COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 71,356: 26,867 21,954 10,168 6,377 1,733 2,435 19,747 2,922 18,802 9,895 7,364: 1,065 1,364
Old : 71,356: 26,867 21,954 10,168 6,377 1,733 2,435 19,747 2,922 18,802 9,895 7,364: 1,065 1,364
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -210: 1,520 478 -70 105 5 -2,377 -1,712 319 -109 142 487: 15 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 30.8 14.2 8.9 2.4 3.4 27.7 4.1 26.3 13.9 10.3: 1.5 1.9
Old : 100.0: 37.7 30.8 14.2 8.9 2.4 3.4 27.7 4.1 26.3 13.9 10.3: 1.5 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 12 13 . 4 6 . 4 . 11 10 14:
Old : 49: 12 13 . 4 6 . 4 . 11 10 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 60.1 64.5 74.9 32.5 42.0 47.7 51.5
Old : 44.7 60.1 64.5 74.9 32.5 42.0 47.7 51.5
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, February 07, 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 : 13,986: 2,416 7,686 498 1,732 351 520 2,316 240 8,669 305 841: 451 515
Old : 13,986: 2,416 7,686 498 1,732 351 520 2,316 240 8,669 305 841: 451 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 208: -66 259 0 55 24 20 -190 60 200 -10 -40: 10 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 55.0 3.6 12.4 2.5 3.7 16.6 1.7 62.0 2.2 6.0: 3.2 3.7
Old : 100.0: 17.3 55.0 3.6 12.4 2.5 3.7 16.6 1.7 62.0 2.2 6.0: 3.2 3.7
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: 5 7 . 4 4 . . . 7 . 4:
Old : 26: 5 7 . 4 4 . . . 7 . 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 : 54.5 55.2 78.8 79.5 52.0 47.2 68.3 61.5
Old : 54.5 55.2 78.8 79.5 52.0 47.2 68.3 61.5
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, February 07, 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 : 119,978: 76,233 78,936 7,450 12,980 8,132 19,706 1,131 798 4,470 15,150 2,699: 490 152
Old : 119,978: 76,233 78,936 7,450 12,980 8,132 19,706 1,131 798 4,470 15,150 2,699: 490 152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -7,067: -2,719 -5,738 -2,767 99 45 -1,779 3 -360 511 -1,120 107: -105 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 65.8 6.2 10.8 6.8 16.4 0.9 0.7 3.7 12.6 2.2: 0.4 0.1
Old : 100.0: 63.5 65.8 6.2 10.8 6.8 16.4 0.9 0.7 3.7 12.6 2.2: 0.4 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 : 75: 39 43 . . 4 5 4 . 7 9 11:
Old : 75: 39 43 . . 4 5 4 . 7 9 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 : 47.6 33.7 62.0 54.0 37.6 29.8 49.2 44.4
Old : 47.6 33.7 62.0 54.0 37.6 29.8 49.2 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 40,901: 31,207 37,120 5,136 0 2,244 25 313 72 1,552 487 665: 0 0
Old : 40,901: 31,207 37,120 5,136 0 2,244 25 313 72 1,552 487 665: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,139: -1,499 -1,454 438 0 -460 -14 313 -313 259 174 -375: -175 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 90.8 12.6 0.0 5.5 0.1 0.8 0.2 3.8 1.2 1.6: 0.0 0.0
Old : 100.0: 76.3 90.8 12.6 0.0 5.5 0.1 0.8 0.2 3.8 1.2 1.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 24 20 . 0 . . . . 4 . .:
Old : 36: 24 20 . 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 : 47.2 50.4 70.0 76.8 36.4 40.2 47.7 52.0
Old : 47.2 50.4 70.0 76.8 36.4 40.2 47.7 52.0
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, February 07, 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 : 381,164: 329,278 297,697 0 49,013 28,830 10,792 0 0 6,648 8 5,616: 0 0
Old : 381,164: 329,278 297,697 0 49,013 28,830 10,792 0 0 6,648 8 5,616: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -21,635: -24,714 -20,762 0 -1,519 622 -304 0 0 3,425 0 24: -688 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 78.1 0.0 12.9 7.6 2.8 0.0 0.0 1.7 0.0 1.5: 0.0 0.0
Old : 100.0: 86.4 78.1 0.0 12.9 7.6 2.8 0.0 0.0 1.7 0.0 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 21 0 . . . 0 0 . . .:
Old : 34: 20 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 : 59.7 50.1 80.2 76.3 45.2 41.9 53.5 50.8
Old : 59.7 50.1 80.2 76.3 45.2 41.9 53.5 50.8
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, February 07, 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 : 1,359,422: 1,073,449 1,084,757 151,435 51,638 57,011 3,519 41,799 43,226 29,246 79,455 1,536: 0 0
Old : 1,359,422: 1,073,449 1,084,757 151,435 51,638 57,011 3,519 41,799 43,226 29,246 79,455 1,536: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -100,021: -60,592 -91,738 -23,800 -6,401 -1,695 -816 15,232 -16,163 2,245 -56 800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 79.8 11.1 3.8 4.2 0.3 3.1 3.2 2.2 5.8 0.1: 0.0 0.0
Old : 100.0: 79.0 79.8 11.1 3.8 4.2 0.3 3.1 3.2 2.2 5.8 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 : 57: 35 37 . . 4 . . . 5 . .:
Old : 57: 35 37 . . 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 : 41.1 42.4 65.0 63.2 35.0 35.3 49.3 48.4
Old : 41.1 42.4 65.0 63.2 35.0 35.3 49.3 48.4
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, February 07, 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 : 59,052: 45,866 37,032 8,591 12,626 2,280 0 2,608 702 572 2,763 1,041: 0 0
Old : 59,052: 45,866 37,032 8,591 12,626 2,280 0 2,608 702 572 2,763 1,041: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,083: -1,830 -2,585 52 1,185 -600 0 221 109 21 -578 165: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 62.7 14.5 21.4 3.9 0.0 4.4 1.2 1.0 4.7 1.8: 0.0 0.0
Old : 100.0: 77.7 62.7 14.5 21.4 3.9 0.0 4.4 1.2 1.0 4.7 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 19 . . . 0 4 . . 5 .:
Old : 37: 20 19 . . . 0 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 : 66.9 73.5 81.4 85.4 64.4 62.9 73.0 72.5
Old : 66.9 73.5 81.4 85.4 64.4 62.9 73.0 72.5
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, February 07, 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 : 297,274: 223,608 199,298 47,505 70,855 19,169 5,712 3,520 0 952 4,104 328: 0 0
Old : 297,274: 223,608 199,298 47,505 70,855 19,169 5,712 3,520 0 952 4,104 328: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -16,293: -12,085 -13,263 -4,536 -3,014 328 0 -344 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 67.0 16.0 23.8 6.4 1.9 1.2 0.0 0.3 1.4 0.1: 0.0 0.0
Old : 100.0: 75.2 67.0 16.0 23.8 6.4 1.9 1.2 0.0 0.3 1.4 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 14 . . . . . 0 . . .:
Old : 26: 14 14 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 77.6 87.7 90.7 69.4 62.4 74.7 72.0
Old : 71.4 77.6 87.7 90.7 69.4 62.4 74.7 72.0
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, February 07, 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 : 299,131: 218,965 250,601 44,972 8,576 25,914 1,056 5,816 8,224 0 0 0: 0 0
Old : 299,131: 218,965 250,601 44,972 8,576 25,914 1,056 5,816 8,224 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 31, 2017 :
: -26,766: -21,934 -24,646 4,416 -816 -5,984 -2,856 5,088 -408 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 83.8 15.0 2.9 8.7 0.4 1.9 2.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.2 83.8 15.0 2.9 8.7 0.4 1.9 2.7 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 : 35: 20 21 . . . . . . 0 0 0:
Old : 35: 20 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 : 53.4 47.7 75.0 70.1 39.1 44.1 55.3 57.3
Old : 53.4 47.7 75.0 70.1 39.1 44.1 55.3 57.3
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, February 07, 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 : 23,532: 17,705 20,424 2,771 0 2,383 399 0 0 132 220 40: 102 465
