : 29: 14 21 0 . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 56.6 92.0 79.4 79.6 54.7 81.8 70.6
Old : 85.5 56.6 92.0 79.4 79.6 54.7 81.8 70.6
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,832: 36,757 33,255 0 3,135 1,810 100 0 0 0 0 0: 2,165 2,632
Old : 40,832: 36,757 33,255 0 3,135 1,810 100 0 0 0 0 0: 2,165 2,632
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,945: 0 0 0 0 0 0 0 0 0 0 0: 1,945 1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 81.4 0.0 7.7 4.4 0.2 0.0 0.0 0.0 0.0 0.0: 5.3 6.4
Old : 100.0: 90.0 81.4 0.0 7.7 4.4 0.2 0.0 0.0 0.0 0.0 0.0: 5.3 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 : 24: 13 20 0 . . . 0 0 0 0 0:
Old : 24: 13 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 : 84.8 56.5 91.0 82.3 80.1 53.5 82.9 73.8
Old : 84.8 56.5 91.0 82.3 80.1 53.5 82.9 73.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,370: 15,260 10,405 180 0 0 0 3,120 1,050 100 2,820 0: 1,780 975
Old : 18,370: 15,260 10,405 180 0 0 0 3,120 1,050 100 2,820 0: 1,780 975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,365: 335 -1,490 0 0 0 0 0 0 0 1,920 0: 1,030 935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 56.6 1.0 0.0 0.0 0.0 17.0 5.7 0.5 15.4 0.0: 9.7 5.3
Old : 100.0: 83.1 56.6 1.0 0.0 0.0 0.0 17.0 5.7 0.5 15.4 0.0: 9.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 15 . 0 0 0 . . . . 0:
Old : 24: 15 15 . 0 0 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 73.3 75.1 89.1 34.6 45.0 50.2 55.6
Old : 49.3 73.3 75.1 89.1 34.6 45.0 50.2 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,995: 14,035 9,960 180 0 0 0 2,485 1,475 0 2,400 0: 1,305 675
Old : 16,995: 14,035 9,960 180 0 0 0 2,485 1,475 0 2,400 0: 1,305 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 925: 360 -1,440 0 0 0 0 0 0 0 1,800 0: 565 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 58.6 1.1 0.0 0.0 0.0 14.6 8.7 0.0 14.1 0.0: 7.7 4.0
Old : 100.0: 82.6 58.6 1.1 0.0 0.0 0.0 14.6 8.7 0.0 14.1 0.0: 7.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 12 . 0 0 0 . . 0 . 0:
Old : 21: 13 12 . 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 75.4 81.8 91.9 36.2 42.9 51.0 54.5
Old : 51.9 75.4 81.8 91.9 36.2 42.9 51.0 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,940: 11,410 13,880 0 0 0 620 0 380 1,900 50 0: 1,630 1,630
Old : 15,940: 11,410 13,880 0 0 0 620 0 380 1,900 50 0: 1,630 1,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 500: 325 725 0 0 0 300 0 -300 100 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 87.1 0.0 0.0 0.0 3.9 0.0 2.4 11.9 0.3 0.0: 10.2 10.2
Old : 100.0: 71.6 87.1 0.0 0.0 0.0 3.9 0.0 2.4 11.9 0.3 0.0: 10.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 9 0 0 0 . 0 . . . 0:
Old : 21: 15 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 : 48.2 76.9 78.5 89.1 44.7 65.8 65.2 69.8
Old : 48.2 76.9 78.5 89.1 44.7 65.8 65.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,101: 27,920 18,655 200 0 0 0 9,450 0 0 335 6: 975 655
Old : 29,101: 27,920 18,655 200 0 0 0 9,450 0 0 335 6: 975 655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,025: 1,385 1,445 0 0 0 0 0 0 0 0 0: 640 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 64.1 0.7 0.0 0.0 0.0 32.5 0.0 0.0 1.2 0.0: 3.4 2.3
Old : 100.0: 95.9 64.1 0.7 0.0 0.0 0.0 32.5 0.0 0.0 1.2 0.0: 3.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 13 . 0 0 0 . 0 0 . .:
Old : 23: 11 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 : 71.4 88.3 89.6 94.9 67.8 88.3 84.1 91.7
Old : 71.4 88.3 89.6 94.9 67.8 88.3 84.1 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,515: 25,110 24,170 0 1,200 0 160 0 2,000 50 0 0: 1,195 1,145
Old : 28,515: 25,110 24,170 0 1,200 0 160 0 2,000 50 0 0: 1,195 1,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,695: 250 550 0 0 0 160 -140 140 0 0 0: 1,145 1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 84.8 0.0 4.2 0.0 0.6 0.0 7.0 0.2 0.0 0.0: 4.2 4.0
Old : 100.0: 88.1 84.8 0.0 4.2 0.0 0.6 0.0 7.0 0.2 0.0 0.0: 4.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 13 0 . 0 . 0 . . 0 0:
Old : 25: 16 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 : 58.4 81.1 80.9 94.9 56.1 77.3 76.0 82.6
Old : 58.4 81.1 80.9 94.9 56.1 77.3 76.0 82.6
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 97,278: 68,383 89,617 2,535 280 350 16,020 0 0 2,959 0 184: 6,847 6,847
Old : 97,278: 68,383 89,617 2,535 280 350 16,020 0 0 2,959 0 184: 6,847 6,847
