COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,890: 26,943 21,290 10,388 6,613 2,017 5,005 21,995 2,429 19,292 11,460 7,591: 1,225 1,495
Old : 74,890: 26,943 21,290 10,388 6,613 2,017 5,005 21,995 2,429 19,292 11,460 7,591: 1,225 1,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 648: 185 993 55 -85 194 2,000 -2,308 75 -2,649 1,188 537: 251 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 28.4 13.9 8.8 2.7 6.7 29.4 3.2 25.8 15.3 10.1: 1.6 2.0
Old : 100.0: 36.0 28.4 13.9 8.8 2.7 6.7 29.4 3.2 25.8 15.3 10.1: 1.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 12 14 . 4 5 . 4 . 11 10 13:
Old : 50: 12 14 . 4 5 . 4 . 11 10 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 58.1 62.9 74.2 31.3 40.8 45.8 50.9
Old : 44.1 58.1 62.9 74.2 31.3 40.8 45.8 50.9
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,076: 3,628 9,244 601 1,648 361 480 2,962 180 9,446 195 976: 404 510
Old : 16,076: 3,628 9,244 601 1,648 361 480 2,962 180 9,446 195 976: 404 510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 799: -155 556 -25 -90 -50 480 300 180 411 -55 8: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 57.5 3.7 10.3 2.2 3.0 18.4 1.1 58.8 1.2 6.1: 2.5 3.2
Old : 100.0: 22.6 57.5 3.7 10.3 2.2 3.0 18.4 1.1 58.8 1.2 6.1: 2.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 7 7 . 4 4 . . . 8 . 5:
Old : 27: 7 7 . 4 4 . . . 8 . 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 : 56.6 60.2 78.4 80.9 48.7 46.0 63.7 58.5
Old : 56.6 60.2 78.4 80.9 48.7 46.0 63.7 58.5
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 124,666: 76,608 83,593 10,097 13,305 8,084 20,910 872 1,379 4,382 14,356 2,802: 404 275
Old : 124,666: 76,608 83,593 10,097 13,305 8,084 20,910 872 1,379 4,382 14,356 2,802: 404 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 900: 2,157 792 41 -333 48 -452 -178 -26 -302 1,222 -533: -33 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 67.1 8.1 10.7 6.5 16.8 0.7 1.1 3.5 11.5 2.2: 0.3 0.2
Old : 100.0: 61.5 67.1 8.1 10.7 6.5 16.8 0.7 1.1 3.5 11.5 2.2: 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: 42 42 . . 4 4 4 4 7 10 11:
Old : 76: 42 42 . . 4 4 4 4 7 10 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 35.4 63.8 55.2 39.1 31.0 50.9 44.6
Old : 49.1 35.4 63.8 55.2 39.1 31.0 50.9 44.6
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,567: 32,451 38,452 4,313 0 2,965 25 58 327 1,951 230 535: 0 0
Old : 42,567: 32,451 38,452 4,313 0 2,965 25 58 327 1,951 230 535: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 127: 1,032 -276 -72 0 -107 25 0 0 -1,235 26 484: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 90.3 10.1 0.0 7.0 0.1 0.1 0.8 4.6 0.5 1.3: 0.0 0.0
Old : 100.0: 76.2 90.3 10.1 0.0 7.0 0.1 0.1 0.8 4.6 0.5 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 : 36: 24 23 . 0 . . . . 4 . .:
Old : 36: 24 23 . 0 . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 47.8 69.8 75.9 34.7 36.9 44.7 50.8
Old : 47.6 47.8 69.8 75.9 34.7 36.9 44.7 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 401,846: 348,255 312,507 0 59,755 27,592 12,376 0 0 12,263 632 1,360: 0 0
Old : 401,846: 348,255 312,507 0 59,755 27,592 12,376 0 0 12,263 632 1,360: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 12,716: 2,163 7,904 0 7,699 -1,575 1,904 0 0 10,048 -1,488 176: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 77.8 0.0 14.9 6.9 3.1 0.0 0.0 3.1 0.2 0.3: 0.0 0.0
Old : 100.0: 86.7 77.8 0.0 14.9 6.9 3.1 0.0 0.0 3.1 0.2 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 21 0 . . . 0 0 . . .:
Old : 33: 21 21 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 50.8 76.1 76.0 49.0 40.6 56.3 51.5
Old : 58.6 50.8 76.1 76.0 49.0 40.6 56.3 51.5
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,453,441: 1,139,944 1,178,169 159,420 52,636 62,616 4,335 20,407 59,389 27,001 79,488 736: 0 0
Old : 1,453,441: 1,139,944 1,178,169 159,420 52,636 62,616 4,335 20,407 59,389 27,001 79,488 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 12,841: 387 23,206 352 -13,107 3,094 0 -12,321 10,561 -1,553 1,408 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 81.1 11.0 3.6 4.3 0.3 1.4 4.1 1.9 5.5 0.1: 0.0 0.0
Old : 100.0: 78.4 81.1 11.0 3.6 4.3 0.3 1.4 4.1 1.9 5.5 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 35 38 . . 4 . . . 4 . .:
Old : 58: 35 38 . . 4 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 42.2 65.4 63.7 37.5 33.6 50.2 46.7
Old : 42.1 42.2 65.4 63.7 37.5 33.6 50.2 46.7
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,531: 45,662 40,006 9,188 10,860 2,880 62 1,610 709 476 2,912 554: 0 0
Old : 59,531: 45,662 40,006 9,188 10,860 2,880 62 1,610 709 476 2,912 554: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 2,470: 1,872 158 154 1,138 0 62 412 122 54 434 206: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 67.2 15.4 18.2 4.8 0.1 2.7 1.2 0.8 4.9 0.9: 0.0 0.0
Old : 100.0: 76.7 67.2 15.4 18.2 4.8 0.1 2.7 1.2 0.8 4.9 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 19 . . . . . . . 4 5:
Old : 38: 22 19 . . . . . . . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 73.1 82.4 84.0 65.6 63.7 72.8 72.2
Old : 69.1 73.1 82.4 84.0 65.6 63.7 72.8 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 302,759: 226,453 205,601 52,041 70,309 18,553 4,760 3,864 0 952 4,432 0: 0 0
Old : 302,759: 226,453 205,601 52,041 70,309 18,553 4,760 3,864 0 952 4,432 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 4,424: 616 -8 -952 -952 952 3,808 0 0 0 4,432 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 67.9 17.2 23.2 6.1 1.6 1.3 0.0 0.3 1.5 0.0: 0.0 0.0
Old : 100.0: 74.8 67.9 17.2 23.2 6.1 1.6 1.3 0.0 0.3 1.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 14 . . . . . 0 . . 0:
Old : 26: 13 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 : 72.5 78.2 89.6 89.9 70.8 62.8 75.5 71.1
Old : 72.5 78.2 89.6 89.9 70.8 62.8 75.5 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 332,953: 246,164 286,175 46,219 9,392 28,026 3,912 728 8,632 0 0 0: 0 0
Old : 332,953: 246,164 286,175 46,219 9,392 28,026 3,912 728 8,632 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -5,117: -4,342 -3,517 1,177 0 -1,600 0 0 0 -352 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 86.0 13.9 2.8 8.4 1.2 0.2 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.9 86.0 13.9 2.8 8.4 1.2 0.2 2.6 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 : 34: 21 23 . . . . . . 0 0 0:
Old : 34: 21 23 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 43.6 71.6 67.6 34.7 38.2 49.4 53.9
Old : 49.5 43.6 71.6 67.6 34.7 38.2 49.4 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,537: 18,529 21,620 2,830 0 2,298 567 0 0 145 344 23: 145 252
Old : 24,537: 18,529 21,620 2,830 0 2,298 567 0 0 145 344 23: 145 252
