COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,739: 28,335 24,530 12,192 8,611 1,870 100 22,195 2,629 23,446 8,610 7,462: 705 832
Old : 76,739: 28,335 24,530 12,192 8,611 1,870 100 22,195 2,629 23,446 8,610 7,462: 705 832
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -504: -344 -330 45 30 -20 0 30 -15 139 160 -369: 60 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 32.0 15.9 11.2 2.4 0.1 28.9 3.4 30.6 11.2 9.7: 0.9 1.1
Old : 100.0: 36.9 32.0 15.9 11.2 2.4 0.1 28.9 3.4 30.6 11.2 9.7: 0.9 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 13:
Old : 56: 17 16 . 4 5 . 5 4 12 13 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 54.4 66.2 71.9 34.4 37.8 48.3 49.7
Old : 47.9 54.4 66.2 71.9 34.4 37.8 48.3 49.7
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,433: 4,392 10,920 544 1,977 813 82 2,739 365 10,939 539 830: 468 250
Old : 18,433: 4,392 10,920 544 1,977 813 82 2,739 365 10,939 539 830: 468 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 83: -50 120 0 5 0 0 0 0 170 -15 -27: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 59.2 3.0 10.7 4.4 0.4 14.9 2.0 59.3 2.9 4.5: 2.5 1.4
Old : 100.0: 23.8 59.2 3.0 10.7 4.4 0.4 14.9 2.0 59.3 2.9 4.5: 2.5 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 56.8 74.8 77.0 48.8 41.6 61.0 55.9
Old : 59.0 56.8 74.8 77.0 48.8 41.6 61.0 55.9
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 163,127: 90,847 101,863 5,565 14,799 19,561 20,680 1,330 5,244 7,458 6,694 13,302: 470 334
Old : 163,127: 90,847 101,863 5,565 14,799 19,561 20,680 1,330 5,244 7,458 6,694 13,302: 470 334
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -507: 1,317 -1,286 -3,711 405 -230 481 -373 197 251 -471 1,240: -51 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 62.4 3.4 9.1 12.0 12.7 0.8 3.2 4.6 4.1 8.2: 0.3 0.2
Old : 100.0: 55.7 62.4 3.4 9.1 12.0 12.7 0.8 3.2 4.6 4.1 8.2: 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 9 7 12:
Old : 76: 41 42 . . 4 . 5 7 9 7 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 : 44.1 35.7 61.4 56.8 29.1 26.8 36.8 38.2
Old : 44.1 35.7 61.4 56.8 29.1 26.8 36.8 38.2
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,903: 35,548 41,749 3,187 0 3,534 204 0 437 2,966 156 27: 0 0
Old : 45,903: 35,548 41,749 3,187 0 3,534 204 0 437 2,966 156 27: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 313: 335 905 304 0 -481 51 0 -110 214 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 91.0 6.9 0.0 7.7 0.4 0.0 1.0 6.5 0.3 0.1: 0.0 0.0
Old : 100.0: 77.4 91.0 6.9 0.0 7.7 0.4 0.0 1.0 6.5 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 : 37: 25 23 . 0 . . 0 . 4 . .:
Old : 37: 25 23 . 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 : 55.3 46.1 75.2 77.3 39.1 38.6 52.0 56.3
Old : 55.3 46.1 75.2 77.3 39.1 38.6 52.0 56.3
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 436,868: 385,693 334,689 0 63,608 33,415 10,472 0 0 4,760 2,628 2,528: 0 0
Old : 436,868: 385,693 334,689 0 63,608 33,415 10,472 0 0 4,760 2,628 2,528: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 11,803: 12,434 5,384 0 7,679 -327 0 0 0 952 323 -1,256: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 76.6 0.0 14.6 7.6 2.4 0.0 0.0 1.1 0.6 0.6: 0.0 0.0
Old : 100.0: 88.3 76.6 0.0 14.6 7.6 2.4 0.0 0.0 1.1 0.6 0.6: 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 : 30: 22 18 0 . . . 0 0 . . .:
Old : 30: 22 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 : 65.7 54.5 80.1 81.0 57.6 43.6 64.1 59.2
Old : 65.7 54.5 80.1 81.0 57.6 43.6 64.1 59.2
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,504,592: 1,191,860 1,192,025 151,933 94,014 63,194 7,895 21,443 58,388 30,506 74,712 816: 0 0
Old : 1,504,592: 1,191,860 1,192,025 151,933 94,014 63,194 7,895 21,443 58,388 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 20, 2016 :
: 3,784: 2,169 279 1,615 2,240 0 -237 1,028 237 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 79.2 10.1 6.2 4.2 0.5 1.4 3.9 2.0 5.0 0.1: 0.0 0.0
Old : 100.0: 79.2 79.2 10.1 6.2 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 : 59: 36 35 . . . . . . 4 4 .:
Old : 59: 36 35 . . . . . . 4 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 43.6 63.8 65.8 38.7 35.6 49.9 49.5
Old : 43.3 43.6 63.8 65.8 38.7 35.6 49.9 49.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,108: 45,538 42,342 8,954 7,028 5,949 460 1,918 52 208 3,872 947: 0 0
Old : 62,108: 45,538 42,342 8,954 7,028 5,949 460 1,918 52 208 3,872 947: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 703: 1,053 -59 24 1,116 -350 0 0 0 0 20 -24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 68.2 14.4 11.3 9.6 0.7 3.1 0.1 0.3 6.2 1.5: 0.0 0.0
Old : 100.0: 73.3 68.2 14.4 11.3 9.6 0.7 3.1 0.1 0.3 6.2 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.0 72.7 87.0 85.1 64.8 59.4 72.5 69.0
Old : 68.0 72.7 87.0 85.1 64.8 59.4 72.5 69.0
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 20, 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: 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 383,109: 290,452 329,255 41,155 9,392 35,102 7,360 728 8,632 408 0 0: 0 0
Old : 383,109: 290,452 329,255 41,155 9,392 35,102 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 20, 2016 :
: -3,795: -2,290 -2,227 63 0 -1,568 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 85.9 10.7 2.5 9.2 1.9 0.2 2.3 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 75.8 85.9 10.7 2.5 9.2 1.9 0.2 2.3 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 : 44.8 54.2 67.6 73.8 32.2 48.1 46.6 60.0
Old : 44.8 54.2 67.6 73.8 32.2 48.1 46.6 60.0
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 27,157: 20,644 23,889 1,835 0 2,787 667 0 42 252 166 0: 930 273
Old : 27,157: 20,644 23,889 1,835 0 2,787 667 0 42 252 166 0: 930 273
