COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 122,171: 30,108 29,712 8,147 9,632 9,108 8,625 41,992 15,036 42,767 8,286 7,344: 1,037 1,061
Old : 122,171: 30,108 29,712 8,147 9,632 9,108 8,625 41,992 15,036 42,767 8,286 7,344: 1,037 1,061
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 645: 1,453 -1,014 -255 -32 -395 311 1,992 702 -2,886 -2,106 1,498: 217 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 24.3 6.7 7.9 7.5 7.1 34.4 12.3 35.0 6.8 6.0: 0.8 0.9
Old : 100.0: 24.6 24.3 6.7 7.9 7.5 7.1 34.4 12.3 35.0 6.8 6.0: 0.8 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 : 58: 16 14 . . 5 . 5 5 18 11 21:
Old : 58: 16 14 . . 5 . 5 5 18 11 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 48.6 64.4 71.4 26.9 38.3 45.3 48.0
Old : 43.3 48.6 64.4 71.4 26.9 38.3 45.3 48.0
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 17,964: 2,374 7,451 0 3,559 732 578 2,325 826 11,058 1,128 1,422: 974 521
Old : 17,964: 2,374 7,451 0 3,559 732 578 2,325 826 11,058 1,128 1,422: 974 521
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 82: -245 -322 0 -13 50 0 120 225 5 -75 76: -29 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 41.5 0.0 19.8 4.1 3.2 12.9 4.6 61.6 6.3 7.9: 5.4 2.9
Old : 100.0: 13.2 41.5 0.0 19.8 4.1 3.2 12.9 4.6 61.6 6.3 7.9: 5.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 7 5 0 4 . . . . 11 4 10:
Old : 31: 7 5 0 4 . . . . 11 4 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 54.8 68.1 75.0 54.0 50.0 64.8 66.0
Old : 54.9 54.8 68.1 75.0 54.0 50.0 64.8 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 TONS) :
: : Positions :
All : 9,689: 1,634 1,047 1,129 708 2,209 859 1,245 1,805 428 1,051 1,625: 0 0
Old : 9,689: 1,634 1,047 1,129 708 2,209 859 1,245 1,805 428 1,051 1,625: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 391: 66 125 -24 60 -27 169 -121 80 10 156 118: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 10.8 11.7 7.3 22.8 8.9 12.8 18.6 4.4 10.8 16.8: 0.0 0.0
Old : 100.0: 16.9 10.8 11.7 7.3 22.8 8.9 12.8 18.6 4.4 10.8 16.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 8 8 . . 4 . . . 9 6 11:
Old : 32: 8 8 . . 4 . . . 9 6 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 56.4 76.0 78.1 25.2 22.3 30.3 29.0
Old : 51.1 56.4 76.0 78.1 25.2 22.3 30.3 29.0
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 164,386: 93,337 112,589 12,370 10,780 13,246 21,182 2,407 2,573 8,320 8,838 12,410: 947 1,542
Old : 164,386: 93,337 112,589 12,370 10,780 13,246 21,182 2,407 2,573 8,320 8,838 12,410: 947 1,542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -2,023: -2,063 -1,664 809 150 -500 580 -116 -643 -136 204 -447: 377 992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 68.5 7.5 6.6 8.1 12.9 1.5 1.6 5.1 5.4 7.5: 0.6 0.9
Old : 100.0: 56.8 68.5 7.5 6.6 8.1 12.9 1.5 1.6 5.1 5.4 7.5: 0.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 90: 48 49 . . 5 6 4 5 13 9 16:
Old : 90: 48 49 . . 5 6 4 5 13 9 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 27.3 61.8 46.8 35.6 22.8 43.1 33.9
Old : 48.2 27.3 61.8 46.8 35.6 22.8 43.1 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 40,012: 32,562 33,727 2,549 1,750 3,539 0 352 0 1,076 358 259: 27 27
Old : 40,012: 32,562 33,727 2,549 1,750 3,539 0 352 0 1,076 358 259: 27 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -5,481: -4,802 -3,555 -79 -964 77 -183 -105 0 -444 -884 -77: 27 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 84.3 6.4 4.4 8.8 0.0 0.9 0.0 2.7 0.9 0.6: 0.1 0.1
Old : 100.0: 81.4 84.3 6.4 4.4 8.8 0.0 0.9 0.0 2.7 0.9 0.6: 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 : 38: 25 20 . . . 0 . 0 4 . .:
Old : 38: 25 20 . . . 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 : 53.0 49.5 75.9 76.4 44.8 31.7 50.6 45.1
Old : 53.0 49.5 75.9 76.4 44.8 31.7 50.6 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 316,550: 265,033 273,949 20,786 12,182 28,507 936 0 0 0 624 1,288: 0 0
Old : 316,550: 265,033 273,949 20,786 12,182 28,507 936 0 0 0 624 1,288: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -56,896: -55,594 -29,888 3,048 -27,218 -750 -280 0 0 -4,264 16 944: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 86.5 6.6 3.8 9.0 0.3 0.0 0.0 0.0 0.2 0.4: 0.0 0.0
Old : 100.0: 83.7 86.5 6.6 3.8 9.0 0.3 0.0 0.0 0.0 0.2 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 19 . . . . 0 0 0 . .:
Old : 28: 20 19 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 52.9 80.5 82.6 56.2 46.9 66.4 68.6
Old : 61.2 52.9 80.5 82.6 56.2 46.9 66.4 68.6
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,551,891: 1,205,394 1,278,685 192,013 83,007 33,033 9,007 36,585 62,304 34,043 44,020 4,689: 11,408 9,568
Old : 1,551,891: 1,205,394 1,278,685 192,013 83,007 33,033 9,007 36,585 62,304 34,043 44,020 4,689: 11,408 9,568
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 5,348: -2,472 6,676 -4,304 -10,771 715 408 360 -408 0 -792 0: 11,408 9,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 82.4 12.4 5.3 2.1 0.6 2.4 4.0 2.2 2.8 0.3: 0.7 0.6
Old : 100.0: 77.7 82.4 12.4 5.3 2.1 0.6 2.4 4.0 2.2 2.8 0.3: 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 : 61: 36 37 . 4 4 . . . . 6 .:
Old : 61: 36 37 . 4 4 . . . . 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 : 52.9 39.9 68.6 61.7 45.1 36.6 56.1 51.6
Old : 52.9 39.9 68.6 61.7 45.1 36.6 56.1 51.6
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 69,416: 52,172 51,504 6,755 4,585 5,608 614 4,801 119 3,659 2,309 490: 0 0
Old : 69,416: 52,172 51,504 6,755 4,585 5,608 614 4,801 119 3,659 2,309 490: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 94: 36 -494 142 561 -264 154 181 -27 77 162 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 74.2 9.7 6.6 8.1 0.9 6.9 0.2 5.3 3.3 0.7: 0.0 0.0
Old : 100.0: 75.2 74.2 9.7 6.6 8.1 0.9 6.9 0.2 5.3 3.3 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 24 . . . . . . 4 6 4:
Old : 43: 24 24 . . . . . . 4 6 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 : 54.4 57.6 80.5 77.4 49.8 46.7 66.8 61.2
Old : 54.4 57.6 80.5 77.4 49.8 46.7 66.8 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 381,777: 202,109 320,116 115,751 0 60,725 0 608 0 2,872 8 320: 0 0
Old : 381,777: 202,109 320,116 115,751 0 60,725 0 608 0 2,872 8 320: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 312: 0 0 0 0 312 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 83.8 30.3 0.0 15.9 0.0 0.2 0.0 0.8 0.0 0.1: 0.0 0.0
Old : 100.0: 52.9 83.8 30.3 0.0 15.9 0.0 0.2 0.0 0.8 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 16 . 0 . 0 . 0 . . .:
Old : 27: 16 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 : 64.2 68.6 87.1 88.3 45.7 52.9 60.9 62.6
Old : 64.2 68.6 87.1 88.3 45.7 52.9 60.9 62.6
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 416,376: 340,427 340,576 22,764 26,655 39,785 4,768 728 8,632 0 0 0: 0 0
Old : 416,376: 340,427 340,576 22,764 26,655 39,785 4,768 728 8,632 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 3,457: 3,457 3,457 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 81.8 5.5 6.4 9.6 1.1 0.2 2.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.8 81.8 5.5 6.4 9.6 1.1 0.2 2.1 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 : 40: 24 25 . . . . . . 0 0 0:
Old : 40: 24 25 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 54.4 70.9 74.9 41.7 44.1 60.5 57.9
Old : 43.5 54.4 70.9 74.9 41.7 44.1 60.5 57.9
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 39,228: 32,258 34,701 2,944 1,734 1,219 974 387 467 746 82 46: 574 592
Old : 39,228: 32,258 34,701 2,944 1,734 1,219 974 387 467 746 82 46: 574 592
