COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,722: 25,982 27,869 8,896 8,625 5,145 48 18,573 4,567 31,386 10,974 8,553: 1,145 1,416
Old : 85,722: 25,982 27,869 8,896 8,625 5,145 48 18,573 4,567 31,386 10,974 8,553: 1,145 1,416
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -10,128: -4,590 -2,308 522 -1,626 -1,243 -140 -7,110 408 -3,940 2,203 -1,186: 41 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 32.5 10.4 10.1 6.0 0.1 21.7 5.3 36.6 12.8 10.0: 1.3 1.7
Old : 100.0: 30.3 32.5 10.4 10.1 6.0 0.1 21.7 5.3 36.6 12.8 10.0: 1.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 17 14 . . 4 . 5 4 16 12 17:
Old : 57: 17 14 . . 4 . 5 4 16 12 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 39.5 58.5 61.2 28.4 25.3 42.5 39.6
Old : 41.8 39.5 58.5 61.2 28.4 25.3 42.5 39.6
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 18,389: 1,742 8,803 0 2,902 777 453 1,360 2,145 11,799 1,381 830: 643 191
Old : 18,389: 1,742 8,803 0 2,902 777 453 1,360 2,145 11,799 1,381 830: 643 191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -2,282: -545 -464 0 -86 61 50 -1,150 -142 -1,719 -328 -194: 207 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 47.9 0.0 15.8 4.2 2.5 7.4 11.7 64.2 7.5 4.5: 3.5 1.0
Old : 100.0: 9.5 47.9 0.0 15.8 4.2 2.5 7.4 11.7 64.2 7.5 4.5: 3.5 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 : 32: 8 7 0 4 . . . . 11 . 7:
Old : 32: 8 7 0 4 . . . . 11 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 56.5 73.4 79.6 53.6 46.0 63.6 65.3
Old : 59.4 56.5 73.4 79.6 53.6 46.0 63.6 65.3
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,510: 1,930 1,445 1,047 777 2,388 151 497 2,227 663 1,100 2,070: 35 8
Old : 10,510: 1,930 1,445 1,047 777 2,388 151 497 2,227 663 1,100 2,070: 35 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 524: 95 212 -11 18 12 -54 -137 137 78 35 246: 21 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 13.7 10.0 7.4 22.7 1.4 4.7 21.2 6.3 10.5 19.7: 0.3 0.1
Old : 100.0: 18.4 13.7 10.0 7.4 22.7 1.4 4.7 21.2 6.3 10.5 19.7: 0.3 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 : 36: 9 8 . . 4 . . 4 11 7 13:
Old : 36: 9 8 . . 4 . . 4 11 7 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 : 44.2 50.3 70.5 74.6 18.4 17.2 22.8 22.2
Old : 44.2 50.3 70.5 74.6 18.4 17.2 22.8 22.2
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 162,246: 89,899 106,520 9,464 12,934 17,086 20,993 2,425 3,062 9,583 7,999 10,540: 1,619 1,680
Old : 162,246: 89,899 106,520 9,464 12,934 17,086 20,993 2,425 3,062 9,583 7,999 10,540: 1,619 1,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -40: -280 -1,056 -101 509 -225 633 663 -119 -802 -622 -29: 883 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 65.7 5.8 8.0 10.5 12.9 1.5 1.9 5.9 4.9 6.5: 1.0 1.0
Old : 100.0: 55.4 65.7 5.8 8.0 10.5 12.9 1.5 1.9 5.9 4.9 6.5: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 77: 42 44 . . 4 6 . 6 9 8 14:
Old : 77: 42 44 . . 4 6 . 6 9 8 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 : 48.5 32.4 63.5 53.2 31.9 25.2 39.7 35.9
Old : 48.5 32.4 63.5 53.2 31.9 25.2 39.7 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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,273: 31,217 35,212 3,807 3,710 4,047 210 0 537 3,688 0 1,767: 0 0
Old : 45,273: 31,217 35,212 3,807 3,710 4,047 210 0 537 3,688 0 1,767: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -1,512: -1,791 -790 404 681 -910 -24 -25 25 805 -472 -21: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 77.8 8.4 8.2 8.9 0.5 0.0 1.2 8.1 0.0 3.9: 0.0 0.0
Old : 100.0: 69.0 77.8 8.4 8.2 8.9 0.5 0.0 1.2 8.1 0.0 3.9: 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 : 33: 22 20 . . . . 0 . 4 0 .:
Old : 33: 22 20 . . . . 0 . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 51.2 73.7 76.2 37.8 34.6 52.4 52.4
Old : 45.9 51.2 73.7 76.2 37.8 34.6 52.4 52.4
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 346,355: 281,164 278,240 32,042 23,534 26,157 6,992 0 0 0 18,424 0: 0 0
Old : 346,355: 281,164 278,240 32,042 23,534 26,157 6,992 0 0 0 18,424 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -18,239: -26,921 -26,862 4,168 3,781 2,938 1,896 0 0 0 2,224 -320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 80.3 9.3 6.8 7.6 2.0 0.0 0.0 0.0 5.3 0.0: 0.0 0.0
Old : 100.0: 81.2 80.3 9.3 6.8 7.6 2.0 0.0 0.0 0.0 5.3 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 : 30: 18 17 . . . . 0 0 0 . 0:
Old : 30: 18 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 : 57.0 52.2 80.3 82.5 47.0 44.0 60.1 62.4
Old : 57.0 52.2 80.3 82.5 47.0 44.0 60.1 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,594,303: 1,249,783 1,259,269 170,799 164,626 28,878 42,172 7,495 46,525 28,041 64,396 3,146: 24,960 19,968
Old : 1,594,303: 1,249,783 1,259,269 170,799 164,626 28,878 42,172 7,495 46,525 28,041 64,396 3,146: 24,960 19,968
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 23,823: -10,377 -141 -177 17,435 -3,113 19,182 -1,913 -3,909 -1,984 -3,744 0: 24,200 19,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 79.0 10.7 10.3 1.8 2.6 0.5 2.9 1.8 4.0 0.2: 1.6 1.3
Old : 100.0: 78.4 79.0 10.7 10.3 1.8 2.6 0.5 2.9 1.8 4.0 0.2: 1.6 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 : 60: 34 37 . . 4 . . . 4 4 .:
Old : 60: 34 37 . . 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 : 43.5 46.8 63.8 65.2 35.6 37.1 45.4 49.3
Old : 43.5 46.8 63.8 65.2 35.6 37.1 45.4 49.3
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,947: 50,797 50,202 7,831 2,744 8,299 2,491 2,554 434 275 5,895 3,819: 0 0
Old : 73,947: 50,797 50,202 7,831 2,744 8,299 2,491 2,554 434 275 5,895 3,819: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 6,969: 6,533 2,585 155 1,010 381 51 -129 104 -76 3,198 -154: -26 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 67.9 10.6 3.7 11.2 3.4 3.5 0.6 0.4 8.0 5.2: 0.0 0.0
Old : 100.0: 68.7 67.9 10.6 3.7 11.2 3.4 3.5 0.6 0.4 8.0 5.2: 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 : 41: 24 22 . . . . . . . 6 4:
Old : 41: 24 22 . . . . . . . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 55.6 75.2 81.0 42.8 44.6 54.8 56.4
Old : 55.6 55.6 75.2 81.0 42.8 44.6 54.8 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 371,296: 252,066 267,310 42,348 28,376 75,282 0 0 0 1,280 8 320: 0 0
Old : 371,296: 252,066 267,310 42,348 28,376 75,282 0 0 0 1,280 8 320: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 67,093: 56,666 25,069 -3,221 28,376 13,648 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 72.0 11.4 7.6 20.3 0.0 0.0 0.0 0.3 0.0 0.1: 0.0 0.0
Old : 100.0: 67.9 72.0 11.4 7.6 20.3 0.0 0.0 0.0 0.3 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 : 26: 14 17 . . . 0 0 0 . . .:
Old : 26: 14 17 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 79.6 92.9 92.4 55.4 55.0 65.4 63.1
Old : 67.3 79.6 92.9 92.4 55.4 55.0 65.4 63.1
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 468,119: 342,896 419,774 81,621 9,392 29,209 4,560 728 8,632 1,201 0 0: 0 384
Old : 468,119: 342,896 419,774 81,621 9,392 29,209 4,560 728 8,632 1,201 0 0: 0 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 15,179: 1,730 16,330 12,704 0 -1,535 2,280 0 0 0 0 0: 0 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 89.7 17.4 2.0 6.2 1.0 0.2 1.8 0.3 0.0 0.0: 0.0 0.1
Old : 100.0: 73.2 89.7 17.4 2.0 6.2 1.0 0.2 1.8 0.3 0.0 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 28 22 . . . . . . . 0 0:
Old : 42: 28 22 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 61.8 70.0 80.4 40.0 58.7 56.2 69.2
Old : 47.4 61.8 70.0 80.4 40.0 58.7 56.2 69.2
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,119: 25,904 30,139 3,370 0 2,020 374 205 168 420 41 42: 821 504
