COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 71,983: 27,675 22,279 9,719 6,471 1,842 2,540 20,680 2,396 19,047 9,382 7,639: 1,125 1,294
Old : 71,983: 27,675 22,279 9,719 6,471 1,842 2,540 20,680 2,396 19,047 9,382 7,639: 1,125 1,294
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 627: 808 325 -449 94 109 105 933 -526 245 -513 275: 60 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 31.0 13.5 9.0 2.6 3.5 28.7 3.3 26.5 13.0 10.6: 1.6 1.8
Old : 100.0: 38.4 31.0 13.5 9.0 2.6 3.5 28.7 3.3 26.5 13.0 10.6: 1.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 15 15 . 4 5 . 4 . 11 10 14:
Old : 50: 15 15 . 4 5 . 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 : 44.2 60.0 64.8 75.0 32.8 42.1 48.2 51.4
Old : 44.2 60.0 64.8 75.0 32.8 42.1 48.2 51.4
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 14, 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 : 14,382: 2,456 8,001 528 1,932 341 580 2,156 245 8,854 310 882: 496 515
Old : 14,382: 2,456 8,001 528 1,932 341 580 2,156 245 8,854 310 882: 496 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 396: 40 315 30 200 -10 60 -160 5 185 5 41: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 55.6 3.7 13.4 2.4 4.0 15.0 1.7 61.6 2.2 6.1: 3.4 3.6
Old : 100.0: 17.1 55.6 3.7 13.4 2.4 4.0 15.0 1.7 61.6 2.2 6.1: 3.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.6 55.7 77.6 79.5 52.2 46.3 68.3 61.8
Old : 53.6 55.7 77.6 79.5 52.2 46.3 68.3 61.8
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 14, 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 : 120,755: 78,565 78,840 7,097 14,091 8,175 19,232 1,186 776 4,304 15,084 2,540: 66 63
Old : 120,755: 78,565 78,840 7,097 14,091 8,175 19,232 1,186 776 4,304 15,084 2,540: 66 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 777: 2,332 -96 -353 1,111 43 -474 55 -22 -166 -66 -159: -424 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 65.3 5.9 11.7 6.8 15.9 1.0 0.6 3.6 12.5 2.1: 0.1 0.1
Old : 100.0: 65.1 65.3 5.9 11.7 6.8 15.9 1.0 0.6 3.6 12.5 2.1: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 75: 40 43 . . 4 5 . . 6 10 10:
Old : 75: 40 43 . . 4 5 . . 6 10 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 33.9 61.5 54.3 37.1 30.8 49.7 45.1
Old : 46.5 33.9 61.5 54.3 37.1 30.8 49.7 45.1
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 14, 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 : 41,128: 31,249 37,487 5,479 0 2,059 25 313 72 1,601 554 643: 0 0
Old : 41,128: 31,249 37,487 5,479 0 2,059 25 313 72 1,601 554 643: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 227: 42 367 343 0 -185 0 0 0 49 67 -22: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 91.1 13.3 0.0 5.0 0.1 0.8 0.2 3.9 1.3 1.6: 0.0 0.0
Old : 100.0: 76.0 91.1 13.3 0.0 5.0 0.1 0.8 0.2 3.9 1.3 1.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 22 . 0 . . . . . . .:
Old : 38: 25 22 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 49.8 69.1 76.5 37.6 39.8 47.9 51.6
Old : 47.6 49.8 69.1 76.5 37.6 39.8 47.9 51.6
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 14, 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 : 386,123: 337,358 300,728 0 47,116 28,519 10,792 0 0 1,230 1,536 8,224: 0 0
Old : 386,123: 337,358 300,728 0 47,116 28,519 10,792 0 0 1,230 1,536 8,224: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 4,959: 8,080 3,031 0 -1,897 -311 0 0 0 -5,418 1,528 2,608: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 77.9 0.0 12.2 7.4 2.8 0.0 0.0 0.3 0.4 2.1: 0.0 0.0
Old : 100.0: 87.4 77.9 0.0 12.2 7.4 2.8 0.0 0.0 0.3 0.4 2.1: 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 : 35: 19 22 0 . . . 0 0 . . .:
Old : 35: 19 22 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 50.7 80.1 75.3 47.2 43.1 54.9 51.5
Old : 60.4 50.7 80.1 75.3 47.2 43.1 54.9 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 1,339,310: 1,092,820 1,070,955 141,379 64,590 48,779 5,019 49,554 25,616 24,961 79,080 736: 0 0