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,145: -840 80 0 0 0 -300 0 0 1,220 0 130: 1,935 1,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 92.1 2.6 0.3 0.4 16.5 0.0 0.0 3.0 0.0 0.2: 7.0 7.0
Old : 100.0: 70.3 92.1 2.6 0.3 0.4 16.5 0.0 0.0 3.0 0.0 0.2: 7.0 7.0
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: 21 25 . . . . 0 0 4 0 .:
Old : 38: 21 25 . . . . 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 : 69.7 48.0 83.7 70.8 66.2 46.5 79.1 68.2
Old : 69.7 48.0 83.7 70.8 66.2 46.5 79.1 68.2
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 97,896: 71,260 93,885 1,335 280 1,090 18,380 0 0 3,190 0 100: 2,541 2,541
Old : 97,896: 71,260 93,885 1,335 280 1,090 18,380 0 0 3,190 0 100: 2,541 2,541
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,100: -1,105 45 0 0 0 0 0 0 1,150 0 50: 1,005 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 95.9 1.4 0.3 1.1 18.8 0.0 0.0 3.3 0.0 0.1: 2.6 2.6
Old : 100.0: 72.8 95.9 1.4 0.3 1.1 18.8 0.0 0.0 3.3 0.0 0.1: 2.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 18 24 . . . . 0 0 4 0 .:
Old : 36: 18 24 . . . . 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 : 75.2 56.2 89.0 75.4 72.4 56.2 83.4 74.2
Old : 75.2 56.2 89.0 75.4 72.4 56.2 83.4 74.2
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,660: 19,340 18,875 0 910 410 250 0 125 0 0 0: 535 340
Old : 20,660: 19,340 18,875 0 910 410 250 0 125 0 0 0: 535 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 130: 130 10 0 120 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 91.4 0.0 4.4 2.0 1.2 0.0 0.6 0.0 0.0 0.0: 2.6 1.6
Old : 100.0: 93.6 91.4 0.0 4.4 2.0 1.2 0.0 0.6 0.0 0.0 0.0: 2.6 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 : 21: 15 13 0 . . . 0 . 0 0 0:
Old : 21: 15 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 : 63.2 73.7 84.7 89.4 57.4 70.6 75.1 81.8
Old : 63.2 73.7 84.7 89.4 57.4 70.6 75.1 81.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,040: 16,990 14,730 0 1,870 0 0 300 0 0 0 0: 50 140
Old : 17,040: 16,990 14,730 0 1,870 0 0 300 0 0 0 0: 50 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 120: 120 0 0 120 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.7 86.4 0.0 11.0 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.3 0.8
Old : 100.0: 99.7 86.4 0.0 11.0 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 12 0 . 0 0 . 0 0 0 0:
Old : 21: 15 12 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 69.7 83.9 91.6 55.5 62.7 76.3 79.1
Old : 57.4 69.7 83.9 91.6 55.5 62.7 76.3 79.1
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,015: 19,115 17,830 455 0 2,830 0 1,650 125 185 200 0: 305 380
Old : 23,015: 19,115 17,830 455 0 2,830 0 1,650 125 185 200 0: 305 380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 420: 320 370 0 0 0 0 0 0 50 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 77.5 2.0 0.0 12.3 0.0 7.2 0.5 0.8 0.9 0.0: 1.3 1.7
Old : 100.0: 83.1 77.5 2.0 0.0 12.3 0.0 7.2 0.5 0.8 0.9 0.0: 1.3 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 : 29: 16 18 . 0 . 0 . . . . 0:
Old : 29: 16 18 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 42.8 73.6 67.1 42.7 31.1 56.4 50.8
Old : 52.4 42.8 73.6 67.1 42.7 31.1 56.4 50.8
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, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,995: 18,565 17,205 0 1,010 2,325 0 800 125 140 0 0: 840 530
Old : 21,995: 18,565 17,205 0 1,010 2,325 0 800 125 140 0 0: 840 530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 25: 0 0 0 0 0 0 0 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 78.2 0.0 4.6 10.6 0.0 3.6 0.6 0.6 0.0 0.0: 3.8 2.4
Old : 100.0: 84.4 78.2 0.0 4.6 10.6 0.0 3.6 0.6 0.6 0.0 0.0: 3.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 15 0 . . 0 . . . 0 0:
Old : 23: 13 15 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 55.1 76.0 79.8 48.1 44.6 64.4 60.1
Old : 55.1 55.1 76.0 79.8 48.1 44.6 64.4 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,985: 17,935 14,365 0 3,835 0 0 100 0 300 0 0: 750 685
Old : 18,985: 17,935 14,365 0 3,835 0 0 100 0 300 0 0: 750 685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 75.7 0.0 20.2 0.0 0.0 0.5 0.0 1.6 0.0 0.0: 4.0 3.6
Old : 100.0: 94.5 75.7 0.0 20.2 0.0 0.0 0.5 0.0 1.6 0.0 0.0: 4.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 6 0 . 0 0 . 0 . 0 0:
Old : 20: 14 6 0 . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 89.0 81.0 96.4 56.3 72.5 71.5 79.3
Old : 59.8 89.0 81.0 96.4 56.3 72.5 71.5 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2016