Old : 33,119: 25,904 30,139 3,370 0 2,020 374 205 168 420 41 42: 821 504
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 275: 39 -43 -40 0 276 0 0 0 -1 41 1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 91.0 10.2 0.0 6.1 1.1 0.6 0.5 1.3 0.1 0.1: 2.5 1.5
Old : 100.0: 78.2 91.0 10.2 0.0 6.1 1.1 0.6 0.5 1.3 0.1 0.1: 2.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 23 . 0 . . . . . . .:
Old : 38: 21 23 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 58.7 68.0 77.1 40.5 54.8 57.6 66.8
Old : 45.2 58.7 68.0 77.1 40.5 54.8 57.6 66.8
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,130: 35,159 38,335 17,473 14,990 1,555 0 0 0 140 0 0: 803 250
Old : 55,130: 35,159 38,335 17,473 14,990 1,555 0 0 0 140 0 0: 803 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -420: -1,820 -230 910 -430 10 0 0 0 0 0 0: 480 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 69.5 31.7 27.2 2.8 0.0 0.0 0.0 0.3 0.0 0.0: 1.5 0.5
Old : 100.0: 63.8 69.5 31.7 27.2 2.8 0.0 0.0 0.0 0.3 0.0 0.0: 1.5 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 : 40: 28 27 . . . 0 0 0 . 0 0:
Old : 40: 28 27 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 58.7 75.2 72.2 55.6 57.5 69.6 70.2
Old : 56.3 58.7 75.2 72.2 55.6 57.5 69.6 70.2
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,319: 54,344 55,260 20,553 20,600 985 0 0 0 40 25 0: 1,397 449
Old : 77,319: 54,344 55,260 20,553 20,600 985 0 0 0 40 25 0: 1,397 449
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 105: -1,901 290 1,035 -430 -85 0 0 0 0 0 0: 1,056 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 71.5 26.6 26.6 1.3 0.0 0.0 0.0 0.1 0.0 0.0: 1.8 0.6
Old : 100.0: 70.3 71.5 26.6 26.6 1.3 0.0 0.0 0.0 0.1 0.0 0.0: 1.8 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 : 43: 30 28 . . . 0 0 0 . . 0:
Old : 43: 30 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 : 51.4 62.0 70.7 77.6 51.3 60.6 68.4 74.9
Old : 51.4 62.0 70.7 77.6 51.3 60.6 68.4 74.9
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,393: 19,983 23,083 3,660 195 2,920 0 0 0 200 1,075 0: 630 120
Old : 27,393: 19,983 23,083 3,660 195 2,920 0 0 0 200 1,075 0: 630 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -55: -1,800 745 1,610 -935 135 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 84.3 13.4 0.7 10.7 0.0 0.0 0.0 0.7 3.9 0.0: 2.3 0.4
Old : 100.0: 72.9 84.3 13.4 0.7 10.7 0.0 0.0 0.0 0.7 3.9 0.0: 2.3 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 : 28: 16 15 . . . 0 0 0 . . 0:
Old : 28: 16 15 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 73.1 80.8 89.5 54.7 71.4 72.5 79.6
Old : 56.2 73.1 80.8 89.5 54.7 71.4 72.5 79.6
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 303,544: 198,656 290,648 80,048 0 10,112 7,096 0 0 4,848 0 384: 2,400 2,400
Old : 303,544: 198,656 290,648 80,048 0 10,112 7,096 0 0 4,848 0 384: 2,400 2,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 2,648: -1,208 2,648 3,856 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 95.8 26.4 0.0 3.3 2.3 0.0 0.0 1.6 0.0 0.1: 0.8 0.8
Old : 100.0: 65.4 95.8 26.4 0.0 3.3 2.3 0.0 0.0 1.6 0.0 0.1: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 19 . 0 . . 0 0 . 0 .:
Old : 32: 22 19 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 75.0 67.7 89.0 40.4 66.1 61.7 76.7
Old : 45.8 75.0 67.7 89.0 40.4 66.1 61.7 76.7
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 8,277: 6,292 5,616 90 1,180 148 1,135 0 87 336 1,057 147: 42 42
Old : 8,277: 6,292 5,616 90 1,180 148 1,135 0 87 336 1,057 147: 42 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -21: -42 21 0 -63 21 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 67.9 1.1 14.3 1.8 13.7 0.0 1.1 4.1 12.8 1.8: 0.5 0.5
Old : 100.0: 76.0 67.9 1.1 14.3 1.8 13.7 0.0 1.1 4.1 12.8 1.8: 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 : 27: 15 13 . . . . 0 . . . .:
Old : 27: 15 13 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 63.9 67.7 83.4 38.6 58.5 64.0 70.4
Old : 38.6 63.9 67.7 83.4 38.6 58.5 64.0 70.4
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,785: 5,455 6,235 0 2,190 60 1,800 0 0 1,350 0 0: 120 300
Old : 8,785: 5,455 6,235 0 2,190 60 1,800 0 0 1,350 0 0: 120 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 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: 62.1 71.0 0.0 24.9 0.7 20.5 0.0 0.0 15.4 0.0 0.0: 1.4 3.4
Old : 100.0: 62.1 71.0 0.0 24.9 0.7 20.5 0.0 0.0 15.4 0.0 0.0: 1.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 14 0 . . . 0 0 . 0 0:
Old : 23: 10 14 0 . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 58.3 78.3 80.6 44.4 48.5 71.4 62.0
Old : 47.0 58.3 78.3 80.6 44.4 48.5 71.4 62.0
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,615: 7,905 7,795 0 1,310 1,250 250 0 50 950 350 505: 705 355
Old : 11,615: 7,905 7,795 0 1,310 1,250 250 0 50 950 350 505: 705 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 75: 25 20 0 105 -75 0 0 0 25 -125 -25: 125 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 67.1 0.0 11.3 10.8 2.2 0.0 0.4 8.2 3.0 4.3: 6.1 3.1
Old : 100.0: 68.1 67.1 0.0 11.3 10.8 2.2 0.0 0.4 8.2 3.0 4.3: 6.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 0 . . . 0 . . . .:
Old : 20: 12 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 : 54.5 67.8 79.9 83.5 28.1 32.6 41.2 42.7
Old : 54.5 67.8 79.9 83.5 28.1 32.6 41.2 42.7
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,536: 26,736 32,961 7,415 485 2,495 0 75 0 300 1,400 0: 590 120
Old : 37,536: 26,736 32,961 7,415 485 2,495 0 75 0 300 1,400 0: 590 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,583: -1,727 1,788 3,790 325 -480 0 0 0 50 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 87.8 19.8 1.3 6.6 0.0 0.2 0.0 0.8 3.7 0.0: 1.6 0.3
Old : 100.0: 71.2 87.8 19.8 1.3 6.6 0.0 0.2 0.0 0.8 3.7 0.0: 1.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 21 . . . 0 . 0 . . 0:
Old : 36: 19 21 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 73.4 72.7 85.5 45.4 71.9 67.8 79.1
Old : 49.1 73.4 72.7 85.5 45.4 71.9 67.8 79.1
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,131: 22,346 21,556 2,275 4,660 1,685 25 0 0 1,560 150 0: 240 80
Old : 28,131: 22,346 21,556 2,275 4,660 1,685 25 0 0 1,560 150 0: 240 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 730: 430 260 300 470 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 76.6 8.1 16.6 6.0 0.1 0.0 0.0 5.5 0.5 0.0: 0.9 0.3
Old : 100.0: 79.4 76.6 8.1 16.6 6.0 0.1 0.0 0.0 5.5 0.5 0.0: 0.9 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 : 31: 22 20 . . . . 0 0 . . 0:
Old : 31: 22 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 : 48.4 71.0 67.2 88.1 45.1 59.2 59.7 69.5
Old : 48.4 71.0 67.2 88.1 45.1 59.2 59.7 69.5
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 21,696: 16,573 15,285 2,674 2,671 1,895 0 210 0 0 960 147: 407 528
Old : 21,696: 16,573 15,285 2,674 2,671 1,895 0 210 0 0 960 147: 407 528
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 948: 607 867 278 123 42 0 0 0 0 0 0: 21 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 70.5 12.3 12.3 8.7 0.0 1.0 0.0 0.0 4.4 0.7: 1.9 2.4
Old : 100.0: 76.4 70.5 12.3 12.3 8.7 0.0 1.0 0.0 0.0 4.4 0.7: 1.9 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 21 . . . 0 . 0 0 . .:
Old : 33: 21 21 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 55.0 69.3 76.7 36.5 45.7 58.9 60.7
Old : 41.4 55.0 69.3 76.7 36.5 45.7 58.9 60.7
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,619: 48,071 45,311 1,226 1,778 2,458 0 222 0 1,581 3,434 1,243: 40 173
Old : 54,619: 48,071 45,311 1,226 1,778 2,458 0 222 0 1,581 3,434 1,243: 40 173
