COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,244: 28,680 24,860 12,147 8,581 1,890 100 22,165 2,644 23,306 8,450 7,832: 645 822
Old : 77,244: 28,680 24,860 12,147 8,581 1,890 100 22,165 2,644 23,306 8,450 7,832: 645 822
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -357: -70 -248 10 804 172 50 -795 456 -950 -1,038 170: -195 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 32.2 15.7 11.1 2.4 0.1 28.7 3.4 30.2 10.9 10.1: 0.8 1.1
Old : 100.0: 37.1 32.2 15.7 11.1 2.4 0.1 28.7 3.4 30.2 10.9 10.1: 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 : 56: 17 16 . 4 5 . 5 4 12 13 15:
Old : 56: 17 16 . 4 5 . 5 4 12 13 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 53.8 66.0 71.0 34.2 37.0 48.1 48.8
Old : 47.7 53.8 66.0 71.0 34.2 37.0 48.1 48.8
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,350: 4,442 10,800 544 1,972 813 82 2,739 365 10,769 554 857: 478 250
Old : 18,350: 4,442 10,800 544 1,972 813 82 2,739 365 10,769 554 857: 478 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 342: -60 140 537 25 34 0 70 -50 -242 40 93: 30 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 58.9 3.0 10.7 4.4 0.4 14.9 2.0 58.7 3.0 4.7: 2.6 1.4
Old : 100.0: 24.2 58.9 3.0 10.7 4.4 0.4 14.9 2.0 58.7 3.0 4.7: 2.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 8 9 . 4 5 . . . 9 4 6:
Old : 33: 8 9 . 4 5 . . . 9 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 : 59.0 56.4 74.5 76.7 48.6 41.1 60.5 55.2
Old : 59.0 56.4 74.5 76.7 48.6 41.1 60.5 55.2
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 163,633: 89,530 103,149 9,276 14,394 19,791 20,200 1,703 5,047 7,207 7,164 12,062: 521 323
Old : 163,633: 89,530 103,149 9,276 14,394 19,791 20,200 1,703 5,047 7,207 7,164 12,062: 521 323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 3,533: 1,621 2,020 1,195 278 604 -320 -250 466 -1,877 -1,013 1,778: 65 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 63.0 5.7 8.8 12.1 12.3 1.0 3.1 4.4 4.4 7.4: 0.3 0.2
Old : 100.0: 54.7 63.0 5.7 8.8 12.1 12.3 1.0 3.1 4.4 4.4 7.4: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 76: 41 42 . . 4 . 5 7 10 6 12:
Old : 76: 41 42 . . 4 . 5 7 10 6 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 35.1 63.0 56.2 30.2 27.0 37.9 38.4
Old : 45.5 35.1 63.0 56.2 30.2 27.0 37.9 38.4
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,590: 35,213 40,845 2,883 0 4,015 153 0 547 2,752 156 27: 0 0
Old : 45,590: 35,213 40,845 2,883 0 4,015 153 0 547 2,752 156 27: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -1,419: -480 -926 486 0 -463 153 -117 141 -1,202 0 -54: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 89.6 6.3 0.0 8.8 0.3 0.0 1.2 6.0 0.3 0.1: 0.0 0.0
Old : 100.0: 77.2 89.6 6.3 0.0 8.8 0.3 0.0 1.2 6.0 0.3 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 : 36: 23 22 . 0 . . 0 . 4 . .:
Old : 36: 23 22 . 0 . . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 46.3 77.3 77.9 41.5 39.4 53.5 57.8
Old : 57.0 46.3 77.3 77.9 41.5 39.4 53.5 57.8
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 425,065: 373,259 329,305 0 55,929 33,742 10,472 0 0 3,808 2,305 3,784: 0 0
Old : 425,065: 373,259 329,305 0 55,929 33,742 10,472 0 0 3,808 2,305 3,784: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 13,356: 16,458 8,744 0 2,626 1,986 0 0 0 -3,415 1,673 -1,673: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 77.5 0.0 13.2 7.9 2.5 0.0 0.0 0.9 0.5 0.9: 0.0 0.0
Old : 100.0: 87.8 77.5 0.0 13.2 7.9 2.5 0.0 0.0 0.9 0.5 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 18 0 . . . 0 0 . . .:
Old : 29: 20 18 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 56.4 82.0 81.3 59.5 46.8 66.0 61.4
Old : 67.0 56.4 82.0 81.3 59.5 46.8 66.0 61.4
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,500,808: 1,189,691 1,191,746 150,318 91,774 63,194 8,132 20,415 58,151 30,506 74,712 816: 0 0
Old : 1,500,808: 1,189,691 1,191,746 150,318 91,774 63,194 8,132 20,415 58,151 30,506 74,712 816: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 22,453: 16,173 -2,034 29,968 2,799 3,560 -43,096 2,280 15,848 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 79.4 10.0 6.1 4.2 0.5 1.4 3.9 2.0 5.0 0.1: 0.0 0.0
Old : 100.0: 79.3 79.4 10.0 6.1 4.2 0.5 1.4 3.9 2.0 5.0 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 : 58: 35 35 . . . 4 . . 4 4 .:
Old : 58: 35 35 . . . 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 : 42.0 43.5 62.8 65.9 37.8 35.8 48.8 49.3
Old : 42.0 43.5 62.8 65.9 37.8 35.8 48.8 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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,405: 44,485 42,401 8,930 5,912 6,299 460 1,918 52 208 3,852 971: 0 0
Old : 61,405: 44,485 42,401 8,930 5,912 6,299 460 1,918 52 208 3,852 971: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 927: 1,506 628 -77 577 -175 -78 0 0 0 146 -249: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 69.1 14.5 9.6 10.3 0.7 3.1 0.1 0.3 6.3 1.6: 0.0 0.0
Old : 100.0: 72.4 69.1 14.5 9.6 10.3 0.7 3.1 0.1 0.3 6.3 1.6: 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 : 39: 19 24 . . . . . . . 6 .:
Old : 39: 19 24 . . . . . . . 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 : 66.6 71.9 86.6 84.2 62.9 57.6 71.3 67.3
Old : 66.6 71.9 86.6 84.2 62.9 57.6 71.3 67.3
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 307,687: 223,586 208,943 51,353 62,132 32,748 0 3,864 0 0 0 0: 0 0
Old : 307,687: 223,586 208,943 51,353 62,132 32,748 0 3,864 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 688: 688 688 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 67.9 16.7 20.2 10.6 0.0 1.3 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 72.7 67.9 16.7 20.2 10.6 0.0 1.3 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 15 . . . 0 . 0 0 0 0:
Old : 22: 13 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 : 71.2 80.6 90.8 93.0 64.9 61.0 69.8 68.5
Old : 71.2 80.6 90.8 93.0 64.9 61.0 69.8 68.5
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 386,904: 292,742 331,482 41,092 9,392 36,670 7,360 728 8,632 408 0 0: 0 0
Old : 386,904: 292,742 331,482 41,092 9,392 36,670 7,360 728 8,632 408 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -13,399: 2,315 -20,062 -21,617 0 6,663 -760 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 85.7 10.6 2.4 9.5 1.9 0.2 2.2 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 75.7 85.7 10.6 2.4 9.5 1.9 0.2 2.2 0.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 23 . . . . . . . 0 0:
Old : 41: 24 23 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 54.8 67.9 74.6 32.7 48.8 47.1 60.1
Old : 45.2 54.8 67.9 74.6 32.7 48.8 47.1 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,905: 20,898 23,616 1,354 48 2,739 667 0 42 252 166 0: 953 294
Old : 26,905: 20,898 23,616 1,354 48 2,739 667 0 42 252 166 0: 953 294
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -1,073: -190 -838 -824 -133 -123 0 0 0 0 0 0: 64 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 87.8 5.0 0.2 10.2 2.5 0.0 0.2 0.9 0.6 0.0: 3.5 1.1
Old : 100.0: 77.7 87.8 5.0 0.2 10.2 2.5 0.0 0.2 0.9 0.6 0.0: 3.5 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 : 34: 20 21 . . . . 0 . . . 0:
Old : 34: 20 21 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 55.8 65.5 79.2 39.9 48.2 54.2 63.5
Old : 43.2 55.8 65.5 79.2 39.9 48.2 54.2 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,335: 36,019 45,367 23,048 14,390 1,565 0 0 0 400 0 0: 303 13