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 159: -7 242 103 0 0 0 0 0 126 0 -40: -23 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 88.5 7.5 4.4 3.1 2.5 1.0 1.2 1.9 0.2 0.1: 1.5 1.5
Old : 100.0: 82.2 88.5 7.5 4.4 3.1 2.5 1.0 1.2 1.9 0.2 0.1: 1.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 28 25 . . . . . . 5 . .:
Old : 44: 28 25 . . . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 56.4 66.1 75.8 44.3 52.6 59.0 68.0
Old : 47.3 56.4 66.1 75.8 44.3 52.6 59.0 68.0
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 55,998: 34,985 46,215 19,654 9,530 80 0 0 0 290 0 0: 989 173
Old : 55,998: 34,985 46,215 19,654 9,530 80 0 0 0 290 0 0: 989 173
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 40: 150 -155 -670 0 45 0 0 0 0 0 0: 515 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 82.5 35.1 17.0 0.1 0.0 0.0 0.0 0.5 0.0 0.0: 1.8 0.3
Old : 100.0: 62.5 82.5 35.1 17.0 0.1 0.0 0.0 0.0 0.5 0.0 0.0: 1.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 28 29 . . . 0 0 0 . 0 0:
Old : 42: 28 29 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 50.6 71.7 71.4 55.9 48.7 68.2 64.4
Old : 57.3 50.6 71.7 71.4 55.9 48.7 68.2 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 85,698: 60,960 71,136 21,014 13,805 505 900 50 0 983 0 0: 1,336 202
Old : 85,698: 60,960 71,136 21,014 13,805 505 900 50 0 983 0 0: 1,336 202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 395: -5 165 -690 75 0 0 0 0 -11 0 0: 1,101 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 83.0 24.5 16.1 0.6 1.1 0.1 0.0 1.1 0.0 0.0: 1.6 0.2
Old : 100.0: 71.1 83.0 24.5 16.1 0.6 1.1 0.1 0.0 1.1 0.0 0.0: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 31 28 . . . . . 0 4 0 0:
Old : 49: 31 28 . . . . . 0 4 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 58.1 69.6 73.8 51.7 55.7 66.1 69.8
Old : 52.3 58.1 69.6 73.8 51.7 55.7 66.1 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,710: 16,388 15,525 275 1,205 2,585 0 0 0 900 1,275 0: 562 120
Old : 20,710: 16,388 15,525 275 1,205 2,585 0 0 0 900 1,275 0: 562 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 470: 720 -180 0 600 -250 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 75.0 1.3 5.8 12.5 0.0 0.0 0.0 4.3 6.2 0.0: 2.7 0.6
Old : 100.0: 79.1 75.0 1.3 5.8 12.5 0.0 0.0 0.0 4.3 6.2 0.0: 2.7 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 : 29: 16 13 . . . 0 0 0 . . 0:
Old : 29: 16 13 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 63.4 74.1 85.9 45.3 57.5 61.8 75.3
Old : 51.8 63.4 74.1 85.9 45.3 57.5 61.8 75.3
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 319,264: 217,944 313,832 92,200 0 4,680 0 0 0 3,688 0 752: 0 0
Old : 319,264: 217,944 313,832 92,200 0 4,680 0 0 0 3,688 0 752: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 2,608: -2,088 2,608 4,696 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 98.3 28.9 0.0 1.5 0.0 0.0 0.0 1.2 0.0 0.2: 0.0 0.0
Old : 100.0: 68.3 98.3 28.9 0.0 1.5 0.0 0.0 0.0 1.2 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: 19 17 . 0 . 0 0 0 . 0 .:
Old : 29: 19 17 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 81.9 68.6 92.3 44.5 74.9 62.6 78.6
Old : 46.8 81.9 68.6 92.3 44.5 74.9 62.6 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 9,783: 7,292 6,440 0 1,576 507 1,016 116 135 640 882 84: 109 43
Old : 9,783: 7,292 6,440 0 1,576 507 1,016 116 135 640 882 84: 109 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 9: 81 -115 0 119 -75 17 0 29 0 50 0: -43 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 65.8 0.0 16.1 5.2 10.4 1.2 1.4 6.5 9.0 0.9: 1.1 0.4
Old : 100.0: 74.5 65.8 0.0 16.1 5.2 10.4 1.2 1.4 6.5 9.0 0.9: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 16 0 . . . . . . . .:
Old : 33: 21 16 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 62.9 60.6 79.2 36.2 51.0 58.2 64.9
Old : 36.2 62.9 60.6 79.2 36.2 51.0 58.2 64.9
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,705: 7,435 8,685 0 5,840 60 1,800 0 0 5,350 0 0: 60 120
Old : 14,705: 7,435 8,685 0 5,840 60 1,800 0 0 5,350 0 0: 60 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 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: 50.6 59.1 0.0 39.7 0.4 12.2 0.0 0.0 36.4 0.0 0.0: 0.4 0.8
Old : 100.0: 50.6 59.1 0.0 39.7 0.4 12.2 0.0 0.0 36.4 0.0 0.0: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 14 0 . . . 0 0 . 0 0:
Old : 23: 11 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 : 61.2 59.7 85.7 81.8 60.2 56.6 79.2 71.2
Old : 61.2 59.7 85.7 81.8 60.2 56.6 79.2 71.2
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,190: 8,220 8,170 570 2,980 120 450 0 100 1,555 300 475: 700 45
Old : 12,190: 8,220 8,170 570 2,980 120 450 0 100 1,555 300 475: 700 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -300: -300 -345 -75 0 0 0 0 0 0 0 0: 75 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 67.0 4.7 24.4 1.0 3.7 0.0 0.8 12.8 2.5 3.9: 5.7 0.4
Old : 100.0: 67.4 67.0 4.7 24.4 1.0 3.7 0.0 0.8 12.8 2.5 3.9: 5.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 14 . . . . 0 . . . .:
Old : 23: 10 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 : 68.0 61.0 84.7 79.8 41.5 41.4 50.9 53.3
Old : 68.0 61.0 84.7 79.8 41.5 41.4 50.9 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV Code-0643AU
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,193: 7,913 6,255 175 1,755 0 0 0 0 0 0 0: 105 183
Old : 8,193: 7,913 6,255 175 1,755 0 0 0 0 0 0 0: 105 183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 0: 0 -20 0 20 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.6 76.3 2.1 21.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 2.2
Old : 100.0: 96.6 76.3 2.1 21.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 10 . . 0 0 0 0 0 0 0:
Old : 20: 13 10 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 85.7 90.4 94.8 77.4 85.7 87.9 88.9
Old : 77.4 85.7 90.4 94.8 77.4 85.7 87.9 88.9
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,831: 23,071 23,406 2,100 130 3,310 0 0 0 350 1,850 0: 0 135
Old : 28,831: 23,071 23,406 2,100 130 3,310 0 0 0 350 1,850 0: 0 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 1,075: 955 1,075 420 0 -300 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 81.2 7.3 0.5 11.5 0.0 0.0 0.0 1.2 6.4 0.0: 0.0 0.5
Old : 100.0: 80.0 81.2 7.3 0.5 11.5 0.0 0.0 0.0 1.2 6.4 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 : 37: 22 22 . . . 0 0 0 . . 0:
Old : 37: 22 22 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 48.1 69.7 69.3 40.5 43.1 57.5 56.2
Old : 45.7 48.1 69.7 69.3 40.5 43.1 57.5 56.2
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,008: 19,728 17,288 415 3,025 2,970 50 0 0 60 75 600: 185 50
Old : 24,008: 19,728 17,288 415 3,025 2,970 50 0 0 60 75 600: 185 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 330: 150 330 180 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 72.0 1.7 12.6 12.4 0.2 0.0 0.0 0.2 0.3 2.5: 0.8 0.2
Old : 100.0: 82.2 72.0 1.7 12.6 12.4 0.2 0.0 0.0 0.2 0.3 2.5: 0.8 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 : 31: 20 19 . . . . 0 0 . . .:
Old : 31: 20 19 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 63.0 63.7 83.3 34.7 48.4 51.5 58.8
Old : 39.1 63.0 63.7 83.3 34.7 48.4 51.5 58.8
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 23,003: 17,061 17,474 3,235 2,953 1,474 497 0 0 348 354 87: 301 661
Old : 23,003: 17,061 17,474 3,235 2,953 1,474 497 0 0 348 354 87: 301 661
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 528: 402 -401 -255 468 381 0 0 0 0 80 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 76.0 14.1 12.8 6.4 2.2 0.0 0.0 1.5 1.5 0.4: 1.3 2.9