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 252: -254 273 481 -48 48 0 0 0 0 0 0: -23 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 88.0 6.8 0.0 10.3 2.5 0.0 0.2 0.9 0.6 0.0: 3.4 1.0
Old : 100.0: 76.0 88.0 6.8 0.0 10.3 2.5 0.0 0.2 0.9 0.6 0.0: 3.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 22 . 0 . . 0 . . . 0:
Old : 35: 21 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 : 41.3 55.7 65.0 79.0 37.9 48.2 52.7 63.7
Old : 41.3 55.7 65.0 79.0 37.9 48.2 52.7 63.7
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,875: 36,559 45,907 23,048 14,390 1,565 0 0 0 400 0 0: 303 13
Old : 61,875: 36,559 45,907 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 20, 2016 :
: 540: 540 540 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 74.2 37.2 23.3 2.5 0.0 0.0 0.0 0.6 0.0 0.0: 0.5 0.0
Old : 100.0: 59.1 74.2 37.2 23.3 2.5 0.0 0.0 0.0 0.6 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 : 59.6 51.1 74.1 72.0 57.8 49.5 67.7 67.3
Old : 59.6 51.1 74.1 72.0 57.8 49.5 67.7 67.3
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,651: 53,951 59,142 25,072 20,370 1,015 0 0 0 350 0 0: 263 124
Old : 80,651: 53,951 59,142 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 20, 2016 :
: 1,225: 1,225 1,225 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 73.3 31.1 25.3 1.3 0.0 0.0 0.0 0.4 0.0 0.0: 0.3 0.2
Old : 100.0: 66.9 73.3 31.1 25.3 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 : 53.5 56.4 71.1 77.4 52.2 56.4 67.4 74.3
Old : 53.5 56.4 71.1 77.4 52.2 56.4 67.4 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,114: 24,656 25,829 3,250 2,385 2,020 0 0 0 750 700 0: 438 180
Old : 31,114: 24,656 25,829 3,250 2,385 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 20, 2016 :
: 150: 150 50 0 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 83.0 10.4 7.7 6.5 0.0 0.0 0.0 2.4 2.2 0.0: 1.4 0.6
Old : 100.0: 79.2 83.0 10.4 7.7 6.5 0.0 0.0 0.0 2.4 2.2 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 : 27: 17 14 . . . 0 0 0 . . 0:
Old : 27: 17 14 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 76.4 77.3 88.5 53.4 69.9 68.3 76.2
Old : 55.7 76.4 77.3 88.5 53.4 69.9 68.3 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 313,272: 192,200 308,592 103,368 0 4,680 5,512 0 0 7,512 0 0: 0 0
Old : 313,272: 192,200 308,592 103,368 0 4,680 5,512 0 0 7,512 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 3,520: 3,080 3,520 -760 0 0 0 0 0 1,200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 98.5 33.0 0.0 1.5 1.8 0.0 0.0 2.4 0.0 0.0: 0.0 0.0
Old : 100.0: 61.4 98.5 33.0 0.0 1.5 1.8 0.0 0.0 2.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 20 . 0 . . 0 0 . 0 0:
Old : 32: 20 20 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 75.9 73.5 89.4 52.3 67.5 64.7 76.0
Old : 54.0 75.9 73.5 89.4 52.3 67.5 64.7 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,838: 5,146 4,867 131 604 229 546 0 87 166 774 0: 533 277
Old : 6,838: 5,146 4,867 131 604 229 546 0 87 166 774 0: 533 277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -41: 86 64 0 82 -82 0 0 0 82 0 0: -127 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 71.2 1.9 8.8 3.3 8.0 0.0 1.3 2.4 11.3 0.0: 7.8 4.1
Old : 100.0: 75.3 71.2 1.9 8.8 3.3 8.0 0.0 1.3 2.4 11.3 0.0: 7.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 16 . . . . 0 . . . 0:
Old : 27: 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 : 42.8 58.2 64.1 75.9 35.6 52.4 50.2 64.1
Old : 42.8 58.2 64.1 75.9 35.6 52.4 50.2 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 20, 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: 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,780: 12,755 8,030 0 5,895 375 275 0 25 480 0 375: 495 80
Old : 14,780: 12,755 8,030 0 5,895 375 275 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 20, 2016 :
: -260: -260 -310 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 54.3 0.0 39.9 2.5 1.9 0.0 0.2 3.2 0.0 2.5: 3.3 0.5
Old : 100.0: 86.3 54.3 0.0 39.9 2.5 1.9 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: 9 11 0 . . . 0 . . 0 .:
Old : 21: 9 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 : 76.9 64.5 92.5 82.4 71.0 62.2 82.3 78.8
Old : 76.9 64.5 92.5 82.4 71.0 62.2 82.3 78.8
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,511: 30,926 34,666 5,710 1,325 1,545 0 0 0 0 925 50: 280 0
Old : 38,511: 30,926 34,666 5,710 1,325 1,545 0 0 0 0 925 50: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -130: -130 -80 100 0 0 0 0 0 -100 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 90.0 14.8 3.4 4.0 0.0 0.0 0.0 0.0 2.4 0.1: 0.7 0.0
Old : 100.0: 80.3 90.0 14.8 3.4 4.0 0.0 0.0 0.0 0.0 2.4 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 : 32: 20 22 . . . 0 0 0 0 . .:
Old : 32: 20 22 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 73.7 75.9 85.5 49.4 69.3 71.0 77.4
Old : 50.3 73.7 75.9 85.5 49.4 69.3 71.0 77.4
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,101: 20,171 20,636 3,100 3,145 2,050 0 0 0 600 250 0: 180 20
Old : 26,101: 20,171 20,636 3,100 3,145 2,050 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 20, 2016 :
: 145: 220 -55 25 300 -100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 79.1 11.9 12.0 7.9 0.0 0.0 0.0 2.3 1.0 0.0: 0.7 0.1
Old : 100.0: 77.3 79.1 11.9 12.0 7.9 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 20 . . . 0 0 0 . . 0:
Old : 32: 24 20 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 67.0 73.7 86.9 51.3 57.5 66.0 70.8
Old : 56.2 67.0 73.7 86.9 51.3 57.5 66.0 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,083: 15,536 15,960 2,662 1,931 1,622 549 0 0 187 1,063 84: 443 423
Old : 21,083: 15,536 15,960 2,662 1,931 1,622 549 0 0 187 1,063 84: 443 423