Old : 1,339,310: 1,092,820 1,070,955 141,379 64,590 48,779 5,019 49,554 25,616 24,961 79,080 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -20,112: 19,371 -13,802 -10,056 12,952 -8,232 1,500 7,755 -17,610 -4,285 -375 -800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 80.0 10.6 4.8 3.6 0.4 3.7 1.9 1.9 5.9 0.1: 0.0 0.0
Old : 100.0: 81.6 80.0 10.6 4.8 3.6 0.4 3.7 1.9 1.9 5.9 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: 34 37 . . 4 . . . 4 . .:
Old : 57: 34 37 . . 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 : 40.7 43.1 65.1 63.0 34.7 35.3 49.2 49.1
Old : 40.7 43.1 65.1 63.0 34.7 35.3 49.2 49.1
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 14, 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 : 63,482: 49,711 37,382 9,180 16,191 2,280 0 3,285 467 578 2,611 1,266: 0 0
Old : 63,482: 49,711 37,382 9,180 16,191 2,280 0 3,285 467 578 2,611 1,266: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 4,430: 3,845 350 589 3,565 0 0 677 -235 6 -152 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 58.9 14.5 25.5 3.6 0.0 5.2 0.7 0.9 4.1 2.0: 0.0 0.0
Old : 100.0: 78.3 58.9 14.5 25.5 3.6 0.0 5.2 0.7 0.9 4.1 2.0: 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 : 38: 21 21 . . . 0 4 . . 4 4:
Old : 38: 21 21 . . . 0 4 . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 74.4 81.8 85.8 67.7 64.8 74.8 74.5
Old : 69.3 74.4 81.8 85.8 67.7 64.8 74.8 74.5
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 14, 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 : 298,843: 224,225 200,556 47,505 68,970 20,121 5,712 3,520 0 952 5,348 328: 0 0
Old : 298,843: 224,225 200,556 47,505 68,970 20,121 5,712 3,520 0 952 5,348 328: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 1,569: 617 1,258 0 -1,885 952 0 0 0 0 1,244 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 67.1 15.9 23.1 6.7 1.9 1.2 0.0 0.3 1.8 0.1: 0.0 0.0
Old : 100.0: 75.0 67.1 15.9 23.1 6.7 1.9 1.2 0.0 0.3 1.8 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 : 27: 15 14 . . . . . 0 . . .:
Old : 27: 15 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 : 71.3 76.6 87.3 90.8 69.1 61.5 74.9 72.8
Old : 71.3 76.6 87.3 90.8 69.1 61.5 74.9 72.8
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 14, 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 : 303,111: 218,265 254,956 50,027 8,576 25,539 1,056 5,816 8,224 0 0 0: 0 0
Old : 303,111: 218,265 254,956 50,027 8,576 25,539 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: February 7, 2017 :
: 3,980: -700 4,355 5,055 0 -375 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 84.1 16.5 2.8 8.4 0.3 1.9 2.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 72.0 84.1 16.5 2.8 8.4 0.3 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 : 54.1 48.6 75.4 70.6 40.2 45.1 56.1 58.4
Old : 54.1 48.6 75.4 70.6 40.2 45.1 56.1 58.4
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 14, 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 : 23,537: 17,473 20,429 3,008 0 2,383 399 0 0 132 220 40: 102 465
Old : 23,537: 17,473 20,429 3,008 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: February 7, 2017 :
: 5: -232 5 237 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 86.8 12.8 0.0 10.1 1.7 0.0 0.0 0.6 0.9 0.2: 0.4 2.0
Old : 100.0: 74.2 86.8 12.8 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 : 49.1 58.1 71.6 79.7 40.7 52.2 54.5 61.5
Old : 49.1 58.1 71.6 79.7 40.7 52.2 54.5 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 54,831: 33,109 38,446 19,638 14,670 1,455 0 0 0 310 0 0: 319 260
Old : 54,831: 33,109 38,446 19,638 14,670 1,455 0 0 0 310 0 0: 319 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 2,265: 530 2,070 1,735 75 0 0 0 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 70.1 35.8 26.8 2.7 0.0 0.0 0.0 0.6 0.0 0.0: 0.6 0.5
Old : 100.0: 60.4 70.1 35.8 26.8 2.7 0.0 0.0 0.0 0.6 0.0 0.0: 0.6 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 : 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 : 58.4 55.4 73.8 73.5 54.8 52.3 65.5 67.6
Old : 58.4 55.4 73.8 73.5 54.8 52.3 65.5 67.6