Old : 100.0: 74.2 76.0 14.1 12.8 6.4 2.2 0.0 0.0 1.5 1.5 0.4: 1.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 23 . . . . 0 0 . . .:
Old : 40: 24 23 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 58.4 59.1 76.0 34.7 48.2 54.7 60.0
Old : 36.3 58.4 59.1 76.0 34.7 48.2 54.7 60.0
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 58,620: 51,036 47,647 1,221 2,387 3,661 59 222 10 1,946 3,880 667: 20 146
Old : 58,620: 51,036 47,647 1,221 2,387 3,661 59 222 10 1,946 3,880 667: 20 146
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 143: 325 585 0 -175 -257 -26 0 6 130 19 -35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 81.3 2.1 4.1 6.2 0.1 0.4 0.0 3.3 6.6 1.1: 0.0 0.2
Old : 100.0: 87.1 81.3 2.1 4.1 6.2 0.1 0.4 0.0 3.3 6.6 1.1: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 28 26 . . 4 . . . . . .:
Old : 43: 28 26 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 42.0 64.6 66.5 42.4 41.1 59.1 62.6
Old : 45.0 42.0 64.6 66.5 42.4 41.1 59.1 62.6
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 76,466: 63,711 60,488 3,349 2,610 3,670 121 603 348 1,676 5,221 3,521: 70 5
Old : 76,466: 63,711 60,488 3,349 2,610 3,670 121 603 348 1,676 5,221 3,521: 70 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 374: 184 -29 20 -100 150 11 4 -1 95 465 -115: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 79.1 4.4 3.4 4.8 0.2 0.8 0.5 2.2 6.8 4.6: 0.1 0.0
Old : 100.0: 83.3 79.1 4.4 3.4 4.8 0.2 0.8 0.5 2.2 6.8 4.6: 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 : 57: 32 33 . . 4 . . . 4 5 8:
Old : 57: 32 33 . . 4 . . . 4 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 42.2 53.5 63.9 37.1 37.1 51.6 52.9
Old : 37.4 42.2 53.5 63.9 37.1 37.1 51.6 52.9
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 52,325: 40,840 48,895 8,760 2,360 1,070 0 0 0 900 0 0: 755 0
Old : 52,325: 40,840 48,895 8,760 2,360 1,070 0 0 0 900 0 0: 755 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 450: 85 450 -55 0 0 0 0 0 20 0 0: 400 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 93.4 16.7 4.5 2.0 0.0 0.0 0.0 1.7 0.0 0.0: 1.4 0.0
Old : 100.0: 78.1 93.4 16.7 4.5 2.0 0.0 0.0 0.0 1.7 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 12 . . . 0 0 0 . 0 0:
Old : 31: 23 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 : 57.0 95.7 77.0 98.8 55.9 92.3 73.7 93.2
Old : 57.0 95.7 77.0 98.8 55.9 92.3 73.7 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 59,815: 47,185 55,955 9,725 3,100 760 0 0 0 1,545 0 0: 600 0
Old : 59,815: 47,185 55,955 9,725 3,100 760 0 0 0 1,545 0 0: 600 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 180: -110 50 -75 330 -200 0 0 0 0 0 0: 565 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 93.5 16.3 5.2 1.3 0.0 0.0 0.0 2.6 0.0 0.0: 1.0 0.0
Old : 100.0: 78.9 93.5 16.3 5.2 1.3 0.0 0.0 0.0 2.6 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 : 34: 24 18 . . . 0 0 0 . 0 0:
Old : 34: 24 18 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 88.6 73.6 96.3 55.5 88.0 71.1 92.0
Old : 56.6 88.6 73.6 96.3 55.5 88.0 71.1 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 369,471: 271,865 318,169 35,260 12,735 14,238 0 3,392 0 46,524 19,353 1,584: 0 0
Old : 369,471: 271,865 318,169 35,260 12,735 14,238 0 3,392 0 46,524 19,353 1,584: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -2,392: 832 1,240 -384 0 0 0 0 0 -2,880 -3,672 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 86.1 9.5 3.4 3.9 0.0 0.9 0.0 12.6 5.2 0.4: 0.0 0.0
Old : 100.0: 73.6 86.1 9.5 3.4 3.9 0.0 0.9 0.0 12.6 5.2 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 26 26 . . 4 0 . 0 4 . .:
Old : 42: 26 26 . . 4 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 : 45.3 47.7 67.4 68.2 43.3 44.4 62.9 61.3
Old : 45.3 47.7 67.4 68.2 43.3 44.4 62.9 61.3
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,737: 22,816 21,836 486 965 1,175 234 400 937 1,551 1,757 1,412: 126 255
Old : 28,737: 22,816 21,836 486 965 1,175 234 400 937 1,551 1,757 1,412: 126 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 255: 0 278 0 -255 255 0 0 0 23 0 -23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 76.0 1.7 3.4 4.1 0.8 1.4 3.3 5.4 6.1 4.9: 0.4 0.9
Old : 100.0: 79.4 76.0 1.7 3.4 4.1 0.8 1.4 3.3 5.4 6.1 4.9: 0.4 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 : 45: 23 28 . . 4 . . . . . 5:
Old : 45: 23 28 . . 4 . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 44.5 70.5 59.4 44.2 43.7 63.0 54.6
Old : 47.2 44.5 70.5 59.4 44.2 43.7 63.0 54.6
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 38,061: 21,146 36,301 15,499 0 0 77 648 0 1,237 1,010 102: 0 0
Old : 38,061: 21,146 36,301 15,499 0 0 77 648 0 1,237 1,010 102: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 25: 25 50 0 0 0 0 0 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 95.4 40.7 0.0 0.0 0.2 1.7 0.0 3.3 2.7 0.3: 0.0 0.0
Old : 100.0: 55.6 95.4 40.7 0.0 0.0 0.2 1.7 0.0 3.3 2.7 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 13 . 0 0 . . 0 . . .:
Old : 31: 17 13 . 0 0 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 77.4 90.6 93.7 67.0 73.4 78.5 80.5
Old : 69.1 77.4 90.6 93.7 67.0 73.4 78.5 80.5
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 289,729: 229,004 241,312 50,705 19,213 10,020 0 19,184 0 0 0 0: 0 0
Old : 289,729: 229,004 241,312 50,705 19,213 10,020 0 19,184 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: June 28, 2016 :
: -4,328: -3,952 -4,328 -376 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 83.3 17.5 6.6 3.5 0.0 6.6 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.0 83.3 17.5 6.6 3.5 0.0 6.6 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 15 . . . 0 . 0 0 0 0:
Old : 28: 17 15 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 66.3 80.7 83.2 53.8 60.9 64.0 69.2
Old : 62.9 66.3 80.7 83.2 53.8 60.9 64.0 69.2
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 22,474: 17,747 20,437 3,500 0 402 403 1,018 0 252 129 0: 170 488
Old : 22,474: 17,747 20,437 3,500 0 402 403 1,018 0 252 129 0: 170 488
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 60: -86 17 86 0 0 0 0 0 37 0 0: 23 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 90.9 15.6 0.0 1.8 1.8 4.5 0.0 1.1 0.6 0.0: 0.8 2.2
Old : 100.0: 79.0 90.9 15.6 0.0 1.8 1.8 4.5 0.0 1.1 0.6 0.0: 0.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 19 . 0 . . . 0 . . 0:
Old : 28: 17 19 . 0 . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 75.0 80.0 86.1 52.2 69.0 67.4 73.4
Old : 61.0 75.0 80.0 86.1 52.2 69.0 67.4 73.4
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 13,997: 9,011 10,658 1,933 958 82 1,173 86 0 692 129 702: 404 1,382
Old : 13,997: 9,011 10,658 1,933 958 82 1,173 86 0 692 129 702: 404 1,382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -146: -23 -105 -82 -68 -83 0 0 0 0 0 0: 42 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 76.1 13.8 6.8 0.6 8.4 0.6 0.0 4.9 0.9 5.0: 2.9 9.9
Old : 100.0: 64.4 76.1 13.8 6.8 0.6 8.4 0.6 0.0 4.9 0.9 5.0: 2.9 9.9
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 : 28: 14 15 . . . . . 0 . . .:
Old : 28: 14 15 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 49.6 71.4 73.9 38.5 41.4 55.1 58.9
Old : 51.7 49.6 71.4 73.9 38.5 41.4 55.1 58.9
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 178,807: 139,306 134,876 27,491 36,120 793 7,777 0 0 1,536 4,746 1,520: 384 752
Old : 178,807: 139,306 134,876 27,491 36,120 793 7,777 0 0 1,536 4,746 1,520: 384 752
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 800: 800 1,224 368 -424 -368 0 0 0 0 0 0: 0 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 75.4 15.4 20.2 0.4 4.3 0.0 0.0 0.9 2.7 0.9: 0.2 0.4