Old : 61,335: 36,019 45,367 23,048 14,390 1,565 0 0 0 400 0 0: 303 13
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 1,210: 1,060 1,150 -60 60 0 0 0 0 210 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 74.0 37.6 23.5 2.6 0.0 0.0 0.0 0.7 0.0 0.0: 0.5 0.0
Old : 100.0: 58.7 74.0 37.6 23.5 2.6 0.0 0.0 0.0 0.7 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 27 . . . 0 0 0 . 0 0:
Old : 38: 25 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 : 60.0 51.6 74.1 72.0 58.1 49.9 67.9 67.4
Old : 60.0 51.6 74.1 72.0 58.1 49.9 67.9 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,426: 52,726 57,917 25,072 20,370 1,015 0 0 0 350 0 0: 263 124
Old : 79,426: 52,726 57,917 25,072 20,370 1,015 0 0 0 350 0 0: 263 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 850: 575 790 40 60 0 0 0 0 235 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 72.9 31.6 25.6 1.3 0.0 0.0 0.0 0.4 0.0 0.0: 0.3 0.2
Old : 100.0: 66.4 72.9 31.6 25.6 1.3 0.0 0.0 0.0 0.4 0.0 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 27 . . . 0 0 0 . 0 0:
Old : 40: 25 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 : 53.7 56.6 71.3 76.9 52.4 56.5 67.8 73.7
Old : 53.7 56.6 71.3 76.9 52.4 56.5 67.8 73.7
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,964: 24,506 25,779 3,250 2,285 2,020 0 0 0 750 700 0: 438 180
Old : 30,964: 24,506 25,779 3,250 2,285 2,020 0 0 0 750 700 0: 438 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 325: 315 -575 0 900 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 83.3 10.5 7.4 6.5 0.0 0.0 0.0 2.4 2.3 0.0: 1.4 0.6
Old : 100.0: 79.1 83.3 10.5 7.4 6.5 0.0 0.0 0.0 2.4 2.3 0.0: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 13 . . . 0 0 0 . . 0:
Old : 26: 17 13 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 77.2 77.2 89.4 53.6 70.7 68.2 76.9
Old : 56.0 77.2 77.2 89.4 53.6 70.7 68.2 76.9
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 309,752: 189,120 305,072 104,128 0 4,680 5,512 0 0 6,312 0 0: 0 0
Old : 309,752: 189,120 305,072 104,128 0 4,680 5,512 0 0 6,312 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -4,712: -6,232 -4,712 1,520 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 98.5 33.6 0.0 1.5 1.8 0.0 0.0 2.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.1 98.5 33.6 0.0 1.5 1.8 0.0 0.0 2.0 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 : 33: 20 21 . 0 . . 0 0 . 0 0:
Old : 33: 20 21 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 75.4 73.9 89.1 53.3 67.1 65.9 76.0
Old : 55.1 75.4 73.9 89.1 53.3 67.1 65.9 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,879: 5,060 4,803 131 522 311 546 0 87 84 774 0: 660 382
Old : 6,879: 5,060 4,803 131 522 311 546 0 87 84 774 0: 660 382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -21: -40 82 -43 -41 41 0 0 0 0 -123 0: 21 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 69.8 1.9 7.6 4.5 7.9 0.0 1.3 1.2 11.3 0.0: 9.6 5.6
Old : 100.0: 73.6 69.8 1.9 7.6 4.5 7.9 0.0 1.3 1.2 11.3 0.0: 9.6 5.6
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 : 25: 17 16 . . . . 0 . . . 0:
Old : 25: 17 16 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 57.9 64.8 75.4 35.4 50.9 49.3 61.3
Old : 42.5 57.9 64.8 75.4 35.4 50.9 49.3 61.3
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 7,174: 4,880 3,820 0 2,490 60 1,400 0 0 150 0 0: 684 804
Old : 7,174: 4,880 3,820 0 2,490 60 1,400 0 0 150 0 0: 684 804
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 504: 0 0 0 0 0 0 0 0 0 0 0: 504 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 53.2 0.0 34.7 0.8 19.5 0.0 0.0 2.1 0.0 0.0: 9.5 11.2
Old : 100.0: 68.0 53.2 0.0 34.7 0.8 19.5 0.0 0.0 2.1 0.0 0.0: 9.5 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 12 0 . . . 0 0 . 0 0:
Old : 21: 10 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 : 50.6 58.5 76.4 81.1 43.5 46.8 56.0 55.1
Old : 50.6 58.5 76.4 81.1 43.5 46.8 56.0 55.1
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,040: 13,015 8,340 0 5,845 375 275 0 25 480 0 375: 495 80
Old : 15,040: 13,015 8,340 0 5,845 375 275 0 25 480 0 375: 495 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 25: 0 25 0 0 0 0 0 0 0 -25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 55.5 0.0 38.9 2.5 1.8 0.0 0.2 3.2 0.0 2.5: 3.3 0.5
Old : 100.0: 86.5 55.5 0.0 38.9 2.5 1.8 0.0 0.2 3.2 0.0 2.5: 3.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 11 0 . . . 0 . . 0 .:
Old : 21: 8 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 : 77.5 64.4 92.9 82.7 71.7 62.4 82.8 79.4
Old : 77.5 64.4 92.9 82.7 71.7 62.4 82.8 79.4
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,641: 31,056 34,746 5,610 1,325 1,545 0 0 0 100 975 50: 280 0
Old : 38,641: 31,056 34,746 5,610 1,325 1,545 0 0 0 100 975 50: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 95: 675 -15 -900 -100 210 0 0 0 100 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 89.9 14.5 3.4 4.0 0.0 0.0 0.0 0.3 2.5 0.1: 0.7 0.0
Old : 100.0: 80.4 89.9 14.5 3.4 4.0 0.0 0.0 0.0 0.3 2.5 0.1: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 22 . . . 0 0 0 . . .:
Old : 33: 20 22 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 74.7 75.7 86.5 48.8 70.4 71.8 78.4
Old : 49.7 74.7 75.7 86.5 48.8 70.4 71.8 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,956: 19,951 20,691 3,075 2,845 2,150 0 0 0 600 250 0: 180 20
Old : 25,956: 19,951 20,691 3,075 2,845 2,150 0 0 0 600 250 0: 180 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 445: 445 445 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 79.7 11.8 11.0 8.3 0.0 0.0 0.0 2.3 1.0 0.0: 0.7 0.1
Old : 100.0: 76.9 79.7 11.8 11.0 8.3 0.0 0.0 0.0 2.3 1.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 24 19 . . . 0 0 0 . . 0:
Old : 32: 24 19 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 67.0 72.9 87.0 50.3 57.0 65.1 70.4
Old : 55.3 67.0 72.9 87.0 50.3 57.0 65.1 70.4
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,154: 15,587 15,967 2,641 1,972 1,622 549 0 0 228 1,086 84: 443 423
Old : 21,154: 15,587 15,967 2,641 1,972 1,622 549 0 0 228 1,086 84: 443 423
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 606: 565 649 -41 0 0 0 0 0 41 -63 0: 41 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 75.5 12.5 9.3 7.7 2.6 0.0 0.0 1.1 5.1 0.4: 2.1 2.0
Old : 100.0: 73.7 75.5 12.5 9.3 7.7 2.6 0.0 0.0 1.1 5.1 0.4: 2.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 16 20 . . . . 0 0 . . .:
Old : 33: 16 20 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 50.2 69.8 72.8 36.6 41.3 59.3 59.8
Old : 43.4 50.2 69.8 72.8 36.6 41.3 59.3 59.8
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 59,000: 53,018 47,243 2,256 4,500 2,101 0 222 0 745 3,891 865: 15 178
Old : 59,000: 53,018 47,243 2,256 4,500 2,101 0 222 0 745 3,891 865: 15 178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -152: 289 -492 0 -22 -60 0 0 0 10 813 -391: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 80.1 3.8 7.6 3.6 0.0 0.4 0.0 1.3 6.6 1.5: 0.0 0.3
Old : 100.0: 89.9 80.1 3.8 7.6 3.6 0.0 0.4 0.0 1.3 6.6 1.5: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 22 . . . 0 . 0 . . .:
Old : 40: 25 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 : 48.1 51.6 72.0 76.6 46.6 50.9 65.2 70.0
Old : 48.1 51.6 72.0 76.6 46.6 50.9 65.2 70.0