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 395: 397 827 0 -472 112 0 0 0 40 113 -170: 16 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 83.0 2.2 3.3 4.5 0.0 0.4 0.0 2.9 6.3 2.3: 0.1 0.3
Old : 100.0: 88.0 83.0 2.2 3.3 4.5 0.0 0.4 0.0 2.9 6.3 2.3: 0.1 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 : 43: 29 25 . . 4 0 . 0 . . .:
Old : 43: 29 25 . . 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 : 47.7 45.6 67.6 71.3 45.1 44.3 63.3 66.4
Old : 47.7 45.6 67.6 71.3 45.1 44.3 63.3 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,752: 62,093 52,421 5,105 2,742 1,599 422 551 0 1,953 13,882 509: 71 48
Old : 71,752: 62,093 52,421 5,105 2,742 1,599 422 551 0 1,953 13,882 509: 71 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,428: 1,047 1,158 56 -265 100 0 135 0 186 277 33: 6 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 73.1 7.1 3.8 2.2 0.6 0.8 0.0 2.7 19.3 0.7: 0.1 0.1
Old : 100.0: 86.5 73.1 7.1 3.8 2.2 0.6 0.8 0.0 2.7 19.3 0.7: 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 : 57: 33 30 . . . . . 0 6 4 6:
Old : 57: 33 30 . . . . . 0 6 4 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 45.7 57.7 66.8 38.0 43.4 53.5 58.9
Old : 39.0 45.7 57.7 66.8 38.0 43.4 53.5 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,085: 34,720 43,165 10,335 3,500 1,390 0 0 0 665 0 0: 975 30
Old : 48,085: 34,720 43,165 10,335 3,500 1,390 0 0 0 665 0 0: 975 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 470: -1,930 440 1,445 0 0 0 0 0 0 0 0: 955 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 89.8 21.5 7.3 2.9 0.0 0.0 0.0 1.4 0.0 0.0: 2.0 0.1
Old : 100.0: 72.2 89.8 21.5 7.3 2.9 0.0 0.0 0.0 1.4 0.0 0.0: 2.0 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 : 29: 24 10 . . . 0 0 0 . 0 0:
Old : 29: 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 : 51.9 97.5 77.3 99.1 49.5 93.8 74.3 93.9
Old : 51.9 97.5 77.3 99.1 49.5 93.8 74.3 93.9
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,000: 39,120 47,075 11,995 6,295 630 0 0 0 1,165 0 0: 1,090 0
Old : 54,000: 39,120 47,075 11,995 6,295 630 0 0 0 1,165 0 0: 1,090 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 415: -1,725 415 1,070 0 0 0 0 0 0 0 0: 1,070 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 87.2 22.2 11.7 1.2 0.0 0.0 0.0 2.2 0.0 0.0: 2.0 0.0
Old : 100.0: 72.4 87.2 22.2 11.7 1.2 0.0 0.0 0.0 2.2 0.0 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 : 31: 23 15 . . . 0 0 0 . 0 0:
Old : 31: 23 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 : 53.5 94.6 76.9 98.3 52.6 92.6 75.7 93.9
Old : 53.5 94.6 76.9 98.3 52.6 92.6 75.7 93.9
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 324,039: 225,887 278,426 27,176 13,070 12,727 0 1,632 0 54,354 14,289 3,895: 0 0
Old : 324,039: 225,887 278,426 27,176 13,070 12,727 0 1,632 0 54,354 14,289 3,895: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 3,968: 1,984 3,968 1,576 0 0 0 0 0 408 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 85.9 8.4 4.0 3.9 0.0 0.5 0.0 16.8 4.4 1.2: 0.0 0.0
Old : 100.0: 69.7 85.9 8.4 4.0 3.9 0.0 0.5 0.0 16.8 4.4 1.2: 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 : 43: 24 27 . . . 0 . 0 . . .:
Old : 43: 24 27 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 47.3 75.5 67.4 47.9 46.3 65.0 63.7
Old : 52.2 47.3 75.5 67.4 47.9 46.3 65.0 63.7
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 26,579: 18,874 21,577 844 167 1,143 157 909 841 4,075 1,271 583: 62 88
Old : 26,579: 18,874 21,577 844 167 1,143 157 909 841 4,075 1,271 583: 62 88
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 388: -60 247 77 -133 168 0 10 7 152 42 43: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 81.2 3.2 0.6 4.3 0.6 3.4 3.2 15.3 4.8 2.2: 0.2 0.3
Old : 100.0: 71.0 81.2 3.2 0.6 4.3 0.6 3.4 3.2 15.3 4.8 2.2: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 21 29 . . . . . . . . 5:
Old : 44: 21 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 : 53.4 44.9 73.7 59.9 47.8 44.6 64.4 57.2
Old : 53.4 44.9 73.7 59.9 47.8 44.6 64.4 57.2
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,988: 23,852 36,733 8,893 0 0 77 50 0 4,038 77 128: 0 0
Old : 36,988: 23,852 36,733 8,893 0 0 77 50 0 4,038 77 128: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 155: 26 181 0 0 0 0 0 0 103 -52 26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 99.3 24.0 0.0 0.0 0.2 0.1 0.0 10.9 0.2 0.3: 0.0 0.0
Old : 100.0: 64.5 99.3 24.0 0.0 0.0 0.2 0.1 0.0 10.9 0.2 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 13 15 . 0 0 . . 0 . . .:
Old : 32: 13 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 : 67.3 79.8 89.9 94.9 66.2 70.6 73.4 75.2
Old : 67.3 79.8 89.9 94.9 66.2 70.6 73.4 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 298,166: 232,873 229,397 49,049 34,484 13,900 1,576 19,184 0 0 1,201 0: 768 0
Old : 298,166: 232,873 229,397 49,049 34,484 13,900 1,576 19,184 0 0 1,201 0: 768 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 8,040: 2,592 -1,312 4,680 9,352 0 0 0 0 0 0 0: 768 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 76.9 16.5 11.6 4.7 0.5 6.4 0.0 0.0 0.4 0.0: 0.3 0.0
Old : 100.0: 78.1 76.9 16.5 11.6 4.7 0.5 6.4 0.0 0.0 0.4 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 13 . . . . . 0 0 . 0:
Old : 29: 18 13 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 63.3 83.4 82.4 59.5 51.6 71.1 69.2
Old : 67.6 63.3 83.4 82.4 59.5 51.6 71.1 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,309: 15,986 17,610 3,090 444 732 334 1,018 0 104 0 0: 63 505
Old : 20,309: 15,986 17,610 3,090 444 732 334 1,018 0 104 0 0: 63 505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 592: 29 243 192 40 267 0 0 0 104 0 0: 0 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 86.7 15.2 2.2 3.6 1.6 5.0 0.0 0.5 0.0 0.0: 0.3 2.5
Old : 100.0: 78.7 86.7 15.2 2.2 3.6 1.6 5.0 0.0 0.5 0.0 0.0: 0.3 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 : 28: 15 16 . . . . . 0 . 0 0:
Old : 28: 15 16 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 69.2 83.0 85.4 61.5 62.6 73.4 72.3
Old : 67.0 69.2 83.0 85.4 61.5 62.6 73.4 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,862: 4,904 7,886 3,838 1,366 21 0 0 0 44 0 84: 971 505
Old : 9,862: 4,904 7,886 3,838 1,366 21 0 0 0 44 0 84: 971 505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 0: 0 -147 -63 21 0 0 0 0 -21 0 21: 63 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 80.0 38.9 13.9 0.2 0.0 0.0 0.0 0.4 0.0 0.9: 9.8 5.1
Old : 100.0: 49.7 80.0 38.9 13.9 0.2 0.0 0.0 0.0 0.4 0.0 0.9: 9.8 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . 0 0 0 . 0 .:
Old : 20: 12 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 : 58.2 73.7 77.8 92.5 58.2 70.7 75.5 84.2
Old : 58.2 73.7 77.8 92.5 58.2 70.7 75.5 84.2
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,657: 7,253 8,341 1,581 1,221 361 759 0 0 688 0 617: 398 1,117
Old : 11,657: 7,253 8,341 1,581 1,221 361 759 0 0 688 0 617: 398 1,117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 83: -64 21 0 0 21 0 0 0 0 0 0: 126 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 71.6 13.6 10.5 3.1 6.5 0.0 0.0 5.9 0.0 5.3: 3.4 9.6
Old : 100.0: 62.2 71.6 13.6 10.5 3.1 6.5 0.0 0.0 5.9 0.0 5.3: 3.4 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 15 . . . . 0 0 . 0 .:
Old : 26: 16 15 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 50.5 76.9 73.1 46.8 47.8 60.8 59.7
Old : 59.6 50.5 76.9 73.1 46.8 47.8 60.8 59.7
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 130,087: 92,940 99,892 19,994 17,834 1,535 5,162 0 0 6,158 0 1,970: 2,328 8,856
Old : 130,087: 92,940 99,892 19,994 17,834 1,535 5,162 0 0 6,158 0 1,970: 2,328 8,856