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -198: -375 -93 262 0 -85 0 0 0 -3 0 23: -20 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 88.1 11.5 0.0 9.4 2.3 0.0 0.0 0.6 1.4 0.1: 0.6 1.0
Old : 100.0: 75.5 88.1 11.5 0.0 9.4 2.3 0.0 0.0 0.6 1.4 0.1: 0.6 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 : 34: 18 23 . 0 . . 0 0 . . .:
Old : 34: 18 23 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 56.1 67.8 76.0 37.8 49.4 51.7 59.6
Old : 45.6 56.1 67.8 76.0 37.8 49.4 51.7 59.6
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,600: 37,183 42,697 20,150 15,170 1,565 0 0 0 350 0 0: 352 168
Old : 59,600: 37,183 42,697 20,150 15,170 1,565 0 0 0 350 0 0: 352 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 360: 360 420 0 -60 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 71.6 33.8 25.5 2.6 0.0 0.0 0.0 0.6 0.0 0.0: 0.6 0.3
Old : 100.0: 62.4 71.6 33.8 25.5 2.6 0.0 0.0 0.0 0.6 0.0 0.0: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 24 25 . . . 0 0 0 . 0 0:
Old : 36: 24 25 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 51.5 72.8 71.1 55.1 49.1 65.2 63.1
Old : 58.2 51.5 72.8 71.1 55.1 49.1 65.2 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 7,100: 6,250 5,900 800 0 0 0 450 0 0 750 0: 50 0
Old : 7,100: 6,250 5,900 800 0 0 0 450 0 0 750 0: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -4,550: -3,400 -4,050 -800 0 0 -250 250 0 0 -700 -50: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 83.1 11.3 0.0 0.0 0.0 6.3 0.0 0.0 10.6 0.0: 0.7 0.0
Old : 100.0: 88.0 83.1 11.3 0.0 0.0 0.0 6.3 0.0 0.0 10.6 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 7 13 . 0 0 0 . 0 0 . 0:
Old : 24: 7 13 . 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 : 78.2 54.9 99.3 83.8 78.2 54.9 96.5 83.8
Old : 78.2 54.9 99.3 83.8 78.2 54.9 96.5 83.8
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,140: 52,928 55,657 23,600 21,345 1,015 0 0 0 360 0 0: 237 123
Old : 78,140: 52,928 55,657 23,600 21,345 1,015 0 0 0 360 0 0: 237 123
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 445: 485 505 -40 -60 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 71.2 30.2 27.3 1.3 0.0 0.0 0.0 0.5 0.0 0.0: 0.3 0.2
Old : 100.0: 67.7 71.2 30.2 27.3 1.3 0.0 0.0 0.0 0.5 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 : 38: 25 26 . . . 0 0 0 . 0 0:
Old : 38: 25 26 . . . 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 : 54.2 60.7 71.5 76.2 52.0 60.7 67.0 73.6
Old : 54.2 60.7 71.5 76.2 52.0 60.7 67.0 73.6
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,185: 26,161 27,260 3,250 2,455 1,670 0 0 0 700 600 0: 404 200
Old : 32,185: 26,161 27,260 3,250 2,455 1,670 0 0 0 700 600 0: 404 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,325: 1,790 2,140 0 -565 -250 0 0 0 0 0 0: -215 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 84.7 10.1 7.6 5.2 0.0 0.0 0.0 2.2 1.9 0.0: 1.3 0.6
Old : 100.0: 81.3 84.7 10.1 7.6 5.2 0.0 0.0 0.0 2.2 1.9 0.0: 1.3 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 14 . . . 0 0 0 . . 0:
Old : 27: 18 14 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 74.9 71.8 88.6 45.7 65.8 57.6 70.8
Old : 51.5 74.9 71.8 88.6 45.7 65.8 57.6 70.8
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 320,904: 186,400 306,128 104,104 0 14,040 4,696 0 0 10,928 0 736: 0 0
Old : 320,904: 186,400 306,128 104,104 0 14,040 4,696 0 0 10,928 0 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 408: 760 408 -704 0 0 0 0 0 352 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 95.4 32.4 0.0 4.4 1.5 0.0 0.0 3.4 0.0 0.2: 0.0 0.0
Old : 100.0: 58.1 95.4 32.4 0.0 4.4 1.5 0.0 0.0 3.4 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 : 30: 17 17 . 0 . . 0 0 . 0 .:
Old : 30: 17 17 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 72.4 75.5 87.8 52.0 63.4 62.9 72.8
Old : 56.4 72.4 75.5 87.8 52.0 63.4 62.9 72.8
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,155: 5,818 4,719 111 1,021 83 508 0 0 0 864 82: 553 386
Old : 7,155: 5,818 4,719 111 1,021 83 508 0 0 0 864 82: 553 386
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 237: 237 71 -20 60 20 0 0 0 0 43 0: 0 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 66.0 1.6 14.3 1.2 7.1 0.0 0.0 0.0 12.1 1.1: 7.7 5.4
Old : 100.0: 81.3 66.0 1.6 14.3 1.2 7.1 0.0 0.0 0.0 12.1 1.1: 7.7 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 : 23: 17 14 . . . . 0 0 0 . .:
Old : 23: 17 14 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 62.3 68.9 78.8 41.3 60.2 59.8 67.7
Old : 46.9 62.3 68.9 78.8 41.3 60.2 59.8 67.7
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,945: 13,010 8,405 0 5,855 300 300 0 0 530 0 325: 480 60
Old : 14,945: 13,010 8,405 0 5,855 300 300 0 0 530 0 325: 480 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 480: 480 480 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 56.2 0.0 39.2 2.0 2.0 0.0 0.0 3.5 0.0 2.2: 3.2 0.4
Old : 100.0: 87.1 56.2 0.0 39.2 2.0 2.0 0.0 0.0 3.5 0.0 2.2: 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 : 22: 8 12 0 . . . 0 0 . 0 .:
Old : 22: 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 : 78.6 64.6 93.7 84.8 76.3 62.0 86.2 82.3
Old : 78.6 64.6 93.7 84.8 76.3 62.0 86.2 82.3
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,201: 30,051 32,646 4,745 1,320 2,355 0 0 0 50 760 0: 0 120
Old : 37,201: 30,051 32,646 4,745 1,320 2,355 0 0 0 50 760 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 770: 855 960 -110 -500 300 0 0 0 50 10 0: -325 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 87.8 12.8 3.5 6.3 0.0 0.0 0.0 0.1 2.0 0.0: 0.0 0.3
Old : 100.0: 80.8 87.8 12.8 3.5 6.3 0.0 0.0 0.0 0.1 2.0 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 22 . . . 0 0 0 . . 0:
Old : 33: 21 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 : 48.7 71.3 75.7 83.9 46.5 62.2 63.5 68.9
Old : 48.7 71.3 75.7 83.9 46.5 62.2 63.5 68.9
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,441: 19,816 20,736 3,100 3,325 2,140 0 0 0 1,175 100 0: 210 140
Old : 26,441: 19,816 20,736 3,100 3,325 2,140 0 0 0 1,175 100 0: 210 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 305: 130 195 175 100 0 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 78.4 11.7 12.6 8.1 0.0 0.0 0.0 4.4 0.4 0.0: 0.8 0.5
Old : 100.0: 74.9 78.4 11.7 12.6 8.1 0.0 0.0 0.0 4.4 0.4 0.0: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 17 . . . 0 0 0 . . 0:
Old : 30: 19 17 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 69.5 73.9 89.1 50.1 61.6 68.1 75.6
Old : 55.3 69.5 73.9 89.1 50.1 61.6 68.1 75.6
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,569: 14,357 15,951 2,209 1,862 2,126 509 0 0 883 82 105: 380 443
Old : 20,569: 14,357 15,951 2,209 1,862 2,126 509 0 0 883 82 105: 380 443
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 113: 438 -5 -266 -25 120 -40 0 0 115 0 0: -254 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 77.5 10.7 9.1 10.3 2.5 0.0 0.0 4.3 0.4 0.5: 1.8 2.2