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,925: 67,298 52,427 3,359 2,993 2,049 122 2,967 232 1,116 13,453 1,736: 13 68
Old : 75,925: 67,298 52,427 3,359 2,993 2,049 122 2,967 232 1,116 13,453 1,736: 13 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 419: -461 -607 734 175 -176 0 80 0 316 971 6: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 69.1 4.4 3.9 2.7 0.2 3.9 0.3 1.5 17.7 2.3: 0.0 0.1
Old : 100.0: 88.6 69.1 4.4 3.9 2.7 0.2 3.9 0.3 1.5 17.7 2.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 28 30 . . . . . . 6 4 5:
Old : 54: 28 30 . . . . . . 6 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 46.4 64.7 69.1 40.6 45.0 56.4 64.5
Old : 45.3 46.4 64.7 69.1 40.6 45.0 56.4 64.5
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,990: 35,810 41,930 9,120 3,870 1,190 0 0 0 865 0 0: 5 0
Old : 46,990: 35,810 41,930 9,120 3,870 1,190 0 0 0 865 0 0: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 3,440: 1,950 3,640 1,640 0 -200 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 89.2 19.4 8.2 2.5 0.0 0.0 0.0 1.8 0.0 0.0: 0.0 0.0
Old : 100.0: 76.2 89.2 19.4 8.2 2.5 0.0 0.0 0.0 1.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 24 11 . . . 0 0 0 . 0 0:
Old : 29: 24 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 : 51.9 94.7 74.0 99.4 49.6 93.2 69.3 93.2
Old : 51.9 94.7 74.0 99.4 49.6 93.2 69.3 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 52,035: 38,860 41,560 9,785 6,440 1,935 0 0 0 1,450 2,100 0: 5 0
Old : 52,035: 38,860 41,560 9,785 6,440 1,935 0 0 0 1,450 2,100 0: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 1,615: 1,030 1,720 640 0 -105 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 79.9 18.8 12.4 3.7 0.0 0.0 0.0 2.8 4.0 0.0: 0.0 0.0
Old : 100.0: 74.7 79.9 18.8 12.4 3.7 0.0 0.0 0.0 2.8 4.0 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 : 30: 23 11 . . . 0 0 0 . . 0:
Old : 30: 23 11 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 93.5 69.0 98.1 43.2 90.7 66.4 93.4
Old : 45.3 93.5 69.0 98.1 43.2 90.7 66.4 93.4
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 300,772: 227,217 268,211 20,803 9,112 17,418 0 816 0 33,783 3,664 1,551: 0 0
Old : 300,772: 227,217 268,211 20,803 9,112 17,418 0 816 0 33,783 3,664 1,551: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -2,721: -11,991 39 760 -1,520 760 0 0 0 9,750 0 -2,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 89.2 6.9 3.0 5.8 0.0 0.3 0.0 11.2 1.2 0.5: 0.0 0.0
Old : 100.0: 75.5 89.2 6.9 3.0 5.8 0.0 0.3 0.0 11.2 1.2 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 25 . . . 0 . 0 . . .:
Old : 36: 19 25 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 57.9 72.9 73.9 48.3 57.5 65.3 71.2
Old : 52.2 57.9 72.9 73.9 48.3 57.5 65.3 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,552: 17,519 21,262 1,123 446 1,027 78 1,321 977 4,167 600 814: 847 105
Old : 26,552: 17,519 21,262 1,123 446 1,027 78 1,321 977 4,167 600 814: 847 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 819: 392 619 159 -82 0 0 66 14 52 0 202: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 80.1 4.2 1.7 3.9 0.3 5.0 3.7 15.7 2.3 3.1: 3.2 0.4
Old : 100.0: 66.0 80.1 4.2 1.7 3.9 0.3 5.0 3.7 15.7 2.3 3.1: 3.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 23 30 . . . . . . 4 . 4:
Old : 44: 23 30 . . . . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 46.1 69.7 60.0 45.3 44.0 58.4 56.0
Old : 48.6 46.1 69.7 60.0 45.3 44.0 58.4 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,052: 29,314 40,690 11,123 0 0 257 0 0 358 362 0: 0 0
Old : 41,052: 29,314 40,690 11,123 0 0 257 0 0 358 362 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 1,986: 2,218 2,113 -407 0 0 0 0 0 175 -127 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 99.1 27.1 0.0 0.0 0.6 0.0 0.0 0.9 0.9 0.0: 0.0 0.0
Old : 100.0: 71.4 99.1 27.1 0.0 0.0 0.6 0.0 0.0 0.9 0.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 15 . 0 0 . 0 0 . . 0:
Old : 28: 16 15 . 0 0 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 87.9 95.1 96.8 74.5 81.5 83.3 85.6
Old : 78.2 87.9 95.1 96.8 74.5 81.5 83.3 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 308,701: 257,040 214,641 12,041 42,240 32,612 7,008 18,800 0 0 408 0: 0 0
Old : 308,701: 257,040 214,641 12,041 42,240 32,612 7,008 18,800 0 0 408 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -6,752: 88 -10,552 0 9,880 -6,080 -760 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 69.5 3.9 13.7 10.6 2.3 6.1 0.0 0.0 0.1 0.0: 0.0 0.0
Old : 100.0: 83.3 69.5 3.9 13.7 10.6 2.3 6.1 0.0 0.0 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 16 . . . . . 0 0 . 0:
Old : 29: 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 : 73.2 61.9 91.4 82.8 68.0 53.5 76.1 69.3
Old : 73.2 61.9 91.4 82.8 68.0 53.5 76.1 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,369: 15,219 15,873 921 404 1,984 783 0 1,039 0 732 0: 423 337
Old : 20,369: 15,219 15,873 921 404 1,984 783 0 1,039 0 732 0: 423 337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 63: 125 -228 -168 164 127 0 0 0 0 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 77.9 4.5 2.0 9.7 3.8 0.0 5.1 0.0 3.6 0.0: 2.1 1.7
Old : 100.0: 74.7 77.9 4.5 2.0 9.7 3.8 0.0 5.1 0.0 3.6 0.0: 2.1 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 15 . . . . 0 . 0 . 0:
Old : 27: 18 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 : 61.8 62.2 78.8 80.5 49.9 52.6 58.9 62.7
Old : 61.8 62.2 78.8 80.5 49.9 52.6 58.9 62.7
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,040: 4,335 7,063 3,649 1,579 0 143 0 21 256 0 0: 636 377
Old : 9,040: 4,335 7,063 3,649 1,579 0 143 0 21 256 0 0: 636 377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -337: -400 -360 0 23 0 0 0 0 63 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 78.1 40.4 17.5 0.0 1.6 0.0 0.2 2.8 0.0 0.0: 7.0 4.2
Old : 100.0: 48.0 78.1 40.4 17.5 0.0 1.6 0.0 0.2 2.8 0.0 0.0: 7.0 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 : 21: 12 9 . . 0 . 0 . . 0 0:
Old : 21: 12 9 . . 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 71.5 80.2 94.9 61.2 69.2 79.8 88.2
Old : 61.2 71.5 80.2 94.9 61.2 69.2 79.8 88.2
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,606: 5,292 7,796 3,298 1,084 206 529 82 0 0 283 330: 951 825
Old : 10,606: 5,292 7,796 3,298 1,084 206 529 82 0 0 283 330: 951 825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 296: 275 205 143 0 -184 0 0 0 -19 1 19: 62 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 73.5 31.1 10.2 1.9 5.0 0.8 0.0 0.0 2.7 3.1: 9.0 7.8
Old : 100.0: 49.9 73.5 31.1 10.2 1.9 5.0 0.8 0.0 0.0 2.7 3.1: 9.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 16 . . . . . 0 0 . .:
Old : 26: 13 16 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 54.2 74.0 76.3 55.3 50.9 67.1 69.2
Old : 58.0 54.2 74.0 76.3 55.3 50.9 67.1 69.2
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,860: 78,637 82,996 14,200 12,881 1,575 408 0 0 2,632 0 408: 0 0
Old : 97,860: 78,637 82,996 14,200 12,881 1,575 408 0 0 2,632 0 408: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 3,040: 3,040 5,320 0 -2,280 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 84.8 14.5 13.2 1.6 0.4 0.0 0.0 2.7 0.0 0.4: 0.0 0.0
Old : 100.0: 80.4 84.8 14.5 13.2 1.6 0.4 0.0 0.0 2.7 0.0 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 11 . . . . 0 0 . 0 .:
Old : 26: 13 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 : 66.0 69.5 87.6 92.7 65.1 68.8 83.4 90.2
Old : 66.0 69.5 87.6 92.7 65.1 68.8 83.4 90.2
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 14,604: 10,258 10,142 2,914 1,871 304 0 761 0 625 1,042 191: 312 293
Old : 14,604: 10,258 10,142 2,914 1,871 304 0 761 0 625 1,042 191: 312 293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 280: -32 199 168 0 -23 0 0 0 127 63 0: 40 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 69.4 20.0 12.8 2.1 0.0 5.2 0.0 4.3 7.1 1.3: 2.1 2.0
Old : 100.0: 70.2 69.4 20.0 12.8 2.1 0.0 5.2 0.0 4.3 7.1 1.3: 2.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 19 . . . 0 . 0 . . .:
Old : 30: 18 19 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 32.3 78.4 53.4 50.0 31.1 64.5 50.3
Old : 57.1 32.3 78.4 53.4 50.0 31.1 64.5 50.3
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 154,266: 115,354 86,344 27,212 45,799 9,252 0 7,382 408 0 3,041 2,040: 0 0
Old : 154,266: 115,354 86,344 27,212 45,799 9,252 0 7,382 408 0 3,041 2,040: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -10,640: -9,120 -11,400 -1,520 0 0 0 0 0 0 760 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 56.0 17.6 29.7 6.0 0.0 4.8 0.3 0.0 2.0 1.3: 0.0 0.0
Old : 100.0: 74.8 56.0 17.6 29.7 6.0 0.0 4.8 0.3 0.0 2.0 1.3: 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 : 29: 17 15 . . . 0 . . 0 . .:
Old : 29: 17 15 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 55.8 79.2 77.5 44.6 50.0 64.2 62.7
Old : 58.4 55.8 79.2 77.5 44.6 50.0 64.2 62.7
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,100: 6,075 7,515 1,915 0 0 0 250 50 0 280 0: 60 5
Old : 8,100: 6,075 7,515 1,915 0 0 0 250 50 0 280 0: 60 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -30: -30 0 0 0 0 0 0 0 0 -30 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 92.8 23.6 0.0 0.0 0.0 3.1 0.6 0.0 3.5 0.0: 0.7 0.1
Old : 100.0: 75.0 92.8 23.6 0.0 0.0 0.0 3.1 0.6 0.0 3.5 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . 0 0 0 . . 0 . 0:
Old : 23: 12 12 . 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 80.1 89.5 92.5 60.9 70.2 76.7 78.6
Old : 67.9 80.1 89.5 92.5 60.9 70.2 76.7 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,450: 16,373 15,853 610 2,069 3,839 0 157 1,992 1,636 540 0: 0 0
Old : 24,450: 16,373 15,853 610 2,069 3,839 0 157 1,992 1,636 540 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 23: 100 23 0 0 0 0 0 0 -77 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 64.8 2.5 8.5 15.7 0.0 0.6 8.1 6.7 2.2 0.0: 0.0 0.0
Old : 100.0: 67.0 64.8 2.5 8.5 15.7 0.0 0.6 8.1 6.7 2.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 13 . . . 0 . . . . 0:
Old : 27: 18 13 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 56.8 82.7 83.2 44.8 41.8 61.1 60.0
Old : 53.6 56.8 82.7 83.2 44.8 41.8 61.1 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 217,681: 134,809 126,160 27,505 32,290 55,367 0 0 0 0 3,864 0: 0 0
Old : 217,681: 134,809 126,160 27,505 32,290 55,367 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: December 13, 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: 61.9 58.0 12.6 14.8 25.4 0.0 0.0 0.0 0.0 1.8 0.0: 0.0 0.0
Old : 100.0: 61.9 58.0 12.6 14.8 25.4 0.0 0.0 0.0 0.0 1.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 11 . . . 0 0 0 0 . 0:
Old : 21: 13 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 : 83.7 76.5 94.9 95.2 61.2 49.2 67.7 64.7
Old : 83.7 76.5 94.9 95.2 61.2 49.2 67.7 64.7
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,360: 13,240 7,715 170 4,705 255 0 1,680 0 300 0 0: 395 5
Old : 14,360: 13,240 7,715 170 4,705 255 0 1,680 0 300 0 0: 395 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 0: -20 0 0 0 0 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 53.7 1.2 32.8 1.8 0.0 11.7 0.0 2.1 0.0 0.0: 2.8 0.0
Old : 100.0: 92.2 53.7 1.2 32.8 1.8 0.0 11.7 0.0 2.1 0.0 0.0: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 12 . . . 0 . 0 . 0 0:
Old : 21: 12 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 : 78.5 74.3 88.1 93.9 64.6 70.3 73.3 80.7
Old : 78.5 74.3 88.1 93.9 64.6 70.3 73.3 80.7
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,355: 13,215 7,655 220 4,755 205 0 1,630 0 155 0 105: 455 5
Old : 14,355: 13,215 7,655 220 4,755 205 0 1,630 0 155 0 105: 455 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -50: -20 -100 0 50 0 0 0 0 -50 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 53.3 1.5 33.1 1.4 0.0 11.4 0.0 1.1 0.0 0.7: 3.2 0.0
Old : 100.0: 92.1 53.3 1.5 33.1 1.4 0.0 11.4 0.0 1.1 0.0 0.7: 3.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 12 . . . 0 . 0 . 0 .:
Old : 21: 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 : 76.6 72.0 87.7 93.0 64.3 70.9 74.3 81.9
Old : 76.6 72.0 87.7 93.0 64.3 70.9 74.3 81.9
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 692,412: 363,727 311,184 5,174 104,963 117,052 0 28,772 28,094 76,017 0 102,347: 0 0
Old : 692,412: 363,727 311,184 5,174 104,963 117,052 0 28,772 28,094 76,017 0 102,347: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -23,631: -12,347 -11,426 -462 22,202 -11,537 0 -1,849 -7,035 21,354 -588 -13,273: -330 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 44.9 0.7 15.2 16.9 0.0 4.2 4.1 11.0 0.0 14.8: 0.0 0.0
Old : 100.0: 52.5 44.9 0.7 15.2 16.9 0.0 4.2 4.1 11.0 0.0 14.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 16 . . . 0 . . 4 0 .:
Old : 30: 17 16 . . . 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 : 68.3 53.8 88.6 85.0 30.8 32.9 37.4 38.2
Old : 68.3 53.8 88.6 85.0 30.8 32.9 37.4 38.2
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,170: 11,810 6,300 1,450 7,310 560 0 0 0 180 0 0: 170 0
Old : 14,170: 11,810 6,300 1,450 7,310 560 0 0 0 180 0 0: 170 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 335: 300 420 10 -100 15 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 44.5 10.2 51.6 4.0 0.0 0.0 0.0 1.3 0.0 0.0: 1.2 0.0
Old : 100.0: 83.3 44.5 10.2 51.6 4.0 0.0 0.0 0.0 1.3 0.0 0.0: 1.2 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 : 22: 12 10 . . . 0 0 0 . 0 0:
Old : 22: 12 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 81.2 92.1 95.2 63.5 81.2 83.6 90.3
Old : 70.0 81.2 92.1 95.2 63.5 81.2 83.6 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,520: 11,545 12,485 4,290 3,790 2,045 325 150 0 100 0 50: 165 0
Old : 18,520: 11,545 12,485 4,290 3,790 2,045 325 150 0 100 0 50: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 300: 300 480 240 0 -180 0 0 0 -100 0 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 67.4 23.2 20.5 11.0 1.8 0.8 0.0 0.5 0.0 0.3: 0.9 0.0
Old : 100.0: 62.3 67.4 23.2 20.5 11.0 1.8 0.8 0.0 0.5 0.0 0.3: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 13 . . 4 . . 0 . 0 .:
Old : 31: 16 13 . . 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 : 71.3 70.1 85.0 90.5 54.7 62.4 64.4 70.0
Old : 71.3 70.1 85.0 90.5 54.7 62.4 64.4 70.0
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,446: 8,880 7,621 950 2,740 1,935 325 100 0 50 0 50: 256 0
Old : 12,446: 8,880 7,621 950 2,740 1,935 325 100 0 50 0 50: 256 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 160: 260 340 140 0 -180 0 0 0 -100 0 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 61.2 7.6 22.0 15.5 2.6 0.8 0.0 0.4 0.0 0.4: 2.1 0.0
Old : 100.0: 71.3 61.2 7.6 22.0 15.5 2.6 0.8 0.0 0.4 0.0 0.4: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 11 . . . . . 0 . 0 .:
Old : 26: 15 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 : 66.4 71.9 82.9 90.5 39.5 49.9 52.9 59.2
Old : 66.4 71.9 82.9 90.5 39.5 49.9 52.9 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,040: 14,705 23,040 8,535 0 360 0 580 0 50 0 0: 390 60
Old : 24,040: 14,705 23,040 8,535 0 360 0 580 0 50 0 0: 390 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -370: 1,170 -370 -1,600 0 0 0 0 0 50 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 95.8 35.5 0.0 1.5 0.0 2.4 0.0 0.2 0.0 0.0: 1.6 0.2
Old : 100.0: 61.2 95.8 35.5 0.0 1.5 0.0 2.4 0.0 0.2 0.0 0.0: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 11 4 0 . 0 . 0 . 0 0:
Old : 26: 13 11 4 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 86.3 89.8 94.1 70.8 83.4 85.4 89.7
Old : 72.0 86.3 89.8 94.1 70.8 83.4 85.4 89.7
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,100: 11,500 12,085 2,570 1,375 1,860 0 435 0 0 310 10: 160 25
Old : 16,100: 11,500 12,085 2,570 1,375 1,860 0 435 0 0 310 10: 160 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 130: 380 55 -180 0 0 0 0 0 0 75 0: -70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 75.1 16.0 8.5 11.6 0.0 2.7 0.0 0.0 1.9 0.1: 1.0 0.2
Old : 100.0: 71.4 75.1 16.0 8.5 11.6 0.0 2.7 0.0 0.0 1.9 0.1: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 8 . . . 0 . 0 0 . .:
Old : 22: 13 8 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 62.7 88.9 93.8 52.8 55.2 67.4 68.5
Old : 68.7 62.7 88.9 93.8 52.8 55.2 67.4 68.5
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,085: 11,965 12,560 2,890 2,325 1,720 0 435 0 315 0 20: 175 25
Old : 17,085: 11,965 12,560 2,890 2,325 1,720 0 435 0 315 0 20: 175 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 65: 490 145 -200 0 -80 0 0 0 -75 0 0: -70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 73.5 16.9 13.6 10.1 0.0 2.5 0.0 1.8 0.0 0.1: 1.0 0.1
Old : 100.0: 70.0 73.5 16.9 13.6 10.1 0.0 2.5 0.0 1.8 0.0 0.1: 1.0 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 : 22: 13 9 . . . 0 . 0 . 0 .:
Old : 22: 13 9 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 79.9 85.9 95.5 50.6 70.2 69.4 76.4
Old : 62.0 79.9 85.9 95.5 50.6 70.2 69.4 76.4
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 117,100: 99,040 90,467 3,480 11,922 11,895 2,145 575 30 400 1,600 65: 45 546
Old : 117,100: 99,040 90,467 3,480 11,922 11,895 2,145 575 30 400 1,600 65: 45 546
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 3,275: 2,575 2,389 -35 -15 720 0 0 0 0 -290 15: 0 456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 77.3 3.0 10.2 10.2 1.8 0.5 0.0 0.3 1.4 0.1: 0.0 0.5
Old : 100.0: 84.6 77.3 3.0 10.2 10.2 1.8 0.5 0.0 0.3 1.4 0.1: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 31 25 4 . 5 . . . . . .:
Old : 50: 31 25 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 : 46.6 64.1 67.0 87.2 45.8 56.2 58.8 69.0
Old : 46.6 64.1 67.0 87.2 45.8 56.2 58.8 69.0
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 135,462: 111,109 103,056 6,540 10,052 13,923 3,265 4,330 175 200 3,125 250: 0 551
Old : 135,462: 111,109 103,056 6,540 10,052 13,923 3,265 4,330 175 200 3,125 250: 0 551
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 2,582: 1,907 1,141 -105 120 795 0 25 0 0 60 -15: 0 456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 76.1 4.8 7.4 10.3 2.4 3.2 0.1 0.1 2.3 0.2: 0.0 0.4
Old : 100.0: 82.0 76.1 4.8 7.4 10.3 2.4 3.2 0.1 0.1 2.3 0.2: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 38 31 4 . 4 . . . . 5 4:
Old : 57: 38 31 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 : 42.7 62.8 62.3 81.2 40.6 55.3 54.2 66.1
Old : 42.7 62.8 62.3 81.2 40.6 55.3 54.2 66.1
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 190,479: 138,772 140,726 18,147 3,867 13,395 6,104 4,918 6,222 4,746 18,228 3,064: 29 59
Old : 190,479: 138,772 140,726 18,147 3,867 13,395 6,104 4,918 6,222 4,746 18,228 3,064: 29 59
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 4,052: 1,059 1,493 1,120 -2,063 1,400 311 516 -70 1,229 3,537 -800: -197 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 73.9 9.5 2.0 7.0 3.2 2.6 3.3 2.5 9.6 1.6: 0.0 0.0
Old : 100.0: 72.9 73.9 9.5 2.0 7.0 3.2 2.6 3.3 2.5 9.6 1.6: 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 : 75: 40 44 . . 4 4 . . 6 8 9:
Old : 75: 40 44 . . 4 4 . . 6 8 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 : 39.9 55.9 56.9 68.8 36.9 48.3 52.5 55.0
Old : 39.9 55.9 56.9 68.8 36.9 48.3 52.5 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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 120,849: 104,007 98,432 5,492 12,327 3,198 4,937 799 1,799 1,105 4,036 253: 58 5
Old : 120,849: 104,007 98,432 5,492 12,327 3,198 4,937 799 1,799 1,105 4,036 253: 58 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -931: -909 -679 280 -210 -293 0 10 0 -1 249 -8: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 81.5 4.5 10.2 2.6 4.1 0.7 1.5 0.9 3.3 0.2: 0.0 0.0
Old : 100.0: 86.1 81.5 4.5 10.2 2.6 4.1 0.7 1.5 0.9 3.3 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 : 52: 37 30 . . 4 . . . . 5 .:
Old : 52: 37 30 . . 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 : 37.0 63.5 57.6 78.9 35.0 53.9 50.5 65.1
Old : 37.0 63.5 57.6 78.9 35.0 53.9 50.5 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,420: 30,465 29,010 2,340 4,545 2,660 565 1,075 0 1,280 50 80: 30 0
Old : 37,420: 30,465 29,010 2,340 4,545 2,660 565 1,075 0 1,280 50 80: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 140: 235 -35 -110 145 30 25 0 0 -50 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 77.5 6.3 12.1 7.1 1.5 2.9 0.0 3.4 0.1 0.2: 0.1 0.0
Old : 100.0: 81.4 77.5 6.3 12.1 7.1 1.5 2.9 0.0 3.4 0.1 0.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 13 . . . . . 0 . . .:
Old : 31: 20 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 : 55.7 88.8 77.1 96.7 55.1 80.5 72.7 86.3
Old : 55.7 88.8 77.1 96.7 55.1 80.5 72.7 86.3
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,455: 26,140 29,740 2,980 0 2,465 0 220 30 775 0 0: 65 0
Old : 32,455: 26,140 29,740 2,980 0 2,465 0 220 30 775 0 0: 65 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -1,265: 210 -60 -180 0 -1,205 0 0 0 -100 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 91.6 9.2 0.0 7.6 0.0 0.7 0.1 2.4 0.0 0.0: 0.2 0.0
Old : 100.0: 80.5 91.6 9.2 0.0 7.6 0.0 0.7 0.1 2.4 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 : 28: 19 13 4 0 . 0 . . . 0 0:
Old : 28: 19 13 4 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 90.1 81.1 97.8 56.2 83.4 73.3 85.5
Old : 59.4 90.1 81.1 97.8 56.2 83.4 73.3 85.5
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 30,916: 26,642 23,051 0 4,725 2,685 1,100 200 250 100 0 0: 139 5
Old : 30,916: 26,642 23,051 0 4,725 2,685 1,100 200 250 100 0 0: 139 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -720: -725 -1,335 -50 560 55 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 74.6 0.0 15.3 8.7 3.6 0.6 0.8 0.3 0.0 0.0: 0.4 0.0
Old : 100.0: 86.2 74.6 0.0 15.3 8.7 3.6 0.6 0.8 0.3 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 26 0 . . . . . . 0 0:
Old : 40: 26 26 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 45.5 69.2 68.2 41.3 38.0 58.6 57.2
Old : 46.5 45.5 69.2 68.2 41.3 38.0 58.6 57.2
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,991: 16,211 17,451 1,965 1,580 1,840 900 0 0 75 0 0: 0 120