Old : 23,532: 17,705 20,424 2,771 0 2,383 399 0 0 132 220 40: 102 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,105: -925 -1,234 27 0 0 -168 0 0 -36 -124 40: -43 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 86.8 11.8 0.0 10.1 1.7 0.0 0.0 0.6 0.9 0.2: 0.4 2.0
Old : 100.0: 75.2 86.8 11.8 0.0 10.1 1.7 0.0 0.0 0.6 0.9 0.2: 0.4 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 : 34: 17 23 . 0 . . 0 0 . . .:
Old : 34: 17 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 : 48.5 57.8 71.3 79.1 40.1 51.8 52.9 60.9
Old : 48.5 57.8 71.3 79.1 40.1 51.8 52.9 60.9
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, February 07, 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 : 52,566: 32,579 36,376 17,903 14,595 1,455 0 0 0 310 0 0: 319 140
Old : 52,566: 32,579 36,376 17,903 14,595 1,455 0 0 0 310 0 0: 319 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5,674: -3,244 -5,181 -2,247 -355 -110 0 0 0 -40 0 0: -33 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 69.2 34.1 27.8 2.8 0.0 0.0 0.0 0.6 0.0 0.0: 0.6 0.3
Old : 100.0: 62.0 69.2 34.1 27.8 2.8 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 : 37: 25 26 . . . 0 0 0 . 0 0:
Old : 37: 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 : 56.4 55.9 72.4 73.8 52.7 54.6 63.6 67.3
Old : 56.4 55.9 72.4 73.8 52.7 54.6 63.6 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 70,466: 47,415 48,621 21,578 20,605 925 0 50 0 335 150 0: 213 115
Old : 70,466: 47,415 48,621 21,578 20,605 925 0 50 0 335 150 0: 213 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -6,819: -4,658 -6,201 -2,007 -670 -90 0 0 0 -40 150 0: -24 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 69.0 30.6 29.2 1.3 0.0 0.1 0.0 0.5 0.2 0.0: 0.3 0.2
Old : 100.0: 67.3 69.0 30.6 29.2 1.3 0.0 0.1 0.0 0.5 0.2 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 26 . . . 0 . 0 . . 0:
Old : 40: 25 26 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 61.5 71.6 77.7 50.6 60.8 66.4 73.8
Old : 53.3 61.5 71.6 77.7 50.6 60.8 66.4 73.8
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, February 07, 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 : 31,595: 25,121 27,030 3,250 1,855 1,895 0 0 0 700 600 0: 629 215
Old : 31,595: 25,121 27,030 3,250 1,855 1,895 0 0 0 700 600 0: 629 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -650: -875 -665 0 0 0 0 0 0 0 0 0: 225 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 85.6 10.3 5.9 6.0 0.0 0.0 0.0 2.2 1.9 0.0: 2.0 0.7
Old : 100.0: 79.5 85.6 10.3 5.9 6.0 0.0 0.0 0.0 2.2 1.9 0.0: 2.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 48.5 72.7 68.7 87.9 42.8 66.7 54.6 71.5
Old : 48.5 72.7 68.7 87.9 42.8 66.7 54.6 71.5
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, February 07, 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 : 325,088: 185,408 308,416 102,984 0 15,120 4,696 0 0 13,696 0 736: 2,448 816
Old : 325,088: 185,408 308,416 102,984 0 15,120 4,696 0 0 13,696 0 736: 2,448 816
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,888: 336 1,072 -1,264 0 0 0 0 0 368 0 0: 2,448 816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 94.9 31.7 0.0 4.7 1.4 0.0 0.0 4.2 0.0 0.2: 0.8 0.3
Old : 100.0: 57.0 94.9 31.7 0.0 4.7 1.4 0.0 0.0 4.2 0.0 0.2: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 . 0 . . 0 0 . 0 .:
Old : 31: 18 17 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 71.8 74.1 87.4 51.1 62.1 61.5 72.1
Old : 55.8 71.8 74.1 87.4 51.1 62.1 61.5 72.1
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, February 07, 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 : 7,792: 6,239 5,251 201 1,063 103 508 0 0 0 907 82: 659 386
Old : 7,792: 6,239 5,251 201 1,063 103 508 0 0 0 907 82: 659 386
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 507: 381 382 -20 62 20 0 0 0 0 43 0: 126 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 67.4 2.6 13.6 1.3 6.5 0.0 0.0 0.0 11.6 1.1: 8.5 5.0
Old : 100.0: 80.1 67.4 2.6 13.6 1.3 6.5 0.0 0.0 0.0 11.6 1.1: 8.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 19 14 . . . . 0 0 0 . .:
Old : 25: 19 14 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 60.2 66.8 77.4 36.3 57.2 57.4 68.8
Old : 42.5 60.2 66.8 77.4 36.3 57.2 57.4 68.8
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, February 07, 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 : 14,185: 12,525 7,740 0 5,915 150 275 0 0 440 0 325: 470 55
Old : 14,185: 12,525 7,740 0 5,915 150 275 0 0 440 0 325: 470 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -880: -605 -785 0 60 -150 -25 0 0 -90 0 0: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 54.6 0.0 41.7 1.1 1.9 0.0 0.0 3.1 0.0 2.3: 3.3 0.4
Old : 100.0: 88.3 54.6 0.0 41.7 1.1 1.9 0.0 0.0 3.1 0.0 2.3: 3.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 6 13 0 . . . 0 0 . 0 .:
Old : 21: 6 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 : 80.8 69.0 95.5 86.4 78.0 68.0 88.1 85.3
Old : 80.8 69.0 95.5 86.4 78.0 68.0 88.1 85.3
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, February 07, 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 : 37,114: 29,106 32,872 5,620 1,270 2,025 0 0 0 0 760 0: 363 187
Old : 37,114: 29,106 32,872 5,620 1,270 2,025 0 0 0 0 760 0: 363 187
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -135: -493 -150 50 0 -50 0 0 0 0 0 0: 358 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 88.6 15.1 3.4 5.5 0.0 0.0 0.0 0.0 2.0 0.0: 1.0 0.5
Old : 100.0: 78.4 88.6 15.1 3.4 5.5 0.0 0.0 0.0 0.0 2.0 0.0: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 22 . . . 0 0 0 0 . 0:
Old : 32: 21 22 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 69.4 75.4 83.4 45.3 63.1 64.0 71.1
Old : 47.0 69.4 75.4 83.4 45.3 63.1 64.0 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 26,981: 19,671 21,183 3,805 3,565 1,960 0 0 0 1,175 100 0: 370 173
Old : 26,981: 19,671 21,183 3,805 3,565 1,960 0 0 0 1,175 100 0: 370 173
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5: -90 -168 105 300 -180 0 0 0 0 0 0: 160 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 78.5 14.1 13.2 7.3 0.0 0.0 0.0 4.4 0.4 0.0: 1.4 0.6
Old : 100.0: 72.9 78.5 14.1 13.2 7.3 0.0 0.0 0.0 4.4 0.4 0.0: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 16 . . . 0 0 0 . . 0:
Old : 29: 18 16 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 68.6 73.4 88.4 50.9 60.8 68.5 75.9
Old : 55.4 68.6 73.4 88.4 50.9 60.8 68.5 75.9
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, February 07, 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 : 20,434: 13,890 15,412 2,303 1,799 2,190 509 0 0 805 149 208: 529 676
Old : 20,434: 13,890 15,412 2,303 1,799 2,190 509 0 0 805 149 208: 529 676
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 100: -49 -264 -3 0 46 0 0 0 -22 65 22: 106 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 75.4 11.3 8.8 10.7 2.5 0.0 0.0 3.9 0.7 1.0: 2.6 3.3
Old : 100.0: 68.0 75.4 11.3 8.8 10.7 2.5 0.0 0.0 3.9 0.7 1.0: 2.6 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 : 29: 16 16 . . . . 0 0 . . .:
Old : 29: 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 : 42.4 52.1 69.1 76.6 36.6 39.1 54.0 59.1
Old : 42.4 52.1 69.1 76.6 36.6 39.1 54.0 59.1
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, February 07, 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 : 55,964: 50,983 45,429 2,194 3,548 2,106 0 166 0 375 4,217 297: 9 201
Old : 55,964: 50,983 45,429 2,194 3,548 2,106 0 166 0 375 4,217 297: 9 201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -3,066: -2,822 -2,092 8 -346 -194 0 -6 0 -20 -401 -35: -3 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 81.2 3.9 6.3 3.8 0.0 0.3 0.0 0.7 7.5 0.5: 0.0 0.4