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -71: -51 -7 21 -41 0 0 0 0 -41 -23 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 75.7 12.6 9.2 7.7 2.6 0.0 0.0 0.9 5.0 0.4: 2.1 2.0
Old : 100.0: 73.7 75.7 12.6 9.2 7.7 2.6 0.0 0.0 0.9 5.0 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 : 43.7 49.7 69.9 72.0 36.3 40.6 59.0 59.5
Old : 43.7 49.7 69.9 72.0 36.3 40.6 59.0 59.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,640: 53,928 48,001 2,256 4,500 2,101 0 222 0 770 4,068 570: 15 178
Old : 59,640: 53,928 48,001 2,256 4,500 2,101 0 222 0 770 4,068 570: 15 178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 640: 910 758 0 0 0 0 0 0 25 177 -295: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 80.5 3.8 7.5 3.5 0.0 0.4 0.0 1.3 6.8 1.0: 0.0 0.3
Old : 100.0: 90.4 80.5 3.8 7.5 3.5 0.0 0.4 0.0 1.3 6.8 1.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 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 : 48.7 51.2 72.4 77.6 47.9 50.5 66.3 71.1
Old : 48.7 51.2 72.4 77.6 47.9 50.5 66.3 71.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 77,098: 68,259 53,033 3,386 2,908 2,168 22 3,072 374 1,131 13,735 1,735: 23 73
Old : 77,098: 68,259 53,033 3,386 2,908 2,168 22 3,072 374 1,131 13,735 1,735: 23 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,173: 961 606 27 -85 119 -100 105 142 15 282 -1: 10 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 68.8 4.4 3.8 2.8 0.0 4.0 0.5 1.5 17.8 2.3: 0.0 0.1
Old : 100.0: 88.5 68.8 4.4 3.8 2.8 0.0 4.0 0.5 1.5 17.8 2.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 28 29 . . . . . . 6 4 5:
Old : 53: 28 29 . . . . . . 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 : 44.6 47.2 64.0 69.6 39.6 45.8 55.6 63.3
Old : 44.6 47.2 64.0 69.6 39.6 45.8 55.6 63.3
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,500: 36,320 42,440 9,120 3,870 1,190 0 0 0 865 0 0: 5 0
Old : 47,500: 36,320 42,440 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 20, 2016 :
: 510: 510 510 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 89.3 19.2 8.1 2.5 0.0 0.0 0.0 1.8 0.0 0.0: 0.0 0.0
Old : 100.0: 76.5 89.3 19.2 8.1 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 10 . . . 0 0 0 . 0 0:
Old : 29: 24 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 94.9 73.8 99.5 49.1 93.4 68.6 93.4
Old : 51.4 94.9 73.8 99.5 49.1 93.4 68.6 93.4
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,255: 38,960 41,780 9,845 6,440 1,935 0 0 0 1,510 2,100 0: 5 0
Old : 52,255: 38,960 41,780 9,845 6,440 1,935 0 0 0 1,510 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 20, 2016 :
: 220: 100 220 60 0 0 0 0 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 80.0 18.8 12.3 3.7 0.0 0.0 0.0 2.9 4.0 0.0: 0.0 0.0
Old : 100.0: 74.6 80.0 18.8 12.3 3.7 0.0 0.0 0.0 2.9 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 93.6 69.1 98.1 43.1 90.8 66.5 93.5
Old : 45.3 93.6 69.1 98.1 43.1 90.8 66.5 93.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 300,444: 225,713 267,883 20,395 9,112 17,418 0 816 0 35,367 3,664 1,551: 0 0
Old : 300,444: 225,713 267,883 20,395 9,112 17,418 0 816 0 35,367 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 20, 2016 :
: -328: -1,504 -328 -408 0 0 0 0 0 1,584 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 89.2 6.8 3.0 5.8 0.0 0.3 0.0 11.8 1.2 0.5: 0.0 0.0
Old : 100.0: 75.1 89.2 6.8 3.0 5.8 0.0 0.3 0.0 11.8 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 : 52.1 57.2 72.7 73.2 47.9 56.8 64.9 70.5
Old : 52.1 57.2 72.7 73.2 47.9 56.8 64.9 70.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,656: 17,512 21,534 1,103 446 1,047 78 1,257 926 4,402 600 741: 847 105
Old : 26,656: 17,512 21,534 1,103 446 1,047 78 1,257 926 4,402 600 741: 847 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 104: -7 272 -20 0 20 0 -64 -51 235 0 -73: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 80.8 4.1 1.7 3.9 0.3 4.7 3.5 16.5 2.3 2.8: 3.2 0.4
Old : 100.0: 65.7 80.8 4.1 1.7 3.9 0.3 4.7 3.5 16.5 2.3 2.8: 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 : 49.6 45.5 68.3 59.4 46.8 43.6 57.6 56.0
Old : 49.6 45.5 68.3 59.4 46.8 43.6 57.6 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,687: 29,924 41,325 10,920 0 0 257 0 0 586 362 0: 0 0
Old : 41,687: 29,924 41,325 10,920 0 0 257 0 0 586 362 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 635: 610 635 -203 0 0 0 0 0 228 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 99.1 26.2 0.0 0.0 0.6 0.0 0.0 1.4 0.9 0.0: 0.0 0.0
Old : 100.0: 71.8 99.1 26.2 0.0 0.0 0.6 0.0 0.0 1.4 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 : 76.9 87.5 94.6 96.4 73.2 80.8 82.9 85.4
Old : 76.9 87.5 94.6 96.4 73.2 80.8 82.9 85.4
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 307,181: 255,520 213,121 12,041 42,240 32,612 7,008 18,800 0 0 408 0: 0 0
Old : 307,181: 255,520 213,121 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 20, 2016 :
: -1,520: -1,520 -1,520 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 69.4 3.9 13.8 10.6 2.3 6.1 0.0 0.0 0.1 0.0: 0.0 0.0
Old : 100.0: 83.2 69.4 3.9 13.8 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: 14 16 . . . . . 0 0 . 0:
Old : 29: 14 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 : 73.3 61.7 91.9 83.0 68.3 53.3 76.5 69.8
Old : 73.3 61.7 91.9 83.0 68.3 53.3 76.5 69.8
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,664: 15,514 16,168 921 404 1,984 783 0 1,039 0 732 0: 423 337
Old : 20,664: 15,514 16,168 921 404 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 20, 2016 :
: 295: 295 295 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 78.2 4.5 2.0 9.6 3.8 0.0 5.0 0.0 3.5 0.0: 2.0 1.6
Old : 100.0: 75.1 78.2 4.5 2.0 9.6 3.8 0.0 5.0 0.0 3.5 0.0: 2.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.4 62.8 79.1 80.7 50.6 53.3 59.5 63.2
Old : 62.4 62.8 79.1 80.7 50.6 53.3 59.5 63.2