Old : 100.0: 69.8 77.5 10.7 9.1 10.3 2.5 0.0 0.0 4.3 0.4 0.5: 1.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 . . . . 0 0 . . .:
Old : 31: 18 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 : 44.6 51.7 70.7 77.0 39.3 39.7 56.2 59.9
Old : 44.6 51.7 70.7 77.0 39.3 39.7 56.2 59.9
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 58,256: 52,968 46,453 2,186 4,218 2,263 0 172 0 395 4,525 432: 12 193
Old : 58,256: 52,968 46,453 2,186 4,218 2,263 0 172 0 395 4,525 432: 12 193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,148: 711 486 -15 -72 515 0 0 0 0 282 -63: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 79.7 3.8 7.2 3.9 0.0 0.3 0.0 0.7 7.8 0.7: 0.0 0.3
Old : 100.0: 90.9 79.7 3.8 7.2 3.9 0.0 0.3 0.0 0.7 7.8 0.7: 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 : 39: 25 20 . . . 0 . 0 . . .:
Old : 39: 25 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 : 47.9 49.7 72.6 79.3 46.8 48.2 66.7 70.5
Old : 47.9 49.7 72.6 79.3 46.8 48.2 66.7 70.5
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,293: 69,264 53,432 2,678 3,610 2,518 257 1,227 464 921 14,790 1,146: 45 106
Old : 77,293: 69,264 53,432 2,678 3,610 2,518 257 1,227 464 921 14,790 1,146: 45 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,955: 1,597 643 129 197 328 0 41 90 -155 721 -58: 24 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 69.1 3.5 4.7 3.3 0.3 1.6 0.6 1.2 19.1 1.5: 0.1 0.1
Old : 100.0: 89.6 69.1 3.5 4.7 3.3 0.3 1.6 0.6 1.2 19.1 1.5: 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 : 55: 29 27 . . . . . . 5 5 5:
Old : 55: 29 27 . . . . . . 5 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 47.9 64.3 73.6 39.5 46.9 55.3 63.7
Old : 45.1 47.9 64.3 73.6 39.5 46.9 55.3 63.7
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,215: 36,045 41,450 9,470 5,050 525 0 0 0 865 0 0: 310 190
Old : 47,215: 36,045 41,450 9,470 5,050 525 0 0 0 865 0 0: 310 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 2,125: 1,755 1,390 140 500 45 0 0 0 15 0 0: 170 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 87.8 20.1 10.7 1.1 0.0 0.0 0.0 1.8 0.0 0.0: 0.7 0.4
Old : 100.0: 76.3 87.8 20.1 10.7 1.1 0.0 0.0 0.0 1.8 0.0 0.0: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 19 8 . . . 0 0 0 . 0 0:
Old : 25: 19 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 : 50.0 95.8 75.3 99.3 48.8 94.9 72.2 94.9
Old : 50.0 95.8 75.3 99.3 48.8 94.9 72.2 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,410: 38,770 41,800 11,145 7,430 1,780 0 0 0 1,480 2,400 0: 235 0
Old : 53,410: 38,770 41,800 11,145 7,430 1,780 0 0 0 1,480 2,400 0: 235 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 3,240: 1,780 2,520 1,240 200 220 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 78.3 20.9 13.9 3.3 0.0 0.0 0.0 2.8 4.5 0.0: 0.4 0.0
Old : 100.0: 72.6 78.3 20.9 13.9 3.3 0.0 0.0 0.0 2.8 4.5 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 : 27: 19 10 . . . 0 0 0 . . 0:
Old : 27: 19 10 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 93.9 73.2 98.7 45.7 91.4 71.7 94.9
Old : 47.3 93.9 73.2 98.7 45.7 91.4 71.7 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 289,663: 217,841 262,897 16,492 11,868 12,947 0 0 0 40,832 400 1,551: 0 0
Old : 289,663: 217,841 262,897 16,492 11,868 12,947 0 0 0 40,832 400 1,551: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 2,391: 773 375 0 2,016 0 0 0 0 1,618 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 90.8 5.7 4.1 4.5 0.0 0.0 0.0 14.1 0.1 0.5: 0.0 0.0
Old : 100.0: 75.2 90.8 5.7 4.1 4.5 0.0 0.0 0.0 14.1 0.1 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 : 35: 20 25 . . . 0 0 0 . . .:
Old : 35: 20 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 : 56.5 53.3 76.1 74.2 53.6 50.5 70.8 68.4
Old : 56.5 53.3 76.1 74.2 53.6 50.5 70.8 68.4
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,656: 15,770 21,380 774 293 1,060 0 841 641 6,059 500 501: 851 440
Old : 25,656: 15,770 21,380 774 293 1,060 0 841 641 6,059 500 501: 851 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,206: 385 1,664 -101 -153 0 0 -162 -126 1,065 0 -40: 23 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 83.3 3.0 1.1 4.1 0.0 3.3 2.5 23.6 1.9 2.0: 3.3 1.7
Old : 100.0: 61.5 83.3 3.0 1.1 4.1 0.0 3.3 2.5 23.6 1.9 2.0: 3.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 26 . . . 0 . . . . .:
Old : 40: 21 26 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 50.0 71.3 63.8 52.5 46.6 64.3 59.6
Old : 55.2 50.0 71.3 63.8 52.5 46.6 64.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,095: 28,617 39,472 10,081 0 154 231 0 0 783 240 229: 0 0
Old : 40,095: 28,617 39,472 10,081 0 154 231 0 0 783 240 229: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 279: -106 101 -255 0 154 0 0 0 329 -157 181: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 98.4 25.1 0.0 0.4 0.6 0.0 0.0 2.0 0.6 0.6: 0.0 0.0
Old : 100.0: 71.4 98.4 25.1 0.0 0.4 0.6 0.0 0.0 2.0 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 : 27: 15 13 . 0 . . 0 0 . . .:
Old : 27: 15 13 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 85.1 92.3 96.3 72.3 78.3 82.6 84.7
Old : 76.2 85.1 92.3 96.3 72.3 78.3 82.6 84.7
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 299,950: 251,474 201,616 9,392 46,006 33,528 2,448 15,692 3,108 0 0 0: 0 0
Old : 299,950: 251,474 201,616 9,392 46,006 33,528 2,448 15,692 3,108 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -702: 354 73 0 -775 0 -1,056 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 67.2 3.1 15.3 11.2 0.8 5.2 1.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.8 67.2 3.1 15.3 11.2 0.8 5.2 1.0 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 : 26: 11 16 . . . . . . 0 0 0:
Old : 26: 11 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 : 73.5 63.5 92.6 85.6 70.9 53.0 77.3 69.5
Old : 73.5 63.5 92.6 85.6 70.9 53.0 77.3 69.5
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,540: 14,314 14,513 837 465 1,731 582 0 1,058 0 606 84: 934 1,083
Old : 19,540: 14,314 14,513 837 465 1,731 582 0 1,058 0 606 84: 934 1,083
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 172: 214 106 -65 0 0 0 0 0 0 44 0: 23 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 74.3 4.3 2.4 8.9 3.0 0.0 5.4 0.0 3.1 0.4: 4.8 5.5
Old : 100.0: 73.3 74.3 4.3 2.4 8.9 3.0 0.0 5.4 0.0 3.1 0.4: 4.8 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 : 24: 12 14 . . . . 0 . 0 . .:
Old : 24: 12 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 : 63.0 60.2 80.3 80.1 53.7 52.5 62.0 61.7
Old : 63.0 60.2 80.3 80.1 53.7 52.5 62.0 61.7
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 10,820: 5,221 7,902 3,744 1,021 124 508 82 0 0 387 185: 1,038 1,119
Old : 10,820: 5,221 7,902 3,744 1,021 124 508 82 0 0 387 185: 1,038 1,119
