COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,321: 26,854 29,997 8,422 7,290 6,672 728 27,135 9,972 35,199 6,712 8,381: 1,093 1,162
Old : 97,321: 26,854 29,997 8,422 7,290 6,672 728 27,135 9,972 35,199 6,712 8,381: 1,093 1,162
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -9,978: -5,895 -1,448 14 -874 -921 -236 -5,456 30 -2,207 -404 -701: -62 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 30.8 8.7 7.5 6.9 0.7 27.9 10.2 36.2 6.9 8.6: 1.1 1.2
Old : 100.0: 27.6 30.8 8.7 7.5 6.9 0.7 27.9 10.2 36.2 6.9 8.6: 1.1 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 : 57: 16 15 . . 5 . 6 4 15 12 18:
Old : 57: 16 15 . . 5 . 6 4 15 12 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 43.7 59.6 64.2 26.7 27.3 40.9 38.6
Old : 37.3 43.7 59.6 64.2 26.7 27.3 40.9 38.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,195: 2,074 7,884 0 3,012 651 463 1,965 1,337 11,057 1,114 987: 626 245
Old : 17,195: 2,074 7,884 0 3,012 651 463 1,965 1,337 11,057 1,114 987: 626 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -1,054: -410 -279 0 9 -94 -40 -560 273 -649 -438 -110: -24 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 45.9 0.0 17.5 3.8 2.7 11.4 7.8 64.3 6.5 5.7: 3.6 1.4
Old : 100.0: 12.1 45.9 0.0 17.5 3.8 2.7 11.4 7.8 64.3 6.5 5.7: 3.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 11 9 0 4 . . . . 11 . 9:
Old : 34: 11 9 0 4 . . . . 11 . 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 57.4 71.2 77.8 52.9 49.7 64.5 66.3
Old : 56.2 57.4 71.2 77.8 52.9 49.7 64.5 66.3
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,677: 1,708 1,123 1,004 689 2,370 231 661 2,041 561 1,031 1,762: 0 0
Old : 9,677: 1,708 1,123 1,004 689 2,370 231 661 2,041 561 1,031 1,762: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -41: 2 46 -14 -6 -10 9 -14 -67 23 -7 16: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 11.6 10.4 7.1 24.5 2.4 6.8 21.1 5.8 10.7 18.2: 0.0 0.0
Old : 100.0: 17.7 11.6 10.4 7.1 24.5 2.4 6.8 21.1 5.8 10.7 18.2: 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 : 35: 9 8 . . 4 . . . 10 8 13:
Old : 35: 9 8 . . 4 . . . 10 8 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 53.7 73.0 76.6 18.3 17.8 22.8 23.6
Old : 47.4 53.7 73.0 76.6 18.3 17.8 22.8 23.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 164,635: 91,763 108,608 10,331 14,938 17,169 20,630 1,578 3,123 10,444 7,765 10,702: 474 753
Old : 164,635: 91,763 108,608 10,331 14,938 17,169 20,630 1,578 3,123 10,444 7,765 10,702: 474 753
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,483: 1,386 1,678 788 -122 -462 -66 96 244 255 644 -704: 42 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 66.0 6.3 9.1 10.4 12.5 1.0 1.9 6.3 4.7 6.5: 0.3 0.5
Old : 100.0: 55.7 66.0 6.3 9.1 10.4 12.5 1.0 1.9 6.3 4.7 6.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 82: 45 47 . 4 5 5 4 7 8 9 14:
Old : 82: 45 47 . 4 5 5 4 7 8 9 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 31.9 64.0 53.3 33.2 24.4 40.6 35.9
Old : 49.2 31.9 64.0 53.3 33.2 24.4 40.6 35.9
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,458: 35,821 37,077 3,052 2,990 4,618 0 581 145 1,775 0 1,047: 0 0
Old : 46,458: 35,821 37,077 3,052 2,990 4,618 0 581 145 1,775 0 1,047: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,314: 663 1,390 -75 51 -180 0 -4 4 724 -125 178: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 79.8 6.6 6.4 9.9 0.0 1.3 0.3 3.8 0.0 2.3: 0.0 0.0
Old : 100.0: 77.1 79.8 6.6 6.4 9.9 0.0 1.3 0.3 3.8 0.0 2.3: 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 : 35: 22 23 . . . 0 . . . 0 .:
Old : 35: 22 23 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 43.7 76.3 69.2 38.2 31.5 47.9 46.2
Old : 53.2 43.7 76.3 69.2 38.2 31.5 47.9 46.2
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 371,986: 315,064 316,859 28,708 16,593 25,654 2,240 0 0 0 12,560 320: 0 0
Old : 371,986: 315,064 316,859 28,708 16,593 25,654 2,240 0 0 0 12,560 320: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 10,951: 11,657 12,535 1,632 -4,654 -738 656 0 0 0 6,064 -2,256: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 85.2 7.7 4.5 6.9 0.6 0.0 0.0 0.0 3.4 0.1: 0.0 0.0
Old : 100.0: 84.7 85.2 7.7 4.5 6.9 0.6 0.0 0.0 0.0 3.4 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 : 28: 20 20 . . . . 0 0 0 . .:
Old : 28: 20 20 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 49.3 77.9 82.3 52.7 48.3 64.2 66.0
Old : 56.1 49.3 77.9 82.3 52.7 48.3 64.2 66.0
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,592,739: 1,295,404 1,260,338 178,278 145,871 26,377 2,318 25,540 57,966 26,129 70,380 5,066: 1,201 1,201
Old : 1,592,739: 1,295,404 1,260,338 178,278 145,871 26,377 2,318 25,540 57,966 26,129 70,380 5,066: 1,201 1,201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 19,295: 16,106 12,275 4,720 9,569 -261 0 -314 -2,790 704 0 816: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 79.1 11.2 9.2 1.7 0.1 1.6 3.6 1.6 4.4 0.3: 0.1 0.1
Old : 100.0: 81.3 79.1 11.2 9.2 1.7 0.1 1.6 3.6 1.6 4.4 0.3: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 35 37 . 4 . . 4 4 4 4 .:
Old : 59: 35 37 . 4 . . 4 4 4 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 43.2 69.0 64.4 39.6 37.3 51.4 52.0
Old : 48.9 43.2 69.0 64.4 39.6 37.3 51.4 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,435: 49,498 53,776 7,142 2,153 7,160 1,943 3,410 156 2,545 1,789 2,991: 0 0
Old : 71,435: 49,498 53,776 7,142 2,153 7,160 1,943 3,410 156 2,545 1,789 2,991: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 2,923: 1,224 2,433 390 -1,620 1,272 52 180 -43 -319 354 347: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 75.3 10.0 3.0 10.0 2.7 4.8 0.2 3.6 2.5 4.2: 0.0 0.0
Old : 100.0: 69.3 75.3 10.0 3.0 10.0 2.7 4.8 0.2 3.6 2.5 4.2: 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 : 42: 24 24 . . . . . . 5 4 5:
Old : 42: 24 24 . . . . . . 5 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 : 52.1 56.6 77.4 78.4 47.2 51.1 64.9 63.7
Old : 52.1 56.6 77.4 78.4 47.2 51.1 64.9 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 315,576: 192,027 263,179 68,632 0 52,069 0 0 0 2,528 8 320: 0 0
Old : 315,576: 192,027 263,179 68,632 0 52,069 0 0 0 2,528 8 320: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -1,005: 4,727 -1,005 -5,732 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 83.4 21.7 0.0 16.5 0.0 0.0 0.0 0.8 0.0 0.1: 0.0 0.0
Old : 100.0: 60.8 83.4 21.7 0.0 16.5 0.0 0.0 0.0 0.8 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 15 . 0 . 0 0 0 . . .:
Old : 24: 15 15 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 67.2 91.1 86.0 45.0 54.2 62.4 61.4
Old : 64.6 67.2 91.1 86.0 45.0 54.2 62.4 61.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 445,837: 335,385 385,829 55,955 9,392 40,120 4,544 728 8,632 1,201 1,136 0: 0 0
Old : 445,837: 335,385 385,829 55,955 9,392 40,120 4,544 728 8,632 1,201 1,136 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 7,401: 1,217 6,641 6,184 0 0 0 0 0 0 760 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 86.5 12.6 2.1 9.0 1.0 0.2 1.9 0.3 0.3 0.0: 0.0 0.0
Old : 100.0: 75.2 86.5 12.6 2.1 9.0 1.0 0.2 1.9 0.3 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 28 24 . . . . . . . . 0:
Old : 43: 28 24 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 57.8 71.2 79.2 40.9 52.8 57.5 64.1
Old : 46.0 57.8 71.2 79.2 40.9 52.8 57.5 64.1
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 34,650: 27,290 31,492 3,283 0 1,723 692 207 719 494 0 64: 385 445