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,210: 4,462 7,104 3,649 1,645 0 143 0 21 256 0 0: 679 440
Old : 9,210: 4,462 7,104 3,649 1,645 0 143 0 21 256 0 0: 679 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 170: 127 41 0 66 0 0 0 0 0 0 0: 43 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 77.1 39.6 17.9 0.0 1.6 0.0 0.2 2.8 0.0 0.0: 7.4 4.8
Old : 100.0: 48.4 77.1 39.6 17.9 0.0 1.6 0.0 0.2 2.8 0.0 0.0: 7.4 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.6 71.4 80.1 94.3 59.6 69.1 79.0 87.0
Old : 59.6 71.4 80.1 94.3 59.6 69.1 79.0 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 11,004: 5,413 8,233 3,677 1,084 124 529 82 0 0 282 290: 971 909
Old : 11,004: 5,413 8,233 3,677 1,084 124 529 82 0 0 282 290: 971 909
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 398: 121 437 379 0 -82 0 0 0 0 -1 -40: 20 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 74.8 33.4 9.9 1.1 4.8 0.7 0.0 0.0 2.6 2.6: 8.8 8.3
Old : 100.0: 49.2 74.8 33.4 9.9 1.1 4.8 0.7 0.0 0.0 2.6 2.6: 8.8 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 17 . . . . . 0 0 . .:
Old : 25: 13 17 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 55.5 77.1 76.8 56.8 50.6 67.6 67.7
Old : 59.0 55.5 77.1 76.8 56.8 50.6 67.6 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,908: 67,861 70,564 11,024 11,361 1,575 408 0 0 2,632 0 408: 0 0
Old : 83,908: 67,861 70,564 11,024 11,361 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 20, 2016 :
: -13,952: -10,776 -12,432 -3,176 -1,520 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 84.1 13.1 13.5 1.9 0.5 0.0 0.0 3.1 0.0 0.5: 0.0 0.0
Old : 100.0: 80.9 84.1 13.1 13.5 1.9 0.5 0.0 0.0 3.1 0.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.9 69.5 87.3 92.4 62.1 69.1 82.5 90.1
Old : 63.9 69.5 87.3 92.4 62.1 69.1 82.5 90.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,351: 10,087 9,955 2,939 1,871 238 0 761 0 584 1,042 191: 312 293
Old : 14,351: 10,087 9,955 2,939 1,871 238 0 761 0 584 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 20, 2016 :
: -253: -171 -187 25 0 -66 0 0 0 -41 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 69.4 20.5 13.0 1.7 0.0 5.3 0.0 4.1 7.3 1.3: 2.2 2.0
Old : 100.0: 70.3 69.4 20.5 13.0 1.7 0.0 5.3 0.0 4.1 7.3 1.3: 2.2 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 : 55.9 31.9 77.5 53.8 48.7 30.4 64.0 50.0
Old : 55.9 31.9 77.5 53.8 48.7 30.4 64.0 50.0
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 153,506: 114,594 84,064 25,692 45,799 10,772 0 7,382 408 0 3,041 2,040: 0 0
Old : 153,506: 114,594 84,064 25,692 45,799 10,772 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 20, 2016 :
: -760: -760 -2,280 -1,520 0 1,520 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 54.8 16.7 29.8 7.0 0.0 4.8 0.3 0.0 2.0 1.3: 0.0 0.0
Old : 100.0: 74.7 54.8 16.7 29.8 7.0 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 : 58.7 55.0 77.7 76.4 46.3 50.3 64.0 62.1
Old : 58.7 55.0 77.7 76.4 46.3 50.3 64.0 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :MW :
: : Positions :
All : 5,770: 5,020 4,385 50 850 75 0 50 0 0 120 190: 435 100
Old : 5,770: 5,020 4,385 50 850 75 0 50 0 0 120 190: 435 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 76.0 0.9 14.7 1.3 0.0 0.9 0.0 0.0 2.1 3.3: 7.5 1.7
Old : 100.0: 87.0 76.0 0.9 14.7 1.3 0.0 0.9 0.0 0.0 2.1 3.3: 7.5 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 : 20: 10 11 . . . 0 . 0 0 . .:
Old : 20: 10 11 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 54.9 87.2 83.0 47.3 50.1 66.7 69.6
Old : 64.8 54.9 87.2 83.0 47.3 50.1 66.7 69.6
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 20, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 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 : 66.7 80.1 89.3 92.5 59.7 70.2 76.6 78.6
Old : 66.7 80.1 89.3 92.5 59.7 70.2 76.6 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,680: 16,449 16,083 687 2,069 3,839 0 157 1,992 1,713 540 0: 0 0
Old : 24,680: 16,449 16,083 687 2,069 3,839 0 157 1,992 1,713 540 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 230: 76 230 77 0 0 0 0 0 77 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 65.2 2.8 8.4 15.6 0.0 0.6 8.1 6.9 2.2 0.0: 0.0 0.0
Old : 100.0: 66.6 65.2 2.8 8.4 15.6 0.0 0.6 8.1 6.9 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: 19 14 . . . 0 . . . . 0:
Old : 27: 19 14 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 56.6 82.5 83.1 44.5 41.7 60.4 60.1
Old : 53.0 56.6 82.5 83.1 44.5 41.7 60.4 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 20, 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,455: 13,240 7,595 470 5,125 50 0 1,680 0 300 0 0: 395 5
Old : 14,455: 13,240 7,595 470 5,125 50 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 20, 2016 :
: 95: 0 -120 300 420 -205 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 52.5 3.3 35.5 0.3 0.0 11.6 0.0 2.1 0.0 0.0: 2.7 0.0
Old : 100.0: 91.6 52.5 3.3 35.5 0.3 0.0 11.6 0.0 2.1 0.0 0.0: 2.7 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 : 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 : 78.0 76.8 88.0 95.9 64.1 72.8 73.1 82.7
Old : 78.0 76.8 88.0 95.9 64.1 72.8 73.1 82.7
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,450: 13,215 7,535 520 5,175 0 0 1,630 0 155 0 105: 455 5
Old : 14,450: 13,215 7,535 520 5,175 0 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 20, 2016 :
: 95: 0 -120 300 420 -205 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 52.1 3.6 35.8 0.0 0.0 11.3 0.0 1.1 0.0 0.7: 3.1 0.0
Old : 100.0: 91.5 52.1 3.6 35.8 0.0 0.0 11.3 0.0 1.1 0.0 0.7: 3.1 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 : 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 : 76.1 74.4 87.4 94.6 63.9 73.3 74.7 83.4
Old : 76.1 74.4 87.4 94.6 63.9 73.3 74.7 83.4