Old : 20,991: 16,211 17,451 1,965 1,580 1,840 900 0 0 75 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 615: 615 665 0 -50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 83.1 9.4 7.5 8.8 4.3 0.0 0.0 0.4 0.0 0.0: 0.0 0.6
Old : 100.0: 77.2 83.1 9.4 7.5 8.8 4.3 0.0 0.0 0.4 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: 18 16 . . . . 0 0 . 0 0:
Old : 27: 18 16 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 56.1 64.4 85.9 38.2 46.0 54.6 66.0
Old : 43.6 56.1 64.4 85.9 38.2 46.0 54.6 66.0
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 256,739: 156,694 140,023 0 43,868 65,822 27,552 0 6,354 0 355 317: 0 0
Old : 256,739: 156,694 140,023 0 43,868 65,822 27,552 0 6,354 0 355 317: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 7,556: -1,244 8,292 0 -9,526 8,705 136 0 13 0 126 -54: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 54.5 0.0 17.1 25.6 10.7 0.0 2.5 0.0 0.1 0.1: 0.0 0.0
Old : 100.0: 61.0 54.5 0.0 17.1 25.6 10.7 0.0 2.5 0.0 0.1 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: 16 16 0 . . . 0 . 0 . .:
Old : 26: 16 16 0 . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 81.9 88.4 93.8 32.1 37.1 37.8 39.4
Old : 61.1 81.9 88.4 93.8 32.1 37.1 37.8 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,272: 20,122 25,107 4,880 300 0 0 0 0 0 0 0: 1,270 865
Old : 26,272: 20,122 25,107 4,880 300 0 0 0 0 0 0 0: 1,270 865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 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: 76.6 95.6 18.6 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.8 3.3
Old : 100.0: 76.6 95.6 18.6 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.8 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 : 20: 11 13 . . 0 0 0 0 0 0 0:
Old : 20: 11 13 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 65.5 92.0 86.8 77.3 62.9 88.7 80.6
Old : 77.3 65.5 92.0 86.8 77.3 62.9 88.7 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,240: 76,480 35,840 2,400 43,200 0 3,200 0 0 0 3,200 0: 160 0
Old : 82,240: 76,480 35,840 2,400 43,200 0 3,200 0 0 0 3,200 0: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -45,232: -42,064 -19,312 -1,320 -23,760 0 -1,760 0 0 0 -2,160 0: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 43.6 2.9 52.5 0.0 3.9 0.0 0.0 0.0 3.9 0.0: 0.2 0.0
Old : 100.0: 93.0 43.6 2.9 52.5 0.0 3.9 0.0 0.0 0.0 3.9 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 : 22: 11 5 . . 0 . 0 0 0 . 0:
Old : 22: 11 5 . . 0 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 86.8 90.7 98.8 72.8 86.8 90.7 98.8
Old : 72.8 86.8 90.7 98.8 72.8 86.8 90.7 98.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,216: 17,951 19,424 4,934 4,652 2,202 95 1,340 0 2,359 216 324: 351 58
Old : 28,216: 17,951 19,424 4,934 4,652 2,202 95 1,340 0 2,359 216 324: 351 58
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -19: 104 99 160 96 -160 10 -50 0 -133 0 0: 0 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 68.8 17.5 16.5 7.8 0.3 4.7 0.0 8.4 0.8 1.1: 1.2 0.2
Old : 100.0: 63.6 68.8 17.5 16.5 7.8 0.3 4.7 0.0 8.4 0.8 1.1: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 19 . . . . . 0 4 . .:
Old : 37: 18 19 . . . . . 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 : 43.1 51.7 70.4 74.9 38.7 45.1 59.1 66.0
Old : 43.1 51.7 70.4 74.9 38.7 45.1 59.1 66.0
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,999: 14,567 15,188 2,688 3,292 894 410 0 0 971 0 269: 200 356
Old : 19,999: 14,567 15,188 2,688 3,292 894 410 0 0 971 0 269: 200 356
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 297: 37 185 200 0 0 0 0 0 -110 0 110: 60 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 75.9 13.4 16.5 4.5 2.1 0.0 0.0 4.9 0.0 1.3: 1.0 1.8
Old : 100.0: 72.8 75.9 13.4 16.5 4.5 2.1 0.0 0.0 4.9 0.0 1.3: 1.0 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 : 30: 16 18 . . . . 0 0 . 0 .:
Old : 30: 16 18 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 52.1 70.8 74.7 43.7 52.1 61.2 71.3
Old : 48.3 52.1 70.8 74.7 43.7 52.1 61.2 71.3
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,135: 32,660 17,238 2,056 14,765 865 0 4,378 50 2,623 1,174 665: 216 0
Old : 39,135: 32,660 17,238 2,056 14,765 865 0 4,378 50 2,623 1,174 665: 216 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 442: 329 311 95 595 -280 0 371 0 341 -497 -48: 5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 44.0 5.3 37.7 2.2 0.0 11.2 0.1 6.7 3.0 1.7: 0.6 0.0
Old : 100.0: 83.5 44.0 5.3 37.7 2.2 0.0 11.2 0.1 6.7 3.0 1.7: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 21 . . . 0 . . . . 4:
Old : 42: 24 21 . . . 0 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 50.9 64.6 78.0 47.9 48.9 60.7 71.8
Old : 49.4 50.9 64.6 78.0 47.9 48.9 60.7 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,208: 18,339 13,352 131 5,194 2,245 25 0 75 91 250 92: 210 0
Old : 21,208: 18,339 13,352 131 5,194 2,245 25 0 75 91 250 92: 210 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 20: -70 275 0 -255 0 0 0 0 80 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 63.0 0.6 24.5 10.6 0.1 0.0 0.4 0.4 1.2 0.4: 1.0 0.0
Old : 100.0: 86.5 63.0 0.6 24.5 10.6 0.1 0.0 0.4 0.4 1.2 0.4: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 18 . . . . 0 . . . .:
Old : 34: 22 18 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 54.8 69.9 77.7 44.0 47.1 57.9 68.2
Old : 49.5 54.8 69.9 77.7 44.0 47.1 57.9 68.2
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,745: 15,086 18,896 5,970 675 2,217 100 370 0 60 1,502 85: 227 0
Old : 23,745: 15,086 18,896 5,970 675 2,217 100 370 0 60 1,502 85: 227 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -304: -200 -279 -30 0 0 0 0 0 0 50 -75: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 79.6 25.1 2.8 9.3 0.4 1.6 0.0 0.3 6.3 0.4: 1.0 0.0
Old : 100.0: 63.5 79.6 25.1 2.8 9.3 0.4 1.6 0.0 0.3 6.3 0.4: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 15 4 . . . . 0 . . .:
Old : 29: 16 15 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 : 56.1 63.5 82.5 82.3 55.8 57.7 76.2 74.7
Old : 56.1 63.5 82.5 82.3 55.8 57.7 76.2 74.7
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,793: 11,631 11,693 1,398 1,458 327 0 25 0 0 25 0: 437 265
Old : 13,793: 11,631 11,693 1,398 1,458 327 0 25 0 0 25 0: 437 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -160: 60 -190 -160 60 -60 0 0 0 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 84.8 10.1 10.6 2.4 0.0 0.2 0.0 0.0 0.2 0.0: 3.2 1.9
Old : 100.0: 84.3 84.8 10.1 10.6 2.4 0.0 0.2 0.0 0.0 0.2 0.0: 3.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 11 . . 4 0 . 0 0 . 0:
Old : 25: 16 11 . . 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 : 61.4 78.0 83.8 92.0 61.4 76.6 81.4 89.4
Old : 61.4 78.0 83.8 92.0 61.4 76.6 81.4 89.4
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,500: 32,126 24,904 590 7,599 1,330 35 450 0 100 200 0: 319 17
Old : 34,500: 32,126 24,904 590 7,599 1,330 35 450 0 100 200 0: 319 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -1,090: -605 -2,365 -10 1,750 -475 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 72.2 1.7 22.0 3.9 0.1 1.3 0.0 0.3 0.6 0.0: 0.9 0.0
Old : 100.0: 93.1 72.2 1.7 22.0 3.9 0.1 1.3 0.0 0.3 0.6 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 24 . . . . . 0 . . 0:
Old : 38: 26 24 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 48.0 68.6 73.6 39.0 43.8 60.4 65.0