Old : 34,650: 27,290 31,492 3,283 0 1,723 692 207 719 494 0 64: 385 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 459: -160 522 535 0 -42 21 0 0 147 0 -21: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 90.9 9.5 0.0 5.0 2.0 0.6 2.1 1.4 0.0 0.2: 1.1 1.3
Old : 100.0: 78.8 90.9 9.5 0.0 5.0 2.0 0.6 2.1 1.4 0.0 0.2: 1.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 24 . 0 . . . . 5 0 .:
Old : 42: 25 24 . 0 . . . . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 59.4 67.3 77.0 42.1 55.7 60.0 67.8
Old : 45.5 59.4 67.3 77.0 42.1 55.7 60.0 67.8
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,991: 37,901 37,625 15,750 16,605 1,740 0 0 0 190 0 0: 410 21
Old : 55,991: 37,901 37,625 15,750 16,605 1,740 0 0 0 190 0 0: 410 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 310: -540 -790 850 1,100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 67.2 28.1 29.7 3.1 0.0 0.0 0.0 0.3 0.0 0.0: 0.7 0.0
Old : 100.0: 67.7 67.2 28.1 29.7 3.1 0.0 0.0 0.0 0.3 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 29 29 . . . 0 0 0 . 0 0:
Old : 42: 29 29 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 55.8 73.3 70.8 59.3 52.7 69.2 65.4
Old : 59.6 55.8 73.3 70.8 59.3 52.7 69.2 65.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,325: 60,733 58,245 18,195 21,680 1,280 500 0 0 422 0 0: 195 120
Old : 81,325: 60,733 58,245 18,195 21,680 1,280 500 0 0 422 0 0: 195 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,235: 85 125 1,150 1,050 0 0 0 0 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 71.6 22.4 26.7 1.6 0.6 0.0 0.0 0.5 0.0 0.0: 0.2 0.1
Old : 100.0: 74.7 71.6 22.4 26.7 1.6 0.6 0.0 0.0 0.5 0.0 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 32 28 . . . . 0 0 . 0 0:
Old : 48: 32 28 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 59.3 72.3 74.6 55.3 57.8 69.9 71.1
Old : 55.5 59.3 72.3 74.6 55.3 57.8 69.9 71.1
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,878: 21,364 21,583 1,640 1,195 1,805 0 0 0 525 1,175 0: 544 120
Old : 25,878: 21,364 21,583 1,640 1,195 1,805 0 0 0 525 1,175 0: 544 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 50: 50 40 0 10 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 83.4 6.3 4.6 7.0 0.0 0.0 0.0 2.0 4.5 0.0: 2.1 0.5
Old : 100.0: 82.6 83.4 6.3 4.6 7.0 0.0 0.0 0.0 2.0 4.5 0.0: 2.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 14 . . . 0 0 0 . . 0:
Old : 28: 16 14 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 68.7 81.8 87.7 58.5 68.4 76.2 82.2
Old : 61.6 68.7 81.8 87.7 58.5 68.4 76.2 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 294,872: 206,856 284,360 65,560 0 10,128 7,096 0 0 4,848 0 384: 0 0
Old : 294,872: 206,856 284,360 65,560 0 10,128 7,096 0 0 4,848 0 384: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 5,832: 5,832 5,448 -384 0 384 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 96.4 22.2 0.0 3.4 2.4 0.0 0.0 1.6 0.0 0.1: 0.0 0.0
Old : 100.0: 70.2 96.4 22.2 0.0 3.4 2.4 0.0 0.0 1.6 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 : 31: 20 17 . 0 . . 0 0 . 0 .:
Old : 31: 20 17 . 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 : 45.9 73.4 66.8 90.0 42.1 65.7 60.3 75.3
Old : 45.9 73.4 66.8 90.0 42.1 65.7 60.3 75.3
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,516: 7,474 5,916 90 1,293 127 1,112 0 156 428 1,856 84: 45 84
Old : 9,516: 7,474 5,916 90 1,293 127 1,112 0 156 428 1,856 84: 45 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 10: -56 -158 0 84 0 21 0 0 0 0 0: 45 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 62.2 0.9 13.6 1.3 11.7 0.0 1.6 4.5 19.5 0.9: 0.5 0.9
Old : 100.0: 78.5 62.2 0.9 13.6 1.3 11.7 0.0 1.6 4.5 19.5 0.9: 0.5 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 : 30: 17 18 . . . 4 0 . . . .:
Old : 30: 17 18 . . . 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 : 36.0 65.3 63.4 79.8 36.0 57.3 60.1 68.5
Old : 36.0 65.3 63.4 79.8 36.0 57.3 60.1 68.5
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,740: 5,810 6,260 0 3,240 60 1,800 0 0 1,950 0 0: 120 180
Old : 9,740: 5,810 6,260 0 3,240 60 1,800 0 0 1,950 0 0: 120 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 375: 125 225 0 150 0 0 0 0 250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 64.3 0.0 33.3 0.6 18.5 0.0 0.0 20.0 0.0 0.0: 1.2 1.8
Old : 100.0: 59.7 64.3 0.0 33.3 0.6 18.5 0.0 0.0 20.0 0.0 0.0: 1.2 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 : 22: 9 13 0 . . . 0 0 . 0 0:
Old : 22: 9 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 : 51.8 59.5 82.6 82.8 51.8 52.7 73.9 65.6
Old : 51.8 59.5 82.6 82.8 51.8 52.7 73.9 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,170: 7,845 7,650 0 2,085 560 625 0 50 1,165 375 430: 495 20
Old : 11,170: 7,845 7,650 0 2,085 560 625 0 50 1,165 375 430: 495 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 540: 365 365 0 -25 125 0 0 0 50 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 68.5 0.0 18.7 5.0 5.6 0.0 0.4 10.4 3.4 3.8: 4.4 0.2
Old : 100.0: 70.2 68.5 0.0 18.7 5.0 5.6 0.0 0.4 10.4 3.4 3.8: 4.4 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 : 25: 11 15 0 . . . 0 . . . .:
Old : 25: 11 15 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 63.0 85.2 82.4 32.8 38.1 46.8 45.7
Old : 63.5 63.0 85.2 82.4 32.8 38.1 46.8 45.7
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,917: 30,327 31,352 2,375 55 2,765 0 75 0 450 1,550 0: 0 120
Old : 35,917: 30,327 31,352 2,375 55 2,765 0 75 0 450 1,550 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,395: 1,345 1,355 110 25 -60 0 75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 87.3 6.6 0.2 7.7 0.0 0.2 0.0 1.3 4.3 0.0: 0.0 0.3
Old : 100.0: 84.4 87.3 6.6 0.2 7.7 0.0 0.2 0.0 1.3 4.3 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 23 . . . 0 . 0 . . 0:
Old : 40: 21 23 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 69.2 74.4 83.6 48.8 68.9 64.9 76.7
Old : 52.4 69.2 74.4 83.6 48.8 68.9 64.9 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,029: 19,199 19,359 2,435 3,050 2,445 50 0 0 660 75 0: 240 100
Old : 25,029: 19,199 19,359 2,435 3,050 2,445 50 0 0 660 75 0: 240 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 61: 11 61 0 -25 25 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 77.3 9.7 12.2 9.8 0.2 0.0 0.0 2.6 0.3 0.0: 1.0 0.4
Old : 100.0: 76.7 77.3 9.7 12.2 9.8 0.2 0.0 0.0 2.6 0.3 0.0: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 20 . . . . 0 0 . . 0:
Old : 33: 21 20 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 66.6 67.1 86.4 40.2 50.8 56.4 63.0
Old : 46.0 66.6 67.1 86.4 40.2 50.8 56.4 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,252: 16,927 15,831 2,541 2,606 1,897 115 419 0 0 707 214: 558 578
Old : 22,252: 16,927 15,831 2,541 2,606 1,897 115 419 0 0 707 214: 558 578
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 46: -38 44 21 -166 84 0 84 0 0 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 71.1 11.4 11.7 8.5 0.5 1.9 0.0 0.0 3.2 1.0: 2.5 2.6
Old : 100.0: 76.1 71.1 11.4 11.7 8.5 0.5 1.9 0.0 0.0 3.2 1.0: 2.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 21 . . . . . 0 0 . .:
Old : 35: 20 21 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 52.7 68.4 72.8 37.1 44.2 54.8 57.0
Old : 43.1 52.7 68.4 72.8 37.1 44.2 54.8 57.0
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 54,814: 48,238 45,358 942 3,063 2,546 0 222 0 1,331 1,738 1,757: 0 130
Old : 54,814: 48,238 45,358 942 3,063 2,546 0 222 0 1,331 1,738 1,757: 0 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -116: -26 -6 0 35 -60 0 0 0 0 -65 -30: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 82.7 1.7 5.6 4.6 0.0 0.4 0.0 2.4 3.2 3.2: 0.0 0.2