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 374,751: 240,760 131,017 10,995 57,367 59,381 0 37,409 6,980 168 25,389 56,191: 275 1,016
Old : 374,751: 240,760 131,017 10,995 57,367 59,381 0 37,409 6,980 168 25,389 56,191: 275 1,016
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -317,661: -122,967 -180,167 5,820 -47,596 -57,670 0 8,637 -21,114 -75,849 25,389 -46,156: 275 1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 35.0 2.9 15.3 15.8 0.0 10.0 1.9 0.0 6.8 15.0: 0.1 0.3
Old : 100.0: 64.2 35.0 2.9 15.3 15.8 0.0 10.0 1.9 0.0 6.8 15.0: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 10 . . . 0 . . . . .:
Old : 24: 12 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 54.9 92.2 86.8 36.9 34.2 41.9 41.8
Old : 69.7 54.9 92.2 86.8 36.9 34.2 41.9 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,310: 11,810 6,300 1,210 7,310 700 0 0 0 180 0 0: 410 0
Old : 14,310: 11,810 6,300 1,210 7,310 700 0 0 0 180 0 0: 410 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 140: 0 0 -240 0 140 0 0 0 0 0 0: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 44.0 8.5 51.1 4.9 0.0 0.0 0.0 1.3 0.0 0.0: 2.9 0.0
Old : 100.0: 82.5 44.0 8.5 51.1 4.9 0.0 0.0 0.0 1.3 0.0 0.0: 2.9 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 : 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 : 68.6 80.4 90.5 95.2 62.9 80.4 81.1 89.4
Old : 68.6 80.4 90.5 95.2 62.9 80.4 81.1 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,365: 11,195 13,365 5,520 3,715 2,010 325 225 0 100 0 50: 165 0
Old : 19,365: 11,195 13,365 5,520 3,715 2,010 325 225 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 20, 2016 :
: 845: -350 880 1,230 -75 -35 0 75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 69.0 28.5 19.2 10.4 1.7 1.2 0.0 0.5 0.0 0.3: 0.9 0.0
Old : 100.0: 57.8 69.0 28.5 19.2 10.4 1.7 1.2 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 : 72.5 71.0 85.7 90.3 52.5 59.3 61.7 66.6
Old : 72.5 71.0 85.7 90.3 52.5 59.3 61.7 66.6
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,191: 8,530 8,471 2,150 2,665 1,830 325 175 0 50 0 50: 256 0
Old : 13,191: 8,530 8,471 2,150 2,665 1,830 325 175 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 20, 2016 :
: 745: -350 850 1,200 -75 -105 0 75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 64.2 16.3 20.2 13.9 2.5 1.3 0.0 0.4 0.0 0.4: 1.9 0.0
Old : 100.0: 64.7 64.2 16.3 20.2 13.9 2.5 1.3 0.0 0.4 0.0 0.4: 1.9 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 : 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 : 68.3 72.9 83.9 90.4 45.1 46.5 55.1 58.3
Old : 68.3 72.9 83.9 90.4 45.1 46.5 55.1 58.3
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 20, 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: 61.2 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,210: 12,700 12,160 1,445 1,375 2,895 0 435 0 0 310 10: 160 25
Old : 17,210: 12,700 12,160 1,445 1,375 2,895 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 20, 2016 :
: 1,110: 1,200 75 -1,125 0 1,035 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 70.7 8.4 8.0 16.8 0.0 2.5 0.0 0.0 1.8 0.1: 0.9 0.1
Old : 100.0: 73.8 70.7 8.4 8.0 16.8 0.0 2.5 0.0 0.0 1.8 0.1: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 . . . 0 . 0 0 . .:
Old : 23: 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 : 70.7 63.2 89.7 93.7 42.9 51.6 59.6 63.7
Old : 70.7 63.2 89.7 93.7 42.9 51.6 59.6 63.7
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,195: 13,165 12,635 1,765 2,325 2,755 0 435 0 315 0 20: 175 25
Old : 18,195: 13,165 12,635 1,765 2,325 2,755 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 20, 2016 :
: 1,110: 1,200 75 -1,125 0 1,035 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 69.4 9.7 12.8 15.1 0.0 2.4 0.0 1.7 0.0 0.1: 1.0 0.1
Old : 100.0: 72.4 69.4 9.7 12.8 15.1 0.0 2.4 0.0 1.7 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 : 23: 13 10 . . . 0 . 0 . 0 .:
Old : 23: 13 10 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 80.7 86.8 95.4 41.4 59.3 59.0 65.1
Old : 64.3 80.7 86.8 95.4 41.4 59.3 59.0 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 117,440: 99,195 92,242 3,755 10,737 11,645 2,295 575 30 400 1,590 75: 45 546
Old : 117,440: 99,195 92,242 3,755 10,737 11,645 2,295 575 30 400 1,590 75: 45 546
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 340: 155 1,775 275 -1,185 -250 150 0 0 0 -10 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 78.5 3.2 9.1 9.9 2.0 0.5 0.0 0.3 1.4 0.1: 0.0 0.5
Old : 100.0: 84.5 78.5 3.2 9.1 9.9 2.0 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 : 46.7 62.9 66.9 86.6 46.0 55.2 58.8 68.8
Old : 46.7 62.9 66.9 86.6 46.0 55.2 58.8 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 136,757: 112,169 105,756 6,765 8,787 13,773 3,415 4,330 175 200 3,115 260: 0 561
Old : 136,757: 112,169 105,756 6,765 8,787 13,773 3,415 4,330 175 200 3,115 260: 0 561
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,295: 1,060 2,700 225 -1,265 -150 150 0 0 0 -10 10: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 77.3 4.9 6.4 10.1 2.5 3.2 0.1 0.1 2.3 0.2: 0.0 0.4
Old : 100.0: 82.0 77.3 4.9 6.4 10.1 2.5 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 61.7 62.2 80.7 40.5 54.4 54.0 66.4
Old : 42.7 61.7 62.2 80.7 40.5 54.4 54.0 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 190,239: 139,995 141,484 16,509 4,596 12,273 6,109 4,868 6,222 7,184 18,842 1,914: 33 40
Old : 190,239: 139,995 141,484 16,509 4,596 12,273 6,109 4,868 6,222 7,184 18,842 1,914: 33 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -240: 1,223 758 -1,638 729 -1,122 5 -50 0 2,438 614 -1,150: 4 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 74.4 8.7 2.4 6.5 3.2 2.6 3.3 3.8 9.9 1.0: 0.0 0.0