Old : 100.0: 91.1 81.2 3.9 6.3 3.8 0.0 0.3 0.0 0.7 7.5 0.5: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.8 52.1 73.1 80.5 48.6 49.0 68.3 71.6
Old : 48.8 52.1 73.1 80.5 48.6 49.0 68.3 71.6
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, February 07, 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 : 74,411: 65,887 51,787 3,618 3,985 1,893 216 381 726 967 14,539 1,080: 24 20
Old : 74,411: 65,887 51,787 3,618 3,985 1,893 216 381 726 967 14,539 1,080: 24 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -3,791: -3,445 -2,812 152 278 -496 94 -522 65 -54 -142 -76: -31 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 69.6 4.9 5.4 2.5 0.3 0.5 1.0 1.3 19.5 1.5: 0.0 0.0
Old : 100.0: 88.5 69.6 4.9 5.4 2.5 0.3 0.5 1.0 1.3 19.5 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 31 28 . . . . . . 5 4 6:
Old : 55: 31 28 . . . . . . 5 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 : 45.3 49.7 63.9 75.8 40.1 48.7 54.4 65.9
Old : 45.3 49.7 63.9 75.8 40.1 48.7 54.4 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 42,225: 32,005 36,875 8,545 4,545 615 0 0 0 775 0 0: 285 190
Old : 42,225: 32,005 36,875 8,545 4,545 615 0 0 0 775 0 0: 285 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5,435: -4,395 -5,050 -1,045 -505 120 0 0 0 -90 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 87.3 20.2 10.8 1.5 0.0 0.0 0.0 1.8 0.0 0.0: 0.7 0.4
Old : 100.0: 75.8 87.3 20.2 10.8 1.5 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 10 . . . 0 0 0 . 0 0:
Old : 25: 19 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 : 50.3 95.3 75.3 98.9 50.1 93.7 71.7 93.7
Old : 50.3 95.3 75.3 98.9 50.1 93.7 71.7 93.7
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, February 07, 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 : 50,000: 35,435 38,815 10,715 6,545 2,240 0 0 0 1,385 2,400 0: 225 0
Old : 50,000: 35,435 38,815 10,715 6,545 2,240 0 0 0 1,385 2,400 0: 225 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -4,245: -3,650 -3,820 -550 -485 60 0 0 0 -95 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 77.6 21.4 13.1 4.5 0.0 0.0 0.0 2.8 4.8 0.0: 0.5 0.0
Old : 100.0: 70.9 77.6 21.4 13.1 4.5 0.0 0.0 0.0 2.8 4.8 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 11 . . . 0 0 0 . . 0:
Old : 27: 20 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 : 46.8 92.6 73.3 98.4 45.4 89.1 71.7 93.3
Old : 46.8 92.6 73.3 98.4 45.4 89.1 71.7 93.3
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, February 07, 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 : 273,216: 207,000 247,316 17,212 13,903 10,046 0 0 0 37,407 400 1,551: 0 0
Old : 273,216: 207,000 247,316 17,212 13,903 10,046 0 0 0 37,407 400 1,551: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -29,427: -21,098 -29,779 -1,224 2,889 -2,537 0 0 0 -4,568 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 90.5 6.3 5.1 3.7 0.0 0.0 0.0 13.7 0.1 0.6: 0.0 0.0
Old : 100.0: 75.8 90.5 6.3 5.1 3.7 0.0 0.0 0.0 13.7 0.1 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 : 36: 20 26 . . . 0 0 0 . . .:
Old : 36: 20 26 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 50.9 76.9 72.6 56.4 48.8 70.1 66.2
Old : 59.2 50.9 76.9 72.6 56.4 48.8 70.1 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 24,527: 14,806 20,550 874 377 953 0 553 622 5,734 458 681: 857 333
Old : 24,527: 14,806 20,550 874 377 953 0 553 622 5,734 458 681: 857 333
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,284: -1,672 -1,733 -257 42 -44 0 -399 -42 -310 -42 18: 23 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 83.8 3.6 1.5 3.9 0.0 2.3 2.5 23.4 1.9 2.8: 3.5 1.4
Old : 100.0: 60.4 83.8 3.6 1.5 3.9 0.0 2.3 2.5 23.4 1.9 2.8: 3.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 22 25 . . . 0 . . . . .:
Old : 39: 22 25 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 48.4 73.1 61.6 54.3 44.8 65.8 56.0
Old : 57.7 48.4 73.1 61.6 54.3 44.8 65.8 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 37,799: 26,308 37,252 9,864 0 205 380 0 0 967 267 75: 0 0
Old : 37,799: 26,308 37,252 9,864 0 205 380 0 0 967 267 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,699: -2,067 -2,653 -220 0 27 -105 0 0 -234 27 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 98.6 26.1 0.0 0.5 1.0 0.0 0.0 2.6 0.7 0.2: 0.0 0.0
Old : 100.0: 69.6 98.6 26.1 0.0 0.5 1.0 0.0 0.0 2.6 0.7 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 : 29: 13 15 . 0 . . 0 0 . . .:
Old : 29: 13 15 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 83.8 92.3 94.8 73.5 78.4 84.3 85.8
Old : 77.5 83.8 92.3 94.8 73.5 78.4 84.3 85.8
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, February 07, 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 : 295,853: 244,145 196,479 8,576 45,230 35,344 4,680 15,692 3,108 0 0 0: 0 0
Old : 295,853: 244,145 196,479 8,576 45,230 35,344 4,680 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 31, 2017 :
: -7,217: -10,049 -9,857 -816 1,224 1,416 2,232 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 66.4 2.9 15.3 11.9 1.6 5.3 1.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.5 66.4 2.9 15.3 11.9 1.6 5.3 1.1 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 15 . . . . . . 0 0 0:
Old : 26: 13 15 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 67.6 89.7 87.4 69.2 52.8 76.0 68.6
Old : 70.7 67.6 89.7 87.4 69.2 52.8 76.0 68.6
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, February 07, 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 : 18,812: 13,835 13,742 344 289 1,950 730 40 1,018 0 606 84: 851 1,083
Old : 18,812: 13,835 13,742 344 289 1,950 730 40 1,018 0 606 84: 851 1,083
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,070: -884 -1,093 -450 -176 219 148 40 -40 0 0 0: -63 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 73.0 1.8 1.5 10.4 3.9 0.2 5.4 0.0 3.2 0.4: 4.5 5.8
Old : 100.0: 73.5 73.0 1.8 1.5 10.4 3.9 0.2 5.4 0.0 3.2 0.4: 4.5 5.8
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 : 23: 11 13 . . . . . . 0 . .:
Old : 23: 11 13 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 62.0 79.6 81.0 53.1 52.6 61.2 59.9
Old : 62.2 62.0 79.6 81.0 53.1 52.6 61.2 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 138,583: 55,216 116,505 83,015 22,078 0 0 0 0 352 0 0: 0 0
Old : 138,583: 55,216 116,505 83,015 22,078 0 0 0 0 352 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 84.1 59.9 15.9 0.0 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 39.8 84.1 59.9 15.9 0.0 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 10 . . 0 0 0 0 . 0 0:
Old : 20: 9 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 : 81.2 88.2 97.5 99.2 81.2 88.2 94.7 94.7
Old : 81.2 88.2 97.5 99.2 81.2 88.2 94.7 94.7
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, February 07, 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 : 10,623: 5,337 7,958 3,705 979 60 466 40 0 0 450 80: 975 1,056
Old : 10,623: 5,337 7,958 3,705 979 60 466 40 0 0 450 80: 975 1,056
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -475: -99 -202 -82 -42 -84 -42 -42 0 0 63 -105: -63 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 74.9 34.9 9.2 0.6 4.4 0.4 0.0 0.0 4.2 0.8: 9.2 9.9
Old : 100.0: 50.2 74.9 34.9 9.2 0.6 4.4 0.4 0.0 0.0 4.2 0.8: 9.2 9.9
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 : 21: 11 12 . . . . . 0 0 . .:
Old : 21: 11 12 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 64.2 76.7 83.4 58.7 59.5 71.2 74.7
Old : 59.2 64.2 76.7 83.4 58.7 59.5 71.2 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 78,460: 60,253 69,140 11,415 4,288 5,032 704 0 0 1,056 0 0: 0 0
Old : 78,460: 60,253 69,140 11,415 4,288 5,032 704 0 0 1,056 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -9,384: -6,936 -8,160 0 -408 -816 0 0 0 -1,632 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 88.1 14.5 5.5 6.4 0.9 0.0 0.0 1.3 0.0 0.0: 0.0 0.0
Old : 100.0: 76.8 88.1 14.5 5.5 6.4 0.9 0.0 0.0 1.3 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: 8 12 . . . . 0 0 . 0 0:
Old : 23: 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 : 67.9 67.5 91.3 91.3 57.9 67.5 77.9 79.9
Old : 67.9 67.5 91.3 91.3 57.9 67.5 77.9 79.9
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, February 07, 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 : 13,627: 10,544 10,732 2,020 963 441 0 425 0 286 664 170: 166 232
Old : 13,627: 10,544 10,732 2,020 963 441 0 425 0 286 664 170: 166 232
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,017: 36 546 -546 -893 108 0 -107 0 -234 -294 0: -381 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 78.8 14.8 7.1 3.2 0.0 3.1 0.0 2.1 4.9 1.2: 1.2 1.7
Old : 100.0: 77.4 78.8 14.8 7.1 3.2 0.0 3.1 0.0 2.1 4.9 1.2: 1.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 19 . . . 0 . 0 . . .:
Old : 29: 17 19 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 35.5 81.5 58.1 42.4 29.4 58.2 48.7
Old : 60.8 35.5 81.5 58.1 42.4 29.4 58.2 48.7
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, February 07, 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 : 150,936: 117,160 100,243 33,776 41,903 0 0 8,086 0 0 704 0: 0 0
Old : 150,936: 117,160 100,243 33,776 41,903 0 0 8,086 0 0 704 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -4,265: -2,975 9,583 -1,290 -12,624 0 0 -408 0 0 -816 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 66.4 22.4 27.8 0.0 0.0 5.4 0.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 77.6 66.4 22.4 27.8 0.0 0.0 5.4 0.0 0.0 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 12 . . 0 0 . 0 0 . 0:
Old : 26: 18 12 . . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 58.1 87.3 84.5 59.6 54.0 78.0 74.2
Old : 67.9 58.1 87.3 84.5 59.6 54.0 78.0 74.2
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, February 07, 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 : 21,621: 15,586 13,203 663 3,030 2,804 74 206 1,969 424 332 77: 24 0
Old : 21,621: 15,586 13,203 663 3,030 2,804 74 206 1,969 424 332 77: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,245: -390 -1,246 -77 203 -177 25 25 -25 -525 -25 0: -76 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 61.1 3.1 14.0 13.0 0.3 1.0 9.1 2.0 1.5 0.4: 0.1 0.0
Old : 100.0: 72.1 61.1 3.1 14.0 13.0 0.3 1.0 9.1 2.0 1.5 0.4: 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 : 25: 17 12 . . . . . . . . .:
Old : 25: 17 12 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 59.3 82.0 83.8 46.1 44.0 59.1 58.0
Old : 54.0 59.3 82.0 83.8 46.1 44.0 59.1 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 14,370: 10,825 10,710 945 1,930 1,210 220 0 500 300 0 0: 370 20
Old : 14,370: 10,825 10,710 945 1,930 1,210 220 0 500 300 0 0: 370 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 320: 100 645 -25 -340 265 220 -30 -220 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 74.5 6.6 13.4 8.4 1.5 0.0 3.5 2.1 0.0 0.0: 2.6 0.1
Old : 100.0: 75.3 74.5 6.6 13.4 8.4 1.5 0.0 3.5 2.1 0.0 0.0: 2.6 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 : 22: 13 12 . . . . 0 . . 0 0:
Old : 22: 13 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 : 62.9 80.6 83.3 95.8 50.3 72.3 62.8 74.0
Old : 62.9 80.6 83.3 95.8 50.3 72.3 62.8 74.0
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, February 07, 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 : 14,435: 11,035 10,580 995 2,235 1,110 445 0 300 40 0 190: 320 20
Old : 14,435: 11,035 10,580 995 2,235 1,110 445 0 300 40 0 190: 320 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 495: 330 715 -50 -245 250 225 0 -225 -15 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 73.3 6.9 15.5 7.7 3.1 0.0 2.1 0.3 0.0 1.3: 2.2 0.1
Old : 100.0: 76.4 73.3 6.9 15.5 7.7 3.1 0.0 2.1 0.3 0.0 1.3: 2.2 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: 15 11 . . . . 0 . . 0 .:
Old : 24: 15 11 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 81.6 81.8 94.6 51.5 74.2 64.6 75.9
Old : 62.0 81.6 81.8 94.6 51.5 74.2 64.6 75.9
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, February 07, 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 : 22,465: 9,399 15,555 9,640 3,995 2,760 300 125 0 50 5 25: 291 0
Old : 22,465: 9,399 15,555 9,640 3,995 2,760 300 125 0 50 5 25: 291 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,575: -1,271 330 1,230 -330 1,625 0 -50 0 -70 5 -5: 66 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 69.2 42.9 17.8 12.3 1.3 0.6 0.0 0.2 0.0 0.1: 1.3 0.0
Old : 100.0: 41.8 69.2 42.9 17.8 12.3 1.3 0.6 0.0 0.2 0.0 0.1: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 13 . . 4 . . 0 . . .:
Old : 29: 16 13 . . 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 : 76.6 63.2 89.1 91.1 58.3 53.5 65.2 65.7
Old : 76.6 63.2 89.1 91.1 58.3 53.5 65.2 65.7
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, February 07, 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 : 19,808: 7,305 12,273 7,295 2,895 4,500 300 125 0 120 0 15: 273 0
Old : 19,808: 7,305 12,273 7,295 2,895 4,500 300 125 0 120 0 15: 273 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 4,540: -740 1,345 1,775 -230 3,490 0 -50 0 20 0 15: -20 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 62.0 36.8 14.6 22.7 1.5 0.6 0.0 0.6 0.0 0.1: 1.4 0.0
Old : 100.0: 36.9 62.0 36.8 14.6 22.7 1.5 0.6 0.0 0.6 0.0 0.1: 1.4 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 : 28: 16 12 . . 4 . . 0 . 0 .:
Old : 28: 16 12 . . 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 : 76.8 65.8 89.5 91.2 52.5 46.6 59.0 57.4
Old : 76.8 65.8 89.5 91.2 52.5 46.6 59.0 57.4
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, February 07, 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 : 18,940: 13,875 16,955 3,170 0 1,350 175 575 0 25 0 0: 345 60
Old : 18,940: 13,875 16,955 3,170 0 1,350 175 575 0 25 0 0: 345 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,845: -1,970 -2,720 -835 0 0 100 -25 -100 -25 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 89.5 16.7 0.0 7.1 0.9 3.0 0.0 0.1 0.0 0.0: 1.8 0.3
Old : 100.0: 73.3 89.5 16.7 0.0 7.1 0.9 3.0 0.0 0.1 0.0 0.0: 1.8 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: 14 12 4 0 . . . 0 . 0 0:
Old : 27: 14 12 4 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 80.2 86.3 92.9 57.2 78.4 76.9 84.9
Old : 63.9 80.2 86.3 92.9 57.2 78.4 76.9 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 13,450: 8,665 11,495 2,745 0 1,475 225 300 0 50 0 0: 290 180
Old : 13,450: 8,665 11,495 2,745 0 1,475 225 300 0 50 0 0: 290 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 85.5 20.4 0.0 11.0 1.7 2.2 0.0 0.4 0.0 0.0: 2.2 1.3
Old : 100.0: 64.4 85.5 20.4 0.0 11.0 1.7 2.2 0.0 0.4 0.0 0.0: 2.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 9 4 0 . . . 0 . 0 0:
Old : 21: 9 9 4 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 77.3 86.2 94.3 47.4 73.9 74.9 79.4
Old : 58.3 77.3 86.2 94.3 47.4 73.9 74.9 79.4