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 783: -335 -5,746 -1,178 -1,071 352 0 0 0 1,224 0 -1,224: 1,944 8,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 76.8 15.4 13.7 1.2 4.0 0.0 0.0 4.7 0.0 1.5: 1.8 6.8
Old : 100.0: 71.4 76.8 15.4 13.7 1.2 4.0 0.0 0.0 4.7 0.0 1.5: 1.8 6.8
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 : 29: 14 12 . . . . 0 0 . 0 .:
Old : 29: 14 12 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 60.4 78.5 80.9 56.8 58.6 71.0 75.5
Old : 60.7 60.4 78.5 80.9 56.8 58.6 71.0 75.5
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 17,788: 14,076 11,262 1,230 2,414 1,162 0 1,411 0 540 524 319: 461 696
Old : 17,788: 14,076 11,262 1,230 2,414 1,162 0 1,411 0 540 524 319: 461 696
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 506: -41 403 -35 -252 125 0 41 0 268 20 0: 189 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 63.3 6.9 13.6 6.5 0.0 7.9 0.0 3.0 2.9 1.8: 2.6 3.9
Old : 100.0: 79.1 63.3 6.9 13.6 6.5 0.0 7.9 0.0 3.0 2.9 1.8: 2.6 3.9
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 : 35: 18 23 . . . 0 . 0 . . .:
Old : 35: 18 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 : 57.2 34.3 72.7 55.9 47.2 29.3 53.5 40.4
Old : 57.2 34.3 72.7 55.9 47.2 29.3 53.5 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 200,680: 157,521 123,369 24,947 50,549 16,268 0 8,558 408 768 760 0: 768 768
Old : 200,680: 157,521 123,369 24,947 50,549 16,268 0 8,558 408 768 760 0: 768 768
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 10,225: -1,967 11,689 8,976 -4,680 2,448 0 0 0 0 0 0: 768 768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 61.5 12.4 25.2 8.1 0.0 4.3 0.2 0.4 0.4 0.0: 0.4 0.4
Old : 100.0: 78.5 61.5 12.4 25.2 8.1 0.0 4.3 0.2 0.4 0.4 0.0: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 17 . . . 0 . . . . 0:
Old : 29: 17 17 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 58.3 81.7 78.5 41.6 42.3 55.9 53.8
Old : 65.0 58.3 81.7 78.5 41.6 42.3 55.9 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,420: 9,250 10,405 1,820 0 75 0 100 200 0 225 0: 75 415
Old : 11,420: 9,250 10,405 1,820 0 75 0 100 200 0 225 0: 75 415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 955: 955 560 -15 0 0 0 0 0 0 0 0: 15 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 91.1 15.9 0.0 0.7 0.0 0.9 1.8 0.0 2.0 0.0: 0.7 3.6
Old : 100.0: 81.0 91.1 15.9 0.0 0.7 0.0 0.9 1.8 0.0 2.0 0.0: 0.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 12 . 0 . 0 . . 0 . 0:
Old : 22: 13 12 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 76.2 87.0 89.8 45.8 53.2 60.9 60.9
Old : 66.9 76.2 87.0 89.8 45.8 53.2 60.9 60.9
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,726: 13,929 20,769 4,022 0 4,962 0 5 1,530 3,283 460 0: 0 0
Old : 27,726: 13,929 20,769 4,022 0 4,962 0 5 1,530 3,283 460 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -652: 338 -911 -2,442 0 102 0 1 306 1,044 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 74.9 14.5 0.0 17.9 0.0 0.0 5.5 11.8 1.7 0.0: 0.0 0.0
Old : 100.0: 50.2 74.9 14.5 0.0 17.9 0.0 0.0 5.5 11.8 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 : 26: 15 15 . 0 . 0 . . . . 0:
Old : 26: 15 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 : 68.1 56.4 91.3 80.3 54.8 49.0 64.9 63.5
Old : 68.1 56.4 91.3 80.3 54.8 49.0 64.9 63.5
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 239,737: 137,689 148,216 33,657 19,266 68,391 0 0 0 0 3,864 0: 0 0
Old : 239,737: 137,689 148,216 33,657 19,266 68,391 0 0 0 0 3,864 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -7,630: -2,207 -12,766 1,297 12,176 -6,720 0 0 0 0 -320 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 61.8 14.0 8.0 28.5 0.0 0.0 0.0 0.0 1.6 0.0: 0.0 0.0
Old : 100.0: 57.4 61.8 14.0 8.0 28.5 0.0 0.0 0.0 0.0 1.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 13 . . . 0 0 0 0 . 0:
Old : 22: 14 13 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 72.2 95.1 92.3 56.8 40.8 61.5 58.0
Old : 84.4 72.2 95.1 92.3 56.8 40.8 61.5 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,700: 9,390 6,400 150 2,400 0 0 1,880 0 400 0 0: 760 20
Old : 10,700: 9,390 6,400 150 2,400 0 0 1,880 0 400 0 0: 760 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 0: -200 0 0 0 0 0 0 0 0 0 0: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 59.8 1.4 22.4 0.0 0.0 17.6 0.0 3.7 0.0 0.0: 7.1 0.2
Old : 100.0: 87.8 59.8 1.4 22.4 0.0 0.0 17.6 0.0 3.7 0.0 0.0: 7.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . . 0 0 . 0 . 0 0:
Old : 20: 12 12 . . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 76.7 81.8 92.7 56.0 64.4 67.9 77.6
Old : 66.9 76.7 81.8 92.7 56.0 64.4 67.9 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,185: 9,790 6,660 220 2,305 155 0 1,880 0 205 0 155: 660 30
Old : 11,185: 9,790 6,660 220 2,305 155 0 1,880 0 205 0 155: 660 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 0: -200 0 0 0 0 0 0 0 0 0 0: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 59.5 2.0 20.6 1.4 0.0 16.8 0.0 1.8 0.0 1.4: 5.9 0.3
Old : 100.0: 87.5 59.5 2.0 20.6 1.4 0.0 16.8 0.0 1.8 0.0 1.4: 5.9 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: 12 12 . . . 0 . 0 . 0 .:
Old : 22: 12 12 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 71.0 80.7 89.2 53.6 58.2 64.6 73.3
Old : 64.8 71.0 80.7 89.2 53.6 58.2 64.6 73.3
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 709,991: 421,967 383,784 5,427 75,026 92,434 9,224 20,491 35,585 43,402 2,655 95,422: 6,530 4,594
Old : 709,991: 421,967 383,784 5,427 75,026 92,434 9,224 20,491 35,585 43,402 2,655 95,422: 6,530 4,594
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -6,604: -5,893 -3,830 -132 4,366 -6,016 4,302 -534 2,085 1,667 -93 -7,177: 4,559 4,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 54.1 0.8 10.6 13.0 1.3 2.9 5.0 6.1 0.4 13.4: 0.9 0.6
Old : 100.0: 59.4 54.1 0.8 10.6 13.0 1.3 2.9 5.0 6.1 0.4 13.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 16 . . . . . . 4 . 4:
Old : 31: 17 16 . . . . . . 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 : 61.3 58.2 80.5 87.6 18.9 27.3 24.7 28.7
Old : 61.3 58.2 80.5 87.6 18.9 27.3 24.7 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,380: 13,990 6,560 940 8,750 990 0 0 0 0 0 0: 460 80
Old : 16,380: 13,990 6,560 940 8,750 990 0 0 0 0 0 0: 460 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 70: -90 -10 -95 -50 70 0 0 0 0 0 0: 185 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 40.0 5.7 53.4 6.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.8 0.5
Old : 100.0: 85.4 40.0 5.7 53.4 6.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 10 . . . 0 0 0 0 0 0:
Old : 24: 13 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 : 64.7 84.2 86.9 96.7 61.0 81.3 80.3 89.1
Old : 64.7 84.2 86.9 96.7 61.0 81.3 80.3 89.1
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,111: 12,641 14,341 3,305 2,280 3,090 500 0 50 0 0 0: 525 350
Old : 20,111: 12,641 14,341 3,305 2,280 3,090 500 0 50 0 0 0: 525 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 70: -285 0 -20 -250 -30 0 0 0 0 0 0: 405 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 71.3 16.4 11.3 15.4 2.5 0.0 0.2 0.0 0.0 0.0: 2.6 1.7
Old : 100.0: 62.9 71.3 16.4 11.3 15.4 2.5 0.0 0.2 0.0 0.0 0.0: 2.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 14 . . 4 . 0 . 0 0 0:
Old : 29: 14 14 . . 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 : 64.0 74.6 82.1 89.6 44.7 60.5 60.7 68.0
Old : 64.0 74.6 82.1 89.6 44.7 60.5 60.7 68.0
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,302: 9,755 8,967 665 2,155 2,730 400 0 50 0 0 0: 702 400