Old : 100.0: 88.0 82.7 1.7 5.6 4.6 0.0 0.4 0.0 2.4 3.2 3.2: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 28 22 . . 4 0 . 0 . . .:
Old : 42: 28 22 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 44.2 63.8 67.5 38.9 43.8 57.8 63.8
Old : 43.0 44.2 63.8 67.5 38.9 43.8 57.8 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 71,020: 61,265 53,079 3,907 2,992 2,766 122 265 175 1,662 10,645 1,073: 50 25
Old : 71,020: 61,265 53,079 3,907 2,992 2,766 122 265 175 1,662 10,645 1,073: 50 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 560: 931 350 225 -45 -65 0 0 0 -20 891 -536: 25 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 74.7 5.5 4.2 3.9 0.2 0.4 0.2 2.3 15.0 1.5: 0.1 0.0
Old : 100.0: 86.3 74.7 5.5 4.2 3.9 0.2 0.4 0.2 2.3 15.0 1.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 31 28 . . 4 . . . 5 5 6:
Old : 55: 31 28 . . 4 . . . 5 5 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 44.6 52.9 66.2 34.5 41.2 50.7 57.4
Old : 34.7 44.6 52.9 66.2 34.5 41.2 50.7 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,150: 41,880 47,260 8,015 3,420 1,470 0 0 0 760 0 0: 25 0
Old : 52,150: 41,880 47,260 8,015 3,420 1,470 0 0 0 760 0 0: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,310: 130 1,390 1,200 0 -80 0 0 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 90.6 15.4 6.6 2.8 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.0
Old : 100.0: 80.3 90.6 15.4 6.6 2.8 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 24 10 . . . 0 0 0 . 0 0:
Old : 31: 24 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 : 58.6 97.4 79.5 99.4 56.4 94.8 77.2 95.3
Old : 58.6 97.4 79.5 99.4 56.4 94.8 77.2 95.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,015: 47,295 51,860 9,680 6,485 670 50 0 0 1,295 0 0: 25 0
Old : 59,015: 47,295 51,860 9,680 6,485 670 50 0 0 1,295 0 0: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,400: 200 1,460 1,200 0 -60 0 0 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 87.9 16.4 11.0 1.1 0.1 0.0 0.0 2.2 0.0 0.0: 0.0 0.0
Old : 100.0: 80.1 87.9 16.4 11.0 1.1 0.1 0.0 0.0 2.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 15 . . . . 0 0 . 0 0:
Old : 34: 23 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 93.8 78.2 98.1 59.7 92.5 77.1 95.1
Old : 60.7 93.8 78.2 98.1 59.7 92.5 77.1 95.1
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 340,048: 233,516 290,320 33,639 13,854 13,463 0 816 0 54,380 16,545 5,050: 0 0
Old : 340,048: 233,516 290,320 33,639 13,854 13,463 0 816 0 54,380 16,545 5,050: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -1,561: -1 -406 816 0 0 0 0 0 -1,221 0 -1,155: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 85.4 9.9 4.1 4.0 0.0 0.2 0.0 16.0 4.9 1.5: 0.0 0.0
Old : 100.0: 68.7 85.4 9.9 4.1 4.0 0.0 0.2 0.0 16.0 4.9 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 26 . . . 0 . 0 4 . .:
Old : 42: 24 26 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 48.2 70.6 68.3 41.8 46.7 62.7 64.2
Old : 46.6 48.2 70.6 68.3 41.8 46.7 62.7 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,066: 20,693 20,904 501 459 1,324 86 936 792 2,513 1,448 1,050: 106 152
Old : 27,066: 20,693 20,904 501 459 1,324 86 936 792 2,513 1,448 1,050: 106 152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 61: 84 40 0 -63 63 0 67 -69 -40 0 22: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 77.2 1.9 1.7 4.9 0.3 3.5 2.9 9.3 5.3 3.9: 0.4 0.6
Old : 100.0: 76.5 77.2 1.9 1.7 4.9 0.3 3.5 2.9 9.3 5.3 3.9: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 23 29 . . . . . . . . 5:
Old : 46: 23 29 . . . . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 45.4 70.2 59.7 39.1 45.2 63.1 57.1
Old : 45.1 45.4 70.2 59.7 39.1 45.2 63.1 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 33,171: 21,166 32,833 10,043 0 0 77 104 0 1,859 208 26: 0 0
Old : 33,171: 21,166 32,833 10,043 0 0 77 104 0 1,859 208 26: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 993: 502 993 179 0 0 0 0 0 312 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 99.0 30.3 0.0 0.0 0.2 0.3 0.0 5.6 0.6 0.1: 0.0 0.0
Old : 100.0: 63.8 99.0 30.3 0.0 0.0 0.2 0.3 0.0 5.6 0.6 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 13 . 0 0 . . 0 . 4 .:
Old : 31: 13 13 . 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 : 74.5 81.5 91.4 95.9 71.6 77.6 82.1 83.6
Old : 74.5 81.5 91.4 95.9 71.6 77.6 82.1 83.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 284,967: 224,410 232,557 45,897 18,125 13,900 760 19,184 0 0 1,201 0: 0 0
Old : 284,967: 224,410 232,557 45,897 18,125 13,900 760 19,184 0 0 1,201 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -416: 384 -9,008 0 9,392 -800 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 81.6 16.1 6.4 4.9 0.3 6.7 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 78.7 81.6 16.1 6.4 4.9 0.3 6.7 0.0 0.0 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 15 . . . . . 0 0 . 0:
Old : 30: 17 15 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 61.0 82.6 79.9 57.9 48.0 65.9 64.4
Old : 69.9 61.0 82.6 79.9 57.9 48.0 65.9 64.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,855: 16,728 18,465 3,185 425 425 298 1,064 0 92 69 0: 127 407
Old : 20,855: 16,728 18,465 3,185 425 425 298 1,064 0 92 69 0: 127 407
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -317: 42 -529 -125 425 -213 -21 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 88.5 15.3 2.0 2.0 1.4 5.1 0.0 0.4 0.3 0.0: 0.6 2.0
Old : 100.0: 80.2 88.5 15.3 2.0 2.0 1.4 5.1 0.0 0.4 0.3 0.0: 0.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 18 . . . . . 0 . . 0:
Old : 30: 16 18 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 69.0 84.4 83.5 61.9 63.3 74.3 72.8
Old : 69.1 69.0 84.4 83.5 61.9 63.3 74.3 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 112,036: 47,624 110,075 64,412 0 0 0 1,961 0 0 0 0: 0 0
Old : 112,036: 47,624 110,075 64,412 0 0 0 1,961 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 98.2 57.5 0.0 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 42.5 98.2 57.5 0.0 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 10 . 0 0 0 . 0 0 0 0:
Old : 20: 8 10 . 0 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 92.0 97.6 98.3 79.8 92.0 97.3 98.0
Old : 79.8 92.0 97.6 98.3 79.8 92.0 97.3 98.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 11,652: 7,550 8,162 1,544 1,170 190 943 138 0 567 69 640: 218 1,283
Old : 11,652: 7,550 8,162 1,544 1,170 190 943 138 0 567 69 640: 218 1,283
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 84: 105 104 -21 0 21 0 0 0 -21 0 0: 0 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 70.0 13.3 10.0 1.6 8.1 1.2 0.0 4.9 0.6 5.5: 1.9 11.0
Old : 100.0: 64.8 70.0 13.3 10.0 1.6 8.1 1.2 0.0 4.9 0.6 5.5: 1.9 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 16 . . . . . 0 . . .:
Old : 30: 17 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 : 51.4 50.5 72.8 71.6 39.9 45.1 55.9 56.6
Old : 51.4 50.5 72.8 71.6 39.9 45.1 55.9 56.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 148,071: 114,594 110,052 24,964 32,873 784 4,297 0 0 728 1,658 2,320: 384 384
Old : 148,071: 114,594 110,052 24,964 32,873 784 4,297 0 0 728 1,658 2,320: 384 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 32: 32 32 0 -408 0 0 0 0 -408 0 408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 74.3 16.9 22.2 0.5 2.9 0.0 0.0 0.5 1.1 1.6: 0.3 0.3
Old : 100.0: 77.4 74.3 16.9 22.2 0.5 2.9 0.0 0.0 0.5 1.1 1.6: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 12 15 . . . . 0 0 . . .:
Old : 30: 12 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 62.1 81.8 84.9 54.6 61.5 73.5 76.3
Old : 61.8 62.1 81.8 84.9 54.6 61.5 73.5 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,044: 14,707 10,608 1,597 3,191 825 0 1,834 0 136 573 480: 299 533
Old : 18,044: 14,707 10,608 1,597 3,191 825 0 1,834 0 136 573 480: 299 533
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 127: 146 211 43 -63 -21 0 0 0 0 41 -41: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 58.8 8.9 17.7 4.6 0.0 10.2 0.0 0.8 3.2 2.7: 1.7 3.0
Old : 100.0: 81.5 58.8 8.9 17.7 4.6 0.0 10.2 0.0 0.8 3.2 2.7: 1.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 23 . . . 0 . 0 . . .:
Old : 37: 20 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 : 57.8 36.7 75.0 57.0 50.8 35.1 58.8 48.1
Old : 57.8 36.7 75.0 57.0 50.8 35.1 58.8 48.1
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 201,137: 164,852 121,469 19,820 55,053 14,521 0 8,926 408 1,536 760 0: 0 0
Old : 201,137: 164,852 121,469 19,820 55,053 14,521 0 8,926 408 1,536 760 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 768: 384 2,304 1,536 -384 -1,152 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 60.4 9.9 27.4 7.2 0.0 4.4 0.2 0.8 0.4 0.0: 0.0 0.0
Old : 100.0: 82.0 60.4 9.9 27.4 7.2 0.0 4.4 0.2 0.8 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 18 . . . 0 . . . . 0:
Old : 31: 18 18 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 58.5 77.9 79.8 36.9 45.1 48.8 54.9
Old : 59.4 58.5 77.9 79.8 36.9 45.1 48.8 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,385: 9,100 10,660 2,050 0 75 0 250 50 50 325 0: 60 25
Old : 11,385: 9,100 10,660 2,050 0 75 0 250 50 50 325 0: 60 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 425: 425 375 0 0 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 93.6 18.0 0.0 0.7 0.0 2.2 0.4 0.4 2.9 0.0: 0.5 0.2
Old : 100.0: 79.9 93.6 18.0 0.0 0.7 0.0 2.2 0.4 0.4 2.9 0.0: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 12 . 0 . 0 . . . . 0:
Old : 25: 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 : 60.0 77.7 84.7 92.1 36.2 49.8 55.3 58.9
Old : 60.0 77.7 84.7 92.1 36.2 49.8 55.3 58.9
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 27,809: 14,157 22,085 7,561 0 4,606 304 270 0 922 589 259: 0 0
Old : 27,809: 14,157 22,085 7,561 0 4,606 304 270 0 922 589 259: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 715: 484 613 -105 0 77 0 0 0 259 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 79.4 27.2 0.0 16.6 1.1 1.0 0.0 3.3 2.1 0.9: 0.0 0.0
Old : 100.0: 50.9 79.4 27.2 0.0 16.6 1.1 1.0 0.0 3.3 2.1 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 15 . 0 . . . 0 . . .:
Old : 30: 17 15 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 56.3 89.9 77.8 46.8 50.5 60.8 63.0
Old : 68.4 56.3 89.9 77.8 46.8 50.5 60.8 63.0
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 243,842: 143,018 161,305 33,920 11,449 66,904 0 0 0 0 4,184 0: 0 0
Old : 243,842: 143,018 161,305 33,920 11,449 66,904 0 0 0 0 4,184 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -8: -328 -328 0 -320 320 0 0 0 0 320 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 66.2 13.9 4.7 27.4 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 58.7 66.2 13.9 4.7 27.4 0.0 0.0 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 : 23: 15 15 . . . 0 0 0 0 . 0:
Old : 23: 15 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 : 78.6 64.5 93.6 86.6 50.7 36.7 56.8 52.4
Old : 78.6 64.5 93.6 86.6 50.7 36.7 56.8 52.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,495: 10,785 6,820 150 2,970 0 0 1,680 0 400 0 0: 160 25
Old : 11,495: 10,785 6,820 150 2,970 0 0 1,680 0 400 0 0: 160 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 260: 160 360 0 -100 0 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 59.3 1.3 25.8 0.0 0.0 14.6 0.0 3.5 0.0 0.0: 1.4 0.2
Old : 100.0: 93.8 59.3 1.3 25.8 0.0 0.0 14.6 0.0 3.5 0.0 0.0: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 12 . . 0 0 . 0 . 0 0:
Old : 21: 13 12 . . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 77.1 84.9 91.9 59.0 65.6 72.0 78.3
Old : 68.9 77.1 84.9 91.9 59.0 65.6 72.0 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,735: 11,815 7,335 220 2,425 180 0 2,595 0 305 0 155: 60 45
Old : 12,735: 11,815 7,335 220 2,425 180 0 2,595 0 305 0 155: 60 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 60: 60 60 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 57.6 1.7 19.0 1.4 0.0 20.4 0.0 2.4 0.0 1.2: 0.5 0.4
Old : 100.0: 92.8 57.6 1.7 19.0 1.4 0.0 20.4 0.0 2.4 0.0 1.2: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 13 . . . 0 . 0 . 0 .:
Old : 25: 14 13 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 71.3 82.8 88.9 55.7 60.0 69.0 75.0
Old : 65.6 71.3 82.8 88.9 55.7 60.0 69.0 75.0
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 742,549: 432,956 403,862 5,668 73,388 106,377 4,026 24,817 29,823 61,745 3,475 100,807: 1,146 0
Old : 742,549: 432,956 403,862 5,668 73,388 106,377 4,026 24,817 29,823 61,745 3,475 100,807: 1,146 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 5,616: 2,225 8,309 -207 4,850 -2,153 -491 -1,102 -332 10,640 -52 -3,905: -161 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 54.4 0.8 9.9 14.3 0.5 3.3 4.0 8.3 0.5 13.6: 0.2 0.0
Old : 100.0: 58.3 54.4 0.8 9.9 14.3 0.5 3.3 4.0 8.3 0.5 13.6: 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 : 31: 17 16 . . . . . . 5 . 4:
Old : 31: 17 16 . . . . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 57.9 81.3 87.9 18.1 26.8 24.3 28.5
Old : 60.7 57.9 81.3 87.9 18.1 26.8 24.3 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,610: 15,235 7,420 1,445 9,430 740 0 0 0 0 0 0: 190 20
Old : 17,610: 15,235 7,420 1,445 9,430 740 0 0 0 0 0 0: 190 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -145: -240 10 425 0 -175 0 0 0 -155 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 42.1 8.2 53.5 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.1
Old : 100.0: 86.5 42.1 8.2 53.5 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 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 : 25: 14 10 . . . 0 0 0 0 0 0:
Old : 25: 14 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 : 64.3 82.6 88.6 96.5 60.9 82.6 81.0 91.4
Old : 64.3 82.6 88.6 96.5 60.9 82.6 81.0 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,956: 12,316 16,411 5,665 2,315 2,180 625 0 50 0 0 0: 120 0
Old : 20,956: 12,316 16,411 5,665 2,315 2,180 625 0 50 0 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 225: 470 175 -295 0 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 78.3 27.0 11.0 10.4 3.0 0.0 0.2 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 58.8 78.3 27.0 11.0 10.4 3.0 0.0 0.2 0.0 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 13 . . 4 . 0 . 0 0 0:
Old : 28: 15 13 . . 4 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 74.8 82.5 92.0 58.8 67.5 71.3 77.9
Old : 66.6 74.8 82.5 92.0 58.8 67.5 71.3 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,487: 9,622 9,872 2,650 2,690 1,750 175 50 0 0 125 0: 290 0
Old : 14,487: 9,622 9,872 2,650 2,690 1,750 175 50 0 0 125 0: 290 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 125: 715 100 -470 0 50 0 0 0 0 0 0: -170 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 68.1 18.3 18.6 12.1 1.2 0.3 0.0 0.0 0.9 0.0: 2.0 0.0
Old : 100.0: 66.4 68.1 18.3 18.6 12.1 1.2 0.3 0.0 0.0 0.9 0.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 13 . . . . . 0 0 . 0:
Old : 28: 13 13 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 72.7 82.8 89.9 56.5 64.5 72.6 76.2
Old : 65.3 72.7 82.8 89.9 56.5 64.5 72.6 76.2
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,620: 15,255 19,970 5,505 60 770 0 500 0 0 150 0: 90 170
Old : 21,620: 15,255 19,970 5,505 60 770 0 500 0 0 150 0: 90 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -50: 0 0 55 55 -105 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 92.4 25.5 0.3 3.6 0.0 2.3 0.0 0.0 0.7 0.0: 0.4 0.8
Old : 100.0: 70.6 92.4 25.5 0.3 3.6 0.0 2.3 0.0 0.0 0.7 0.0: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 11 . . . 0 . 0 0 . 0:
Old : 27: 13 11 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 80.7 92.0 91.2 66.9 79.5 84.5 86.7
Old : 70.2 80.7 92.0 91.2 66.9 79.5 84.5 86.7
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,955: 11,215 14,930 4,130 185 560 0 100 0 0 0 0: 50 180
Old : 15,955: 11,215 14,930 4,130 185 560 0 100 0 0 0 0: 50 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 30: 0 0 30 30 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 93.6 25.9 1.2 3.5 0.0 0.6 0.0 0.0 0.0 0.0: 0.3 1.1
Old : 100.0: 70.3 93.6 25.9 1.2 3.5 0.0 0.6 0.0 0.0 0.0 0.0: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 7 . . . 0 . 0 0 0 0:
Old : 22: 14 7 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 87.6 89.7 96.7 65.0 84.4 86.0 91.0
Old : 67.8 87.6 89.7 96.7 65.0 84.4 86.0 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,610: 13,610 16,865 3,195 50 1,420 0 0 0 0 150 75: 310 50
Old : 18,610: 13,610 16,865 3,195 50 1,420 0 0 0 0 150 75: 310 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -125: 400 -425 -450 0 200 0 0 0 -300 75 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 90.6 17.2 0.3 7.6 0.0 0.0 0.0 0.0 0.8 0.4: 1.7 0.3
Old : 100.0: 73.1 90.6 17.2 0.3 7.6 0.0 0.0 0.0 0.0 0.8 0.4: 1.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.6 84.2 84.2 97.2 58.0 72.1 69.4 76.9
Old : 67.6 84.2 84.2 97.2 58.0 72.1 69.4 76.9
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,227: 14,422 17,357 2,150 50 2,730 100 0 0 460 0 40: 325 50
Old : 20,227: 14,422 17,357 2,150 50 2,730 100 0 0 460 0 40: 325 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -125: 400 -200 -500 0 150 0 0 0 -175 -75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 85.8 10.6 0.2 13.5 0.5 0.0 0.0 2.3 0.0 0.2: 1.6 0.2
Old : 100.0: 71.3 85.8 10.6 0.2 13.5 0.5 0.0 0.0 2.3 0.0 0.2: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 10 . . . . 0 0 . 0 .:
Old : 23: 15 10 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 89.7 80.3 98.3 49.2 75.5 63.4 77.5
Old : 62.9 89.7 80.3 98.3 49.2 75.5 63.4 77.5
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 107,287: 85,897 91,332 5,475 2,575 11,495 2,000 125 70 2,025 1,210 325: 0 155
Old : 107,287: 85,897 91,332 5,475 2,575 11,495 2,000 125 70 2,025 1,210 325: 0 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -260: 1,005 1,110 205 275 -1,395 0 0 0 -75 -250 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 85.1 5.1 2.4 10.7 1.9 0.1 0.1 1.9 1.1 0.3: 0.0 0.1
Old : 100.0: 80.1 85.1 5.1 2.4 10.7 1.9 0.1 0.1 1.9 1.1 0.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 32 31 4 . 4 . . . . . .:
Old : 51: 32 31 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 : 41.2 47.9 61.6 72.8 36.9 38.5 49.1 54.6
Old : 41.2 47.9 61.6 72.8 36.9 38.5 49.1 54.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 123,198: 96,393 103,797 10,515 2,440 11,245 2,650 1,896 1,145 875 2,165 360: 15 150
Old : 123,198: 96,393 103,797 10,515 2,440 11,245 2,650 1,896 1,145 875 2,165 360: 15 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,705: 2,140 2,235 170 275 -1,105 0 -100 550 -75 -175 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 84.3 8.5 2.0 9.1 2.2 1.5 0.9 0.7 1.8 0.3: 0.0 0.1
Old : 100.0: 78.2 84.3 8.5 2.0 9.1 2.2 1.5 0.9 0.7 1.8 0.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 40 37 4 . . . 4 . . . .:
Old : 57: 40 37 4 . . . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 48.7 59.5 71.3 35.8 45.9 48.2 58.4
Old : 43.9 48.7 59.5 71.3 35.8 45.9 48.2 58.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 180,925: 122,377 135,749 28,793 7,259 8,248 6,112 8,200 6,680 3,342 9,442 5,306: 67 42
Old : 180,925: 122,377 135,749 28,793 7,259 8,248 6,112 8,200 6,680 3,342 9,442 5,306: 67 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,269: -587 1,528 1,008 -165 450 -213 10 -180 283 -896 512: -4 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 75.0 15.9 4.0 4.6 3.4 4.5 3.7 1.8 5.2 2.9: 0.0 0.0
Old : 100.0: 67.6 75.0 15.9 4.0 4.6 3.4 4.5 3.7 1.8 5.2 2.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 77: 41 43 5 . 5 4 4 4 5 10 8:
Old : 77: 41 43 5 . 5 4 4 4 5 10 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 : 37.7 57.7 53.6 68.7 35.8 49.1 50.4 56.1
Old : 37.7 57.7 53.6 68.7 35.8 49.1 50.4 56.1
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 123,976: 105,669 106,211 6,342 5,761 6,237 2,398 20 1,310 1,545 4,022 405: 70 10
Old : 123,976: 105,669 106,211 6,342 5,761 6,237 2,398 20 1,310 1,545 4,022 405: 70 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 373: 154 393 -45 -404 364 -120 0 20 0 10 -10: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 85.7 5.1 4.6 5.0 1.9 0.0 1.1 1.2 3.2 0.3: 0.1 0.0
Old : 100.0: 85.2 85.7 5.1 4.6 5.0 1.9 0.0 1.1 1.2 3.2 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 34 32 . . 4 . . . . 4 .:
Old : 51: 34 32 . . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 61.8 48.3 77.1 29.8 53.5 43.5 62.5
Old : 32.2 61.8 48.3 77.1 29.8 53.5 43.5 62.5
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,095: 32,100 24,820 875 8,825 2,200 830 950 0 780 0 300: 10 0
Old : 37,095: 32,100 24,820 875 8,825 2,200 830 950 0 780 0 300: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 485: 300 -225 0 750 50 50 0 0 175 0 -90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 66.9 2.4 23.8 5.9 2.2 2.6 0.0 2.1 0.0 0.8: 0.0 0.0
Old : 100.0: 86.5 66.9 2.4 23.8 5.9 2.2 2.6 0.0 2.1 0.0 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 12 . . . . . 0 . 0 .:
Old : 30: 21 12 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 90.9 76.7 97.7 58.9 87.3 73.9 88.1
Old : 59.4 90.9 76.7 97.7 58.9 87.3 73.9 88.1
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,505: 27,100 26,110 650 2,515 3,480 30 200 50 1,035 0 150: 10 0
Old : 32,505: 27,100 26,110 650 2,515 3,480 30 200 50 1,035 0 150: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -555: 50 -475 0 800 -800 0 0 0 275 0 -80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 80.3 2.0 7.7 10.7 0.1 0.6 0.2 3.2 0.0 0.5: 0.0 0.0
Old : 100.0: 83.4 80.3 2.0 7.7 10.7 0.1 0.6 0.2 3.2 0.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 9 . . . . . . . 0 .:
Old : 29: 21 9 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 92.3 78.7 97.6 56.8 81.9 71.9 83.2
Old : 58.5 92.3 78.7 97.6 56.8 81.9 71.9 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 35,365: 30,090 27,530 180 3,954 3,451 1,000 0 250 200 0 0: 194 180
Old : 35,365: 30,090 27,530 180 3,954 3,451 1,000 0 250 200 0 0: 194 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 275: 335 275 0 0 0 0 0 0 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 77.8 0.5 11.2 9.8 2.8 0.0 0.7 0.6 0.0 0.0: 0.5 0.5
Old : 100.0: 85.1 77.8 0.5 11.2 9.8 2.8 0.0 0.7 0.6 0.0 0.0: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 27 26 . . . . 0 . . 0 0:
Old : 37: 27 26 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 54.0 60.1 75.0 37.8 48.1 51.5 59.8