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 14, 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 : 72,720: 47,924 50,680 23,323 20,680 925 0 50 0 335 150 0: 213 235
Old : 72,720: 47,924 50,680 23,323 20,680 925 0 50 0 335 150 0: 213 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 2,254: 509 2,059 1,745 75 0 0 0 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 69.7 32.1 28.4 1.3 0.0 0.1 0.0 0.5 0.2 0.0: 0.3 0.3
Old : 100.0: 65.9 69.7 32.1 28.4 1.3 0.0 0.1 0.0 0.5 0.2 0.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 26 . . . 0 . 0 . . 0:
Old : 40: 26 26 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 60.1 72.6 76.8 52.5 59.4 68.3 72.9
Old : 55.0 60.1 72.6 76.8 52.5 59.4 68.3 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, February 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 30,570: 24,393 26,195 3,250 1,750 1,895 0 0 0 700 550 0: 332 180
Old : 30,570: 24,393 26,195 3,250 1,750 1,895 0 0 0 700 550 0: 332 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -1,025: -728 -835 0 -105 0 0 0 0 0 -50 0: -297 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 85.7 10.6 5.7 6.2 0.0 0.0 0.0 2.3 1.8 0.0: 1.1 0.6
Old : 100.0: 79.8 85.7 10.6 5.7 6.2 0.0 0.0 0.0 2.3 1.8 0.0: 1.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 13 . . . 0 0 0 . . 0:
Old : 27: 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 : 47.8 74.5 69.1 89.5 42.2 66.9 54.9 70.8
Old : 47.8 74.5 69.1 89.5 42.2 66.9 54.9 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 310,096: 177,696 294,240 98,968 0 15,120 4,288 0 0 13,288 0 736: 0 0
Old : 310,096: 177,696 294,240 98,968 0 15,120 4,288 0 0 13,288 0 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -14,992: -7,712 -14,176 -4,016 0 0 -408 0 0 -408 0 0: -2,448 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 94.9 31.9 0.0 4.9 1.4 0.0 0.0 4.3 0.0 0.2: 0.0 0.0
Old : 100.0: 57.3 94.9 31.9 0.0 4.9 1.4 0.0 0.0 4.3 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 16 . 0 . . 0 0 . 0 .:
Old : 30: 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 : 56.4 72.1 74.8 87.8 51.5 62.8 62.0 72.8
Old : 56.4 72.1 74.8 87.8 51.5 62.8 62.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 7,102: 5,843 4,452 201 1,149 40 466 0 0 0 780 40: 512 641
Old : 7,102: 5,843 4,452 201 1,149 40 466 0 0 0 780 40: 512 641
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -690: -396 -799 0 86 -63 -42 0 0 0 -127 -42: -147 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 62.7 2.8 16.2 0.6 6.6 0.0 0.0 0.0 11.0 0.6: 7.2 9.0
Old : 100.0: 82.3 62.7 2.8 16.2 0.6 6.6 0.0 0.0 0.0 11.0 0.6: 7.2 9.0
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 12 . . . . 0 0 0 . .:
Old : 25: 19 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 : 43.8 55.1 68.0 75.1 39.8 51.5 61.2 63.1
Old : 43.8 55.1 68.0 75.1 39.8 51.5 61.2 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 14,785: 12,825 8,040 0 5,915 450 275 0 0 440 0 325: 470 55
Old : 14,785: 12,825 8,040 0 5,915 450 275 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: February 7, 2017 :
: 600: 300 300 0 0 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 54.4 0.0 40.0 3.0 1.9 0.0 0.0 3.0 0.0 2.2: 3.2 0.4
Old : 100.0: 86.7 54.4 0.0 40.0 3.0 1.9 0.0 0.0 3.0 0.0 2.2: 3.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 79.5 70.3 93.8 86.9 76.9 69.3 86.6 83.9
Old : 79.5 70.3 93.8 86.9 76.9 69.3 86.6 83.9
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,494: 27,844 31,607 5,675 1,170 1,970 0 0 0 0 635 0: 5 112
Old : 35,494: 27,844 31,607 5,675 1,170 1,970 0 0 0 0 635 0: 5 112
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -1,620: -1,262 -1,265 55 -100 -55 0 0 0 0 -125 0: -358 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 89.0 16.0 3.3 5.6 0.0 0.0 0.0 0.0 1.8 0.0: 0.0 0.3
Old : 100.0: 78.4 89.0 16.0 3.3 5.6 0.0 0.0 0.0 0.0 1.8 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 20 . . . 0 0 0 0 . 0:
Old : 32: 22 20 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 71.2 76.6 84.2 46.1 63.4 65.5 70.7