Old : 100.0: 77.9 75.4 15.4 20.2 0.4 4.3 0.0 0.0 0.9 2.7 0.9: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 15 14 . . . . 0 0 . . .:
Old : 32: 15 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 56.7 79.9 82.3 47.7 56.1 67.6 68.8
Old : 59.4 56.7 79.9 82.3 47.7 56.1 67.6 68.8
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 19,300: 15,685 10,466 1,701 3,723 948 0 2,195 43 0 809 410: 513 706
Old : 19,300: 15,685 10,466 1,701 3,723 948 0 2,195 43 0 809 410: 513 706
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -28: -23 -134 -132 -44 41 0 -23 0 0 46 -46: 132 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 54.2 8.8 19.3 4.9 0.0 11.4 0.2 0.0 4.2 2.1: 2.7 3.7
Old : 100.0: 81.3 54.2 8.8 19.3 4.9 0.0 11.4 0.2 0.0 4.2 2.1: 2.7 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 : 34: 23 22 . . . 0 . . 0 . .:
Old : 34: 23 22 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 39.9 73.7 58.9 51.0 39.0 60.4 50.4
Old : 56.4 39.9 73.7 58.9 51.0 39.0 60.4 50.4
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 205,599: 169,177 122,794 28,228 65,685 6,682 0 8,534 408 0 1,496 0: 1,104 0
Old : 205,599: 169,177 122,794 28,228 65,685 6,682 0 8,534 408 0 1,496 0: 1,104 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 375: -407 0 63 0 0 0 760 -385 0 0 0: 1,104 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 59.7 13.7 31.9 3.3 0.0 4.2 0.2 0.0 0.7 0.0: 0.5 0.0
Old : 100.0: 82.3 59.7 13.7 31.9 3.3 0.0 4.2 0.2 0.0 0.7 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 : 31: 19 16 . . . 0 . . 0 . 0:
Old : 31: 19 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 : 57.4 63.3 78.5 82.3 39.3 53.1 53.6 60.2
Old : 57.4 63.3 78.5 82.3 39.3 53.1 53.6 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :MW :
: : Positions :
All : 8,735: 7,275 7,420 850 260 0 0 100 0 0 560 250: 360 145
Old : 8,735: 7,275 7,420 850 260 0 0 100 0 0 560 250: 360 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 50: 290 -95 -75 0 0 0 0 0 0 0 0: -165 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 84.9 9.7 3.0 0.0 0.0 1.1 0.0 0.0 6.4 2.9: 4.1 1.7
Old : 100.0: 83.3 84.9 9.7 3.0 0.0 0.0 1.1 0.0 0.0 6.4 2.9: 4.1 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 : 22: 11 15 . . 0 0 . 0 0 . .:
Old : 22: 11 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 : 63.1 54.6 84.9 77.0 28.9 27.0 42.6 39.8
Old : 63.1 54.6 84.9 77.0 28.9 27.0 42.6 39.8
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,710: 8,370 9,605 2,115 0 50 0 300 0 100 375 0: 75 380
Old : 10,710: 8,370 9,605 2,115 0 50 0 300 0 100 375 0: 75 380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 0: 0 -345 -15 0 0 0 0 0 0 0 0: 15 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 89.7 19.7 0.0 0.5 0.0 2.8 0.0 0.9 3.5 0.0: 0.7 3.5
Old : 100.0: 78.2 89.7 19.7 0.0 0.5 0.0 2.8 0.0 0.9 3.5 0.0: 0.7 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.0 76.4 83.7 89.2 35.2 52.3 55.8 60.7
Old : 60.0 76.4 83.7 89.2 35.2 52.3 55.8 60.7
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 23,612: 9,770 18,216 8,932 0 4,606 304 385 0 0 405 0: 0 0
Old : 23,612: 9,770 18,216 8,932 0 4,606 304 385 0 0 405 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -2,024: -725 -1,842 -909 0 0 0 0 0 -390 -182 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 77.1 37.8 0.0 19.5 1.3 1.6 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 41.4 77.1 37.8 0.0 19.5 1.3 1.6 0.0 0.0 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 15 . 0 . . . 0 0 . 0:
Old : 27: 16 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 : 82.9 49.1 91.3 76.2 58.2 43.2 63.1 59.1
Old : 82.9 49.1 91.3 76.2 58.2 43.2 63.1 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 209,343: 112,534 147,903 35,369 0 61,440 0 0 0 0 0 0: 0 0
Old : 209,343: 112,534 147,903 35,369 0 61,440 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -10,016: -5,152 -9,712 -4,560 0 -304 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 70.7 16.9 0.0 29.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 53.8 70.7 16.9 0.0 29.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . 0 . 0 0 0 0 0 0:
Old : 20: 12 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 : 82.8 69.4 93.6 90.0 49.3 49.3 58.4 61.2
Old : 82.8 69.4 93.6 90.0 49.3 49.3 58.4 61.2
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,010: 10,985 6,715 150 3,840 0 0 1,400 0 420 0 0: 455 55
Old : 12,010: 10,985 6,715 150 3,840 0 0 1,400 0 420 0 0: 455 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -50: -320 -70 0 0 0 0 0 0 0 0 0: 270 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 55.9 1.2 32.0 0.0 0.0 11.7 0.0 3.5 0.0 0.0: 3.8 0.5
Old : 100.0: 91.5 55.9 1.2 32.0 0.0 0.0 11.7 0.0 3.5 0.0 0.0: 3.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 12 . . 0 0 . 0 . 0 0:
Old : 20: 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 : 66.5 79.8 82.5 94.9 60.7 76.3 74.8 87.2
Old : 66.5 79.8 82.5 94.9 60.7 76.3 74.8 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,295: 13,005 7,310 150 3,380 0 0 3,230 0 400 100 200: 540 75
Old : 14,295: 13,005 7,310 150 3,380 0 0 3,230 0 400 100 200: 540 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -30: -360 20 0 -50 0 0 0 0 0 0 0: 330 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 51.1 1.0 23.6 0.0 0.0 22.6 0.0 2.8 0.7 1.4: 3.8 0.5
Old : 100.0: 91.0 51.1 1.0 23.6 0.0 0.0 22.6 0.0 2.8 0.7 1.4: 3.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 12 . . 0 0 . 0 . . .:
Old : 24: 15 12 . . 0 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 76.9 79.5 90.6 55.5 73.9 69.7 81.6
Old : 62.5 76.9 79.5 90.6 55.5 73.9 69.7 81.6
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 711,892: 424,557 353,965 6,820 41,240 97,075 0 35,264 33,379 40,623 44,124 105,348: 4,090 1,496
Old : 711,892: 424,557 353,965 6,820 41,240 97,075 0 35,264 33,379 40,623 44,124 105,348: 4,090 1,496
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -7,467: -8,329 -5,289 -455 9,572 -2,281 0 -847 -145 -481 -12,970 2,998: 1,226 1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 49.7 1.0 5.8 13.6 0.0 5.0 4.7 5.7 6.2 14.8: 0.6 0.2
Old : 100.0: 59.6 49.7 1.0 5.8 13.6 0.0 5.0 4.7 5.7 6.2 14.8: 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 : 29: 16 15 . . . 0 . . . . 4:
Old : 29: 16 15 . . . 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 : 61.0 60.3 83.9 88.6 27.9 30.7 32.2 34.7
Old : 61.0 60.3 83.9 88.6 27.9 30.7 32.2 34.7
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,910: 17,025 9,170 1,870 10,090 545 0 0 0 0 45 0: 470 60
Old : 19,910: 17,025 9,170 1,870 10,090 545 0 0 0 0 45 0: 470 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 15: -165 25 -25 -50 -20 0 0 0 0 0 0: 225 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 46.1 9.4 50.7 2.7 0.0 0.0 0.0 0.0 0.2 0.0: 2.4 0.3
Old : 100.0: 85.5 46.1 9.4 50.7 2.7 0.0 0.0 0.0 0.0 0.2 0.0: 2.4 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 : 26: 14 11 . . . 0 0 0 0 . 0:
Old : 26: 14 11 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 82.0 90.6 94.6 62.9 82.0 84.8 91.3
Old : 66.0 82.0 90.6 94.6 62.9 82.0 84.8 91.3
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,731: 13,086 18,986 7,560 2,960 1,335 1,075 0 0 100 200 0: 575 250
Old : 23,731: 13,086 18,986 7,560 2,960 1,335 1,075 0 0 100 200 0: 575 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 25: -255 50 -200 -300 25 0 0 0 0 0 0: 455 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 80.0 31.9 12.5 5.6 4.5 0.0 0.0 0.4 0.8 0.0: 2.4 1.1
Old : 100.0: 55.1 80.0 31.9 12.5 5.6 4.5 0.0 0.0 0.4 0.8 0.0: 2.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 14 . . 4 . 0 0 . . 0:
Old : 31: 15 14 . . 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 : 68.5 76.7 82.3 90.8 64.3 72.5 76.5 83.1
Old : 68.5 76.7 82.3 90.8 64.3 72.5 76.5 83.1
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,470: 10,347 11,100 3,725 3,310 1,435 175 0 0 50 325 0: 738 300
Old : 16,470: 10,347 11,100 3,725 3,310 1,435 175 0 0 50 325 0: 738 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 0: -440 0 0 -300 0 0 0 0 0 0 0: 440 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 67.4 22.6 20.1 8.7 1.1 0.0 0.0 0.3 2.0 0.0: 4.5 1.8
Old : 100.0: 62.8 67.4 22.6 20.1 8.7 1.1 0.0 0.0 0.3 2.0 0.0: 4.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 13 . . . . 0 0 . . 0:
Old : 27: 14 13 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 70.0 83.5 87.4 60.7 65.7 75.1 77.4
Old : 67.9 70.0 83.5 87.4 60.7 65.7 75.1 77.4
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,800: 17,250 21,390 4,745 0 1,430 0 600 0 0 300 0: 375 80
Old : 23,800: 17,250 21,390 4,745 0 1,430 0 600 0 0 300 0: 375 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 110: -130 80 -25 0 0 0 0 0 0 0 0: 265 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 89.9 19.9 0.0 6.0 0.0 2.5 0.0 0.0 1.3 0.0: 1.6 0.3
Old : 100.0: 72.5 89.9 19.9 0.0 6.0 0.0 2.5 0.0 0.0 1.3 0.0: 1.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 12 4 0 . 0 . 0 0 . 0:
Old : 27: 13 12 4 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 78.9 88.7 91.0 64.0 75.8 78.1 82.8
Old : 69.1 78.9 88.7 91.0 64.0 75.8 78.1 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,930: 13,700 16,485 2,715 105 1,100 0 200 0 0 0 0: 415 40
Old : 17,930: 13,700 16,485 2,715 105 1,100 0 200 0 0 0 0: 415 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 400: 340 360 0 0 0 0 0 0 0 0 0: 60 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 91.9 15.1 0.6 6.1 0.0 1.1 0.0 0.0 0.0 0.0: 2.3 0.2
Old : 100.0: 76.4 91.9 15.1 0.6 6.1 0.0 1.1 0.0 0.0 0.0 0.0: 2.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 7 . . . 0 . 0 0 0 0:
Old : 21: 13 7 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 86.0 86.5 97.5 61.5 82.3 80.8 89.0
Old : 66.6 86.0 86.5 97.5 61.5 82.3 80.8 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,680: 15,635 20,030 3,985 0 1,235 0 0 0 330 0 70: 425 345
Old : 21,680: 15,635 20,030 3,985 0 1,235 0 0 0 330 0 70: 425 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 0: -35 -275 0 0 0 0 0 0 0 0 0: 35 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 92.4 18.4 0.0 5.7 0.0 0.0 0.0 1.5 0.0 0.3: 2.0 1.6
Old : 100.0: 72.1 92.4 18.4 0.0 5.7 0.0 0.0 0.0 1.5 0.0 0.3: 2.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 10 . 0 . 0 0 0 . 0 .:
Old : 21: 15 10 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 86.0 85.6 96.3 59.7 78.8 71.3 80.1
Old : 70.8 86.0 85.6 96.3 59.7 78.8 71.3 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,512: 16,717 20,002 2,285 0 3,115 200 0 0 700 0 50: 445 345
Old : 23,512: 16,717 20,002 2,285 0 3,115 200 0 0 700 0 50: 445 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 0: 50 -275 0 0 0 0 0 0 -80 0 0: 30 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 85.1 9.7 0.0 13.2 0.9 0.0 0.0 3.0 0.0 0.2: 1.9 1.5
Old : 100.0: 71.1 85.1 9.7 0.0 13.2 0.9 0.0 0.0 3.0 0.0 0.2: 1.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 10 . 0 . . 0 0 . 0 .:
Old : 22: 15 10 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 90.1 81.6 96.8 50.1 78.2 66.1 79.9
Old : 65.4 90.1 81.6 96.8 50.1 78.2 66.1 79.9
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 117,438: 90,307 98,953 8,231 2,250 13,020 1,820 175 80 2,775 2,010 185: 1,020 765
Old : 117,438: 90,307 98,953 8,231 2,250 13,020 1,820 175 80 2,775 2,010 185: 1,020 765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 35: -275 -640 -710 0 0 0 0 0 0 100 0: 1,020 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 84.3 7.0 1.9 11.1 1.5 0.1 0.1 2.4 1.7 0.2: 0.9 0.7
Old : 100.0: 76.9 84.3 7.0 1.9 11.1 1.5 0.1 0.1 2.4 1.7 0.2: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 33 28 4 . 4 . . . . 4 .:
Old : 50: 33 28 4 . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 48.3 58.8 73.2 28.7 41.8 44.3 51.3
Old : 37.1 48.3 58.8 73.2 28.7 41.8 44.3 51.3
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 134,737: 102,826 109,775 12,906 2,015 13,140 478 3,300 2,412 1,300 2,895 555: 1,120 645
Old : 134,737: 102,826 109,775 12,906 2,015 13,140 478 3,300 2,412 1,300 2,895 555: 1,120 645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 226: 491 -905 -835 50 -115 -1,197 -51 782 0 20 -20: 1,120 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 81.5 9.6 1.5 9.8 0.4 2.4 1.8 1.0 2.1 0.4: 0.8 0.5
Old : 100.0: 76.3 81.5 9.6 1.5 9.8 0.4 2.4 1.8 1.0 2.1 0.4: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 36 32 4 . . . 4 . . 4 .:
Old : 58: 36 32 4 . . . 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 48.1 58.7 69.2 30.9 41.3 46.3 53.9
Old : 40.1 48.1 58.7 69.2 30.9 41.3 46.3 53.9
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 179,284: 122,891 136,002 26,078 4,959 7,244 5,985 6,364 5,904 5,378 11,574 4,870: 934 2,367
Old : 179,284: 122,891 136,002 26,078 4,959 7,244 5,985 6,364 5,904 5,378 11,574 4,870: 934 2,367
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 517: -572 -2,525 925 632 -476 145 -247 57 108 1,026 -296: 626 2,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 75.9 14.5 2.8 4.0 3.3 3.5 3.3 3.0 6.5 2.7: 0.5 1.3
Old : 100.0: 68.5 75.9 14.5 2.8 4.0 3.3 3.5 3.3 3.0 6.5 2.7: 0.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 79: 41 45 5 . 5 4 4 6 7 9 8:
Old : 79: 41 45 5 . 5 4 4 6 7 9 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 53.2 51.3 66.3 34.1 47.5 48.2 55.0
Old : 35.7 53.2 51.3 66.3 34.1 47.5 48.2 55.0
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 128,178: 107,279 110,048 7,742 5,563 6,052 3,110 0 900 1,470 2,875 715: 910 2,025
Old : 128,178: 107,279 110,048 7,742 5,563 6,052 3,110 0 900 1,470 2,875 715: 910 2,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -794: -1,175 -2,264 -454 -540 0 -20 0 -15 10 0 0: 860 2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 85.9 6.0 4.3 4.7 2.4 0.0 0.7 1.1 2.2 0.6: 0.7 1.6
Old : 100.0: 83.7 85.9 6.0 4.3 4.7 2.4 0.0 0.7 1.1 2.2 0.6: 0.7 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 : 50: 35 32 . . 4 . 0 . . 4 .:
Old : 50: 35 32 . . 4 . 0 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 63.4 45.9 79.4 28.3 56.7 42.4 63.9
Old : 28.9 63.4 45.9 79.4 28.3 56.7 42.4 63.9
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,760: 34,255 26,815 600 8,835 2,200 870 900 0 655 0 535: 645 475
Old : 39,760: 34,255 26,815 600 8,835 2,200 870 900 0 655 0 535: 645 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 0: -620 -325 -25 -150 0 0 0 0 0 0 0: 645 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 67.4 1.5 22.2 5.5 2.2 2.3 0.0 1.6 0.0 1.3: 1.6 1.2
Old : 100.0: 86.2 67.4 1.5 22.2 5.5 2.2 2.3 0.0 1.6 0.0 1.3: 1.6 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 : 30: 20 11 . . . . . 0 . 0 .:
Old : 30: 20 11 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 87.7 75.2 95.0 56.3 84.1 70.8 85.6
Old : 57.8 87.7 75.2 95.0 56.3 84.1 70.8 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,320: 28,670 27,875 600 2,680 4,105 50 200 50 1,135 0 205: 505 205
Old : 35,320: 28,670 27,875 600 2,680 4,105 50 200 50 1,135 0 205: 505 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 0: -460 -205 -25 0 0 0 0 0 0 0 0: 485 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 78.9 1.7 7.6 11.6 0.1 0.6 0.1 3.2 0.0 0.6: 1.4 0.6