Old : 43.1 54.0 60.1 75.0 37.8 48.1 51.5 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 14,681: 11,076 12,351 1,895 1,015 1,185 300 0 0 225 0 0: 0 130
Old : 14,681: 11,076 12,351 1,895 1,015 1,185 300 0 0 225 0 0: 0 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 0: 60 0 0 60 -60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 84.1 12.9 6.9 8.1 2.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.9
Old : 100.0: 75.4 84.1 12.9 6.9 8.1 2.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 15 . . . . 0 0 . 0 0:
Old : 25: 18 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 64.6 60.3 86.9 34.2 51.8 53.4 63.4
Old : 37.1 64.6 60.3 86.9 34.2 51.8 53.4 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 268,723: 196,607 153,294 0 61,857 48,913 18,886 0 3,731 0 436 467: 120 25
Old : 268,723: 196,607 153,294 0 61,857 48,913 18,886 0 3,731 0 436 467: 120 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 100: -905 -1,620 0 757 1,007 98 0 -67 -41 16 3: 5 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 57.0 0.0 23.0 18.2 7.0 0.0 1.4 0.0 0.2 0.2: 0.0 0.0
Old : 100.0: 73.2 57.0 0.0 23.0 18.2 7.0 0.0 1.4 0.0 0.2 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 : 30: 20 16 0 . . . 0 . 0 . .:
Old : 30: 20 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 : 52.8 80.0 81.6 93.2 27.9 38.6 34.7 40.1
Old : 52.8 80.0 81.6 93.2 27.9 38.6 34.7 40.1
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 2,994,847: 2,273,508 1,440,120 0 1,214,058 298,559 396,530 0 26,250 0 15,860 0: 0 0
Old : 2,994,847: 2,273,508 1,440,120 0 1,214,058 298,559 396,530 0 26,250 0 15,860 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 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: 75.9 48.1 0.0 40.5 10.0 13.2 0.0 0.9 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 75.9 48.1 0.0 40.5 10.0 13.2 0.0 0.9 0.0 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 13 0 4 . . 0 . 0 . 0:
Old : 26: 15 13 0 4 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 83.1 83.2 90.5 50.7 60.6 61.3 65.2
Old : 63.3 83.1 83.2 90.5 50.7 60.6 61.3 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,007,106: 688,417 839,050 190,251 39,618 128,438 0 0 0 0 0 0: 0 0
Old : 1,007,106: 688,417 839,050 190,251 39,618 128,438 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -14,040: -14,040 0 0 -14,040 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 83.3 18.9 3.9 12.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 68.4 83.3 18.9 3.9 12.8 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 : 62.7 79.7 82.2 95.5 40.9 62.3 56.0 64.7
Old : 62.7 79.7 82.2 95.5 40.9 62.3 56.0 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,884: 7,445 14,514 6,097 0 880 700 0 0 225 0 100: 1,437 1,390
Old : 16,884: 7,445 14,514 6,097 0 880 700 0 0 225 0 100: 1,437 1,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 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: 44.1 86.0 36.1 0.0 5.2 4.1 0.0 0.0 1.3 0.0 0.6: 8.5 8.2
Old : 100.0: 44.1 86.0 36.1 0.0 5.2 4.1 0.0 0.0 1.3 0.0 0.6: 8.5 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 11 . 0 . . 0 0 . 0 .:
Old : 20: 8 11 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 58.5 86.9 82.8 67.2 53.6 77.1 74.3
Old : 72.4 58.5 86.9 82.8 67.2 53.6 77.1 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,672: 7,872 5,152 784 3,360 0 0 160 0 0 0 0: 16 0
Old : 8,672: 7,872 5,152 784 3,360 0 0 160 0 0 0 0: 16 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -47,696: -43,296 -28,336 -4,312 -18,480 0 0 -880 0 0 0 0: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 59.4 9.0 38.7 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 90.8 59.4 9.0 38.7 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 6 . . 0 0 . 0 0 0 0:
Old : 21: 10 6 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 89.5 94.6 98.9 77.3 89.5 94.6 98.9
Old : 77.3 89.5 94.6 98.9 77.3 89.5 94.6 98.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,080: 20,162 17,520 2,285 5,159 2,284 35 1,530 125 2,523 896 466: 200 100
Old : 28,080: 20,162 17,520 2,285 5,159 2,284 35 1,530 125 2,523 896 466: 200 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 111: 203 60 29 75 -44 0 0 0 115 0 0: -192 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 62.4 8.1 18.4 8.1 0.1 5.4 0.4 9.0 3.2 1.7: 0.7 0.4
Old : 100.0: 71.8 62.4 8.1 18.4 8.1 0.1 5.4 0.4 9.0 3.2 1.7: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 19 . . 4 . . . 5 . .:
Old : 42: 23 19 . . 4 . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 46.3 69.6 67.3 40.0 43.7 57.9 62.8
Old : 45.0 46.3 69.6 67.3 40.0 43.7 57.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,784: 16,860 15,968 1,532 4,320 418 360 0 0 1,206 0 63: 345 15
Old : 20,784: 16,860 15,968 1,532 4,320 418 360 0 0 1,206 0 63: 345 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -33: -97 38 0 -70 0 0 0 0 55 0 -1: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 76.8 7.4 20.8 2.0 1.7 0.0 0.0 5.8 0.0 0.3: 1.7 0.1
Old : 100.0: 81.1 76.8 7.4 20.8 2.0 1.7 0.0 0.0 5.8 0.0 0.3: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 20 . . 4 . 0 0 . 0 .:
Old : 34: 21 20 . . 4 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 50.4 68.8 72.7 44.7 50.3 58.8 65.8
Old : 47.3 50.4 68.8 72.7 44.7 50.3 58.8 65.8
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,503: 32,849 18,779 1,165 13,354 175 25 3,037 640 1,247 435 1,046: 356 37
Old : 37,503: 32,849 18,779 1,165 13,354 175 25 3,037 640 1,247 435 1,046: 356 37
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,116: 1,104 385 15 673 -38 0 5 -5 -89 -5 89: 40 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 50.1 3.1 35.6 0.5 0.1 8.1 1.7 3.3 1.2 2.8: 0.9 0.1
Old : 100.0: 87.6 50.1 3.1 35.6 0.5 0.1 8.1 1.7 3.3 1.2 2.8: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 27 26 . . . . . . . 4 4:
Old : 43: 27 26 . . . . . . . 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 : 53.8 48.7 68.5 70.3 47.6 46.3 58.6 66.5
Old : 53.8 48.7 68.5 70.3 47.6 46.3 58.6 66.5
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,055: 20,293 14,352 0 6,587 1,059 205 0 30 0 10 15: 453 2
Old : 22,055: 20,293 14,352 0 6,587 1,059 205 0 30 0 10 15: 453 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 133: 948 -147 0 700 -420 0 0 0 0 10 -10: -385 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 65.1 0.0 29.9 4.8 0.9 0.0 0.1 0.0 0.0 0.1: 2.1 0.0
Old : 100.0: 92.0 65.1 0.0 29.9 4.8 0.9 0.0 0.1 0.0 0.0 0.1: 2.1 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 : 33: 25 18 0 4 4 . 0 . 0 . .:
Old : 33: 25 18 0 4 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 : 53.1 47.4 70.6 78.9 41.9 42.6 56.8 64.6
Old : 53.1 47.4 70.6 78.9 41.9 42.6 56.8 64.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,224: 16,965 17,944 4,328 1,166 2,410 0 1,250 0 0 1,074 370: 151 10
Old : 24,224: 16,965 17,944 4,328 1,166 2,410 0 1,250 0 0 1,074 370: 151 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 812: 451 1,047 530 0 -175 0 0 0 0 -66 6: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 74.1 17.9 4.8 9.9 0.0 5.2 0.0 0.0 4.4 1.5: 0.6 0.0
Old : 100.0: 70.0 74.1 17.9 4.8 9.9 0.0 5.2 0.0 0.0 4.4 1.5: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 14 . . . 0 . 0 0 . .:
Old : 31: 18 14 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 52.6 79.2 73.7 51.7 47.9 72.9 65.1
Old : 52.5 52.6 79.2 73.7 51.7 47.9 72.9 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,814: 13,053 12,073 1,299 2,593 792 0 125 0 164 125 0: 506 106