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, February 07, 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 : 17,100: 12,515 10,775 1,060 2,075 3,410 0 500 0 0 250 75: 40 15
Old : 17,100: 12,515 10,775 1,060 2,075 3,410 0 500 0 0 250 75: 40 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -860: -875 -680 200 25 -225 0 -50 0 0 10 65: -25 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 63.0 6.2 12.1 19.9 0.0 2.9 0.0 0.0 1.5 0.4: 0.2 0.1
Old : 100.0: 73.2 63.0 6.2 12.1 19.9 0.0 2.9 0.0 0.0 1.5 0.4: 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 : 25: 13 11 . . . 0 . 0 0 . .:
Old : 25: 13 11 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 59.6 92.4 88.8 40.2 47.7 56.7 58.2
Old : 68.1 59.6 92.4 88.8 40.2 47.7 56.7 58.2
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, February 07, 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 : 18,801: 13,596 12,201 1,870 2,950 3,110 0 500 0 125 0 25: 75 15
Old : 18,801: 13,596 12,201 1,870 2,950 3,110 0 500 0 125 0 25: 75 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -825: -735 -680 95 25 -120 0 -50 0 -30 0 0: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 64.9 9.9 15.7 16.5 0.0 2.7 0.0 0.7 0.0 0.1: 0.4 0.1
Old : 100.0: 72.3 64.9 9.9 15.7 16.5 0.0 2.7 0.0 0.7 0.0 0.1: 0.4 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 : 24: 13 10 . . . 0 . 0 . 0 .:
Old : 24: 13 10 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 78.0 88.9 94.3 40.7 54.1 60.7 63.6
Old : 64.5 78.0 88.9 94.3 40.7 54.1 60.7 63.6
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, February 07, 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 : 110,042: 92,062 84,455 3,365 8,780 13,375 295 937 575 200 1,785 135: 35 0
Old : 110,042: 92,062 84,455 3,365 8,780 13,375 295 937 575 200 1,785 135: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -5,153: -6,648 -4,663 -1,900 -3,840 3,490 -120 -75 -25 5 -85 60: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 76.7 3.1 8.0 12.2 0.3 0.9 0.5 0.2 1.6 0.1: 0.0 0.0
Old : 100.0: 83.7 76.7 3.1 8.0 12.2 0.3 0.9 0.5 0.2 1.6 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 31 27 . . 5 . . . . 4 .:
Old : 49: 31 27 . . 5 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 61.1 66.2 86.1 41.4 47.2 58.0 65.7
Old : 42.3 61.1 66.2 86.1 41.4 47.2 58.0 65.7
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, February 07, 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 : 126,961: 104,016 97,056 5,040 6,705 16,500 550 3,965 555 50 1,990 170: 80 20
Old : 126,961: 104,016 97,056 5,040 6,705 16,500 550 3,965 555 50 1,990 170: 80 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -7,887: -8,900 -5,092 -1,780 -5,225 3,585 -334 53 -403 -50 -725 -55: 50 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 76.4 4.0 5.3 13.0 0.4 3.1 0.4 0.0 1.6 0.1: 0.1 0.0
Old : 100.0: 81.9 76.4 4.0 5.3 13.0 0.4 3.1 0.4 0.0 1.6 0.1: 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: 35 30 . . 4 . . . . 4 .:
Old : 52: 35 30 . . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 61.6 62.7 80.8 39.0 51.0 54.3 63.0
Old : 41.2 61.6 62.7 80.8 39.0 51.0 54.3 63.0
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, February 07, 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 : 188,070: 144,790 140,172 17,754 1,739 9,749 5,681 10,523 4,330 3,701 19,471 2,030: 35 56
Old : 188,070: 144,790 140,172 17,754 1,739 9,749 5,681 10,523 4,330 3,701 19,471 2,030: 35 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,037: 4,433 -4,094 -653 1,243 -830 -611 5,832 -3,511 -656 -482 -207: -2 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 74.5 9.4 0.9 5.2 3.0 5.6 2.3 2.0 10.4 1.1: 0.0 0.0
Old : 100.0: 77.0 74.5 9.4 0.9 5.2 3.0 5.6 2.3 2.0 10.4 1.1: 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 : 73: 33 44 . . 4 4 . . 6 9 8:
Old : 73: 33 44 . . 4 4 . . 6 9 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 : 36.8 59.7 57.1 72.2 34.7 54.5 52.6 63.5
Old : 36.8 59.7 57.1 72.2 34.7 54.5 52.6 63.5
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, February 07, 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 : 124,359: 113,017 92,183 6,194 19,002 1,649 60 3,063 2,625 515 5,612 225: 74 0
Old : 124,359: 113,017 92,183 6,194 19,002 1,649 60 3,063 2,625 515 5,612 225: 74 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,269: 3,697 -3,625 1,488 3,097 -1,031 -3,707 2,363 747 85 -282 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 74.1 5.0 15.3 1.3 0.0 2.5 2.1 0.4 4.5 0.2: 0.1 0.0
Old : 100.0: 90.9 74.1 5.0 15.3 1.3 0.0 2.5 2.1 0.4 4.5 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 27 . . 4 . . . . 6 .:
Old : 52: 33 27 . . 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 : 38.4 65.9 60.5 80.5 38.4 58.2 54.8 66.3
Old : 38.4 65.9 60.5 80.5 38.4 58.2 54.8 66.3
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, February 07, 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 : 41,990: 36,465 31,820 2,645 8,720 1,225 330 150 0 1,145 25 25: 155 25
Old : 41,990: 36,465 31,820 2,645 8,720 1,225 330 150 0 1,145 25 25: 155 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 6,600: 7,170 4,775 1,480 3,980 -1,680 -175 -475 0 -250 25 -25: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 75.8 6.3 20.8 2.9 0.8 0.4 0.0 2.7 0.1 0.1: 0.4 0.1
Old : 100.0: 86.8 75.8 6.3 20.8 2.9 0.8 0.4 0.0 2.7 0.1 0.1: 0.4 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 : 29: 19 10 . . . . . 0 . . .:
Old : 29: 19 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 : 62.7 90.9 82.4 97.1 59.1 86.1 78.0 89.5
Old : 62.7 90.9 82.4 97.1 59.1 86.1 78.0 89.5
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, February 07, 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 : 37,985: 33,350 32,135 2,095 3,875 1,725 5 175 25 640 50 0: 145 0
Old : 37,985: 33,350 32,135 2,095 3,875 1,725 5 175 25 640 50 0: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 6,970: 7,425 4,965 1,345 3,875 -1,745 5 -120 -5 -145 0 0: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 84.6 5.5 10.2 4.5 0.0 0.5 0.1 1.7 0.1 0.0: 0.4 0.0
Old : 100.0: 87.8 84.6 5.5 10.2 4.5 0.0 0.5 0.1 1.7 0.1 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 : 29: 20 11 . . . . . . . . 0:
Old : 29: 20 11 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 92.2 82.2 97.9 62.8 86.8 80.5 90.4
Old : 63.0 92.2 82.2 97.9 62.8 86.8 80.5 90.4
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, February 07, 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 : 28,872: 24,911 20,646 0 5,397 2,479 975 100 250 25 0 0: 232 0
Old : 28,872: 24,911 20,646 0 5,397 2,479 975 100 250 25 0 0: 232 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -455: 40 -1,135 -5 1,178 -398 -50 -100 0 -25 0 0: -17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 71.5 0.0 18.7 8.6 3.4 0.3 0.9 0.1 0.0 0.0: 0.8 0.0
Old : 100.0: 86.3 71.5 0.0 18.7 8.6 3.4 0.3 0.9 0.1 0.0 0.0: 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 : 36: 25 23 0 . . . . . . 0 0:
Old : 36: 25 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 : 44.3 45.2 66.3 71.4 37.6 39.6 57.2 58.6
Old : 44.3 45.2 66.3 71.4 37.6 39.6 57.2 58.6
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, February 07, 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 : 22,336: 15,906 18,561 2,100 1,475 2,005 900 0 0 1,425 0 0: 0 295
Old : 22,336: 15,906 18,561 2,100 1,475 2,005 900 0 0 1,425 0 0: 0 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 395: 395 220 0 0 0 0 0 0 0 0 0: 0 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 83.1 9.4 6.6 9.0 4.0 0.0 0.0 6.4 0.0 0.0: 0.0 1.3