Old : 100.0: 81.2 78.9 1.7 7.6 11.6 0.1 0.6 0.1 3.2 0.0 0.6: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 9 . . . . . . . 0 .:
Old : 28: 19 9 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 91.2 77.5 96.6 55.1 80.2 69.3 81.4
Old : 58.5 91.2 77.5 96.6 55.1 80.2 69.3 81.4
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 34,118: 29,090 26,910 100 3,534 3,109 1,000 0 300 50 0 0: 469 265
Old : 34,118: 29,090 26,910 100 3,534 3,109 1,000 0 300 50 0 0: 469 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -125: -125 -350 -80 300 -125 0 0 0 0 0 0: 205 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 78.9 0.3 10.4 9.1 2.9 0.0 0.9 0.1 0.0 0.0: 1.4 0.8
Old : 100.0: 85.3 78.9 0.3 10.4 9.1 2.9 0.0 0.9 0.1 0.0 0.0: 1.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 27 25 . . . . 0 . . 0 0:
Old : 35: 27 25 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 55.4 56.7 73.5 35.9 47.8 47.9 60.0
Old : 39.4 55.4 56.7 73.5 35.9 47.8 47.9 60.0
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 14,302: 12,077 11,472 325 1,005 1,675 0 0 0 225 0 0: 0 150
Old : 14,302: 12,077 11,472 325 1,005 1,675 0 0 0 225 0 0: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 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: 84.4 80.2 2.3 7.0 11.7 0.0 0.0 0.0 1.6 0.0 0.0: 0.0 1.0
Old : 100.0: 84.4 80.2 2.3 7.0 11.7 0.0 0.0 0.0 1.6 0.0 0.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 19 13 . . . 0 0 0 . 0 0:
Old : 23: 19 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 : 35.9 70.5 62.9 88.8 25.9 60.6 42.9 64.6
Old : 35.9 70.5 62.9 88.8 25.9 60.6 42.9 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 252,389: 197,518 157,878 0 58,069 31,251 18,609 0 4,353 248 535 303: 107 0
Old : 252,389: 197,518 157,878 0 58,069 31,251 18,609 0 4,353 248 535 303: 107 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -8,349: -7,539 -8,731 0 1,244 -815 29 0 22 -57 -100 31: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 62.6 0.0 23.0 12.4 7.4 0.0 1.7 0.1 0.2 0.1: 0.0 0.0
Old : 100.0: 78.3 62.6 0.0 23.0 12.4 7.4 0.0 1.7 0.1 0.2 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 13 0 4 . . 0 . . . .:
Old : 31: 20 13 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 : 53.4 81.6 77.8 94.3 35.9 49.9 44.6 51.5
Old : 53.4 81.6 77.8 94.3 35.9 49.9 44.6 51.5
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 3,242,036: 2,545,908 1,806,792 0 1,116,026 273,348 392,770 0 30,010 0 15,860 0: 0 0
Old : 3,242,036: 2,545,908 1,806,792 0 1,116,026 273,348 392,770 0 30,010 0 15,860 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -214,565: -193,789 -168,245 0 -21,304 -20,776 4,240 0 -4,240 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 55.7 0.0 34.4 8.4 12.1 0.0 0.9 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 78.5 55.7 0.0 34.4 8.4 12.1 0.0 0.9 0.0 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 13 0 4 . . 0 . 0 . 0:
Old : 26: 15 13 0 4 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 83.9 84.0 90.9 48.2 55.7 58.8 61.4
Old : 63.3 83.9 84.0 90.9 48.2 55.7 58.8 61.4
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,039,322: 734,793 809,674 191,755 116,874 112,774 0 0 0 0 0 0: 0 0
Old : 1,039,322: 734,793 809,674 191,755 116,874 112,774 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -41,552: -36,464 -40,704 -1,696 2,544 -3,392 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 77.9 18.5 11.2 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 70.7 77.9 18.5 11.2 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . 0 0 0 0 0 0:
Old : 20: 12 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 79.5 81.7 95.2 46.0 68.8 61.8 71.6
Old : 62.6 79.5 81.7 95.2 46.0 68.8 61.8 71.6
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : Positions :
All : 196,768: 179,568 121,088 16,856 72,240 0 0 3,440 0 0 0 0: 344 0
Old : 196,768: 179,568 121,088 16,856 72,240 0 0 3,440 0 0 0 0: 344 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 187,648: 171,312 118,088 16,496 66,120 0 -480 3,440 0 0 0 0: 320 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 61.5 8.6 36.7 0.0 0.0 1.7 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 91.3 61.5 8.6 36.7 0.0 0.0 1.7 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: 9 7 . . 0 0 . 0 0 0 0:
Old : 21: 9 7 . . 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 : 83.7 88.3 96.9 98.4 83.7 88.3 96.9 98.4
Old : 83.7 88.3 96.9 98.4 83.7 88.3 96.9 98.4
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,356: 21,632 18,010 1,197 4,020 2,882 285 1,650 0 1,474 837 606: 280 351
Old : 28,356: 21,632 18,010 1,197 4,020 2,882 285 1,650 0 1,474 837 606: 280 351
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -24: -155 -245 281 125 -135 0 0 0 0 0 5: -20 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 63.5 4.2 14.2 10.2 1.0 5.8 0.0 5.2 3.0 2.1: 1.0 1.2
Old : 100.0: 76.3 63.5 4.2 14.2 10.2 1.0 5.8 0.0 5.2 3.0 2.1: 1.0 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 : 42: 25 20 . . 5 . . 0 4 . .:
Old : 42: 25 20 . . 5 . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 37.0 67.7 60.5 43.2 36.2 57.4 57.2
Old : 47.4 37.0 67.7 60.5 43.2 36.2 57.4 57.2
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,204: 17,272 15,141 926 4,925 705 360 0 0 1,506 0 50: 385 383
Old : 21,204: 17,272 15,141 926 4,925 705 360 0 0 1,506 0 50: 385 383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 40: -5 420 450 -303 -430 0 0 0 25 0 0: 0 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 71.4 4.4 23.2 3.3 1.7 0.0 0.0 7.1 0.0 0.2: 1.8 1.8
Old : 100.0: 81.5 71.4 4.4 23.2 3.3 1.7 0.0 0.0 7.1 0.0 0.2: 1.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 19 . . 4 . 0 0 . 0 .:
Old : 34: 21 19 . . 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 : 49.5 54.4 71.1 78.4 44.2 51.5 62.0 64.8
Old : 49.5 54.4 71.1 78.4 44.2 51.5 62.0 64.8
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,329: 35,443 21,218 1,335 13,176 1,294 50 4,020 45 2,730 710 1,196: 236 670
Old : 42,329: 35,443 21,218 1,335 13,176 1,294 50 4,020 45 2,730 710 1,196: 236 670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 345: 24 95 80 -635 95 0 100 0 -25 10 40: 131 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 50.1 3.2 31.1 3.1 0.1 9.5 0.1 6.4 1.7 2.8: 0.6 1.6
Old : 100.0: 83.7 50.1 3.2 31.1 3.1 0.1 9.5 0.1 6.4 1.7 2.8: 0.6 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 : 43: 27 25 . . . . . . . . .:
Old : 43: 27 25 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 55.0 68.7 73.6 46.4 54.9 60.3 69.4
Old : 50.4 55.0 68.7 73.6 46.4 54.9 60.3 69.4
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,612: 18,756 12,818 0 7,015 1,725 345 0 0 38 0 12: 736 42
Old : 21,612: 18,756 12,818 0 7,015 1,725 345 0 0 38 0 12: 736 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 635: 605 238 -72 374 -4 -20 0 0 0 0 0: 126 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 59.3 0.0 32.5 8.0 1.6 0.0 0.0 0.2 0.0 0.1: 3.4 0.2
Old : 100.0: 86.8 59.3 0.0 32.5 8.0 1.6 0.0 0.0 0.2 0.0 0.1: 3.4 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 : 32: 23 17 0 4 4 . 0 0 . 0 .:
Old : 32: 23 17 0 4 4 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 56.8 69.6 86.2 41.3 51.4 58.9 71.6
Old : 49.6 56.8 69.6 86.2 41.3 51.4 58.9 71.6
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,588: 16,710 17,673 3,517 1,170 3,581 0 490 0 0 1,008 571: 209 95
Old : 24,588: 16,710 17,673 3,517 1,170 3,581 0 490 0 0 1,008 571: 209 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 125: 3 35 -35 0 0 0 0 0 0 0 0: 157 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 71.9 14.3 4.8 14.6 0.0 2.0 0.0 0.0 4.1 2.3: 0.9 0.4