Old : 47.4 71.2 76.6 84.2 46.1 63.4 65.5 70.7
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 14, 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 : 25,583: 18,698 19,938 3,435 3,330 2,140 0 0 0 1,100 50 0: 210 125
Old : 25,583: 18,698 19,938 3,435 3,330 2,140 0 0 0 1,100 50 0: 210 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -1,398: -973 -1,245 -370 -235 180 0 0 0 -75 -50 0: -160 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 77.9 13.4 13.0 8.4 0.0 0.0 0.0 4.3 0.2 0.0: 0.8 0.5
Old : 100.0: 73.1 77.9 13.4 13.0 8.4 0.0 0.0 0.0 4.3 0.2 0.0: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.3 69.5 74.1 90.1 50.9 61.3 67.7 76.0
Old : 56.3 69.5 74.1 90.1 50.9 61.3 67.7 76.0
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 14, 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 : 20,150: 13,757 14,905 2,424 2,225 2,006 446 0 0 866 128 292: 359 594
Old : 20,150: 13,757 14,905 2,424 2,225 2,006 446 0 0 866 128 292: 359 594
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -284: -133 -507 121 426 -184 -63 0 0 61 -21 84: -170 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 74.0 12.0 11.0 10.0 2.2 0.0 0.0 4.3 0.6 1.4: 1.8 2.9
Old : 100.0: 68.3 74.0 12.0 11.0 10.0 2.2 0.0 0.0 4.3 0.6 1.4: 1.8 2.9
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 : 29: 16 17 . . . . 0 0 . . .:
Old : 29: 16 17 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 54.5 69.7 78.6 34.6 41.0 54.1 60.9
Old : 44.3 54.5 69.7 78.6 34.6 41.0 54.1 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 56,821: 51,914 46,229 2,140 3,573 2,086 0 166 0 375 4,269 297: 9 201
Old : 56,821: 51,914 46,229 2,140 3,573 2,086 0 166 0 375 4,269 297: 9 201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 857: 931 800 -54 25 -20 0 0 0 0 52 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 81.4 3.8 6.3 3.7 0.0 0.3 0.0 0.7 7.5 0.5: 0.0 0.4
Old : 100.0: 91.4 81.4 3.8 6.3 3.7 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 21 . . . 0 . 0 . . .:
Old : 39: 25 21 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 52.2 73.1 80.5 48.2 48.7 68.5 71.3
Old : 48.3 52.2 73.1 80.5 48.2 48.7 68.5 71.3
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 14, 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 : 75,196: 67,112 52,210 2,807 4,203 2,310 216 311 726 832 14,249 1,167: 26 20
Old : 75,196: 67,112 52,210 2,807 4,203 2,310 216 311 726 832 14,249 1,167: 26 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 785: 1,225 423 -811 218 417 0 -70 0 -135 -290 87: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 69.4 3.7 5.6 3.1 0.3 0.4 1.0 1.1 18.9 1.6: 0.0 0.0
Old : 100.0: 89.2 69.4 3.7 5.6 3.1 0.3 0.4 1.0 1.1 18.9 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 : 55: 31 29 . . . . . . 6 . 7:
Old : 55: 31 29 . . . . . . 6 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 49.5 64.3 75.2 39.8 48.6 55.0 65.3
Old : 45.0 49.5 64.3 75.2 39.8 48.6 55.0 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 42,475: 32,255 37,125 8,545 4,545 615 0 0 0 775 0 0: 285 190
Old : 42,475: 32,255 37,125 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: February 7, 2017 :
: 250: 250 250 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 87.4 20.1 10.7 1.4 0.0 0.0 0.0 1.8 0.0 0.0: 0.7 0.4
Old : 100.0: 75.9 87.4 20.1 10.7 1.4 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 75.2 98.9 50.1 93.7 71.6 93.7
Old : 50.3 95.3 75.2 98.9 50.1 93.7 71.6 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 14, 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 : 50,190: 35,605 39,005 10,715 6,545 2,240 0 0 0 1,405 2,400 0: 225 0
Old : 50,190: 35,605 39,005 10,715 6,545 2,240 0 0 0 1,405 2,400 0: 225 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 190: 170 190 0 0 0 0 0 0 20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 77.7 21.3 13.0 4.5 0.0 0.0 0.0 2.8 4.8 0.0: 0.4 0.0
Old : 100.0: 70.9 77.7 21.3 13.0 4.5 0.0 0.0 0.0 2.8 4.8 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 46.7 92.6 73.2 98.4 45.3 89.1 71.6 93.3