Old : 100.0: 71.2 83.1 9.4 6.6 9.0 4.0 0.0 0.0 6.4 0.0 0.0: 0.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 . . . . 0 0 . 0 0:
Old : 26: 17 16 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 54.6 64.4 83.4 37.6 47.5 54.8 67.6
Old : 42.1 54.6 64.4 83.4 37.6 47.5 54.8 67.6
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, February 07, 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 : 155,112: 96,132 86,117 4,699 20,268 32,961 7,794 0 13,526 0 2,240 0: 0 0
Old : 155,112: 96,132 86,117 4,699 20,268 32,961 7,794 0 13,526 0 2,240 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -10,112: -5,580 -6,592 -3,972 -3,320 0 -560 0 0 0 -200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 55.5 3.0 13.1 21.2 5.0 0.0 8.7 0.0 1.4 0.0: 0.0 0.0
Old : 100.0: 62.0 55.5 3.0 13.1 21.2 5.0 0.0 8.7 0.0 1.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 13 . . . . 0 . 0 . 0:
Old : 25: 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 : 52.8 72.6 84.5 89.4 24.2 36.3 33.7 39.5
Old : 52.8 72.6 84.5 89.4 24.2 36.3 33.7 39.5
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, February 07, 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 : 30,317: 23,172 28,782 5,580 275 0 0 0 0 0 0 0: 1,565 1,260
Old : 30,317: 23,172 28,782 5,580 275 0 0 0 0 0 0 0: 1,565 1,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,240: -1,225 -1,095 85 -25 0 0 0 0 0 0 0: -100 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 94.9 18.4 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 4.2
Old : 100.0: 76.4 94.9 18.4 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 13 . . 0 0 0 0 0 0 0:
Old : 21: 11 13 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 61.0 92.1 84.5 63.7 58.9 79.4 76.5
Old : 76.2 61.0 92.1 84.5 63.7 58.9 79.4 76.5
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, February 07, 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 : 25,812: 15,898 18,362 6,355 3,723 1,492 40 1,100 0 1,637 1,100 12: 378 23
Old : 25,812: 15,898 18,362 6,355 3,723 1,492 40 1,100 0 1,637 1,100 12: 378 23
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,280: -1,631 -1,030 371 -565 -590 -11 -100 0 -358 30 -30: -31 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 71.1 24.6 14.4 5.8 0.2 4.3 0.0 6.3 4.3 0.0: 1.5 0.1
Old : 100.0: 61.6 71.1 24.6 14.4 5.8 0.2 4.3 0.0 6.3 4.3 0.0: 1.5 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 : 47.9 51.5 74.7 74.8 46.6 45.3 67.1 67.8
Old : 47.9 51.5 74.7 74.8 46.6 45.3 67.1 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 18,472: 13,996 14,347 1,732 2,667 925 330 0 0 691 50 168: 630 315
Old : 18,472: 13,996 14,347 1,732 2,667 925 330 0 0 691 50 168: 630 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,365: -843 -783 -132 -98 -300 -30 0 0 141 25 -166: -35 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 77.7 9.4 14.4 5.0 1.8 0.0 0.0 3.7 0.3 0.9: 3.4 1.7
Old : 100.0: 75.8 77.7 9.4 14.4 5.0 1.8 0.0 0.0 3.7 0.3 0.9: 3.4 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 : 28: 15 15 . . . . 0 0 . . .:
Old : 28: 15 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 49.8 72.0 73.6 45.7 49.5 62.4 68.4
Old : 51.3 49.8 72.0 73.6 45.7 49.5 62.4 68.4
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, February 07, 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 : 33,464: 29,223 14,665 1,156 13,294 227 0 4,398 0 2,048 235 645: 165 0
Old : 33,464: 29,223 14,665 1,156 13,294 227 0 4,398 0 2,048 235 645: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -3,783: -2,646 -1,029 -337 -1,717 49 -38 -414 -62 -748 -630 20: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 43.8 3.5 39.7 0.7 0.0 13.1 0.0 6.1 0.7 1.9: 0.5 0.0
Old : 100.0: 87.3 43.8 3.5 39.7 0.7 0.0 13.1 0.0 6.1 0.7 1.9: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 27 22 . . . 0 . 0 4 . 4:
Old : 44: 27 22 . . . 0 . 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 : 54.2 53.1 68.5 77.3 52.6 52.5 65.3 75.7
Old : 54.2 53.1 68.5 77.3 52.6 52.5 65.3 75.7
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, February 07, 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 : 20,098: 18,022 13,518 75 5,308 1,242 45 0 5 84 0 10: 615 15
Old : 20,098: 18,022 13,518 75 5,308 1,242 45 0 5 84 0 10: 615 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,038: -844 -466 -30 -537 -10 -50 0 0 -89 0 0: -15 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 67.3 0.4 26.4 6.2 0.2 0.0 0.0 0.4 0.0 0.0: 3.1 0.1
Old : 100.0: 89.7 67.3 0.4 26.4 6.2 0.2 0.0 0.0 0.4 0.0 0.0: 3.1 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 : 32: 19 16 . 4 . . 0 . . 0 .:
Old : 32: 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 : 52.8 60.9 73.5 83.1 49.7 59.7 67.6 79.9
Old : 52.8 60.9 73.5 83.1 49.7 59.7 67.6 79.9
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, February 07, 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 : 21,421: 13,247 17,426 6,136 620 1,792 0 275 0 0 1,223 85: 161 0
Old : 21,421: 13,247 17,426 6,136 620 1,792 0 275 0 0 1,223 85: 161 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,742: -929 -1,531 -730 62 -62 0 -25 0 0 -186 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 81.4 28.6 2.9 8.4 0.0 1.3 0.0 0.0 5.7 0.4: 0.8 0.0
Old : 100.0: 61.8 81.4 28.6 2.9 8.4 0.0 1.3 0.0 0.0 5.7 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 : 58.4 64.6 84.9 83.0 53.8 59.7 76.6 75.5
Old : 58.4 64.6 84.9 83.0 53.8 59.7 76.6 75.5
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, February 07, 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 : 14,225: 10,642 11,506 1,020 434 1,967 0 0 0 0 0 0: 596 318
Old : 14,225: 10,642 11,506 1,020 434 1,967 0 0 0 0 0 0: 596 318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -851: -708 -813 -55 22 -32 0 0 0 0 0 0: -56 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 80.9 7.2 3.1 13.8 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 2.2
Old : 100.0: 74.8 80.9 7.2 3.1 13.8 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 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 : 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 : 59.4 72.6 82.4 93.8 52.8 68.7 71.4 78.7
Old : 59.4 72.6 82.4 93.8 52.8 68.7 71.4 78.7
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, February 07, 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 : 32,655: 28,951 21,813 1,883 8,762 1,450 0 475 0 84 100 0: 287 55
Old : 32,655: 28,951 21,813 1,883 8,762 1,450 0 475 0 84 100 0: 287 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -987: -2,201 -1,435 1,435 573 -55 0 -25 0 -16 -100 0: -150 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 66.8 5.8 26.8 4.4 0.0 1.5 0.0 0.3 0.3 0.0: 0.9 0.2
Old : 100.0: 88.7 66.8 5.8 26.8 4.4 0.0 1.5 0.0 0.3 0.3 0.0: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 27 21 . . . 0 . 0 . . 0:
Old : 38: 27 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 : 39.2 53.3 63.8 79.5 38.3 45.7 59.2 64.7
Old : 39.2 53.3 63.8 79.5 38.3 45.7 59.2 64.7
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, February 07, 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 : 17,656: 13,019 13,622 1,895 1,795 1,955 0 0 0 432 0 34: 321 250
Old : 17,656: 13,019 13,622 1,895 1,795 1,955 0 0 0 432 0 34: 321 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 525: -35 188 625 415 -45 0 0 0 13 0 -13: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 77.2 10.7 10.2 11.1 0.0 0.0 0.0 2.4 0.0 0.2: 1.8 1.4