Old : 14,302: 9,755 8,967 665 2,155 2,730 400 0 50 0 0 0: 702 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 70: -315 0 -120 -400 70 0 0 0 0 0 0: 435 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 62.7 4.6 15.1 19.1 2.8 0.0 0.3 0.0 0.0 0.0: 4.9 2.8
Old : 100.0: 68.2 62.7 4.6 15.1 19.1 2.8 0.0 0.3 0.0 0.0 0.0: 4.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 14 . . . . 0 . 0 0 0:
Old : 27: 13 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 : 57.8 69.1 80.1 83.7 38.6 42.3 50.9 52.8
Old : 57.8 69.1 80.1 83.7 38.6 42.3 50.9 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,855: 13,775 19,675 6,040 60 475 0 475 0 0 0 0: 565 170
Old : 20,855: 13,775 19,675 6,040 60 475 0 475 0 0 0 0: 565 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,050: 560 1,050 325 0 0 0 0 0 0 0 0: 165 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 94.3 29.0 0.3 2.3 0.0 2.3 0.0 0.0 0.0 0.0: 2.7 0.8
Old : 100.0: 66.1 94.3 29.0 0.3 2.3 0.0 2.3 0.0 0.0 0.0 0.0: 2.7 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 : 24: 11 12 . . . 0 . 0 0 0 0:
Old : 24: 11 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 : 73.2 81.8 93.0 92.0 70.1 81.5 88.3 89.8
Old : 73.2 81.8 93.0 92.0 70.1 81.5 88.3 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,595: 8,805 13,930 4,935 110 295 0 75 0 0 0 0: 560 185
Old : 14,595: 8,805 13,930 4,935 110 295 0 75 0 0 0 0: 560 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 95.4 33.8 0.8 2.0 0.0 0.5 0.0 0.0 0.0 0.0: 3.8 1.3
Old : 100.0: 60.3 95.4 33.8 0.8 2.0 0.0 0.5 0.0 0.0 0.0 0.0: 3.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 . . . 0 . 0 0 0 0:
Old : 20: 11 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 85.0 90.6 95.3 67.9 83.5 87.6 91.6
Old : 69.5 85.0 90.6 95.3 67.9 83.5 87.6 91.6
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,125: 12,265 15,680 3,775 50 1,525 0 365 25 0 190 75: 460 215
Old : 18,125: 12,265 15,680 3,775 50 1,525 0 365 25 0 190 75: 460 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 10: -60 -200 -135 0 10 0 0 0 0 0 0: 195 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 86.5 20.8 0.3 8.4 0.0 2.0 0.1 0.0 1.0 0.4: 2.5 1.2
Old : 100.0: 67.7 86.5 20.8 0.3 8.4 0.0 2.0 0.1 0.0 1.0 0.4: 2.5 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 : 24: 14 9 . . . 0 . . 0 . .:
Old : 24: 14 9 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 81.5 87.0 95.7 59.0 67.9 69.7 73.4
Old : 70.1 81.5 87.0 95.7 59.0 67.9 69.7 73.4
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,347: 12,967 16,207 2,920 50 2,420 50 340 50 410 0 65: 465 215
Old : 19,347: 12,967 16,207 2,920 50 2,420 50 340 50 410 0 65: 465 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 65: -55 -200 -135 0 65 0 0 0 0 0 0: 190 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 83.8 15.1 0.3 12.5 0.3 1.8 0.3 2.1 0.0 0.3: 2.4 1.1
Old : 100.0: 67.0 83.8 15.1 0.3 12.5 0.3 1.8 0.3 2.1 0.0 0.3: 2.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 8 . . . . . . . 0 .:
Old : 23: 14 8 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 87.9 83.3 96.9 51.0 73.8 66.4 77.1
Old : 65.2 87.9 83.3 96.9 51.0 73.8 66.4 77.1
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 106,439: 87,385 88,387 2,052 2,735 12,432 2,240 100 30 1,575 1,415 315: 410 1,025
Old : 106,439: 87,385 88,387 2,052 2,735 12,432 2,240 100 30 1,575 1,415 315: 410 1,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 720: 1,655 10 -1,055 75 -275 0 0 0 0 20 0: 395 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 83.0 1.9 2.6 11.7 2.1 0.1 0.0 1.5 1.3 0.3: 0.4 1.0
Old : 100.0: 82.1 83.0 1.9 2.6 11.7 2.1 0.1 0.0 1.5 1.3 0.3: 0.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 31 31 4 . 5 . . . . . .:
Old : 53: 31 31 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 : 42.1 50.8 62.3 74.8 37.8 43.3 48.7 57.8
Old : 42.1 50.8 62.3 74.8 37.8 43.3 48.7 57.8
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 126,789: 100,849 105,329 8,142 2,355 11,970 2,930 2,290 1,315 500 1,717 518: 565 1,295
Old : 126,789: 100,849 105,329 8,142 2,355 11,970 2,930 2,290 1,315 500 1,717 518: 565 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 4,720: 5,100 3,515 -1,435 -50 165 0 -140 190 0 -255 150: 550 1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 83.1 6.4 1.9 9.4 2.3 1.8 1.0 0.4 1.4 0.4: 0.4 1.0
Old : 100.0: 79.5 83.1 6.4 1.9 9.4 2.3 1.8 1.0 0.4 1.4 0.4: 0.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 41 35 4 . 4 . . . . 5 4:
Old : 62: 41 35 4 . 4 . . . . 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 : 43.3 52.1 59.7 73.3 36.2 48.9 48.2 61.2
Old : 43.3 52.1 59.7 73.3 36.2 48.9 48.2 61.2
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 185,793: 125,193 136,189 26,426 5,256 11,385 5,505 8,968 5,737 4,821 10,241 5,573: 1,153 2,444
Old : 185,793: 125,193 136,189 26,426 5,256 11,385 5,505 8,968 5,737 4,821 10,241 5,573: 1,153 2,444
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,565: 490 -1,788 -486 464 196 90 543 15 366 -86 -33: 927 2,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 73.3 14.2 2.8 6.1 3.0 4.8 3.1 2.6 5.5 3.0: 0.6 1.3
Old : 100.0: 67.4 73.3 14.2 2.8 6.1 3.0 4.8 3.1 2.6 5.5 3.0: 0.6 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 : 73: 39 42 4 . 5 . 4 . 5 10 10:
Old : 73: 39 42 4 . 5 . 4 . 5 10 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 57.5 53.0 67.8 36.4 47.2 49.7 55.0
Old : 38.7 57.5 53.0 67.8 36.4 47.2 49.7 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 128,171: 104,821 105,378 5,648 7,223 6,459 5,922 306 2,538 1,535 3,957 295: 953 2,015
Old : 128,171: 104,821 105,378 5,648 7,223 6,459 5,922 306 2,538 1,535 3,957 295: 953 2,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -881: -961 -3,160 -694 415 159 0 -45 50 0 20 0: 565 1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 82.2 4.4 5.6 5.0 4.6 0.2 2.0 1.2 3.1 0.2: 0.7 1.6
Old : 100.0: 81.8 82.2 4.4 5.6 5.0 4.6 0.2 2.0 1.2 3.1 0.2: 0.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 35 29 . . 4 . . . . 4 .:
Old : 52: 35 29 . . 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 : 31.5 60.9 52.6 76.1 28.4 51.1 44.9 59.6
Old : 31.5 60.9 52.6 76.1 28.4 51.1 44.9 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,375: 30,945 26,165 1,500 6,945 2,745 770 1,025 0 810 0 110: 495 385
Old : 37,375: 30,945 26,165 1,500 6,945 2,745 770 1,025 0 810 0 110: 495 385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 275: -330 975 -25 -1,085 0 0 0 0 145 0 0: 485 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 70.0 4.0 18.6 7.3 2.1 2.7 0.0 2.2 0.0 0.3: 1.3 1.0
Old : 100.0: 82.8 70.0 4.0 18.6 7.3 2.1 2.7 0.0 2.2 0.0 0.3: 1.3 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 : 28: 21 12 . . . . . 0 . 0 .:
Old : 28: 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 : 58.1 88.1 74.3 97.2 56.0 79.7 69.6 84.1
Old : 58.1 88.1 74.3 97.2 56.0 79.7 69.6 84.1
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,195: 26,420 27,100 825 820 4,590 0 220 30 755 0 75: 500 360
Old : 33,195: 26,420 27,100 825 820 4,590 0 220 30 755 0 75: 500 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -130: -555 165 -25 -585 -70 0 0 0 20 0 0: 500 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 81.6 2.5 2.5 13.8 0.0 0.7 0.1 2.3 0.0 0.2: 1.5 1.1
Old : 100.0: 79.6 81.6 2.5 2.5 13.8 0.0 0.7 0.1 2.3 0.0 0.2: 1.5 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 : 28: 20 11 . . . 0 . . . 0 .:
Old : 28: 20 11 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 89.5 78.9 97.3 55.6 74.6 67.8 77.6
Old : 59.5 89.5 78.9 97.3 55.6 74.6 67.8 77.6
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,700: 30,265 26,595 0 5,194 3,571 1,000 0 250 200 0 0: 414 90