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 127: -46 127 213 0 -20 0 0 0 0 0 0: -20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 73.0 34.6 9.4 1.1 4.7 0.8 0.0 0.0 3.6 1.7: 9.6 10.3
Old : 100.0: 48.3 73.0 34.6 9.4 1.1 4.7 0.8 0.0 0.0 3.6 1.7: 9.6 10.3
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 : 21: 11 13 . . . . . 0 0 . .:
Old : 21: 11 13 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 61.0 77.7 80.9 57.8 54.6 69.6 70.9
Old : 60.1 61.0 77.7 80.9 57.8 54.6 69.6 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,028: 67,541 76,132 9,895 4,696 6,200 704 0 0 2,688 0 0: 0 0
Old : 87,028: 67,541 76,132 9,895 4,696 6,200 704 0 0 2,688 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 14,840: 9,008 15,192 503 -4,977 4,625 704 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 87.5 11.4 5.4 7.1 0.8 0.0 0.0 3.1 0.0 0.0: 0.0 0.0
Old : 100.0: 77.6 87.5 11.4 5.4 7.1 0.8 0.0 0.0 3.1 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 : 23: 9 12 . . . . 0 0 . 0 0:
Old : 23: 9 12 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 66.6 89.3 89.8 58.8 66.6 76.2 80.0
Old : 66.9 66.6 89.3 89.8 58.8 66.6 76.2 80.0
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,106: 9,901 9,566 2,804 2,107 164 0 532 0 520 958 170: 547 609
Old : 14,106: 9,901 9,566 2,804 2,107 164 0 532 0 520 958 170: 547 609
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 375: 249 142 -47 255 -2 0 -40 0 -80 0 0: 255 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 67.8 19.9 14.9 1.2 0.0 3.8 0.0 3.7 6.8 1.2: 3.9 4.3
Old : 100.0: 70.2 67.8 19.9 14.9 1.2 0.0 3.8 0.0 3.7 6.8 1.2: 3.9 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 : 28: 14 17 . . . 0 . 0 . . .:
Old : 28: 14 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 : 59.9 36.7 79.8 57.8 51.2 36.1 65.2 55.5
Old : 59.9 36.7 79.8 57.8 51.2 36.1 65.2 55.5
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 153,320: 117,856 88,779 34,714 53,777 750 0 8,494 0 0 1,520 0: 0 0
Old : 153,320: 117,856 88,779 34,714 53,777 750 0 8,494 0 0 1,520 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 5,025: 4,255 -711 770 5,032 0 0 704 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 57.9 22.6 35.1 0.5 0.0 5.5 0.0 0.0 1.0 0.0: 0.0 0.0
Old : 100.0: 76.9 57.9 22.6 35.1 0.5 0.0 5.5 0.0 0.0 1.0 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: 17 11 . . . 0 . 0 0 . 0:
Old : 26: 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 : 68.8 64.9 85.1 86.4 62.4 63.4 77.9 78.8
Old : 68.8 64.9 85.1 86.4 62.4 63.4 77.9 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,460: 5,490 6,940 1,850 0 0 0 300 0 0 220 0: 120 0
Old : 7,460: 5,490 6,940 1,850 0 0 0 300 0 0 220 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 93.0 24.8 0.0 0.0 0.0 4.0 0.0 0.0 2.9 0.0: 1.6 0.0
Old : 100.0: 73.6 93.0 24.8 0.0 0.0 0.0 4.0 0.0 0.0 2.9 0.0: 1.6 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 : 20: 10 10 . 0 0 0 . 0 0 . 0:
Old : 20: 10 10 . 0 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 78.6 91.0 94.4 62.7 70.3 77.7 80.6
Old : 69.8 78.6 91.0 94.4 62.7 70.3 77.7 80.6
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,869: 16,103 14,503 716 2,827 2,981 49 181 1,994 949 306 77: 0 0
Old : 22,869: 16,103 14,503 716 2,827 2,981 49 181 1,994 949 306 77: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 463: 462 565 25 -77 0 0 0 0 1 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 63.4 3.1 12.4 13.0 0.2 0.8 8.7 4.1 1.3 0.3: 0.0 0.0
Old : 100.0: 70.4 63.4 3.1 12.4 13.0 0.2 0.8 8.7 4.1 1.3 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 13 . . . . . . . . .:
Old : 26: 18 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 : 50.9 56.6 80.2 81.8 43.0 42.3 58.0 57.4
Old : 50.9 56.6 80.2 81.8 43.0 42.3 58.0 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,420: 10,645 9,485 1,020 2,520 665 0 330 420 300 0 0: 370 0
Old : 13,420: 10,645 9,485 1,020 2,520 665 0 330 420 300 0 0: 370 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 540: 120 600 -50 120 50 0 -650 420 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 70.7 7.6 18.8 5.0 0.0 2.5 3.1 2.2 0.0 0.0: 2.8 0.0
Old : 100.0: 79.3 70.7 7.6 18.8 5.0 0.0 2.5 3.1 2.2 0.0 0.0: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 . . . 0 . . . 0 0:
Old : 20: 12 11 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 75.0 82.2 95.4 48.1 68.3 62.4 72.7
Old : 64.0 75.0 82.2 95.4 48.1 68.3 62.4 72.7
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,315: 10,480 9,315 1,120 2,680 605 0 80 445 55 0 190: 420 0
Old : 13,315: 10,480 9,315 1,120 2,680 605 0 80 445 55 0 190: 420 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 540: 120 600 25 145 -25 0 -600 420 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 70.0 8.4 20.1 4.5 0.0 0.6 3.3 0.4 0.0 1.4: 3.2 0.0
Old : 100.0: 78.7 70.0 8.4 20.1 4.5 0.0 0.6 3.3 0.4 0.0 1.4: 3.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 . . . 0 . . . 0 .:
Old : 21: 13 10 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 75.1 80.7 94.1 50.2 70.5 64.1 73.0
Old : 62.7 75.1 80.7 94.1 50.2 70.5 64.1 73.0
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,635: 10,520 15,095 8,345 4,180 1,155 300 175 0 120 0 30: 165 0
Old : 20,635: 10,520 15,095 8,345 4,180 1,155 300 175 0 120 0 30: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,095: -50 1,210 1,335 75 -190 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 73.2 40.4 20.3 5.6 1.5 0.8 0.0 0.6 0.0 0.1: 0.8 0.0
Old : 100.0: 51.0 73.2 40.4 20.3 5.6 1.5 0.8 0.0 0.6 0.0 0.1: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 13 . . 4 . . 0 . 0 .:
Old : 30: 17 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 : 75.2 68.6 87.5 89.5 59.8 60.5 68.2 69.8
Old : 75.2 68.6 87.5 89.5 59.8 60.5 68.2 69.8
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,043: 7,945 10,848 5,455 2,980 1,010 300 175 0 100 0 0: 233 30
Old : 15,043: 7,945 10,848 5,455 2,980 1,010 300 175 0 100 0 0: 233 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,120: 75 1,375 1,275 -25 -230 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 72.1 36.3 19.8 6.7 2.0 1.2 0.0 0.7 0.0 0.0: 1.5 0.2
Old : 100.0: 52.8 72.1 36.3 19.8 6.7 2.0 1.2 0.0 0.7 0.0 0.0: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 12 . . . . . 0 . 0 0:
Old : 27: 16 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 : 74.1 67.6 86.8 88.7 59.2 54.6 67.7 65.7
Old : 74.1 67.6 86.8 88.7 59.2 54.6 67.7 65.7
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,710: 15,880 19,675 3,970 0 1,275 75 600 100 50 0 0: 360 60
Old : 21,710: 15,880 19,675 3,970 0 1,275 75 600 100 50 0 0: 360 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 450: 960 -75 -810 0 225 75 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 90.6 18.3 0.0 5.9 0.3 2.8 0.5 0.2 0.0 0.0: 1.7 0.3