Old : 15,814: 13,053 12,073 1,299 2,593 792 0 125 0 164 125 0: 506 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 275: 310 995 0 -565 -35 0 0 0 120 0 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 76.3 8.2 16.4 5.0 0.0 0.8 0.0 1.0 0.8 0.0: 3.2 0.7
Old : 100.0: 82.5 76.3 8.2 16.4 5.0 0.0 0.8 0.0 1.0 0.8 0.0: 3.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . 4 0 . 0 . . 0:
Old : 26: 13 12 . . 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 : 61.9 62.2 82.9 83.6 61.7 60.3 81.2 81.2
Old : 61.9 62.2 82.9 83.6 61.7 60.3 81.2 81.2
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 38,443: 35,564 30,124 1,400 6,729 725 100 300 300 0 200 0: 354 65
Old : 38,443: 35,564 30,124 1,400 6,729 725 100 300 300 0 200 0: 354 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 315: 315 265 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 78.4 3.6 17.5 1.9 0.3 0.8 0.8 0.0 0.5 0.0: 0.9 0.2
Old : 100.0: 92.5 78.4 3.6 17.5 1.9 0.3 0.8 0.8 0.0 0.5 0.0: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 27 24 . . . . . . 0 . 0:
Old : 39: 27 24 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 50.9 68.2 71.5 46.5 48.9 62.9 64.4
Old : 48.7 50.9 68.2 71.5 46.5 48.9 62.9 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,149: 13,650 12,604 900 2,820 395 0 0 0 449 150 25: 730 155
Old : 16,149: 13,650 12,604 900 2,820 395 0 0 0 449 150 25: 730 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -60: -20 -60 -65 0 5 0 0 0 0 0 0: 20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 78.0 5.6 17.5 2.4 0.0 0.0 0.0 2.8 0.9 0.2: 4.5 1.0
Old : 100.0: 84.5 78.0 5.6 17.5 2.4 0.0 0.0 0.0 2.8 0.9 0.2: 4.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 14 . . . 0 0 0 . . .:
Old : 26: 18 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 74.3 64.9 88.4 37.0 68.1 56.9 74.2
Old : 42.7 74.3 64.9 88.4 37.0 68.1 56.9 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,710: 11,237 9,511 570 3,346 835 0 0 0 1,025 0 18: 25 0
Old : 13,710: 11,237 9,511 570 3,346 835 0 0 0 1,025 0 18: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -35: 25 -35 -60 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 69.4 4.2 24.4 6.1 0.0 0.0 0.0 7.5 0.0 0.1: 0.2 0.0
Old : 100.0: 82.0 69.4 4.2 24.4 6.1 0.0 0.0 0.0 7.5 0.0 0.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 22 18 . . . 0 0 0 . 0 .:
Old : 28: 22 18 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 69.6 64.5 87.1 36.8 61.2 54.8 69.0
Old : 40.9 69.6 64.5 87.1 36.8 61.2 54.8 69.0
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 45,875: 34,759 37,769 6,460 3,205 965 0 0 0 0 150 0: 3,691 3,786
Old : 45,875: 34,759 37,769 6,460 3,205 965 0 0 0 0 150 0: 3,691 3,786
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 335: 320 70 400 600 -300 0 0 0 0 50 0: -85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 82.3 14.1 7.0 2.1 0.0 0.0 0.0 0.0 0.3 0.0: 8.0 8.3
Old : 100.0: 75.8 82.3 14.1 7.0 2.1 0.0 0.0 0.0 0.0 0.3 0.0: 8.0 8.3
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 18 . . . 0 0 0 0 . 0:
Old : 26: 14 18 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 48.8 88.3 75.0 76.0 40.9 79.5 65.4
Old : 76.3 48.8 88.3 75.0 76.0 40.9 79.5 65.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,507: 30,998 32,198 5,160 3,965 730 0 0 0 0 0 0: 3,619 3,614
Old : 40,507: 30,998 32,198 5,160 3,965 730 0 0 0 0 0 0: 3,619 3,614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 80: 10 10 300 300 -160 0 0 0 0 0 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 79.5 12.7 9.8 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 8.9 8.9
Old : 100.0: 76.5 79.5 12.7 9.8 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 8.9 8.9
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: 12 18 . . . 0 0 0 0 0 0:
Old : 23: 12 18 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 45.8 87.7 75.4 74.3 41.2 76.1 67.2
Old : 75.1 45.8 87.7 75.4 74.3 41.2 76.1 67.2
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,345: 22,345 7,165 2,865 0 340 0 10,050 50 0 8,900 275: 2,470 1,565
Old : 28,345: 22,345 7,165 2,865 0 340 0 10,050 50 0 8,900 275: 2,470 1,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 370: 780 0 -480 0 0 0 600 0 0 -300 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 25.3 10.1 0.0 1.2 0.0 35.5 0.2 0.0 31.4 1.0: 8.7 5.5
Old : 100.0: 78.8 25.3 10.1 0.0 1.2 0.0 35.5 0.2 0.0 31.4 1.0: 8.7 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 : 26: 14 11 . 0 . 0 . . 0 4 .:
Old : 26: 14 11 . 0 . 0 . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 75.6 79.6 86.9 49.8 67.6 65.9 75.4
Old : 62.9 75.6 79.6 86.9 49.8 67.6 65.9 75.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,010: 20,230 7,230 0 365 635 0 9,340 370 0 4,055 25: 2,750 1,990
Old : 24,010: 20,230 7,230 0 365 635 0 9,340 370 0 4,055 25: 2,750 1,990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 160: 460 -320 -115 365 95 0 600 0 0 -300 0: -280 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 30.1 0.0 1.5 2.6 0.0 38.9 1.5 0.0 16.9 0.1: 11.5 8.3
Old : 100.0: 84.3 30.1 0.0 1.5 2.6 0.0 38.9 1.5 0.0 16.9 0.1: 11.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 0 . . 0 . . 0 . .:
Old : 23: 13 10 0 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 68.1 77.0 81.5 48.4 56.4 60.2 66.6
Old : 62.8 68.1 77.0 81.5 48.4 56.4 60.2 66.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,388: 13,159 20,900 3,691 0 2,026 1,500 0 525 2,750 200 400: 1,337 1,337
Old : 25,388: 13,159 20,900 3,691 0 2,026 1,500 0 525 2,750 200 400: 1,337 1,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 100: 0 50 75 0 -25 50 0 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 82.3 14.5 0.0 8.0 5.9 0.0 2.1 10.8 0.8 1.6: 5.3 5.3
Old : 100.0: 51.8 82.3 14.5 0.0 8.0 5.9 0.0 2.1 10.8 0.8 1.6: 5.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 11 . 0 . . 0 . . . .:
Old : 28: 17 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 : 55.0 83.5 80.5 91.4 47.0 74.9 69.3 76.6
Old : 55.0 83.5 80.5 91.4 47.0 74.9 69.3 76.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,621: 10,574 17,286 2,242 0 2,413 1,675 0 250 2,850 200 325: 1,292 1,147
Old : 21,621: 10,574 17,286 2,242 0 2,413 1,675 0 250 2,850 200 325: 1,292 1,147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 100: 0 50 125 0 -25 0 0 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 80.0 10.4 0.0 11.2 7.7 0.0 1.2 13.2 0.9 1.5: 6.0 5.3
Old : 100.0: 48.9 80.0 10.4 0.0 11.2 7.7 0.0 1.2 13.2 0.9 1.5: 6.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 10 . 0 . . 0 . . . .:
Old : 25: 18 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 : 53.8 85.5 78.7 92.9 42.7 71.7 65.3 72.7
Old : 53.8 85.5 78.7 92.9 42.7 71.7 65.3 72.7
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,515: 20,210 16,120 8,350 100 1,330 0 12,955 0 900 750 50: 675 210
Old : 31,515: 20,210 16,120 8,350 100 1,330 0 12,955 0 900 750 50: 675 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 925: 345 365 520 100 0 0 100 0 0 300 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 51.2 26.5 0.3 4.2 0.0 41.1 0.0 2.9 2.4 0.2: 2.1 0.7
Old : 100.0: 64.1 51.2 26.5 0.3 4.2 0.0 41.1 0.0 2.9 2.4 0.2: 2.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 73.4 87.7 88.6 96.2 68.4 86.3 83.5 92.6
Old : 73.4 87.7 88.6 96.2 68.4 86.3 83.5 92.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,130: 15,775 12,665 8,835 100 520 0 11,960 0 0 350 0: 1,000 535