Old : 100.0: 68.0 71.9 14.3 4.8 14.6 0.0 2.0 0.0 0.0 4.1 2.3: 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 : 29: 17 15 4 . . 0 . 0 0 . .:
Old : 29: 17 15 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 : 53.0 47.4 79.6 69.3 50.5 41.8 67.4 59.6
Old : 53.0 47.4 79.6 69.3 50.5 41.8 67.4 59.6
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,498: 13,481 12,259 1,474 2,461 1,104 0 175 0 0 201 130: 309 168
Old : 16,498: 13,481 12,259 1,474 2,461 1,104 0 175 0 0 201 130: 309 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 110: -10 230 -157 -120 0 0 0 0 0 0 0: 277 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 74.3 8.9 14.9 6.7 0.0 1.1 0.0 0.0 1.2 0.8: 1.9 1.0
Old : 100.0: 81.7 74.3 8.9 14.9 6.7 0.0 1.1 0.0 0.0 1.2 0.8: 1.9 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 : 27: 12 12 . . . 0 . 0 0 . .:
Old : 27: 12 12 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 55.4 83.4 79.0 62.5 53.2 81.1 75.5
Old : 62.9 55.4 83.4 79.0 62.5 53.2 81.1 75.5
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 40,283: 36,224 30,809 1,490 7,594 980 100 50 300 600 200 0: 589 350
Old : 40,283: 36,224 30,809 1,490 7,594 980 100 50 300 600 200 0: 589 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 105: 90 -315 -190 325 -25 0 0 0 0 0 0: 230 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 76.5 3.7 18.9 2.4 0.2 0.1 0.7 1.5 0.5 0.0: 1.5 0.9
Old : 100.0: 89.9 76.5 3.7 18.9 2.4 0.2 0.1 0.7 1.5 0.5 0.0: 1.5 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 : 40: 27 23 . . . . . . . . 0:
Old : 40: 27 23 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 53.0 66.7 72.9 44.9 48.9 61.6 64.2
Old : 46.7 53.0 66.7 72.9 44.9 48.9 61.6 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 16,637: 13,920 12,751 965 2,905 635 0 0 0 445 0 32: 640 314
Old : 16,637: 13,920 12,751 965 2,905 635 0 0 0 445 0 32: 640 314
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 14: -190 -138 0 0 0 0 0 0 -20 0 14: 210 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 76.6 5.8 17.5 3.8 0.0 0.0 0.0 2.7 0.0 0.2: 3.8 1.9
Old : 100.0: 83.7 76.6 5.8 17.5 3.8 0.0 0.0 0.0 2.7 0.0 0.2: 3.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 14 . . . 0 0 0 . 0 .:
Old : 25: 18 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 : 42.0 72.3 63.3 85.9 37.6 64.5 56.5 74.1
Old : 42.0 72.3 63.3 85.9 37.6 64.5 56.5 74.1
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 14,746: 11,980 11,063 670 2,617 909 0 0 0 1,038 0 49: 100 108
Old : 14,746: 11,980 11,063 670 2,617 909 0 0 0 1,038 0 49: 100 108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -50: -50 14 -55 -130 0 0 0 0 0 0 0: 55 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 75.0 4.5 17.7 6.2 0.0 0.0 0.0 7.0 0.0 0.3: 0.7 0.7
Old : 100.0: 81.2 75.0 4.5 17.7 6.2 0.0 0.0 0.0 7.0 0.0 0.3: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 18 . . . 0 0 0 . 0 .:
Old : 30: 21 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 : 39.7 65.4 64.7 85.4 35.8 57.2 59.3 68.2
Old : 39.7 65.4 64.7 85.4 35.8 57.2 59.3 68.2
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,210: 36,909 41,294 6,885 1,895 1,915 0 0 0 0 250 0: 3,501 3,856
Old : 49,210: 36,909 41,294 6,885 1,895 1,915 0 0 0 0 250 0: 3,501 3,856
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -290: 600 100 -500 0 -700 0 0 0 0 0 0: 310 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 83.9 14.0 3.9 3.9 0.0 0.0 0.0 0.0 0.5 0.0: 7.1 7.8
Old : 100.0: 75.0 83.9 14.0 3.9 3.9 0.0 0.0 0.0 0.0 0.5 0.0: 7.1 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 19 . . . 0 0 0 0 . 0:
Old : 26: 14 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 : 77.4 52.1 89.0 78.1 77.0 47.6 80.8 69.9
Old : 77.4 52.1 89.0 78.1 77.0 47.6 80.8 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,325: 33,188 35,133 5,465 3,255 1,215 0 0 0 0 50 0: 3,457 3,672
Old : 43,325: 33,188 35,133 5,465 3,255 1,215 0 0 0 0 50 0: 3,457 3,672
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -400: 600 0 -600 0 -700 0 0 0 0 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 81.1 12.6 7.5 2.8 0.0 0.0 0.0 0.0 0.1 0.0: 8.0 8.5
Old : 100.0: 76.6 81.1 12.6 7.5 2.8 0.0 0.0 0.0 0.0 0.1 0.0: 8.0 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 19 . . . 0 0 0 0 . 0:
Old : 24: 12 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 : 75.7 47.5 87.8 77.9 75.2 40.1 79.4 69.5
Old : 75.7 47.5 87.8 77.9 75.2 40.1 79.4 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,095: 22,365 8,490 0 1,045 440 0 9,440 25 0 4,320 425: 1,840 910
Old : 25,095: 22,365 8,490 0 1,045 440 0 9,440 25 0 4,320 425: 1,840 910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 175: -50 100 0 -375 15 0 225 0 0 0 0: 210 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 33.8 0.0 4.2 1.8 0.0 37.6 0.1 0.0 17.2 1.7: 7.3 3.6
Old : 100.0: 89.1 33.8 0.0 4.2 1.8 0.0 37.6 0.1 0.0 17.2 1.7: 7.3 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 : 26: 14 12 0 . . 0 . . 0 4 .:
Old : 26: 14 12 0 . . 0 . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 70.0 80.3 84.7 44.1 57.3 60.9 66.9
Old : 63.4 70.0 80.3 84.7 44.1 57.3 60.9 66.9
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,970: 20,890 7,840 0 750 265 0 9,155 0 0 3,925 25: 1,790 1,010
Old : 22,970: 20,890 7,840 0 750 265 0 9,155 0 0 3,925 25: 1,790 1,010
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 225: 0 0 0 -225 15 0 225 0 0 0 0: 210 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 34.1 0.0 3.3 1.2 0.0 39.9 0.0 0.0 17.1 0.1: 7.8 4.4
Old : 100.0: 90.9 34.1 0.0 3.3 1.2 0.0 39.9 0.0 0.0 17.1 0.1: 7.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 8 0 . . 0 . 0 0 . .:
Old : 22: 13 8 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 : 64.0 75.1 82.0 88.9 45.9 61.3 61.1 71.1
Old : 64.0 75.1 82.0 88.9 45.9 61.3 61.1 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,588: 13,989 21,340 2,261 0 2,101 1,540 0 485 3,700 150 0: 1,512 1,512
Old : 25,588: 13,989 21,340 2,261 0 2,101 1,540 0 485 3,700 150 0: 1,512 1,512
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -75: -100 -75 25 0 -15 0 0 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 83.4 8.8 0.0 8.2 6.0 0.0 1.9 14.5 0.6 0.0: 5.9 5.9
Old : 100.0: 54.7 83.4 8.8 0.0 8.2 6.0 0.0 1.9 14.5 0.6 0.0: 5.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 9 . 0 . . 0 . . . 0:
Old : 25: 15 9 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 84.6 79.8 92.0 44.5 75.8 68.8 77.8
Old : 52.7 84.6 79.8 92.0 44.5 75.8 68.8 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,501: 11,886 17,466 0 118 3,300 1,645 0 280 3,875 0 0: 1,515 1,337
Old : 22,501: 11,886 17,466 0 118 3,300 1,645 0 280 3,875 0 0: 1,515 1,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 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: 52.8 77.6 0.0 0.5 14.7 7.3 0.0 1.2 17.2 0.0 0.0: 6.7 5.9
Old : 100.0: 52.8 77.6 0.0 0.5 14.7 7.3 0.0 1.2 17.2 0.0 0.0: 6.7 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 9 0 . . . 0 . . 0 0:
Old : 23: 16 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 : 49.0 85.8 74.4 92.6 41.7 64.9 60.1 67.0
Old : 49.0 85.8 74.4 92.6 41.7 64.9 60.1 67.0
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,650: 22,340 15,595 5,665 0 2,825 0 12,630 0 150 450 0: 670 150
Old : 31,650: 22,340 15,595 5,665 0 2,825 0 12,630 0 150 450 0: 670 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -200: -200 0 200 0 -200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 49.3 17.9 0.0 8.9 0.0 39.9 0.0 0.5 1.4 0.0: 2.1 0.5
Old : 100.0: 70.6 49.3 17.9 0.0 8.9 0.0 39.9 0.0 0.5 1.4 0.0: 2.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 7 . 0 . 0 . 0 . . 0:
Old : 25: 15 7 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 94.3 89.8 98.7 63.4 87.3 80.0 89.7
Old : 73.2 94.3 89.8 98.7 63.4 87.3 80.0 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,815: 17,635 13,035 5,670 0 1,845 0 10,730 0 0 50 0: 665 155
Old : 25,815: 17,635 13,035 5,670 0 1,845 0 10,730 0 0 50 0: 665 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -100: -100 0 100 0 -100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 50.5 22.0 0.0 7.1 0.0 41.6 0.0 0.0 0.2 0.0: 2.6 0.6
Old : 100.0: 68.3 50.5 22.0 0.0 7.1 0.0 41.6 0.0 0.0 0.2 0.0: 2.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 6 . 0 . 0 . 0 0 . 0:
Old : 20: 13 6 . 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 : 72.4 95.8 89.5 99.2 64.1 89.9 81.3 91.2
Old : 72.4 95.8 89.5 99.2 64.1 89.9 81.3 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,610: 22,430 20,580 0 630 2,945 0 2,395 125 1,450 325 50: 1,610 1,560
Old : 28,610: 22,430 20,580 0 630 2,945 0 2,395 125 1,450 325 50: 1,610 1,560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 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: 78.4 71.9 0.0 2.2 10.3 0.0 8.4 0.4 5.1 1.1 0.2: 5.6 5.5
Old : 100.0: 78.4 71.9 0.0 2.2 10.3 0.0 8.4 0.4 5.1 1.1 0.2: 5.6 5.5
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 : 22: 13 10 0 . . 0 . . . . .:
Old : 22: 13 10 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 74.0 84.7 93.0 54.5 60.4 62.3 65.1
Old : 64.6 74.0 84.7 93.0 54.5 60.4 62.3 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,700: 20,480 17,350 0 2,190 2,215 0 2,465 75 1,475 0 375: 1,080 1,030
Old : 25,700: 20,480 17,350 0 2,190 2,215 0 2,465 75 1,475 0 375: 1,080 1,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 67.5 0.0 8.5 8.6 0.0 9.6 0.3 5.7 0.0 1.5: 4.2 4.0
Old : 100.0: 79.7 67.5 0.0 8.5 8.6 0.0 9.6 0.3 5.7 0.0 1.5: 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 : 22: 13 9 0 . . 0 . . . 0 .:
Old : 22: 13 9 0 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 83.2 84.2 94.5 49.6 65.4 62.4 67.3
Old : 58.4 83.2 84.2 94.5 49.6 65.4 62.4 67.3
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,749: 25,205 22,419 0 4,706 1,654 4,200 375 340 50 1,935 75: 1,225 1,245
Old : 32,749: 25,205 22,419 0 4,706 1,654 4,200 375 340 50 1,935 75: 1,225 1,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 860: 210 1,135 0 -575 200 300 0 0 0 -50 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 68.5 0.0 14.4 5.1 12.8 1.1 1.0 0.2 5.9 0.2: 3.7 3.8
Old : 100.0: 77.0 68.5 0.0 14.4 5.1 12.8 1.1 1.0 0.2 5.9 0.2: 3.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 10 0 . . . . . . . .:
Old : 26: 16 10 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 78.5 79.4 92.4 57.7 73.4 75.3 86.2
Old : 58.7 78.5 79.4 92.4 57.7 73.4 75.3 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,770: 21,290 19,290 2,960 1,200 1,545 0 1,975 495 0 1,785 325: 2,155 2,155
Old : 28,770: 21,290 19,290 2,960 1,200 1,545 0 1,975 495 0 1,785 325: 2,155 2,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 0: 0 50 0 0 0 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 67.0 10.3 4.2 5.4 0.0 6.9 1.7 0.0 6.2 1.1: 7.5 7.5
Old : 100.0: 74.0 67.0 10.3 4.2 5.4 0.0 6.9 1.7 0.0 6.2 1.1: 7.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 10 . . . 0 . . 0 . .:
Old : 27: 16 10 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 71.6 72.8 88.2 45.2 69.8 66.5 81.1
Old : 51.4 71.6 72.8 88.2 45.2 69.8 66.5 81.1
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 119,731: 72,590 104,225 9,525 1,785 5,304 21,670 0 0 3,370 1,265 715: 6,557 6,437
Old : 119,731: 72,590 104,225 9,525 1,785 5,304 21,670 0 0 3,370 1,265 715: 6,557 6,437
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 320: 1,465 165 -1,175 0 0 -75 0 0 -50 0 0: 155 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 87.0 8.0 1.5 4.4 18.1 0.0 0.0 2.8 1.1 0.6: 5.5 5.4
Old : 100.0: 60.6 87.0 8.0 1.5 4.4 18.1 0.0 0.0 2.8 1.1 0.6: 5.5 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 : 39: 19 24 . . . . 0 0 . . .:
Old : 39: 19 24 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 51.4 85.3 68.2 51.9 51.1 73.6 66.3
Old : 61.2 51.4 85.3 68.2 51.9 51.1 73.6 66.3
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 107,698: 63,434 92,157 4,003 2,985 6,835 24,870 0 0 2,835 0 525: 5,196 5,196
Old : 107,698: 63,434 92,157 4,003 2,985 6,835 24,870 0 0 2,835 0 525: 5,196 5,196
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -25: 150 0 -325 0 0 175 0 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 85.6 3.7 2.8 6.3 23.1 0.0 0.0 2.6 0.0 0.5: 4.8 4.8
Old : 100.0: 58.9 85.6 3.7 2.8 6.3 23.1 0.0 0.0 2.6 0.0 0.5: 4.8 4.8
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 : 38: 18 26 . . . . 0 0 . 0 .:
Old : 38: 18 26 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 44.9 85.9 64.2 56.8 43.8 70.2 58.6
Old : 65.0 44.9 85.9 64.2 56.8 43.8 70.2 58.6
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,800: 19,025 19,450 370 170 1,020 50 0 125 0 0 0: 1,210 1,035
Old : 21,800: 19,025 19,450 370 170 1,020 50 0 125 0 0 0: 1,210 1,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 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: 87.3 89.2 1.7 0.8 4.7 0.2 0.0 0.6 0.0 0.0 0.0: 5.6 4.7
Old : 100.0: 87.3 89.2 1.7 0.8 4.7 0.2 0.0 0.6 0.0 0.0 0.0: 5.6 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 11 . . . . 0 . 0 0 0:
Old : 20: 16 11 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 75.4 80.0 88.4 55.1 64.9 65.0 69.6
Old : 58.2 75.4 80.0 88.4 55.1 64.9 65.0 69.6
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,585: 16,155 14,780 0 1,625 470 0 300 0 600 0 0: 360 410
Old : 17,585: 16,155 14,780 0 1,625 470 0 300 0 600 0 0: 360 410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 0: 0 25 0 0 0 0 0 0 0 0 0: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 84.0 0.0 9.2 2.7 0.0 1.7 0.0 3.4 0.0 0.0: 2.0 2.3
Old : 100.0: 91.9 84.0 0.0 9.2 2.7 0.0 1.7 0.0 3.4 0.0 0.0: 2.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 16 10 0 . . 0 . 0 . 0 0:
Old : 22: 16 10 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 72.3 76.8 90.1 47.3 60.7 62.2 68.6
Old : 54.5 72.3 76.8 90.1 47.3 60.7 62.2 68.6
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,185: 24,020 18,310 840 4,630 2,295 0 1,775 300 50 200 50: 3,630 3,625
Old : 31,185: 24,020 18,310 840 4,630 2,295 0 1,775 300 50 200 50: 3,630 3,625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 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: 77.0 58.7 2.7 14.8 7.4 0.0 5.7 1.0 0.2 0.6 0.2: 11.6 11.6
Old : 100.0: 77.0 58.7 2.7 14.8 7.4 0.0 5.7 1.0 0.2 0.6 0.2: 11.6 11.6
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: 18 14 . . . 0 . . . . .:
Old : 30: 18 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 39.2 65.1 63.5 37.6 32.7 51.7 47.8
Old : 43.6 39.2 65.1 63.5 37.6 32.7 51.7 47.8
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,965: 18,845 13,730 0 4,815 1,695 0 300 125 0 0 0: 3,300 3,300
Old : 23,965: 18,845 13,730 0 4,815 1,695 0 300 125 0 0 0: 3,300 3,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 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: 78.6 57.3 0.0 20.1 7.1 0.0 1.3 0.5 0.0 0.0 0.0: 13.8 13.8
Old : 100.0: 78.6 57.3 0.0 20.1 7.1 0.0 1.3 0.5 0.0 0.0 0.0: 13.8 13.8
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 : 24: 14 13 0 . . 0 . . 0 0 0:
Old : 24: 14 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 : 45.0 44.9 67.2 67.2 36.9 32.0 51.2 48.0
Old : 45.0 44.9 67.2 67.2 36.9 32.0 51.2 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2016