Old : 100.0: 73.1 90.6 18.3 0.0 5.9 0.3 2.8 0.5 0.2 0.0 0.0: 1.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 12 4 0 . . . . . 0 0:
Old : 27: 13 12 4 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 80.3 85.0 91.5 59.8 78.8 77.0 85.8
Old : 63.8 80.3 85.0 91.5 59.8 78.8 77.0 85.8
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,605: 13,160 10,700 0 1,685 4,400 0 550 0 0 240 10: 35 20
Old : 17,605: 13,160 10,700 0 1,685 4,400 0 550 0 0 240 10: 35 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 435: 670 355 0 300 -175 0 0 0 0 0 0: -60 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 60.8 0.0 9.6 25.0 0.0 3.1 0.0 0.0 1.4 0.1: 0.2 0.1
Old : 100.0: 74.8 60.8 0.0 9.6 25.0 0.0 3.1 0.0 0.0 1.4 0.1: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 0 . . 0 . 0 0 . .:
Old : 24: 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 : 67.9 64.4 91.2 89.6 42.0 44.9 54.8 53.5
Old : 67.9 64.4 91.2 89.6 42.0 44.9 54.8 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,031: 14,031 11,836 380 2,225 4,380 0 550 0 155 0 25: 60 15
Old : 19,031: 14,031 11,836 380 2,225 4,380 0 550 0 155 0 25: 60 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 455: 805 305 -330 0 125 0 0 0 -175 0 25: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 62.2 2.0 11.7 23.0 0.0 2.9 0.0 0.8 0.0 0.1: 0.3 0.1
Old : 100.0: 73.7 62.2 2.0 11.7 23.0 0.0 2.9 0.0 0.8 0.0 0.1: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 9 . . . 0 . 0 . 0 .:
Old : 24: 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 : 63.9 79.6 87.9 93.3 38.3 49.7 54.0 56.4
Old : 63.9 79.6 87.9 93.3 38.3 49.7 54.0 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,580: 96,935 88,833 3,640 9,685 11,740 415 1,012 550 195 1,670 75: 30 15
Old : 113,580: 96,935 88,833 3,640 9,685 11,740 415 1,012 550 195 1,670 75: 30 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 4,985: 4,760 4,870 -205 -915 535 -625 0 520 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 78.2 3.2 8.5 10.3 0.4 0.9 0.5 0.2 1.5 0.1: 0.0 0.0
Old : 100.0: 85.3 78.2 3.2 8.5 10.3 0.4 0.9 0.5 0.2 1.5 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 : 50: 31 26 . . 4 . . . . . .:
Old : 50: 31 26 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 63.6 65.5 87.2 42.3 55.2 59.9 69.9
Old : 43.4 63.6 65.5 87.2 42.3 55.2 59.9 69.9
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 131,957: 109,815 101,592 5,950 9,080 14,175 829 3,262 878 100 2,750 185: 25 35
Old : 131,957: 109,815 101,592 5,950 9,080 14,175 829 3,262 878 100 2,750 185: 25 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 4,245: 4,045 4,175 -330 -810 515 -375 -50 390 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 77.0 4.5 6.9 10.7 0.6 2.5 0.7 0.1 2.1 0.1: 0.0 0.0
Old : 100.0: 83.2 77.0 4.5 6.9 10.7 0.6 2.5 0.7 0.1 2.1 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 35 30 . . 4 . . . . 6 .:
Old : 56: 35 30 . . 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 : 41.2 62.9 61.0 81.6 38.6 56.1 53.1 66.9
Old : 41.2 62.9 61.0 81.6 38.6 56.1 53.1 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 184,581: 134,148 141,739 19,886 336 9,447 6,305 3,668 8,088 4,520 19,108 2,160: 27 35
Old : 184,581: 134,148 141,739 19,886 336 9,447 6,305 3,668 8,088 4,520 19,108 2,160: 27 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 2,265: 342 1,083 505 -90 -81 301 -301 1,736 -461 1 -77: 0 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 76.8 10.8 0.2 5.1 3.4 2.0 4.4 2.4 10.4 1.2: 0.0 0.0
Old : 100.0: 72.7 76.8 10.8 0.2 5.1 3.4 2.0 4.4 2.4 10.4 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 73: 37 43 4 . 4 4 . 5 4 10 8:
Old : 73: 37 43 4 . 4 4 . 5 4 10 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 59.6 56.9 71.2 36.2 53.7 53.2 60.5
Old : 37.8 59.6 56.9 71.2 36.2 53.7 53.2 60.5
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 120,753: 106,103 95,041 4,556 13,935 3,200 4,367 700 1,788 430 5,864 225: 84 0
Old : 120,753: 106,103 95,041 4,556 13,935 3,200 4,367 700 1,788 430 5,864 225: 84 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,649: 2,055 720 207 1,395 -558 -55 0 0 0 140 0: 0 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 78.7 3.8 11.5 2.7 3.6 0.6 1.5 0.4 4.9 0.2: 0.1 0.0
Old : 100.0: 87.9 78.7 3.8 11.5 2.7 3.6 0.6 1.5 0.4 4.9 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 : 52: 33 29 . . 4 . . . . 6 .:
Old : 52: 33 29 . . 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 : 37.3 63.9 57.4 79.0 34.9 54.3 51.3 64.9
Old : 37.3 63.9 57.4 79.0 34.9 54.3 51.3 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,485: 29,310 27,045 2,265 5,855 1,885 505 625 0 1,395 0 50: 75 25
Old : 35,485: 29,310 27,045 2,265 5,855 1,885 505 625 0 1,395 0 50: 75 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 745: 600 285 100 615 -105 0 0 0 200 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 76.2 6.4 16.5 5.3 1.4 1.8 0.0 3.9 0.0 0.1: 0.2 0.1
Old : 100.0: 82.6 76.2 6.4 16.5 5.3 1.4 1.8 0.0 3.9 0.0 0.1: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 10 . . . . . 0 . 0 .:
Old : 27: 18 10 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 88.1 77.9 96.2 53.9 78.8 72.2 83.6
Old : 57.7 88.1 77.9 96.2 53.9 78.8 72.2 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 30,975: 25,940 27,170 1,740 1,005 2,425 0 295 30 785 50 0: 55 0
Old : 30,975: 25,940 27,170 1,740 1,005 2,425 0 295 30 785 50 0: 55 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 450: 600 -25 0 600 -125 0 0 0 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 87.7 5.6 3.2 7.8 0.0 1.0 0.1 2.5 0.2 0.0: 0.2 0.0
Old : 100.0: 83.7 87.7 5.6 3.2 7.8 0.0 1.0 0.1 2.5 0.2 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 11 . . . 0 . . . . 0:
Old : 28: 19 11 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 90.3 79.6 97.5 57.8 79.2 74.3 83.4
Old : 57.9 90.3 79.6 97.5 57.8 79.2 74.3 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,942: 24,606 21,971 5 3,644 2,877 1,025 200 250 50 0 0: 129 0
Old : 28,942: 24,606 21,971 5 3,644 2,877 1,025 200 250 50 0 0: 129 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 512: 660 440 0 220 -148 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 75.9 0.0 12.6 9.9 3.5 0.7 0.9 0.2 0.0 0.0: 0.4 0.0
Old : 100.0: 85.0 75.9 0.0 12.6 9.9 3.5 0.7 0.9 0.2 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 : 36: 22 23 . . . . . . . 0 0:
Old : 36: 22 23 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 39.1 66.5 64.7 36.9 34.0 54.8 54.4
Old : 43.6 39.1 66.5 64.7 36.9 34.0 54.8 54.4
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,266: 14,861 17,611 2,100 1,555 1,980 900 0 0 1,425 0 0: 0 120
Old : 21,266: 14,861 17,611 2,100 1,555 1,980 900 0 0 1,425 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 0: 0 -75 0 75 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 82.8 9.9 7.3 9.3 4.2 0.0 0.0 6.7 0.0 0.0: 0.0 0.6