Old : 100.0: 73.7 77.2 10.7 10.2 11.1 0.0 0.0 0.0 2.4 0.0 0.2: 1.8 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 : 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 : 44.8 84.1 71.1 93.9 39.3 74.4 60.0 76.1
Old : 44.8 84.1 71.1 93.9 39.3 74.4 60.0 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 13,057: 8,122 8,922 730 608 3,450 0 0 0 690 0 0: 65 77
Old : 13,057: 8,122 8,922 730 608 3,450 0 0 0 690 0 0: 65 77
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -252: -1,002 43 295 -828 535 0 0 0 -65 0 0: -15 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 68.3 5.6 4.7 26.4 0.0 0.0 0.0 5.3 0.0 0.0: 0.5 0.6
Old : 100.0: 62.2 68.3 5.6 4.7 26.4 0.0 0.0 0.0 5.3 0.0 0.0: 0.5 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 : 23: 17 12 . . . 0 0 0 . 0 0:
Old : 23: 17 12 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 72.5 74.5 93.6 32.0 47.2 49.9 58.6
Old : 49.2 72.5 74.5 93.6 32.0 47.2 49.9 58.6
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, February 07, 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 : 37,123: 22,992 28,987 11,720 4,715 0 0 0 0 0 850 0: 2,411 2,571
Old : 37,123: 22,992 28,987 11,720 4,715 0 0 0 0 0 850 0: 2,411 2,571
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -49: 120 535 210 -195 0 0 0 0 0 0 0: -379 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 78.1 31.6 12.7 0.0 0.0 0.0 0.0 0.0 2.3 0.0: 6.5 6.9
Old : 100.0: 61.9 78.1 31.6 12.7 0.0 0.0 0.0 0.0 0.0 2.3 0.0: 6.5 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 18 . . 0 0 0 0 0 . 0:
Old : 24: 12 18 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 51.5 92.1 74.8 80.5 51.5 84.4 73.9
Old : 80.5 51.5 92.1 74.8 80.5 51.5 84.4 73.9
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, February 07, 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 : 34,573: 21,178 26,018 10,730 4,880 0 0 0 0 0 850 0: 2,665 2,825
Old : 34,573: 21,178 26,018 10,730 4,880 0 0 0 0 0 850 0: 2,665 2,825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 508: 600 1,150 350 -190 0 0 0 0 0 0 0: -442 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 75.3 31.0 14.1 0.0 0.0 0.0 0.0 0.0 2.5 0.0: 7.7 8.2
Old : 100.0: 61.3 75.3 31.0 14.1 0.0 0.0 0.0 0.0 0.0 2.5 0.0: 7.7 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 18 . . 0 0 0 0 0 . 0:
Old : 24: 10 18 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 50.9 91.1 72.6 79.2 50.9 84.4 71.9
Old : 79.2 50.9 91.1 72.6 79.2 50.9 84.4 71.9
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, February 07, 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 : 35,625: 33,270 4,465 0 8,020 0 0 13,005 300 0 8,160 105: 1,950 1,570
Old : 35,625: 33,270 4,465 0 8,020 0 0 13,005 300 0 8,160 105: 1,950 1,570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,840: 2,170 475 0 1,760 -75 0 -885 0 0 790 0: -255 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 12.5 0.0 22.5 0.0 0.0 36.5 0.8 0.0 22.9 0.3: 5.5 4.4
Old : 100.0: 93.4 12.5 0.0 22.5 0.0 0.0 36.5 0.8 0.0 22.9 0.3: 5.5 4.4
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 13 0 . 0 0 . . 0 . .:
Old : 26: 14 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 : 72.5 79.9 86.9 88.0 68.4 79.9 82.2 86.4
Old : 72.5 79.9 86.9 88.0 68.4 79.9 82.2 86.4
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, February 07, 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 : 33,380: 30,955 4,955 0 9,215 0 0 12,555 710 0 4,500 0: 1,715 1,445
Old : 33,380: 30,955 4,955 0 9,215 0 0 12,555 710 0 4,500 0: 1,715 1,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 2,650: 2,765 280 0 2,025 0 0 -385 0 0 825 0: -115 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 14.8 0.0 27.6 0.0 0.0 37.6 2.1 0.0 13.5 0.0: 5.1 4.3
Old : 100.0: 92.7 14.8 0.0 27.6 0.0 0.0 37.6 2.1 0.0 13.5 0.0: 5.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 16 0 . 0 0 . . 0 . 0:
Old : 26: 13 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 : 72.3 76.6 85.6 86.0 68.3 76.0 79.4 82.9
Old : 72.3 76.6 85.6 86.0 68.3 76.0 79.4 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 34,723: 14,797 24,625 10,212 975 4,803 1,695 450 50 1,400 2,135 95: 1,671 1,590
Old : 34,723: 14,797 24,625 10,212 975 4,803 1,695 450 50 1,400 2,135 95: 1,671 1,590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 7,810: 49 8,540 8,470 50 -365 -105 50 -50 -275 -500 95: -9 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 70.9 29.4 2.8 13.8 4.9 1.3 0.1 4.0 6.1 0.3: 4.8 4.6
Old : 100.0: 42.6 70.9 29.4 2.8 13.8 4.9 1.3 0.1 4.0 6.1 0.3: 4.8 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 : 26: 15 10 . . . . . . . . .:
Old : 26: 15 10 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 74.8 83.9 89.8 51.8 66.0 71.1 73.4
Old : 64.5 74.8 83.9 89.8 51.8 66.0 71.1 73.4
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, February 07, 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 : 30,253: 12,370 21,668 9,255 550 3,935 1,745 450 50 1,400 2,210 95: 1,403 1,295
Old : 30,253: 12,370 21,668 9,255 550 3,935 1,745 450 50 1,400 2,210 95: 1,403 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 7,280: 250 8,440 8,165 0 -860 -55 50 -50 -275 -450 95: 10 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 71.6 30.6 1.8 13.0 5.8 1.5 0.2 4.6 7.3 0.3: 4.6 4.3
Old : 100.0: 40.9 71.6 30.6 1.8 13.0 5.8 1.5 0.2 4.6 7.3 0.3: 4.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 9 . . . . . . . . .:
Old : 24: 14 9 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 73.6 85.4 90.7 53.0 66.3 71.8 74.0
Old : 64.8 73.6 85.4 90.7 53.0 66.3 71.8 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 39,060: 23,745 21,800 12,825 400 2,145 0 14,435 0 0 50 0: 345 230
Old : 39,060: 23,745 21,800 12,825 400 2,145 0 14,435 0 0 50 0: 345 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -3,995: -885 -1,760 -3,150 25 0 0 -2,005 0 0 -300 0: 40 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 55.8 32.8 1.0 5.5 0.0 37.0 0.0 0.0 0.1 0.0: 0.9 0.6
Old : 100.0: 60.8 55.8 32.8 1.0 5.5 0.0 37.0 0.0 0.0 0.1 0.0: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . . 0 . 0 0 . 0:
Old : 26: 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 : 78.5 88.2 91.9 94.1 73.8 85.0 85.6 89.8
Old : 78.5 88.2 91.9 94.1 73.8 85.0 85.6 89.8
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, February 07, 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 : 34,270: 19,825 17,700 11,870 500 1,995 0 13,560 0 0 50 0: 580 465
Old : 34,270: 19,825 17,700 11,870 500 1,995 0 13,560 0 0 50 0: 580 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,555: -1,060 -555 -1,620 75 0 0 -1,855 0 0 -350 0: 125 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 51.6 34.6 1.5 5.8 0.0 39.6 0.0 0.0 0.1 0.0: 1.7 1.4
Old : 100.0: 57.8 51.6 34.6 1.5 5.8 0.0 39.6 0.0 0.0 0.1 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:
Old : 25: 12 10 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 90.2 91.2 96.3 73.4 86.2 85.9 89.6
Old : 78.8 90.2 91.2 96.3 73.4 86.2 85.9 89.6
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, February 07, 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 : 28,390: 25,130 18,845 150 6,170 450 50 1,260 0 1,000 30 280: 1,330 1,355
Old : 28,390: 25,130 18,845 150 6,170 450 50 1,260 0 1,000 30 280: 1,330 1,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -1,825: -1,775 -850 0 -630 75 -50 -50 0 0 -290 0: -75 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 66.4 0.5 21.7 1.6 0.2 4.4 0.0 3.5 0.1 1.0: 4.7 4.8