Old : 41.5 48.0 68.6 73.6 39.0 43.8 60.4 65.0
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,355: 14,414 12,981 1,010 2,810 1,460 0 0 0 407 50 54: 10 0
Old : 17,355: 14,414 12,981 1,010 2,810 1,460 0 0 0 407 50 54: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 254: 290 130 0 140 0 0 0 0 -20 0 -16: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 74.8 5.8 16.2 8.4 0.0 0.0 0.0 2.3 0.3 0.3: 0.1 0.0
Old : 100.0: 83.1 74.8 5.8 16.2 8.4 0.0 0.0 0.0 2.3 0.3 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 21 17 . . . 0 0 0 . . .:
Old : 28: 21 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 : 44.0 81.0 64.5 93.2 42.6 73.1 60.5 77.1
Old : 44.0 81.0 64.5 93.2 42.6 73.1 60.5 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,104: 9,719 7,994 575 3,064 2,025 0 0 0 759 0 21: 5 0
Old : 13,104: 9,719 7,994 575 3,064 2,025 0 0 0 759 0 21: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -50: -60 -50 0 0 0 0 0 0 10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 61.0 4.4 23.4 15.5 0.0 0.0 0.0 5.8 0.0 0.2: 0.0 0.0
Old : 100.0: 74.2 61.0 4.4 23.4 15.5 0.0 0.0 0.0 5.8 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 18 . . . 0 0 0 . 0 .:
Old : 26: 19 18 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 70.2 69.6 88.8 37.0 47.5 56.2 62.1
Old : 43.9 70.2 69.6 88.8 37.0 47.5 56.2 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,246: 4,151 8,946 0 1,060 300 6,260 0 1,225 0 225 0: 1,310 1,490
Old : 13,246: 4,151 8,946 0 1,060 300 6,260 0 1,225 0 225 0: 1,310 1,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 67.5 0.0 8.0 2.3 47.3 0.0 9.2 0.0 1.7 0.0: 9.9 11.2
Old : 100.0: 31.3 67.5 0.0 8.0 2.3 47.3 0.0 9.2 0.0 1.7 0.0: 9.9 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 12 0 . . . 0 . 0 . 0:
Old : 21: 8 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 : 80.4 45.8 89.2 71.9 57.9 32.0 58.1 47.8
Old : 80.4 45.8 89.2 71.9 57.9 32.0 58.1 47.8
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,844: 27,207 32,707 10,530 4,215 40 0 0 0 0 700 0: 3,067 3,182
Old : 40,844: 27,207 32,707 10,530 4,215 40 0 0 0 0 700 0: 3,067 3,182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -250: 350 -250 -600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 80.1 25.8 10.3 0.1 0.0 0.0 0.0 0.0 1.7 0.0: 7.5 7.8
Old : 100.0: 66.6 80.1 25.8 10.3 0.1 0.0 0.0 0.0 0.0 1.7 0.0: 7.5 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 17 . . . 0 0 0 0 . 0:
Old : 25: 15 17 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 49.2 90.6 75.5 75.8 49.0 83.7 74.3
Old : 78.0 49.2 90.6 75.5 75.8 49.0 83.7 74.3
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,010: 24,193 28,463 9,440 4,375 0 0 0 0 0 700 0: 3,377 3,472
Old : 37,010: 24,193 28,463 9,440 4,375 0 0 0 0 0 700 0: 3,377 3,472
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -250: 350 -250 -600 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 76.9 25.5 11.8 0.0 0.0 0.0 0.0 0.0 1.9 0.0: 9.1 9.4
Old : 100.0: 65.4 76.9 25.5 11.8 0.0 0.0 0.0 0.0 0.0 1.9 0.0: 9.1 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 17 . . 0 0 0 0 0 . 0:
Old : 24: 12 17 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 47.9 89.5 75.0 74.7 47.8 83.2 74.0
Old : 77.0 47.9 89.5 75.0 74.7 47.8 83.2 74.0
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,205: 33,730 5,335 0 6,185 725 0 14,510 0 0 8,120 105: 1,645 1,225
Old : 36,205: 33,730 5,335 0 6,185 725 0 14,510 0 0 8,120 105: 1,645 1,225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 1,030: 1,330 75 -550 1,010 75 0 0 0 0 -305 75: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 14.7 0.0 17.1 2.0 0.0 40.1 0.0 0.0 22.4 0.3: 4.5 3.4
Old : 100.0: 93.2 14.7 0.0 17.1 2.0 0.0 40.1 0.0 0.0 22.4 0.3: 4.5 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 : 26: 14 10 0 . . 0 . 0 0 4 .:
Old : 26: 14 10 0 . . 0 . 0 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 78.8 87.4 88.8 69.3 77.0 83.0 83.4
Old : 73.7 78.8 87.4 88.8 69.3 77.0 83.0 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,005: 30,670 6,095 0 7,815 195 0 13,435 360 0 3,625 0: 1,780 1,480
Old : 33,005: 30,670 6,095 0 7,815 195 0 13,435 360 0 3,625 0: 1,780 1,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 880: 1,080 50 0 960 0 0 0 0 0 -230 0: -200 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 18.5 0.0 23.7 0.6 0.0 40.7 1.1 0.0 11.0 0.0: 5.4 4.5
Old : 100.0: 92.9 18.5 0.0 23.7 0.6 0.0 40.7 1.1 0.0 11.0 0.0: 5.4 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 : 25: 13 11 0 . . 0 . . 0 . 0:
Old : 25: 13 11 0 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 76.5 85.6 86.9 69.6 72.9 78.2 79.2
Old : 75.2 76.5 85.6 86.9 69.6 72.9 78.2 79.2
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,513: 17,186 16,145 70 1,451 5,890 1,095 150 105 1,750 2,635 150: 2,267 1,987
Old : 28,513: 17,186 16,145 70 1,451 5,890 1,095 150 105 1,750 2,635 150: 2,267 1,987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 2,355: 20 995 0 -1,605 1,900 -350 150 50 -50 330 50: 735 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 56.6 0.2 5.1 20.7 3.8 0.5 0.4 6.1 9.2 0.5: 8.0 7.0
Old : 100.0: 60.3 56.6 0.2 5.1 20.7 3.8 0.5 0.4 6.1 9.2 0.5: 8.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 8 . . . . . . . . .:
Old : 25: 16 8 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 80.8 74.1 90.0 38.4 58.4 57.3 64.0
Old : 49.2 80.8 74.1 90.0 38.4 58.4 57.3 64.0
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,778: 14,505 13,108 70 1,988 4,895 1,210 150 100 1,950 2,760 0: 2,048 1,777
Old : 24,778: 14,505 13,108 70 1,988 4,895 1,210 150 100 1,950 2,760 0: 2,048 1,777
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 2,015: 75 950 0 -1,555 1,665 -350 150 50 0 330 0: 575 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 52.9 0.3 8.0 19.8 4.9 0.6 0.4 7.9 11.1 0.0: 8.3 7.2
Old : 100.0: 58.5 52.9 0.3 8.0 19.8 4.9 0.6 0.4 7.9 11.1 0.0: 8.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 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 : 50.1 81.7 75.7 89.5 40.1 59.3 58.0 63.4
Old : 50.1 81.7 75.7 89.5 40.1 59.3 58.0 63.4
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,820: 23,975 27,750 20,195 90 1,950 0 16,225 0 200 425 0: 500 380
Old : 46,820: 23,975 27,750 20,195 90 1,950 0 16,225 0 200 425 0: 500 380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 1,495: -350 1,490 1,800 -50 0 0 0 0 0 0 0: 45 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 59.3 43.1 0.2 4.2 0.0 34.7 0.0 0.4 0.9 0.0: 1.1 0.8
Old : 100.0: 51.2 59.3 43.1 0.2 4.2 0.0 34.7 0.0 0.4 0.9 0.0: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 11 . . . 0 . 0 . . 0:
Old : 27: 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 : 81.1 87.0 93.3 94.7 75.8 85.6 87.7 92.0
Old : 81.1 87.0 93.3 94.7 75.8 85.6 87.7 92.0
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,265: 20,900 22,140 16,985 0 1,795 0 15,450 0 0 400 0: 585 480
Old : 40,265: 20,900 22,140 16,985 0 1,795 0 15,450 0 0 400 0: 585 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 500: 10 560 500 -65 0 0 0 0 0 0 0: -10 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 55.0 42.2 0.0 4.5 0.0 38.4 0.0 0.0 1.0 0.0: 1.5 1.2
Old : 100.0: 51.9 55.0 42.2 0.0 4.5 0.0 38.4 0.0 0.0 1.0 0.0: 1.5 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 : 23: 11 8 . 0 . 0 . 0 0 . 0:
Old : 23: 11 8 . 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 90.6 92.8 97.0 73.5 88.2 87.4 92.9
Old : 79.0 90.6 92.8 97.0 73.5 88.2 87.4 92.9
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,095: 28,285 20,820 50 6,905 305 0 1,335 125 1,200 595 280: 1,850 1,730
Old : 32,095: 28,285 20,820 50 6,905 305 0 1,335 125 1,200 595 280: 1,850 1,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 1,590: 1,515 -785 0 2,570 -400 0 -300 0 0 105 0: 475 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 64.9 0.2 21.5 1.0 0.0 4.2 0.4 3.7 1.9 0.9: 5.8 5.4
Old : 100.0: 88.1 64.9 0.2 21.5 1.0 0.0 4.2 0.4 3.7 1.9 0.9: 5.8 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 7 . . . 0 . . . . .:
Old : 28: 15 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 : 72.7 83.0 85.4 93.0 71.8 79.7 81.2 85.4
Old : 72.7 83.0 85.4 93.0 71.8 79.7 81.2 85.4
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,785: 28,200 20,295 75 7,690 175 0 1,545 115 1,255 0 645: 1,320 1,320
Old : 31,785: 28,200 20,295 75 7,690 175 0 1,545 115 1,255 0 645: 1,320 1,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 1,340: 1,385 -885 0 2,450 -440 0 -300 0 -75 0 75: 395 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 63.9 0.2 24.2 0.6 0.0 4.9 0.4 3.9 0.0 2.0: 4.2 4.2
Old : 100.0: 88.7 63.9 0.2 24.2 0.6 0.0 4.9 0.4 3.9 0.0 2.0: 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 : 27: 16 7 . . . 0 . . . 0 .:
Old : 27: 16 7 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 84.3 84.8 94.8 71.9 78.9 79.5 83.8
Old : 73.4 84.3 84.8 94.8 71.9 78.9 79.5 83.8
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,114: 22,460 16,339 25 9,671 3,574 4,850 575 425 590 1,345 355: 1,835 1,830
Old : 34,114: 22,460 16,339 25 9,671 3,574 4,850 575 425 590 1,345 355: 1,835 1,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 210: 85 235 0 -75 50 0 0 0 75 0 -125: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 47.9 0.1 28.3 10.5 14.2 1.7 1.2 1.7 3.9 1.0: 5.4 5.4
Old : 100.0: 65.8 47.9 0.1 28.3 10.5 14.2 1.7 1.2 1.7 3.9 1.0: 5.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 10 . . . . . . . . .:
Old : 29: 17 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 : 57.0 74.8 76.9 88.0 45.4 55.8 58.8 65.2
Old : 57.0 74.8 76.9 88.0 45.4 55.8 58.8 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,435: 18,155 14,145 0 3,360 4,325 650 600 195 290 1,000 150: 1,670 1,660
Old : 25,435: 18,155 14,145 0 3,360 4,325 650 600 195 290 1,000 150: 1,670 1,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 150: 100 100 0 75 0 0 0 0 75 0 -125: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 55.6 0.0 13.2 17.0 2.6 2.4 0.8 1.1 3.9 0.6: 6.6 6.5
Old : 100.0: 71.4 55.6 0.0 13.2 17.0 2.6 2.4 0.8 1.1 3.9 0.6: 6.6 6.5
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: 18 9 0 . . . . . . . .:
Old : 27: 18 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 : 54.7 69.6 72.7 86.7 37.3 41.2 48.9 57.5
Old : 54.7 69.6 72.7 86.7 37.3 41.2 48.9 57.5
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,539: 55,399 106,681 16,202 1,530 7,899 27,775 0 140 9,065 0 300: 6,759 6,989
Old : 123,539: 55,399 106,681 16,202 1,530 7,899 27,775 0 140 9,065 0 300: 6,759 6,989
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 1,320: -345 1,860 1,655 -550 370 200 0 0 30 0 -230: -360 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 86.4 13.1 1.2 6.4 22.5 0.0 0.1 7.3 0.0 0.2: 5.5 5.7
Old : 100.0: 44.8 86.4 13.1 1.2 6.4 22.5 0.0 0.1 7.3 0.0 0.2: 5.5 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 : 40: 18 26 . . . . 0 . 4 0 .:
Old : 40: 18 26 . . . . 0 . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 56.4 80.7 73.6 51.3 55.1 69.7 67.7
Old : 62.3 56.4 80.7 73.6 51.3 55.1 69.7 67.7
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,264: 49,965 96,687 14,648 2,475 6,385 30,245 0 150 4,590 0 0: 5,281 5,567
Old : 111,264: 49,965 96,687 14,648 2,475 6,385 30,245 0 150 4,590 0 0: 5,281 5,567
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -50: -1,185 1,215 1,745 -680 -735 200 0 0 25 0 -150: 50 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 86.9 13.2 2.2 5.7 27.2 0.0 0.1 4.1 0.0 0.0: 4.7 5.0
Old : 100.0: 44.9 86.9 13.2 2.2 5.7 27.2 0.0 0.1 4.1 0.0 0.0: 4.7 5.0
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 : 36: 16 25 . . . . 0 . . 0 0:
Old : 36: 16 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 : 67.0 59.4 85.7 75.3 57.3 59.0 75.5 70.5
Old : 67.0 59.4 85.7 75.3 57.3 59.0 75.5 70.5
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,045: 15,885 11,540 3,095 7,280 10 0 250 25 100 0 0: 930 940
Old : 20,045: 15,885 11,540 3,095 7,280 10 0 250 25 100 0 0: 930 940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -850: -100 -7,200 200 7,200 -750 0 0 0 -100 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 57.6 15.4 36.3 0.0 0.0 1.2 0.1 0.5 0.0 0.0: 4.6 4.7
Old : 100.0: 79.2 57.6 15.4 36.3 0.0 0.0 1.2 0.1 0.5 0.0 0.0: 4.6 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 12 . . . 0 . . . 0 0:
Old : 26: 20 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 : 55.9 76.7 80.0 88.4 55.9 68.4 72.7 76.2
Old : 55.9 76.7 80.0 88.4 55.9 68.4 72.7 76.2
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,960: 13,640 9,770 3,030 7,590 45 0 250 0 950 0 0: 295 305
Old : 17,960: 13,640 9,770 3,030 7,590 45 0 250 0 950 0 0: 295 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -200: 50 -7,050 200 7,200 -450 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 54.4 16.9 42.3 0.3 0.0 1.4 0.0 5.3 0.0 0.0: 1.6 1.7
Old : 100.0: 75.9 54.4 16.9 42.3 0.3 0.0 1.4 0.0 5.3 0.0 0.0: 1.6 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 : 25: 17 11 . . . 0 . 0 . 0 0:
Old : 25: 17 11 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 82.5 79.8 91.7 48.8 79.1 72.7 84.2
Old : 54.1 82.5 79.8 91.7 48.8 79.1 72.7 84.2
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, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,765: 30,685 24,750 1,825 4,255 1,340 0 2,625 0 0 530 0: 3,915 4,265
Old : 37,765: 30,685 24,750 1,825 4,255 1,340 0 2,625 0 0 530 0: 3,915 4,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 500: -150 0 600 200 -100 0 0 0 0 -100 0: 150 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 65.5 4.8 11.3 3.5 0.0 7.0 0.0 0.0 1.4 0.0: 10.4 11.3
Old : 100.0: 81.3 65.5 4.8 11.3 3.5 0.0 7.0 0.0 0.0 1.4 0.0: 10.4 11.3
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: 17 16 . . . 0 . 0 0 . 0:
Old : 31: 17 16 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 44.7 79.3 69.6 62.5 39.5 73.7 61.2
Old : 64.2 44.7 79.3 69.6 62.5 39.5 73.7 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,905: 19,205 16,480 1,650 2,975 2,125 100 1,150 0 0 0 0: 3,825 4,175
Old : 26,905: 19,205 16,480 1,650 2,975 2,125 100 1,150 0 0 0 0: 3,825 4,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 375: 450 600 600 200 -425 100 0 0 0 0 0: -350 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 61.3 6.1 11.1 7.9 0.4 4.3 0.0 0.0 0.0 0.0: 14.2 15.5
Old : 100.0: 71.4 61.3 6.1 11.1 7.9 0.4 4.3 0.0 0.0 0.0 0.0: 14.2 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 13 . . . . . 0 0 0 0:
Old : 25: 16 13 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 47.8 64.9 66.8 36.6 33.4 47.8 49.0
Old : 45.7 47.8 64.9 66.8 36.6 33.4 47.8 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2016