Old : 100.0: 73.6 74.4 8.7 2.4 6.5 3.2 2.6 3.3 3.8 9.9 1.0: 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 : 75: 39 44 4 . 4 4 . . 6 8 8:
Old : 75: 39 44 4 . 4 4 . . 6 8 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 : 39.6 57.8 56.5 70.7 38.0 50.7 52.6 57.0
Old : 39.6 57.8 56.5 70.7 38.0 50.7 52.6 57.0
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,825: 105,033 99,213 5,472 12,512 3,168 4,937 789 1,799 1,106 4,087 252: 58 5
Old : 121,825: 105,033 99,213 5,472 12,512 3,168 4,937 789 1,799 1,106 4,087 252: 58 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 976: 1,026 781 -20 185 -30 0 -10 0 1 51 -1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 81.4 4.5 10.3 2.6 4.1 0.6 1.5 0.9 3.4 0.2: 0.0 0.0
Old : 100.0: 86.2 81.4 4.5 10.3 2.6 4.1 0.6 1.5 0.9 3.4 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 . . . . 4 .:
Old : 52: 37 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 : 37.5 63.7 57.7 78.9 35.5 54.2 50.7 65.2
Old : 37.5 63.7 57.7 78.9 35.5 54.2 50.7 65.2
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,785: 31,655 28,915 1,840 5,255 2,335 565 1,150 0 1,280 50 80: 30 0
Old : 37,785: 31,655 28,915 1,840 5,255 2,335 565 1,150 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 20, 2016 :
: 365: 1,190 -95 -500 710 -325 0 75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 76.5 4.9 13.9 6.2 1.5 3.0 0.0 3.4 0.1 0.2: 0.1 0.0
Old : 100.0: 83.8 76.5 4.9 13.9 6.2 1.5 3.0 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 12 . . . . . 0 . . .:
Old : 31: 20 12 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 88.8 77.0 96.8 57.4 81.6 73.4 87.3
Old : 58.0 88.8 77.0 96.8 57.4 81.6 73.4 87.3
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,725: 27,190 29,665 1,930 0 2,735 0 295 30 775 0 0: 65 0
Old : 32,725: 27,190 29,665 1,930 0 2,735 0 295 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 20, 2016 :
: 270: 1,050 -75 -1,050 0 270 0 75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 90.6 5.9 0.0 8.4 0.0 0.9 0.1 2.4 0.0 0.0: 0.2 0.0
Old : 100.0: 83.1 90.6 5.9 0.0 8.4 0.0 0.9 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 : 59.6 89.8 81.3 97.6 59.0 82.5 74.0 84.8
Old : 59.6 89.8 81.3 97.6 59.0 82.5 74.0 84.8
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,066: 26,562 23,201 0 4,445 2,965 1,050 200 250 100 0 0: 139 5
Old : 31,066: 26,562 23,201 0 4,445 2,965 1,050 200 250 100 0 0: 139 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 150: -80 150 0 -280 280 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 74.7 0.0 14.3 9.5 3.4 0.6 0.8 0.3 0.0 0.0: 0.4 0.0
Old : 100.0: 85.5 74.7 0.0 14.3 9.5 3.4 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 : 45.9 45.3 69.3 67.9 40.8 37.1 58.0 56.2
Old : 45.9 45.3 69.3 67.9 40.8 37.1 58.0 56.2
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,891: 16,111 17,351 1,965 1,580 1,840 900 0 0 75 0 0: 0 120
Old : 20,891: 16,111 17,351 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 20, 2016 :
: -100: -100 -100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 83.1 9.4 7.6 8.8 4.3 0.0 0.0 0.4 0.0 0.0: 0.0 0.6
Old : 100.0: 77.1 83.1 9.4 7.6 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 64.3 85.3 37.6 45.6 53.9 65.3
Old : 43.6 56.1 64.3 85.3 37.6 45.6 53.9 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 243,169: 159,171 119,488 0 61,074 54,967 21,300 0 7,544 91 0 96: 0 0
Old : 243,169: 159,171 119,488 0 61,074 54,967 21,300 0 7,544 91 0 96: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -13,570: 2,477 -20,535 0 17,206 -10,855 -6,252 0 1,190 91 -355 -221: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 49.1 0.0 25.1 22.6 8.8 0.0 3.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 65.5 49.1 0.0 25.1 22.6 8.8 0.0 3.1 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.1 80.7 88.6 94.1 32.7 39.9 40.0 42.3
Old : 56.1 80.7 88.6 94.1 32.7 39.9 40.0 42.3
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,112: 20,542 25,647 5,000 300 0 0 0 0 0 0 0: 1,570 1,165
Old : 27,112: 20,542 25,647 5,000 300 0 0 0 0 0 0 0: 1,570 1,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 840: 420 540 120 0 0 0 0 0 0 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 94.6 18.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.8 4.3
Old : 100.0: 75.8 94.6 18.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 14 . . 0 0 0 0 0 0 0:
Old : 20: 11 14 . . 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 : 74.3 63.5 90.0 84.1 72.3 61.0 83.3 77.2
Old : 74.3 63.5 90.0 84.1 72.3 61.0 83.3 77.2
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,784: 26,768 12,544 840 15,120 0 1,120 0 0 0 1,120 0: 56 0
Old : 28,784: 26,768 12,544 840 15,120 0 1,120 0 0 0 1,120 0: 56 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -53,456: -49,712 -23,296 -1,560 -28,080 0 -2,080 0 0 0 -2,080 0: -104 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,286: 17,984 19,486 4,904 4,555 2,242 95 1,390 0 2,386 216 324: 351 73
Old : 28,286: 17,984 19,486 4,904 4,555 2,242 95 1,390 0 2,386 216 324: 351 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 70: 33 62 -30 -97 40 0 50 0 27 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 68.9 17.3 16.1 7.9 0.3 4.9 0.0 8.4 0.8 1.1: 1.2 0.3
Old : 100.0: 63.6 68.9 17.3 16.1 7.9 0.3 4.9 0.0 8.4 0.8 1.1: 1.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 19 . . . . . 0 4 . .:
Old : 37: 19 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 : 43.0 51.4 70.2 74.6 38.5 44.6 58.8 65.5
Old : 43.0 51.4 70.2 74.6 38.5 44.6 58.8 65.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,324: 14,592 15,420 2,988 3,310 894 410 0 0 931 0 309: 200 391
Old : 20,324: 14,592 15,420 2,988 3,310 894 410 0 0 931 0 309: 200 391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 325: 25 232 300 18 0 0 0 0 -40 0 40: 0 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 75.9 14.7 16.3 4.4 2.0 0.0 0.0 4.6 0.0 1.5: 1.0 1.9