Old : 46.7 92.6 73.2 98.4 45.3 89.1 71.6 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 14, 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 : 275,603: 207,350 252,053 17,212 13,053 8,546 0 0 0 40,944 400 1,551: 0 0
Old : 275,603: 207,350 252,053 17,212 13,053 8,546 0 0 0 40,944 400 1,551: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 2,387: 350 4,737 0 -850 -1,500 0 0 0 3,537 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 91.5 6.2 4.7 3.1 0.0 0.0 0.0 14.9 0.1 0.6: 0.0 0.0
Old : 100.0: 75.2 91.5 6.2 4.7 3.1 0.0 0.0 0.0 14.9 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 : 60.2 51.7 78.0 73.1 57.5 49.7 71.2 66.5
Old : 60.2 51.7 78.0 73.1 57.5 49.7 71.2 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 24,720: 14,869 20,656 833 380 1,017 0 553 622 5,864 498 681: 834 313
Old : 24,720: 14,869 20,656 833 380 1,017 0 553 622 5,864 498 681: 834 313
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 193: 63 106 -41 3 64 0 0 0 130 40 0: -23 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 83.6 3.4 1.5 4.1 0.0 2.2 2.5 23.7 2.0 2.8: 3.4 1.3
Old : 100.0: 60.1 83.6 3.4 1.5 4.1 0.0 2.2 2.5 23.7 2.0 2.8: 3.4 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 : 40: 21 25 . . . 0 . . . . .:
Old : 40: 21 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 : 58.0 48.0 73.1 61.4 54.7 44.5 65.6 55.9
Old : 58.0 48.0 73.1 61.4 54.7 44.5 65.6 55.9
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 14, 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 : 38,593: 27,024 38,048 9,891 0 178 433 0 0 967 267 100: 0 0
Old : 38,593: 27,024 38,048 9,891 0 178 433 0 0 967 267 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 794: 716 796 27 0 -27 53 0 0 0 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 98.6 25.6 0.0 0.5 1.1 0.0 0.0 2.5 0.7 0.3: 0.0 0.0
Old : 100.0: 70.0 98.6 25.6 0.0 0.5 1.1 0.0 0.0 2.5 0.7 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 15 . 0 . . 0 0 . . .:
Old : 29: 14 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 : 77.9 84.0 92.4 94.9 73.9 77.3 84.3 86.1
Old : 77.9 84.0 92.4 94.9 73.9 77.3 84.3 86.1
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 14, 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 : 296,637: 244,929 197,263 8,576 45,230 35,344 4,680 15,692 3,108 0 0 0: 0 0
Old : 296,637: 244,929 197,263 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: February 7, 2017 :
: 784: 784 784 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 66.5 2.9 15.2 11.9 1.6 5.3 1.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.6 66.5 2.9 15.2 11.9 1.6 5.3 1.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 70.4 67.5 89.3 87.1 68.9 52.7 75.9 68.4
Old : 70.4 67.5 89.3 87.1 68.9 52.7 75.9 68.4
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 19,110: 14,156 13,971 344 381 1,927 730 40 1,018 0 606 84: 851 1,083
Old : 19,110: 14,156 13,971 344 381 1,927 730 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: February 7, 2017 :
: 298: 321 229 0 92 -23 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 73.1 1.8 2.0 10.1 3.8 0.2 5.3 0.0 3.2 0.4: 4.5 5.7
Old : 100.0: 74.1 73.1 1.8 2.0 10.1 3.8 0.2 5.3 0.0 3.2 0.4: 4.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.3 60.9 79.6 80.0 52.3 50.0 60.7 58.9
Old : 61.3 60.9 79.6 80.0 52.3 50.0 60.7 58.9
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 14, 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 : 138,617: 55,250 117,289 83,015 21,328 0 0 0 0 352 0 0: 0 0
Old : 138,617: 55,250 117,289 83,015 21,328 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: February 7, 2017 :
: 34: 34 784 0 -750 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 84.6 59.9 15.4 0.0 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 39.9 84.6 59.9 15.4 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 96.9 99.2 81.2 88.2 94.7 94.7
Old : 81.2 88.2 96.9 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 14, 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 : 10,667: 5,539 8,002 3,524 979 60 466 40 0 0 450 80: 998 1,056