Old : 35,700: 30,265 26,595 0 5,194 3,571 1,000 0 250 200 0 0: 414 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 225: 820 425 -35 375 -590 0 0 0 0 0 0: 30 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 74.5 0.0 14.5 10.0 2.8 0.0 0.7 0.6 0.0 0.0: 1.2 0.3
Old : 100.0: 84.8 74.5 0.0 14.5 10.0 2.8 0.0 0.7 0.6 0.0 0.0: 1.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 27 25 0 . . . 0 . . 0 0:
Old : 37: 27 25 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 : 45.3 55.9 62.0 77.6 39.7 50.4 52.5 62.3
Old : 45.3 55.9 62.0 77.6 39.7 50.4 52.5 62.3
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,866: 15,161 14,246 990 2,610 1,890 600 0 0 225 0 0: 0 120
Old : 18,866: 15,161 14,246 990 2,610 1,890 600 0 0 225 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 870: 870 0 0 870 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 75.5 5.2 13.8 10.0 3.2 0.0 0.0 1.2 0.0 0.0: 0.0 0.6
Old : 100.0: 80.4 75.5 5.2 13.8 10.0 3.2 0.0 0.0 1.2 0.0 0.0: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 17 . . . . 0 0 . 0 0:
Old : 27: 19 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 : 43.5 65.4 65.1 84.9 29.5 54.7 45.6 59.4
Old : 43.5 65.4 65.1 84.9 29.5 54.7 45.6 59.4
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 256,782: 181,926 146,700 0 52,675 52,750 17,668 0 3,942 0 275 424: 73 16
Old : 256,782: 181,926 146,700 0 52,675 52,750 17,668 0 3,942 0 275 424: 73 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -1,438: -2,968 -2,183 0 -1,259 1,947 -562 0 145 0 -108 18: -19 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 57.1 0.0 20.5 20.5 6.9 0.0 1.5 0.0 0.1 0.2: 0.0 0.0
Old : 100.0: 70.8 57.1 0.0 20.5 20.5 6.9 0.0 1.5 0.0 0.1 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.1 79.8 84.4 94.2 26.2 35.0 32.6 37.0
Old : 55.1 79.8 84.4 94.2 26.2 35.0 32.6 37.0
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,823,290: 2,076,431 1,389,211 0 1,052,050 339,919 380,690 0 26,250 0 15,860 0: 0 0
Old : 2,823,290: 2,076,431 1,389,211 0 1,052,050 339,919 380,690 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: September 27, 2016 :
: -121,817: -99,937 -73,689 0 -34,408 -13,720 -8,160 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 49.2 0.0 37.3 12.0 13.5 0.0 0.9 0.0 0.6 0.0: 0.0 0.0
Old : 100.0: 73.5 49.2 0.0 37.3 12.0 13.5 0.0 0.9 0.0 0.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.2 84.2 84.6 91.9 48.2 55.6 57.1 59.7
Old : 63.2 84.2 84.6 91.9 48.2 55.6 57.1 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 45,712: 28,907 32,497 1,379 1,656 11,559 3,825 0 0 0 0 0: 42 0
Old : 45,712: 28,907 32,497 1,379 1,656 11,559 3,825 0 0 0 0 0: 42 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -2,856: -2,184 -2,415 441 651 -1,092 0 0 0 0 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 71.1 3.0 3.6 25.3 8.4 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 63.2 71.1 3.0 3.6 25.3 8.4 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 11 . . . . 0 0 0 0 0:
Old : 20: 14 11 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 66.1 84.3 91.0 26.0 36.2 37.4 41.4
Old : 59.0 66.1 84.3 91.0 26.0 36.2 37.4 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 897,987: 607,759 698,312 159,763 69,210 130,465 0 0 0 0 0 0: 0 0
Old : 897,987: 607,759 698,312 159,763 69,210 130,465 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: September 27, 2016 :
: -101,671: -80,890 -87,010 -1,632 4,488 -19,149 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 77.8 17.8 7.7 14.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 67.7 77.8 17.8 7.7 14.5 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 : 62.2 78.3 85.0 97.4 43.7 65.2 61.0 68.3
Old : 62.2 78.3 85.0 97.4 43.7 65.2 61.0 68.3
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 170,368: 157,696 66,528 5,280 103,840 0 7,040 0 0 0 0 0: 352 0
Old : 170,368: 157,696 66,528 5,280 103,840 0 7,040 0 0 0 0 0: 352 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 159,040: 147,520 63,680 4,800 95,360 0 6,400 0 0 0 0 0: 320 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 39.0 3.1 61.0 0.0 4.1 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 92.6 39.0 3.1 61.0 0.0 4.1 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 5 . . 0 . 0 0 0 0 0:
Old : 21: 11 5 . . 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 : 75.2 90.1 91.7 100.0 75.2 90.1 91.7 100.0
Old : 75.2 90.1 91.7 100.0 75.2 90.1 91.7 100.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,046: 18,785 17,098 2,065 4,368 2,606 160 1,395 0 2,491 574 721: 218 284
Old : 27,046: 18,785 17,098 2,065 4,368 2,606 160 1,395 0 2,491 574 721: 218 284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 42: -113 -322 -98 -57 142 0 0 0 65 0 -5: 51 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 63.2 7.6 16.2 9.6 0.6 5.2 0.0 9.2 2.1 2.7: 0.8 1.1
Old : 100.0: 69.5 63.2 7.6 16.2 9.6 0.6 5.2 0.0 9.2 2.1 2.7: 0.8 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 : 39: 23 21 4 . 4 . . 0 4 . .:
Old : 39: 23 21 4 . 4 . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 44.5 68.4 67.6 39.1 42.1 55.9 62.9
Old : 44.4 44.5 68.4 67.6 39.1 42.1 55.9 62.9
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,828: 16,970 16,554 1,369 3,540 1,050 510 0 0 1,681 0 89: 159 595
Old : 21,828: 16,970 16,554 1,369 3,540 1,050 510 0 0 1,681 0 89: 159 595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -6: -65 -170 -35 -255 144 0 0 0 10 0 0: -60 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 75.8 6.3 16.2 4.8 2.3 0.0 0.0 7.7 0.0 0.4: 0.7 2.7
Old : 100.0: 77.7 75.8 6.3 16.2 4.8 2.3 0.0 0.0 7.7 0.0 0.4: 0.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 19 . . 4 . 0 0 . 0 .:
Old : 31: 18 19 . . 4 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 48.3 70.1 69.5 40.5 48.2 56.8 64.0
Old : 45.8 48.3 70.1 69.5 40.5 48.2 56.8 64.0
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,960: 34,261 17,429 841 15,191 134 0 3,247 615 1,925 1,212 495: 689 637
Old : 38,960: 34,261 17,429 841 15,191 134 0 3,247 615 1,925 1,212 495: 689 637
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,717: 1,292 -183 0 975 -26 0 145 0 80 201 -20: 391 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 44.7 2.2 39.0 0.3 0.0 8.3 1.6 4.9 3.1 1.3: 1.8 1.6
Old : 100.0: 87.9 44.7 2.2 39.0 0.3 0.0 8.3 1.6 4.9 3.1 1.3: 1.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 27 24 . . . 0 . . . . .:
Old : 42: 27 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 : 59.4 49.1 73.3 72.0 52.7 47.3 62.5 68.6
Old : 59.4 49.1 73.3 72.0 52.7 47.3 62.5 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,014: 21,758 16,120 70 6,483 2,089 160 0 30 0 235 0: 907 57
Old : 25,014: 21,758 16,120 70 6,483 2,089 160 0 30 0 235 0: 907 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,492: 972 840 60 400 -5 0 0 0 0 200 0: 465 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 64.4 0.3 25.9 8.4 0.6 0.0 0.1 0.0 0.9 0.0: 3.6 0.2
Old : 100.0: 87.0 64.4 0.3 25.9 8.4 0.6 0.0 0.1 0.0 0.9 0.0: 3.6 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 : 32: 23 17 . . . . 0 . 0 . 0:
Old : 32: 23 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 50.5 72.0 78.6 38.5 37.9 49.0 55.4
Old : 56.2 50.5 72.0 78.6 38.5 37.9 49.0 55.4
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,951: 17,063 20,367 6,384 830 2,050 0 1,180 0 0 1,105 231: 223 188
Old : 25,951: 17,063 20,367 6,384 830 2,050 0 1,180 0 0 1,105 231: 223 188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 560: -295 397 800 0 0 0 0 0 0 0 -25: 80 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 78.5 24.6 3.2 7.9 0.0 4.5 0.0 0.0 4.3 0.9: 0.9 0.7