Old : 100.0: 71.8 75.9 14.7 16.3 4.4 2.0 0.0 0.0 4.6 0.0 1.5: 1.0 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 : 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 : 48.7 51.1 70.9 74.1 44.6 51.1 61.2 70.8
Old : 48.7 51.1 70.9 74.1 44.6 51.1 61.2 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,256: 31,561 16,529 2,041 14,780 870 0 4,378 50 2,858 969 665: 211 15
Old : 38,256: 31,561 16,529 2,041 14,780 870 0 4,378 50 2,858 969 665: 211 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -879: -1,099 -709 -15 15 5 0 0 0 235 -205 0: -5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 43.2 5.3 38.6 2.3 0.0 11.4 0.1 7.5 2.5 1.7: 0.6 0.0
Old : 100.0: 82.5 43.2 5.3 38.6 2.3 0.0 11.4 0.1 7.5 2.5 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 : 48.5 52.1 64.9 78.5 47.0 50.0 60.7 72.6
Old : 48.5 52.1 64.9 78.5 47.0 50.0 60.7 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,748: 17,929 12,787 105 5,323 2,221 25 0 75 91 250 92: 210 0
Old : 20,748: 17,929 12,787 105 5,323 2,221 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 20, 2016 :
: -460: -410 -565 -26 129 -24 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 61.6 0.5 25.7 10.7 0.1 0.0 0.4 0.4 1.2 0.4: 1.0 0.0
Old : 100.0: 86.4 61.6 0.5 25.7 10.7 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 19 . 4 . . 0 . . . .:
Old : 34: 22 19 . 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 : 50.6 54.5 71.4 77.7 45.2 46.2 58.1 68.1
Old : 50.6 54.5 71.4 77.7 45.2 46.2 58.1 68.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,795: 15,136 18,941 5,970 675 2,217 100 370 0 60 1,507 85: 227 0
Old : 23,795: 15,136 18,941 5,970 675 2,217 100 370 0 60 1,507 85: 227 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 50: 50 45 0 0 0 0 0 0 0 5 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 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: 63.6 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 : 56.0 63.6 82.6 82.3 55.7 57.8 76.3 74.7
Old : 56.0 63.6 82.6 82.3 55.7 57.8 76.3 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 20, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,510: 32,106 24,834 620 7,629 1,330 0 465 35 100 200 0: 319 17
Old : 34,510: 32,106 24,834 620 7,629 1,330 0 465 35 100 200 0: 319 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 10: -20 -70 30 30 0 -35 15 35 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 72.0 1.8 22.1 3.9 0.0 1.3 0.1 0.3 0.6 0.0: 0.9 0.0
Old : 100.0: 93.0 72.0 1.8 22.1 3.9 0.0 1.3 0.1 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 68.7 73.7 39.3 43.8 60.6 65.0
Old : 41.5 48.0 68.7 73.7 39.3 43.8 60.6 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 12,956 1,010 2,810 1,460 0 0 0 407 50 54: 10 25
Old : 17,355: 14,414 12,956 1,010 2,810 1,460 0 0 0 407 50 54: 10 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 0: 0 -25 0 0 0 0 0 0 0 0 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 74.7 5.8 16.2 8.4 0.0 0.0 0.0 2.3 0.3 0.3: 0.1 0.1
Old : 100.0: 83.1 74.7 5.8 16.2 8.4 0.0 0.0 0.0 2.3 0.3 0.3: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 21 18 . . . 0 0 0 . . .:
Old : 28: 21 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 : 44.0 79.8 64.6 92.0 42.6 71.2 59.3 75.2
Old : 44.0 79.8 64.6 92.0 42.6 71.2 59.3 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,954: 9,719 7,874 485 3,034 2,025 0 0 0 699 0 21: 5 0
Old : 12,954: 9,719 7,874 485 3,034 2,025 0 0 0 699 0 21: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -150: 0 -120 -90 -30 0 0 0 0 -60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 60.8 3.7 23.4 15.6 0.0 0.0 0.0 5.4 0.0 0.2: 0.0 0.0
Old : 100.0: 75.0 60.8 3.7 23.4 15.6 0.0 0.0 0.0 5.4 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 44.4 70.0 69.9 88.6 37.4 47.0 55.7 61.8
Old : 44.4 70.0 69.9 88.6 37.4 47.0 55.7 61.8
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 20, 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: 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 31.3 58.1 47.8
Old : 80.4 45.8 89.2 71.9 57.9 31.3 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 20, 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: 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 20, 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: 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 20, 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: 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 20, 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: 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,688: 17,821 16,580 70 1,226 6,030 1,095 225 105 1,750 2,785 150: 1,667 1,587
Old : 28,688: 17,821 16,580 70 1,226 6,030 1,095 225 105 1,750 2,785 150: 1,667 1,587
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 175: 635 435 0 -225 140 0 75 0 0 150 0: -600 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 57.8 0.2 4.3 21.0 3.8 0.8 0.4 6.1 9.7 0.5: 5.8 5.5
Old : 100.0: 62.1 57.8 0.2 4.3 21.0 3.8 0.8 0.4 6.1 9.7 0.5: 5.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.3 80.5 76.4 90.5 38.9 58.6 57.7 63.6
Old : 51.3 80.5 76.4 90.5 38.9 58.6 57.7 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,928: 15,000 13,503 70 1,763 5,045 1,210 225 100 1,950 2,910 0: 1,553 1,382
Old : 24,928: 15,000 13,503 70 1,763 5,045 1,210 225 100 1,950 2,910 0: 1,553 1,382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 150: 495 395 0 -225 150 0 75 0 0 150 0: -495 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 54.2 0.3 7.1 20.2 4.9 0.9 0.4 7.8 11.7 0.0: 6.2 5.5
Old : 100.0: 60.2 54.2 0.3 7.1 20.2 4.9 0.9 0.4 7.8 11.7 0.0: 6.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 50.5 81.6 77.8 91.0 39.8 58.6 58.0 63.0