Old : 26,130: 15,775 12,665 8,835 100 520 0 11,960 0 0 350 0: 1,000 535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 590: 0 120 620 100 -100 0 100 0 0 300 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 48.5 33.8 0.4 2.0 0.0 45.8 0.0 0.0 1.3 0.0: 3.8 2.0
Old : 100.0: 60.4 48.5 33.8 0.4 2.0 0.0 45.8 0.0 0.0 1.3 0.0: 3.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 7 . . . 0 . 0 0 . 0:
Old : 22: 14 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 : 73.7 90.0 89.5 95.6 70.7 90.0 86.4 94.2
Old : 73.7 90.0 89.5 95.6 70.7 90.0 86.4 94.2
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,960: 23,970 17,945 0 2,930 2,470 0 2,290 75 1,225 2,100 150: 1,070 1,000
Old : 28,960: 23,970 17,945 0 2,930 2,470 0 2,290 75 1,225 2,100 150: 1,070 1,000
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 740: 520 270 0 -650 350 0 0 0 -150 750 75: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 62.0 0.0 10.1 8.5 0.0 7.9 0.3 4.2 7.3 0.5: 3.7 3.5
Old : 100.0: 82.8 62.0 0.0 10.1 8.5 0.0 7.9 0.3 4.2 7.3 0.5: 3.7 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 : 25: 14 11 0 . . 0 . . . . .:
Old : 25: 14 11 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 73.6 86.1 93.0 54.2 61.7 65.6 69.5
Old : 62.9 73.6 86.1 93.0 54.2 61.7 65.6 69.5
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,675: 21,825 16,590 0 2,760 2,360 0 2,440 60 1,325 1,430 370: 735 665
Old : 26,675: 21,825 16,590 0 2,760 2,360 0 2,440 60 1,325 1,430 370: 735 665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 895: 425 500 0 -975 625 0 0 0 -150 750 25: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 62.2 0.0 10.3 8.8 0.0 9.1 0.2 5.0 5.4 1.4: 2.8 2.5
Old : 100.0: 81.8 62.2 0.0 10.3 8.8 0.0 9.1 0.2 5.0 5.4 1.4: 2.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 0 . . 0 . . . . .:
Old : 24: 13 11 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 80.0 86.3 94.4 55.7 65.0 67.9 72.9
Old : 62.7 80.0 86.3 94.4 55.7 65.0 67.9 72.9
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,334: 24,950 20,784 0 7,216 1,584 4,930 375 135 250 1,735 405: 1,080 1,100
Old : 33,334: 24,950 20,784 0 7,216 1,584 4,930 375 135 250 1,735 405: 1,080 1,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 775: 20 525 0 45 30 475 0 0 0 -75 50: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 62.4 0.0 21.6 4.8 14.8 1.1 0.4 0.7 5.2 1.2: 3.2 3.3
Old : 100.0: 74.8 62.4 0.0 21.6 4.8 14.8 1.1 0.4 0.7 5.2 1.2: 3.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 11 0 . . . . . . . .:
Old : 27: 17 11 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 78.3 75.2 92.4 56.4 73.5 72.0 85.4
Old : 56.9 78.3 75.2 92.4 56.4 73.5 72.0 85.4
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,015: 20,695 17,850 1,525 1,500 2,175 0 1,020 695 0 1,850 150: 1,775 1,775
Old : 27,015: 20,695 17,850 1,525 1,500 2,175 0 1,020 695 0 1,850 150: 1,775 1,775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -470: -145 -290 -520 0 -100 0 -150 150 0 -225 0: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 66.1 5.6 5.6 8.1 0.0 3.8 2.6 0.0 6.8 0.6: 6.6 6.6
Old : 100.0: 76.6 66.1 5.6 5.6 8.1 0.0 3.8 2.6 0.0 6.8 0.6: 6.6 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 10 . . . 0 . . 0 . .:
Old : 30: 20 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 : 50.3 70.2 71.4 87.8 42.3 67.6 61.9 77.7
Old : 50.3 70.2 71.4 87.8 42.3 67.6 61.9 77.7
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 120,779: 70,585 104,695 5,810 1,415 6,994 21,530 0 90 9,160 1,070 580: 6,030 5,935
Old : 120,779: 70,585 104,695 5,810 1,415 6,994 21,530 0 90 9,160 1,070 580: 6,030 5,935
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 195: 275 575 -275 -100 -680 175 0 90 300 0 -150: 460 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 86.7 4.8 1.2 5.8 17.8 0.0 0.1 7.6 0.9 0.5: 5.0 4.9
Old : 100.0: 58.4 86.7 4.8 1.2 5.8 17.8 0.0 0.1 7.6 0.9 0.5: 5.0 4.9
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 : 41: 22 26 . . . . 0 . . . .:
Old : 41: 22 26 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 52.1 79.2 69.6 48.7 50.9 66.0 64.8
Old : 55.9 52.1 79.2 69.6 48.7 50.9 66.0 64.8
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,160: 62,479 89,980 238 2,615 8,005 24,935 0 0 4,960 0 225: 6,318 6,335
Old : 107,160: 62,479 89,980 238 2,615 8,005 24,935 0 0 4,960 0 225: 6,318 6,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -135: -770 -245 -275 -100 -160 550 0 0 150 0 0: 370 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 84.0 0.2 2.4 7.5 23.3 0.0 0.0 4.6 0.0 0.2: 5.9 5.9
Old : 100.0: 58.3 84.0 0.2 2.4 7.5 23.3 0.0 0.0 4.6 0.0 0.2: 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 : 38: 19 27 . . . . 0 0 . 0 .:
Old : 38: 19 27 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 48.0 81.2 66.6 55.5 46.1 67.5 59.6
Old : 62.4 48.0 81.2 66.6 55.5 46.1 67.5 59.6
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,875: 18,825 19,765 970 190 850 50 0 125 150 0 0: 905 945
Old : 21,875: 18,825 19,765 970 190 850 50 0 125 150 0 0: 905 945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 600: 500 600 100 0 -50 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 90.4 4.4 0.9 3.9 0.2 0.0 0.6 0.7 0.0 0.0: 4.1 4.3
Old : 100.0: 86.1 90.4 4.4 0.9 3.9 0.2 0.0 0.6 0.7 0.0 0.0: 4.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 19 13 . . . . 0 . . 0 0:
Old : 24: 19 13 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 72.2 74.7 85.6 46.2 60.6 60.1 66.1
Old : 51.5 72.2 74.7 85.6 46.2 60.6 60.1 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,765: 15,615 15,630 45 640 710 0 250 0 900 0 0: 495 535
Old : 17,765: 15,615 15,630 45 640 710 0 250 0 900 0 0: 495 535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 700: 500 700 45 -155 140 0 0 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 88.0 0.3 3.6 4.0 0.0 1.4 0.0 5.1 0.0 0.0: 2.8 3.0
Old : 100.0: 87.9 88.0 0.3 3.6 4.0 0.0 1.4 0.0 5.1 0.0 0.0: 2.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 11 . . . 0 . 0 . 0 0:
Old : 25: 18 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 : 51.3 76.1 70.0 89.1 45.0 63.0 59.3 70.2
Old : 51.3 76.1 70.0 89.1 45.0 63.0 59.3 70.2
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, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,295: 24,615 18,730 1,015 4,210 1,945 0 2,425 300 160 430 70: 4,190 4,185
Old : 32,295: 24,615 18,730 1,015 4,210 1,945 0 2,425 300 160 430 70: 4,190 4,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 100: 100 0 0 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 58.0 3.1 13.0 6.0 0.0 7.5 0.9 0.5 1.3 0.2: 13.0 13.0
Old : 100.0: 76.2 58.0 3.1 13.0 6.0 0.0 7.5 0.9 0.5 1.3 0.2: 13.0 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 14 . . . 0 . . . . .:
Old : 30: 18 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 39.5 67.3 64.3 45.6 34.6 59.0 53.2
Old : 49.3 39.5 67.3 64.3 45.6 34.6 59.0 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,080: 19,145 14,140 0 4,555 1,650 0 450 25 0 0 0: 3,260 3,260
Old : 24,080: 19,145 14,140 0 4,555 1,650 0 450 25 0 0 0: 3,260 3,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 175: 150 0 0 200 0 0 -50 25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 58.7 0.0 18.9 6.9 0.0 1.9 0.1 0.0 0.0 0.0: 13.5 13.5
Old : 100.0: 79.5 58.7 0.0 18.9 6.9 0.0 1.9 0.1 0.0 0.0 0.0: 13.5 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 12 0 . . 0 . . 0 0 0:
Old : 23: 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 : 48.4 45.3 68.8 67.5 40.1 33.6 55.1 50.1
Old : 48.4 45.3 68.8 67.5 40.1 33.6 55.1 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2016