Old : 100.0: 65.8 78.5 24.6 3.2 7.9 0.0 4.5 0.0 0.0 4.3 0.9: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 13 4 . . 0 . 0 0 . .:
Old : 29: 19 13 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 : 54.1 58.0 78.0 76.4 53.6 53.0 71.5 68.4
Old : 54.1 58.0 78.0 76.4 53.6 53.0 71.5 68.4
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,309: 12,880 12,565 1,284 1,707 460 0 100 0 129 100 0: 556 377
Old : 15,309: 12,880 12,565 1,284 1,707 460 0 100 0 129 100 0: 556 377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -290: -350 -165 160 -10 -280 0 0 0 0 0 0: 180 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 82.1 8.4 11.2 3.0 0.0 0.7 0.0 0.8 0.7 0.0: 3.6 2.5
Old : 100.0: 84.1 82.1 8.4 11.2 3.0 0.0 0.7 0.0 0.8 0.7 0.0: 3.6 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 : 26: 15 12 . . 4 0 . 0 . . 0:
Old : 26: 15 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 : 61.0 69.1 80.6 84.9 60.9 67.2 77.9 82.1
Old : 61.0 69.1 80.6 84.9 60.9 67.2 77.9 82.1
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,993: 34,989 28,784 875 6,814 1,460 100 300 0 0 200 0: 569 435
Old : 37,993: 34,989 28,784 875 6,814 1,460 100 300 0 0 200 0: 569 435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 895: 985 320 -200 320 -125 0 0 0 0 0 0: 235 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 75.8 2.3 17.9 3.8 0.3 0.8 0.0 0.0 0.5 0.0: 1.5 1.1
Old : 100.0: 92.1 75.8 2.3 17.9 3.8 0.3 0.8 0.0 0.0 0.5 0.0: 1.5 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 : 38: 29 25 . . . . . 0 0 . 0:
Old : 38: 29 25 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 52.5 63.1 71.5 40.8 47.5 54.9 60.8
Old : 43.5 52.5 63.1 71.5 40.8 47.5 54.9 60.8
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,506: 13,999 13,725 1,010 1,775 1,535 0 0 0 516 150 6: 440 315
Old : 17,506: 13,999 13,725 1,010 1,775 1,535 0 0 0 516 150 6: 440 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 530: 285 132 5 0 220 0 0 0 20 0 0: 0 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 78.4 5.8 10.1 8.8 0.0 0.0 0.0 2.9 0.9 0.0: 2.5 1.8
Old : 100.0: 80.0 78.4 5.8 10.1 8.8 0.0 0.0 0.0 2.9 0.9 0.0: 2.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 17 . . . 0 0 0 . . .:
Old : 27: 19 17 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 76.4 61.2 89.4 37.3 64.5 55.8 70.7
Old : 40.0 76.4 61.2 89.4 37.3 64.5 55.8 70.7
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 14,799: 11,410 9,901 575 2,878 1,675 0 0 0 1,021 0 18: 100 327
Old : 14,799: 11,410 9,901 575 2,878 1,675 0 0 0 1,021 0 18: 100 327
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 525: 530 107 -45 180 -60 0 0 0 20 0 0: 80 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 66.9 3.9 19.4 11.3 0.0 0.0 0.0 6.9 0.0 0.1: 0.7 2.2
Old : 100.0: 77.1 66.9 3.9 19.4 11.3 0.0 0.0 0.0 6.9 0.0 0.1: 0.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 19 17 . . . 0 0 0 . 0 .:
Old : 25: 19 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 : 38.9 73.5 63.1 88.3 35.4 56.2 53.9 63.5
Old : 38.9 73.5 63.1 88.3 35.4 56.2 53.9 63.5
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,528: 32,424 36,074 7,015 3,260 475 0 0 0 0 50 0: 3,614 3,669
Old : 43,528: 32,424 36,074 7,015 3,260 475 0 0 0 0 50 0: 3,614 3,669
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 90: 0 240 840 600 -900 0 0 0 0 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 82.9 16.1 7.5 1.1 0.0 0.0 0.0 0.0 0.1 0.0: 8.3 8.4
Old : 100.0: 74.5 82.9 16.1 7.5 1.1 0.0 0.0 0.0 0.0 0.1 0.0: 8.3 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 74.1 46.8 87.2 76.2 74.0 41.8 79.3 67.4
Old : 74.1 46.8 87.2 76.2 74.0 41.8 79.3 67.4
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,629: 29,588 31,603 6,010 4,020 215 0 0 0 0 0 0: 3,816 3,791
Old : 39,629: 29,588 31,603 6,010 4,020 215 0 0 0 0 0 0: 3,816 3,791
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 330: 0 240 840 600 -635 0 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 79.7 15.2 10.1 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 9.6 9.6
Old : 100.0: 74.7 79.7 15.2 10.1 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 9.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 73.6 45.4 87.3 76.7 73.4 41.5 76.8 69.0
Old : 73.6 45.4 87.3 76.7 73.4 41.5 76.8 69.0
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,610: 24,380 7,310 4,900 0 355 0 13,375 150 0 9,475 75: 2,750 1,870
Old : 32,610: 24,380 7,310 4,900 0 355 0 13,375 150 0 9,475 75: 2,750 1,870
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 180: 180 180 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 22.4 15.0 0.0 1.1 0.0 41.0 0.5 0.0 29.1 0.2: 8.4 5.7
Old : 100.0: 74.8 22.4 15.0 0.0 1.1 0.0 41.0 0.5 0.0 29.1 0.2: 8.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 10 . 0 . 0 . . 0 . .:
Old : 24: 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 : 65.3 75.9 81.6 86.2 54.3 70.7 68.3 77.1
Old : 65.3 75.9 81.6 86.2 54.3 70.7 68.3 77.1
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,630: 21,320 7,380 1,660 0 1,175 0 12,320 620 0 4,030 25: 2,830 2,080
Old : 27,630: 21,320 7,380 1,660 0 1,175 0 12,320 620 0 4,030 25: 2,830 2,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 180: 180 180 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 26.7 6.0 0.0 4.3 0.0 44.6 2.2 0.0 14.6 0.1: 10.2 7.5
Old : 100.0: 77.2 26.7 6.0 0.0 4.3 0.0 44.6 2.2 0.0 14.6 0.1: 10.2 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 . 0 . 0 . . 0 . .:
Old : 22: 12 11 . 0 . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 70.0 77.8 81.8 49.2 60.4 59.0 67.9
Old : 64.0 70.0 77.8 81.8 49.2 60.4 59.0 67.9
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,158: 15,429 18,540 1,501 225 3,621 1,040 50 635 2,475 1,630 275: 1,182 1,182
Old : 26,158: 15,429 18,540 1,501 225 3,621 1,040 50 635 2,475 1,630 275: 1,182 1,182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -85: 315 -1,030 -795 0 565 0 0 0 0 550 -25: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 70.9 5.7 0.9 13.8 4.0 0.2 2.4 9.5 6.2 1.1: 4.5 4.5
Old : 100.0: 59.0 70.9 5.7 0.9 13.8 4.0 0.2 2.4 9.5 6.2 1.1: 4.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 9 . . . . . . . . .:
Old : 29: 18 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 : 51.9 80.6 78.6 91.7 40.6 67.8 62.1 71.1
Old : 51.9 80.6 78.6 91.7 40.6 67.8 62.1 71.1
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,621: 12,527 15,901 1,262 0 3,318 1,415 100 210 2,475 1,805 250: 1,164 1,037
Old : 22,621: 12,527 15,901 1,262 0 3,318 1,415 100 210 2,475 1,805 250: 1,164 1,037
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 235: 125 -495 -70 0 250 0 0 0 0 550 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 70.3 5.6 0.0 14.7 6.3 0.4 0.9 10.9 8.0 1.1: 5.1 4.6
Old : 100.0: 55.4 70.3 5.6 0.0 14.7 6.3 0.4 0.9 10.9 8.0 1.1: 5.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 7 . 0 . . . . . . .:
Old : 24: 17 7 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 82.5 79.7 93.7 40.4 69.8 63.7 72.1
Old : 52.8 82.5 79.7 93.7 40.4 69.8 63.7 72.1
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,770: 23,745 16,915 7,425 700 2,910 0 14,225 0 950 850 0: 740 170
Old : 35,770: 23,745 16,915 7,425 700 2,910 0 14,225 0 950 850 0: 740 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 180: 330 180 -150 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 47.3 20.8 2.0 8.1 0.0 39.8 0.0 2.7 2.4 0.0: 2.1 0.5
Old : 100.0: 66.4 47.3 20.8 2.0 8.1 0.0 39.8 0.0 2.7 2.4 0.0: 2.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 10 . . . 0 . 0 . . 0:
Old : 24: 11 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 : 77.6 87.9 92.1 96.2 69.1 82.5 83.2 89.2