Old : 50.5 81.6 77.8 91.0 39.8 58.6 58.0 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 20, 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: 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 20, 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: 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,720: 28,255 20,820 125 6,530 305 0 1,335 125 1,200 595 280: 1,430 1,730
Old : 31,720: 28,255 20,820 125 6,530 305 0 1,335 125 1,200 595 280: 1,430 1,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -375: -30 0 75 -375 0 0 0 0 0 0 0: -420 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 65.6 0.4 20.6 1.0 0.0 4.2 0.4 3.8 1.9 0.9: 4.5 5.5
Old : 100.0: 89.1 65.6 0.4 20.6 1.0 0.0 4.2 0.4 3.8 1.9 0.9: 4.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.4 81.8 86.3 93.0 72.6 78.5 82.1 85.3
Old : 73.4 81.8 86.3 93.0 72.6 78.5 82.1 85.3
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,410: 28,050 20,295 150 7,315 215 0 1,545 115 1,255 0 645: 980 1,280
Old : 31,410: 28,050 20,295 150 7,315 215 0 1,545 115 1,255 0 645: 980 1,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -375: -150 0 75 -375 40 0 0 0 0 0 0: -340 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 64.6 0.5 23.3 0.7 0.0 4.9 0.4 4.0 0.0 2.1: 3.1 4.1
Old : 100.0: 89.3 64.6 0.5 23.3 0.7 0.0 4.9 0.4 4.0 0.0 2.1: 3.1 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.8 83.2 85.3 94.9 72.3 77.7 80.0 83.6
Old : 73.8 83.2 85.3 94.9 72.3 77.7 80.0 83.6
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 4,850 650 425 590 1,270 355: 1,835 1,830
Old : 34,114: 22,460 16,339 25 9,671 3,574 4,850 650 425 590 1,270 355: 1,835 1,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 0: 0 0 0 0 0 0 75 0 0 -75 0: 0 0
: : :
: : 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 1.9 1.2 1.7 3.7 1.0: 5.4 5.4
Old : 100.0: 65.8 47.9 0.1 28.3 10.5 14.2 1.9 1.2 1.7 3.7 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 4,325 650 675 195 290 925 150: 1,670 1,660
Old : 25,435: 18,155 14,145 0 3,360 4,325 650 675 195 290 925 150: 1,670 1,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 0: 0 0 0 0 0 0 75 0 0 -75 0: 0 0
: : :
: : 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 2.7 0.8 1.1 3.6 0.6: 6.6 6.5
Old : 100.0: 71.4 55.6 0.0 13.2 17.0 2.6 2.7 0.8 1.1 3.6 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 86.4 37.3 41.2 48.9 57.5
Old : 54.7 69.6 72.7 86.4 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,629: 55,429 106,791 15,302 1,305 8,674 27,925 0 140 9,140 0 300: 6,719 6,419
Old : 123,629: 55,429 106,791 15,302 1,305 8,674 27,925 0 140 9,140 0 300: 6,719 6,419
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 90: 30 110 -900 -225 775 150 0 0 75 0 0: -40 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 86.4 12.4 1.1 7.0 22.6 0.0 0.1 7.4 0.0 0.2: 5.4 5.2
Old : 100.0: 44.8 86.4 12.4 1.1 7.0 22.6 0.0 0.1 7.4 0.0 0.2: 5.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.9 56.4 80.4 74.0 50.6 55.1 69.1 67.8
Old : 61.9 56.4 80.4 74.0 50.6 55.1 69.1 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,359: 49,965 96,657 13,748 2,380 7,120 30,395 0 150 4,665 0 0: 5,316 5,052
Old : 111,359: 49,965 96,657 13,748 2,380 7,120 30,395 0 150 4,665 0 0: 5,316 5,052
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 95: 0 -30 -900 -95 735 150 0 0 75 0 0: 35 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 86.8 12.3 2.1 6.4 27.3 0.0 0.1 4.2 0.0 0.0: 4.8 4.5
Old : 100.0: 44.9 86.8 12.3 2.1 6.4 27.3 0.0 0.1 4.2 0.0 0.0: 4.8 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 : 37: 16 25 . . . . 0 . . 0 0:
Old : 37: 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 : 66.7 59.3 85.5 75.6 56.4 58.9 74.7 70.4
Old : 66.7 59.3 85.5 75.6 56.4 58.9 74.7 70.4
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 20, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,510: 13,590 10,320 3,630 7,590 45 0 250 0 950 0 0: 295 305
Old : 18,510: 13,590 10,320 3,630 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 20, 2016 :
: 550: -50 550 600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 55.8 19.6 41.0 0.2 0.0 1.4 0.0 5.1 0.0 0.0: 1.6 1.6
Old : 100.0: 73.4 55.8 19.6 41.0 0.2 0.0 1.4 0.0 5.1 0.0 0.0: 1.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.8 80.1 80.7 91.3 50.6 76.8 73.8 83.7
Old : 55.8 80.1 80.7 91.3 50.6 76.8 73.8 83.7
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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 30,335 24,750 1,825 4,255 1,340 0 2,625 0 0 530 0: 4,265 4,265
Old : 37,765: 30,335 24,750 1,825 4,255 1,340 0 2,625 0 0 530 0: 4,265 4,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 0: -350 0 0 0 0 0 0 0 0 0 0: 350 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 65.5 4.8 11.3 3.5 0.0 7.0 0.0 0.0 1.4 0.0: 11.3 11.3
Old : 100.0: 80.3 65.5 4.8 11.3 3.5 0.0 7.0 0.0 0.0 1.4 0.0: 11.3 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 : 63.3 44.7 78.4 69.6 61.5 39.5 72.8 61.2
Old : 63.3 44.7 78.4 69.6 61.5 39.5 72.8 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 27, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 19,030 16,655 1,650 2,975 2,125 100 1,150 0 0 0 0: 4,000 4,000
Old : 26,905: 19,030 16,655 1,650 2,975 2,125 100 1,150 0 0 0 0: 4,000 4,000
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 0: -175 175 0 0 0 0 0 0 0 0 0: 175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 61.9 6.1 11.1 7.9 0.4 4.3 0.0 0.0 0.0 0.0: 14.9 14.9
Old : 100.0: 70.7 61.9 6.1 11.1 7.9 0.4 4.3 0.0 0.0 0.0 0.0: 14.9 14.9
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 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 48.5 64.2 67.4 36.6 34.7 47.8 50.3
Old : 45.7 48.5 64.2 67.4 36.6 34.7 47.8 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2016