Old : 100.0: 88.5 66.4 0.5 21.7 1.6 0.2 4.4 0.0 3.5 0.1 1.0: 4.7 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 : 27: 16 6 . . . . . 0 . . .:
Old : 27: 16 6 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 81.8 86.2 94.0 71.3 78.6 80.6 84.4
Old : 73.4 81.8 86.2 94.0 71.3 78.6 80.6 84.4
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, February 07, 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 : 27,590: 24,320 18,145 150 6,270 125 50 1,360 0 1,280 0 420: 1,245 1,270
Old : 27,590: 24,320 18,145 150 6,270 125 50 1,360 0 1,280 0 420: 1,245 1,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -2,205: -2,080 -1,000 0 -875 -130 -50 -150 0 100 0 -100: 55 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 65.8 0.5 22.7 0.5 0.2 4.9 0.0 4.6 0.0 1.5: 4.5 4.6
Old : 100.0: 88.1 65.8 0.5 22.7 0.5 0.2 4.9 0.0 4.6 0.0 1.5: 4.5 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 : 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 : 73.8 82.1 84.8 94.9 70.6 77.9 78.5 83.2
Old : 73.8 82.1 84.8 94.9 70.6 77.9 78.5 83.2
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, February 07, 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 : 35,229: 26,875 16,194 0 13,996 1,159 4,470 300 575 300 1,175 0: 1,850 1,830
Old : 35,229: 26,875 16,194 0 13,996 1,159 4,470 300 575 300 1,175 0: 1,850 1,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 2,845: 5,655 705 0 4,605 -1,830 -500 -100 0 -150 -200 -150: -180 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 46.0 0.0 39.7 3.3 12.7 0.9 1.6 0.9 3.3 0.0: 5.3 5.2
Old : 100.0: 76.3 46.0 0.0 39.7 3.3 12.7 0.9 1.6 0.9 3.3 0.0: 5.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 9 0 . . . . . . . 0:
Old : 27: 18 9 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 78.7 77.5 90.2 54.8 68.8 70.4 76.9
Old : 57.6 78.7 77.5 90.2 54.8 68.8 70.4 76.9
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, February 07, 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 : 27,325: 23,110 13,505 0 9,265 1,030 495 325 260 250 765 0: 2,180 2,175
Old : 27,325: 23,110 13,505 0 9,265 1,030 495 325 260 250 765 0: 2,180 2,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 3,520: 6,335 815 0 5,365 -2,745 -250 -100 10 -100 -100 -150: 420 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 49.4 0.0 33.9 3.8 1.8 1.2 1.0 0.9 2.8 0.0: 8.0 8.0
Old : 100.0: 84.6 49.4 0.0 33.9 3.8 1.8 1.2 1.0 0.9 2.8 0.0: 8.0 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 : 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 : 53.0 74.7 70.9 88.0 51.1 62.0 65.9 74.5
Old : 53.0 74.7 70.9 88.0 51.1 62.0 65.9 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, February 07, 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 : 122,647: 49,104 110,528 29,369 365 3,249 24,010 0 225 8,650 225 160: 7,880 7,895
Old : 122,647: 49,104 110,528 29,369 365 3,249 24,010 0 225 8,650 225 160: 7,880 7,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -320: 1,650 495 1,040 -570 -175 -2,480 0 0 -275 0 -110: 30 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 90.1 23.9 0.3 2.6 19.6 0.0 0.2 7.1 0.2 0.1: 6.4 6.4
Old : 100.0: 40.0 90.1 23.9 0.3 2.6 19.6 0.0 0.2 7.1 0.2 0.1: 6.4 6.4
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 : 41: 18 24 . . . . 0 . 4 . .:
Old : 41: 18 24 . . . . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 55.7 80.6 74.1 58.7 55.4 72.2 71.0
Old : 62.2 55.7 80.6 74.1 58.7 55.4 72.2 71.0
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, February 07, 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 : 109,395: 44,105 100,405 26,625 1,170 1,850 26,585 0 525 4,395 0 50: 5,260 5,395
Old : 109,395: 44,105 100,405 26,625 1,170 1,850 26,585 0 525 4,395 0 50: 5,260 5,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: -220: 2,110 1,440 900 -840 175 -2,230 0 0 -75 0 -50: -1,050 -945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 91.8 24.3 1.1 1.7 24.3 0.0 0.5 4.0 0.0 0.0: 4.8 4.9
Old : 100.0: 40.3 91.8 24.3 1.1 1.7 24.3 0.0 0.5 4.0 0.0 0.0: 4.8 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 : 35: 18 23 . . . . 0 . . 0 .:
Old : 35: 18 23 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 57.9 85.4 76.2 66.9 57.7 79.5 73.7
Old : 70.1 57.9 85.4 76.2 66.9 57.7 79.5 73.7
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, February 07, 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 : 20,015: 17,385 9,470 0 7,805 105 0 175 0 50 0 0: 2,475 2,460
Old : 20,015: 17,385 9,470 0 7,805 105 0 175 0 50 0 0: 2,475 2,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,725: 1,985 160 -1,645 245 -250 0 -100 0 -50 0 0: 1,685 1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 47.3 0.0 39.0 0.5 0.0 0.9 0.0 0.2 0.0 0.0: 12.4 12.3
Old : 100.0: 86.9 47.3 0.0 39.0 0.5 0.0 0.9 0.0 0.2 0.0 0.0: 12.4 12.3
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 13 0 . . 0 . 0 . 0 0:
Old : 25: 17 13 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 66.8 71.0 78.0 42.1 52.5 56.5 59.8
Old : 51.5 66.8 71.0 78.0 42.1 52.5 56.5 59.8
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, February 07, 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 : 19,550: 16,490 8,450 0 8,925 1,355 0 150 0 900 0 0: 805 670
Old : 19,550: 16,490 8,450 0 8,925 1,355 0 150 0 900 0 0: 805 670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,855: 2,540 125 -1,545 965 760 0 -75 0 0 0 0: 100 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 43.2 0.0 45.7 6.9 0.0 0.8 0.0 4.6 0.0 0.0: 4.1 3.4
Old : 100.0: 84.3 43.2 0.0 45.7 6.9 0.0 0.8 0.0 4.6 0.0 0.0: 4.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 11 0 . . 0 . 0 . 0 0:
Old : 25: 17 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 : 49.9 74.3 72.1 88.9 40.2 62.5 58.2 67.5
Old : 49.9 74.3 72.1 88.9 40.2 62.5 58.2 67.5
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, February 07, 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 : 36,640: 30,210 23,985 0 3,525 1,425 0 2,200 0 0 500 0: 5,005 5,005
Old : 36,640: 30,210 23,985 0 3,525 1,425 0 2,200 0 0 500 0: 5,005 5,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 590: -610 -530 0 -5 -170 0 -75 0 0 0 0: 1,370 1,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 65.5 0.0 9.6 3.9 0.0 6.0 0.0 0.0 1.4 0.0: 13.7 13.7
Old : 100.0: 82.5 65.5 0.0 9.6 3.9 0.0 6.0 0.0 0.0 1.4 0.0: 13.7 13.7
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 : 30: 12 18 0 . . 0 . 0 0 . 0:
Old : 30: 12 18 0 . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 41.5 79.5 63.1 62.6 36.5 69.7 55.4
Old : 64.4 41.5 79.5 63.1 62.6 36.5 69.7 55.4
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, February 07, 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 : 28,815: 20,570 18,190 225 935 4,340 50 1,600 0 0 0 0: 3,630 3,750
Old : 28,815: 20,570 18,190 225 935 4,340 50 1,600 0 0 0 0: 3,630 3,750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 1,265: 1,590 1,995 -160 -540 200 -50 -75 0 0 0 0: -315 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 63.1 0.8 3.2 15.1 0.2 5.6 0.0 0.0 0.0 0.0: 12.6 13.0
Old : 100.0: 71.4 63.1 0.8 3.2 15.1 0.2 5.6 0.0 0.0 0.0 0.0: 12.6 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 17 . . . . . 0 0 0 0:
Old : 28: 14 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 : 47.1 49.1 72.1 68.6 39.6 34.8 51.0 48.8
Old : 47.1 49.1 72.1 68.6 39.6 34.8 51.0 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2017