Old : 100.0: 69.9 82.8 9.9 7.3 9.3 4.2 0.0 0.0 6.7 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 : 26: 17 15 . . . . 0 0 . 0 0:
Old : 26: 17 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 54.1 63.4 83.4 36.9 45.4 53.3 64.5
Old : 41.4 54.1 63.4 83.4 36.9 45.4 53.3 64.5
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 161,680: 101,568 89,210 5,271 24,863 32,961 8,354 0 13,526 0 1,120 0: 0 0
Old : 161,680: 101,568 89,210 5,271 24,863 32,961 8,354 0 13,526 0 1,120 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,740: 1,540 -1,390 410 3,140 -210 0 0 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 55.2 3.3 15.4 20.4 5.2 0.0 8.4 0.0 0.7 0.0: 0.0 0.0
Old : 100.0: 62.8 55.2 3.3 15.4 20.4 5.2 0.0 8.4 0.0 0.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 13 . . . . 0 . 0 . 0:
Old : 26: 16 13 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 72.8 84.8 90.1 25.9 38.7 35.9 41.4
Old : 53.3 72.8 84.8 90.1 25.9 38.7 35.9 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,317: 21,552 26,637 5,100 300 0 0 0 0 0 0 0: 1,665 1,380
Old : 28,317: 21,552 26,637 5,100 300 0 0 0 0 0 0 0: 1,665 1,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 94.1 18.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.9 4.9
Old : 100.0: 76.1 94.1 18.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 13 . . 0 0 0 0 0 0 0:
Old : 20: 10 13 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 61.1 91.5 83.2 67.7 59.1 80.2 75.4
Old : 74.0 61.1 91.5 83.2 67.7 59.1 80.2 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,222: 17,719 19,696 6,027 4,184 1,989 51 1,200 0 1,980 1,070 57: 399 26
Old : 28,222: 17,719 19,696 6,027 4,184 1,989 51 1,200 0 1,980 1,070 57: 399 26
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,094: 265 755 846 45 -66 50 0 -25 20 360 10: -6 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 69.8 21.4 14.8 7.0 0.2 4.3 0.0 7.0 3.8 0.2: 1.4 0.1
Old : 100.0: 62.8 69.8 21.4 14.8 7.0 0.2 4.3 0.0 7.0 3.8 0.2: 1.4 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 : 35: 17 17 . . . . . 0 4 . .:
Old : 35: 17 17 . . . . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 53.0 72.9 76.0 43.1 46.2 63.2 68.4
Old : 45.9 53.0 72.9 76.0 43.1 46.2 63.2 68.4
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,592: 14,619 15,055 1,959 2,715 1,105 360 0 0 550 25 334: 665 358
Old : 19,592: 14,619 15,055 1,959 2,715 1,105 360 0 0 550 25 334: 665 358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 929: 1,020 580 -565 -125 474 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 76.8 10.0 13.9 5.6 1.8 0.0 0.0 2.8 0.1 1.7: 3.4 1.8
Old : 100.0: 74.6 76.8 10.0 13.9 5.6 1.8 0.0 0.0 2.8 0.1 1.7: 3.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 16 . . . . 0 0 . . .:
Old : 28: 16 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 : 51.7 48.7 71.5 71.7 45.9 48.4 61.4 66.7
Old : 51.7 48.7 71.5 71.7 45.9 48.4 61.4 66.7
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,354: 30,944 14,518 1,393 15,399 188 125 4,689 0 2,871 915 625: 208 20
Old : 36,354: 30,944 14,518 1,393 15,399 188 125 4,689 0 2,871 915 625: 208 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,354: 1,989 286 20 1,579 -790 0 231 0 15 -42 95: 25 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 39.9 3.8 42.4 0.5 0.3 12.9 0.0 7.9 2.5 1.7: 0.6 0.1
Old : 100.0: 85.1 39.9 3.8 42.4 0.5 0.3 12.9 0.0 7.9 2.5 1.7: 0.6 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 : 44: 26 21 . . . . . 0 4 . 4:
Old : 44: 26 21 . . . . . 0 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 : 52.5 55.6 68.3 79.1 52.2 55.3 65.5 77.5
Old : 52.5 55.6 68.3 79.1 52.2 55.3 65.5 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,973: 18,041 12,739 105 6,269 914 95 0 5 173 0 10: 630 36
Old : 19,973: 18,041 12,739 105 6,269 914 95 0 5 173 0 10: 630 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 816: 1,842 316 0 1,520 -1,026 0 0 0 0 0 0: 0 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 63.8 0.5 31.4 4.6 0.5 0.0 0.0 0.9 0.0 0.0: 3.2 0.2
Old : 100.0: 90.3 63.8 0.5 31.4 4.6 0.5 0.0 0.0 0.9 0.0 0.0: 3.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 16 . 4 . . 0 . . 0 .:
Old : 31: 19 16 . 4 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 61.3 72.4 83.2 48.9 61.3 64.7 80.2
Old : 53.0 61.3 72.4 83.2 48.9 61.3 64.7 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,205: 14,156 18,994 6,928 558 1,854 0 300 0 0 1,414 85: 182 0
Old : 23,205: 14,156 18,994 6,928 558 1,854 0 300 0 0 1,414 85: 182 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,100: 85 1,480 1,375 0 -360 0 0 0 0 -20 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 81.9 29.9 2.4 8.0 0.0 1.3 0.0 0.0 6.1 0.4: 0.8 0.0
Old : 100.0: 61.0 81.9 29.9 2.4 8.0 0.0 1.3 0.0 0.0 6.1 0.4: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 14 4 . . 0 . 0 0 . .:
Old : 27: 15 14 4 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 63.5 84.3 82.4 53.5 59.5 76.6 75.9
Old : 57.8 63.5 84.3 82.4 53.5 59.5 76.6 75.9
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,016: 11,350 12,379 1,015 292 1,999 0 0 0 0 0 0: 652 346
Old : 15,016: 11,350 12,379 1,015 292 1,999 0 0 0 0 0 0: 652 346
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 1,480: 50 1,480 570 -860 860 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 82.4 6.8 1.9 13.3 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 2.3
Old : 100.0: 75.6 82.4 6.8 1.9 13.3 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 . . . 0 0 0 0 0 0:
Old : 21: 12 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 71.6 81.7 92.6 53.0 68.3 71.1 79.1
Old : 58.3 71.6 81.7 92.6 53.0 68.3 71.1 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,490: 31,125 23,746 448 7,539 1,505 0 500 0 100 200 0: 312 0
Old : 33,490: 31,125 23,746 448 7,539 1,505 0 500 0 100 200 0: 312 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 690: 730 460 0 270 -40 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 70.9 1.3 22.5 4.5 0.0 1.5 0.0 0.3 0.6 0.0: 0.9 0.0
Old : 100.0: 92.9 70.9 1.3 22.5 4.5 0.0 1.5 0.0 0.3 0.6 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 25 21 . . . 0 . 0 . . 0:
Old : 36: 25 21 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 47.4 65.9 73.2 38.0 41.9 59.7 61.1
Old : 39.3 47.4 65.9 73.2 38.0 41.9 59.7 61.1
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 16,824: 12,754 13,139 1,270 1,380 2,000 0 0 0 404 0 55: 341 250
Old : 16,824: 12,754 13,139 1,270 1,380 2,000 0 0 0 404 0 55: 341 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 344: 385 456 195 120 -245 0 0 0 -15 0 13: 11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 78.1 7.5 8.2 11.9 0.0 0.0 0.0 2.4 0.0 0.3: 2.0 1.5
Old : 100.0: 75.8 78.1 7.5 8.2 11.9 0.0 0.0 0.0 2.4 0.0 0.3: 2.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 18 13 . . . 0 0 0 . 0 .:
Old : 23: 18 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 : 45.0 81.2 69.8 92.4 43.3 70.6 59.5 73.7
Old : 45.0 81.2 69.8 92.4 43.3 70.6 59.5 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,664: 9,559 9,309 435 1,436 2,915 0 0 0 755 0 0: 0 4
Old : 13,664: 9,559 9,309 435 1,436 2,915 0 0 0 755 0 0: 0 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 265: 385 385 0 0 -120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 68.1 3.2 10.5 21.3 0.0 0.0 0.0 5.5 0.0 0.0: 0.0 0.0
Old : 100.0: 70.0 68.1 3.2 10.5 21.3 0.0 0.0 0.0 5.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 14 . . . 0 0 0 . 0 0:
Old : 24: 18 14 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 69.1 73.3 91.1 39.2 47.3 56.3 61.0
Old : 46.0 69.1 73.3 91.1 39.2 47.3 56.3 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,232: 23,437 29,887 11,930 4,410 40 0 0 0 0 850 0: 2,825 3,045
Old : 38,232: 23,437 29,887 11,930 4,410 40 0 0 0 0 850 0: 2,825 3,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -600: -600 -525 0 0 0 0 0 0 0 0 0: 0 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 78.2 31.2 11.5 0.1 0.0 0.0 0.0 0.0 2.2 0.0: 7.4 8.0
Old : 100.0: 61.3 78.2 31.2 11.5 0.1 0.0 0.0 0.0 0.0 2.2 0.0: 7.4 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 16 . . . 0 0 0 0 . 0:
Old : 23: 11 16 . . . 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 : 78.1 47.6 91.0 73.7 77.9 47.5 85.0 73.2
Old : 78.1 47.6 91.0 73.7 77.9 47.5 85.0 73.2
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,485: 20,543 25,753 10,850 4,570 0 0 0 0 0 850 0: 3,092 3,312
Old : 34,485: 20,543 25,753 10,850 4,570 0 0 0 0 0 850 0: 3,092 3,312
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -600: -600 -525 0 0 0 0 0 0 0 0 0: 0 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 74.7 31.5 13.3 0.0 0.0 0.0 0.0 0.0 2.5 0.0: 9.0 9.6
Old : 100.0: 59.6 74.7 31.5 13.3 0.0 0.0 0.0 0.0 0.0 2.5 0.0: 9.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 16 . . 0 0 0 0 0 . 0:
Old : 23: 9 16 . . 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 : 77.2 48.0 90.2 72.9 77.1 48.0 86.1 72.9
Old : 77.2 48.0 90.2 72.9 77.1 48.0 86.1 72.9
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,495: 31,050 3,815 0 5,435 180 0 13,990 150 0 8,220 105: 2,010 1,600
Old : 33,495: 31,050 3,815 0 5,435 180 0 13,990 150 0 8,220 105: 2,010 1,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 150: 0 0 0 225 -225 0 -150 150 0 -75 0: 225 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 11.4 0.0 16.2 0.5 0.0 41.8 0.4 0.0 24.5 0.3: 6.0 4.8
Old : 100.0: 92.7 11.4 0.0 16.2 0.5 0.0 41.8 0.4 0.0 24.5 0.3: 6.0 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 : 26: 14 10 0 . . 0 . . 0 4 .:
Old : 26: 14 10 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 : 69.2 79.1 85.7 87.5 65.8 78.3 81.9 85.4
Old : 69.2 79.1 85.7 87.5 65.8 78.3 81.9 85.4
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,595: 28,185 4,670 0 6,940 0 0 12,890 710 0 3,975 0: 1,700 1,410
Old : 30,595: 28,185 4,670 0 6,940 0 0 12,890 710 0 3,975 0: 1,700 1,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 200: 0 0 0 275 0 0 -200 200 0 -75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 15.3 0.0 22.7 0.0 0.0 42.1 2.3 0.0 13.0 0.0: 5.6 4.6
Old : 100.0: 92.1 15.3 0.0 22.7 0.0 0.0 42.1 2.3 0.0 13.0 0.0: 5.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 11 0 . 0 0 . . 0 . 0:
Old : 25: 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 : 70.2 76.9 83.9 86.9 65.5 74.2 76.9 81.2
Old : 70.2 76.9 83.9 86.9 65.5 74.2 76.9 81.2
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,568: 16,248 16,635 842 925 5,283 1,800 400 100 1,675 2,685 0: 1,620 1,540
Old : 27,568: 16,248 16,635 842 925 5,283 1,800 400 100 1,675 2,685 0: 1,620 1,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 30: -775 575 550 150 -500 700 0 0 0 -250 0: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 60.3 3.1 3.4 19.2 6.5 1.5 0.4 6.1 9.7 0.0: 5.9 5.6
Old : 100.0: 58.9 60.3 3.1 3.4 19.2 6.5 1.5 0.4 6.1 9.7 0.0: 5.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 10 . . . . . . . . 0:
Old : 26: 15 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 : 50.3 78.1 76.8 89.7 36.9 61.4 58.7 66.3
Old : 50.3 78.1 76.8 89.7 36.9 61.4 58.7 66.3
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,703: 13,515 13,673 190 550 4,950 1,800 400 100 1,675 2,710 0: 1,473 1,320
Old : 23,703: 13,515 13,673 190 550 4,950 1,800 400 100 1,675 2,710 0: 1,473 1,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 40: -787 563 145 -255 -95 700 0 0 0 -250 0: 77 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 57.7 0.8 2.3 20.9 7.6 1.7 0.4 7.1 11.4 0.0: 6.2 5.6
Old : 100.0: 57.0 57.7 0.8 2.3 20.9 7.6 1.7 0.4 7.1 11.4 0.0: 6.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 10 . . . . . . . . 0:
Old : 24: 13 10 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 78.2 79.1 89.7 37.4 58.5 58.0 62.8
Old : 50.2 78.2 79.1 89.7 37.4 58.5 58.0 62.8
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,855: 23,980 23,560 16,525 25 1,870 0 16,740 0 0 300 0: 480 360
Old : 42,855: 23,980 23,560 16,525 25 1,870 0 16,740 0 0 300 0: 480 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 310: 1,060 -590 -750 0 0 0 900 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 55.0 38.6 0.1 4.4 0.0 39.1 0.0 0.0 0.7 0.0: 1.1 0.8
Old : 100.0: 56.0 55.0 38.6 0.1 4.4 0.0 39.1 0.0 0.0 0.7 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 : 25: 13 12 . . . 0 . 0 0 . 0:
Old : 25: 13 12 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.6 86.3 93.0 94.0 74.4 84.5 86.9 91.1
Old : 79.6 86.3 93.0 94.0 74.4 84.5 86.9 91.1
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,650: 20,835 18,205 13,365 0 1,820 0 15,715 0 0 400 0: 630 510
Old : 36,650: 20,835 18,205 13,365 0 1,820 0 15,715 0 0 400 0: 630 510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 170: 1,035 -490 -875 0 0 0 650 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 49.7 36.5 0.0 5.0 0.0 42.9 0.0 0.0 1.1 0.0: 1.7 1.4
Old : 100.0: 56.8 49.7 36.5 0.0 5.0 0.0 42.9 0.0 0.0 1.1 0.0: 1.7 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 : 25: 12 10 . 0 . 0 . 0 0 . 0:
Old : 25: 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 : 78.1 89.0 91.8 95.8 73.1 86.2 85.3 91.0
Old : 78.1 89.0 91.8 95.8 73.1 86.2 85.3 91.0
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,365: 26,855 19,695 150 6,900 375 100 1,360 0 1,200 320 280: 1,405 1,435
Old : 30,365: 26,855 19,695 150 6,900 375 100 1,360 0 1,200 320 280: 1,405 1,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 525: 465 0 0 465 15 0 0 0 0 0 0: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 64.9 0.5 22.7 1.2 0.3 4.5 0.0 4.0 1.1 0.9: 4.6 4.7