Old : 77.6 87.9 92.1 96.2 69.1 82.5 83.2 89.2
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,560: 19,525 13,585 7,995 700 2,195 0 13,155 0 0 650 0: 845 275
Old : 30,560: 19,525 13,585 7,995 700 2,195 0 13,155 0 0 650 0: 845 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 180: 180 180 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 44.5 26.2 2.3 7.2 0.0 43.0 0.0 0.0 2.1 0.0: 2.8 0.9
Old : 100.0: 63.9 44.5 26.2 2.3 7.2 0.0 43.0 0.0 0.0 2.1 0.0: 2.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 7 . . . 0 . 0 0 . 0:
Old : 20: 10 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 : 77.8 89.7 93.5 96.7 70.1 84.8 85.4 90.3
Old : 77.8 89.7 93.5 96.7 70.1 84.8 85.4 90.3
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,430: 23,240 17,790 25 2,790 2,410 0 2,260 75 1,200 1,965 175: 1,305 965
Old : 28,430: 23,240 17,790 25 2,790 2,410 0 2,260 75 1,200 1,965 175: 1,305 965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 610: 345 885 0 -765 90 0 0 0 0 225 0: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 62.6 0.1 9.8 8.5 0.0 7.9 0.3 4.2 6.9 0.6: 4.6 3.4
Old : 100.0: 81.7 62.6 0.1 9.8 8.5 0.0 7.9 0.3 4.2 6.9 0.6: 4.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 10 . . . 0 . . . . .:
Old : 24: 13 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 74.8 85.5 92.0 56.2 62.6 68.1 71.6
Old : 63.2 74.8 85.5 92.0 56.2 62.6 68.1 71.6
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,115: 22,035 16,590 75 2,895 2,225 0 2,325 60 1,300 2,095 195: 1,225 730
Old : 27,115: 22,035 16,590 75 2,895 2,225 0 2,325 60 1,300 2,095 195: 1,225 730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 200: 245 885 0 -765 90 0 0 0 0 125 -175: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 61.2 0.3 10.7 8.2 0.0 8.6 0.2 4.8 7.7 0.7: 4.5 2.7
Old : 100.0: 81.3 61.2 0.3 10.7 8.2 0.0 8.6 0.2 4.8 7.7 0.7: 4.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 9 . . . 0 . . . . .:
Old : 23: 12 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 : 65.0 79.5 86.4 92.8 59.5 65.9 71.5 75.5
Old : 65.0 79.5 86.4 92.8 59.5 65.9 71.5 75.5
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,349: 22,550 19,694 25 5,901 3,509 4,965 325 300 225 1,835 430: 1,345 1,355
Old : 33,349: 22,550 19,694 25 5,901 3,509 4,965 325 300 225 1,835 430: 1,345 1,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,100: 800 50 0 650 200 -300 -100 300 0 -100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 59.1 0.1 17.7 10.5 14.9 1.0 0.9 0.7 5.5 1.3: 4.0 4.1
Old : 100.0: 67.6 59.1 0.1 17.7 10.5 14.9 1.0 0.9 0.7 5.5 1.3: 4.0 4.1
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 : 28: 18 11 . . . . . . . . .:
Old : 28: 18 11 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 74.7 74.4 90.0 50.1 60.5 62.5 73.7
Old : 57.2 74.7 74.4 90.0 50.1 60.5 62.5 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,325: 18,435 17,645 3,060 1,525 3,595 0 510 695 0 1,815 125: 1,415 1,415
Old : 27,325: 18,435 17,645 3,060 1,525 3,595 0 510 695 0 1,815 125: 1,415 1,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 795: 770 50 -970 -25 915 0 -100 0 0 -125 100: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 64.6 11.2 5.6 13.2 0.0 1.9 2.5 0.0 6.6 0.5: 5.2 5.2
Old : 100.0: 67.5 64.6 11.2 5.6 13.2 0.0 1.9 2.5 0.0 6.6 0.5: 5.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 11 . . . 0 . . 0 . .:
Old : 29: 21 11 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 70.2 73.0 87.1 40.9 59.1 54.1 67.8
Old : 57.1 70.2 73.0 87.1 40.9 59.1 54.1 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,339: 64,884 109,709 9,720 675 8,761 25,865 0 165 10,730 870 645: 4,569 4,514
Old : 125,339: 64,884 109,709 9,720 675 8,761 25,865 0 165 10,730 870 645: 4,569 4,514
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 2,870: 480 2,135 830 0 745 200 0 0 625 0 200: -210 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 87.5 7.8 0.5 7.0 20.6 0.0 0.1 8.6 0.7 0.5: 3.6 3.6
Old : 100.0: 51.8 87.5 7.8 0.5 7.0 20.6 0.0 0.1 8.6 0.7 0.5: 3.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 20 27 . . . . 0 . . . .:
Old : 42: 20 27 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 55.0 78.8 73.4 45.6 53.6 64.1 65.5
Old : 59.2 55.0 78.8 73.4 45.6 53.6 64.1 65.5
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 112,210: 58,364 95,155 3,553 2,290 9,725 28,285 0 150 7,270 0 150: 4,713 4,740
Old : 112,210: 58,364 95,155 3,553 2,290 9,725 28,285 0 150 7,270 0 150: 4,713 4,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 2,480: 790 1,670 505 75 935 -100 0 0 550 0 150: -350 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 84.8 3.2 2.0 8.7 25.2 0.0 0.1 6.5 0.0 0.1: 4.2 4.2
Old : 100.0: 52.0 84.8 3.2 2.0 8.7 25.2 0.0 0.1 6.5 0.0 0.1: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 27 . . . . 0 . 4 0 .:
Old : 39: 19 27 . . . . 0 . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 53.4 83.1 72.1 52.7 50.0 66.4 62.6
Old : 63.0 53.4 83.1 72.1 52.7 50.0 66.4 62.6
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,030: 18,260 19,490 1,295 200 1,385 0 75 100 250 0 0: 740 780
Old : 22,030: 18,260 19,490 1,295 200 1,385 0 75 100 250 0 0: 740 780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 88.5 5.9 0.9 6.3 0.0 0.3 0.5 1.1 0.0 0.0: 3.4 3.5
Old : 100.0: 82.9 88.5 5.9 0.9 6.3 0.0 0.3 0.5 1.1 0.0 0.0: 3.4 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 : 26: 19 13 . . . 0 . . . 0 0:
Old : 26: 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 : 48.3 73.0 75.0 85.2 44.5 60.2 60.9 65.0
Old : 48.3 73.0 75.0 85.2 44.5 60.2 60.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,075: 14,555 16,060 1,460 590 595 0 225 0 900 0 0: 565 605
Old : 18,075: 14,555 16,060 1,460 590 595 0 225 0 900 0 0: 565 605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 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: 80.5 88.9 8.1 3.3 3.3 0.0 1.2 0.0 5.0 0.0 0.0: 3.1 3.3
Old : 100.0: 80.5 88.9 8.1 3.3 3.3 0.0 1.2 0.0 5.0 0.0 0.0: 3.1 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 : 25: 18 10 . . . 0 . 0 . 0 0:
Old : 25: 18 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 : 50.0 77.0 72.0 89.8 43.4 67.7 60.6 75.2
Old : 50.0 77.0 72.0 89.8 43.4 67.7 60.6 75.2
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,115: 31,335 25,080 1,105 4,300 1,520 50 2,300 300 0 795 0: 3,805 3,820
Old : 38,115: 31,335 25,080 1,105 4,300 1,520 50 2,300 300 0 795 0: 3,805 3,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 150: 150 -350 0 0 0 0 0 0 0 500 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 65.8 2.9 11.3 4.0 0.1 6.0 0.8 0.0 2.1 0.0: 10.0 10.0
Old : 100.0: 82.2 65.8 2.9 11.3 4.0 0.1 6.0 0.8 0.0 2.1 0.0: 10.0 10.0
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: 16 17 . . . . . . 0 . 0:
Old : 31: 16 17 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 42.4 77.5 66.8 61.2 39.7 70.7 59.5
Old : 62.3 42.4 77.5 66.8 61.2 39.7 70.7 59.5
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,050: 21,175 14,980 0 5,820 1,750 0 375 25 0 0 0: 3,100 3,100
Old : 26,050: 21,175 14,980 0 5,820 1,750 0 375 25 0 0 0: 3,100 3,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 180: 0 -180 0 180 0 0 0 0 0 0 0: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 57.5 0.0 22.3 6.7 0.0 1.4 0.1 0.0 0.0 0.0: 11.9 11.9
Old : 100.0: 81.3 57.5 0.0 22.3 6.7 0.0 1.4 0.1 0.0 0.0 0.0: 11.9 11.9
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 : 24: 14 13 0 . . 0 . . 0 0 0:
Old : 24: 14 13 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 46.9 68.3 69.8 37.3 35.7 50.2 50.6
Old : 48.2 46.9 68.3 69.8 37.3 35.7 50.2 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2016