Old : 100.0: 88.4 64.9 0.5 22.7 1.2 0.3 4.5 0.0 4.0 1.1 0.9: 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: 16 5 . . . . . 0 . . .:
Old : 26: 16 5 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 83.4 85.6 94.5 70.2 80.4 80.1 85.4
Old : 72.4 83.4 85.6 94.5 70.2 80.4 80.1 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,945: 26,350 19,145 150 7,245 255 100 1,560 0 1,380 0 520: 1,190 1,220
Old : 29,945: 26,350 19,145 150 7,245 255 100 1,560 0 1,380 0 520: 1,190 1,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 540: 540 0 0 540 -60 0 0 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 63.9 0.5 24.2 0.9 0.3 5.2 0.0 4.6 0.0 1.7: 4.0 4.1
Old : 100.0: 88.0 63.9 0.5 24.2 0.9 0.3 5.2 0.0 4.6 0.0 1.7: 4.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 5 . . . . . 0 . 0 .:
Old : 26: 16 5 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 83.6 84.2 95.3 68.8 78.7 76.7 82.5
Old : 71.9 83.6 84.2 95.3 68.8 78.7 76.7 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,284: 21,220 15,439 0 9,341 2,989 4,945 475 500 450 1,375 150: 2,030 2,015
Old : 32,284: 21,220 15,439 0 9,341 2,989 4,945 475 500 450 1,375 150: 2,030 2,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 525: 725 -100 0 975 -350 150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 47.8 0.0 28.9 9.3 15.3 1.5 1.5 1.4 4.3 0.5: 6.3 6.2
Old : 100.0: 65.7 47.8 0.0 28.9 9.3 15.3 1.5 1.5 1.4 4.3 0.5: 6.3 6.2
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: 17 9 0 . . . . . . . .:
Old : 26: 17 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 : 56.8 74.8 78.1 88.2 49.3 58.3 62.4 67.6
Old : 56.8 74.8 78.1 88.2 49.3 58.3 62.4 67.6
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,705: 16,725 12,640 0 3,850 3,775 745 475 200 350 865 150: 1,760 1,750
Old : 23,705: 16,725 12,640 0 3,850 3,775 745 475 200 350 865 150: 1,760 1,750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 70: 495 -405 0 900 -425 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 53.3 0.0 16.2 15.9 3.1 2.0 0.8 1.5 3.6 0.6: 7.4 7.4
Old : 100.0: 70.6 53.3 0.0 16.2 15.9 3.1 2.0 0.8 1.5 3.6 0.6: 7.4 7.4
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 : 27: 17 9 0 . . . . . . . .:
Old : 27: 17 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 : 54.1 70.7 73.4 87.3 39.8 44.5 52.9 60.3
Old : 54.1 70.7 73.4 87.3 39.8 44.5 52.9 60.3
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 118,207: 47,879 104,823 22,219 1,560 3,739 27,040 0 0 9,250 0 270: 7,810 7,815
Old : 118,207: 47,879 104,823 22,219 1,560 3,739 27,040 0 0 9,250 0 270: 7,810 7,815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 2,485: 970 3,355 2,660 -150 -1,220 -100 0 0 -325 0 0: 500 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 88.7 18.8 1.3 3.2 22.9 0.0 0.0 7.8 0.0 0.2: 6.6 6.6
Old : 100.0: 40.5 88.7 18.8 1.3 3.2 22.9 0.0 0.0 7.8 0.0 0.2: 6.6 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 24 . . . . 0 0 4 0 .:
Old : 38: 17 24 . . . . 0 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 : 60.9 56.8 79.5 73.8 54.9 55.4 68.4 67.7
Old : 60.9 56.8 79.5 73.8 54.9 55.4 68.4 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,540: 42,035 93,845 20,765 2,610 1,650 29,165 0 475 4,520 0 100: 6,830 6,860
Old : 105,540: 42,035 93,845 20,765 2,610 1,650 29,165 0 475 4,520 0 100: 6,830 6,860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 3,040: 1,170 3,435 2,690 -150 -1,570 -250 0 300 -325 0 0: 1,025 1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 88.9 19.7 2.5 1.6 27.6 0.0 0.5 4.3 0.0 0.1: 6.5 6.5
Old : 100.0: 39.8 88.9 19.7 2.5 1.6 27.6 0.0 0.5 4.3 0.0 0.1: 6.5 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 : 36: 17 23 . . . . 0 . . 0 .:
Old : 36: 17 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 : 68.1 59.1 83.8 74.3 64.3 58.7 76.4 70.4
Old : 68.1 59.1 83.8 74.3 64.3 58.7 76.4 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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,490: 15,600 9,660 1,645 7,410 355 0 275 0 100 0 0: 790 790
Old : 18,490: 15,600 9,660 1,645 7,410 355 0 275 0 100 0 0: 790 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -370: 320 -600 -800 120 355 0 0 0 0 0 0: -245 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 52.2 8.9 40.1 1.9 0.0 1.5 0.0 0.5 0.0 0.0: 4.3 4.3
Old : 100.0: 84.4 52.2 8.9 40.1 1.9 0.0 1.5 0.0 0.5 0.0 0.0: 4.3 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 : 25: 17 12 . . . 0 . 0 . 0 0:
Old : 25: 17 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 : 53.2 71.4 76.4 85.9 51.3 60.8 71.3 71.7
Old : 53.2 71.4 76.4 85.9 51.3 60.8 71.3 71.7
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 - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,845: 14,150 8,625 1,495 7,810 595 0 225 0 900 0 0: 705 590
Old : 17,845: 14,150 8,625 1,495 7,810 595 0 225 0 900 0 0: 705 590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 85: 645 -375 -800 220 460 0 0 0 0 0 0: -220 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 48.3 8.4 43.8 3.3 0.0 1.3 0.0 5.0 0.0 0.0: 4.0 3.3
Old : 100.0: 79.3 48.3 8.4 43.8 3.3 0.0 1.3 0.0 5.0 0.0 0.0: 4.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 10 . . . 0 . 0 . 0 0:
Old : 25: 16 10 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 70.5 73.1 86.3 37.8 62.0 60.9 72.6
Old : 49.3 70.5 73.1 86.3 37.8 62.0 60.9 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,680: 30,230 24,650 615 3,245 1,505 0 2,450 0 0 500 0: 4,330 4,330
Old : 36,680: 30,230 24,650 615 3,245 1,505 0 2,450 0 0 500 0: 4,330 4,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -500: -35 -935 -900 0 225 0 0 0 0 0 0: 210 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 67.2 1.7 8.8 4.1 0.0 6.7 0.0 0.0 1.4 0.0: 11.8 11.8
Old : 100.0: 82.4 67.2 1.7 8.8 4.1 0.0 6.7 0.0 0.0 1.4 0.0: 11.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 12 17 . . . 0 . 0 0 . 0:
Old : 29: 12 17 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 43.7 81.0 66.4 67.8 37.8 76.1 60.5
Old : 68.5 43.7 81.0 66.4 67.8 37.8 76.1 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, January 24, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,030: 18,660 16,395 985 1,675 3,390 100 1,675 0 0 0 0: 3,895 3,895
Old : 27,030: 18,660 16,395 985 1,675 3,390 100 1,675 0 0 0 0: 3,895 3,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: 540: 475 -175 -800 -150 900 0 0 0 0 0 0: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 60.7 3.6 6.2 12.5 0.4 6.2 0.0 0.0 0.0 0.0: 14.4 14.4
Old : 100.0: 69.0 60.7 3.6 6.2 12.5 0.4 6.2 0.0 0.0 0.0 0.0: 14.4 14.4
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 15 . . . . . 0 0 0 0:
Old : 26: 14 15 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 45.0 67.9 66.3 36.1 31.7 48.4 49.2
Old : 46.0 45.0 67.9 66.3 36.1 31.7 48.4 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2017