Old : 10,667: 5,539 8,002 3,524 979 60 466 40 0 0 450 80: 998 1,056
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 44: 202 44 -181 0 0 0 0 0 0 0 0: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 75.0 33.0 9.2 0.6 4.4 0.4 0.0 0.0 4.2 0.7: 9.4 9.9
Old : 100.0: 51.9 75.0 33.0 9.2 0.6 4.4 0.4 0.0 0.0 4.2 0.7: 9.4 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 : 57.7 63.5 75.8 82.6 57.1 57.6 69.9 73.3
Old : 57.7 63.5 75.8 82.6 57.1 57.6 69.9 73.3
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 14, 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 : 81,561: 61,403 72,241 13,366 4,288 5,032 704 0 0 1,056 0 0: 0 0
Old : 81,561: 61,403 72,241 13,366 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: February 7, 2017 :
: 3,101: 1,150 3,101 1,951 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 88.6 16.4 5.3 6.2 0.9 0.0 0.0 1.3 0.0 0.0: 0.0 0.0
Old : 100.0: 75.3 88.6 16.4 5.3 6.2 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 69.3 91.6 92.2 57.6 69.3 79.3 81.1
Old : 67.9 69.3 91.6 92.2 57.6 69.3 79.3 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 13,483: 10,162 10,719 2,241 941 309 0 425 0 286 664 170: 315 255
Old : 13,483: 10,162 10,719 2,241 941 309 0 425 0 286 664 170: 315 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -144: -382 -13 221 -22 -132 0 0 0 0 0 0: 149 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 79.5 16.6 7.0 2.3 0.0 3.2 0.0 2.1 4.9 1.3: 2.3 1.9
Old : 100.0: 75.4 79.5 16.6 7.0 2.3 0.0 3.2 0.0 2.1 4.9 1.3: 2.3 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 : 29: 18 19 . . . 0 . 0 . . .:
Old : 29: 18 19 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 36.2 80.7 59.0 41.8 27.2 55.2 46.7
Old : 61.9 36.2 80.7 59.0 41.8 27.2 55.2 46.7
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 14, 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 : 151,703: 117,552 99,851 34,151 43,062 0 0 8,086 0 0 704 0: 0 0
Old : 151,703: 117,552 99,851 34,151 43,062 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: February 7, 2017 :
: 767: 392 -392 375 1,159 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 65.8 22.5 28.4 0.0 0.0 5.3 0.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 77.5 65.8 22.5 28.4 0.0 0.0 5.3 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 : 68.1 58.3 86.6 84.3 59.9 54.2 77.3 73.6
Old : 68.1 58.3 86.6 84.3 59.9 54.2 77.3 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 21,750: 15,825 13,357 686 3,030 2,804 49 314 1,861 449 332 52: 24 0
Old : 21,750: 15,825 13,357 686 3,030 2,804 49 314 1,861 449 332 52: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 129: 239 154 23 0 0 -25 108 -108 25 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 61.4 3.2 13.9 12.9 0.2 1.4 8.6 2.1 1.5 0.2: 0.1 0.0
Old : 100.0: 72.8 61.4 3.2 13.9 12.9 0.2 1.4 8.6 2.1 1.5 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 : 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 : 53.3 59.7 81.3 84.1 46.0 44.5 59.1 58.0
Old : 53.3 59.7 81.3 84.1 46.0 44.5 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 14, 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 : 16,175: 12,375 12,115 645 1,825 1,715 220 0 500 350 0 0: 370 20
Old : 16,175: 12,375 12,115 645 1,825 1,715 220 0 500 350 0 0: 370 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 1,805: 1,550 1,405 -300 -105 505 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 74.9 4.0 11.3 10.6 1.4 0.0 3.1 2.2 0.0 0.0: 2.3 0.1
Old : 100.0: 76.5 74.9 4.0 11.3 10.6 1.4 0.0 3.1 2.2 0.0 0.0: 2.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.0 81.5 83.6 95.7 52.4 71.7 62.7 73.3
Old : 66.0 81.5 83.6 95.7 52.4 71.7 62.7 73.3
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 14, 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 : 16,360: 12,685 12,130 695 2,110 1,595 445 0 300 95 0 225: 320 0
Old : 16,360: 12,685 12,130 695 2,110 1,595 445 0 300 95 0 225: 320 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 1,925: 1,650 1,550 -300 -125 485 0 0 0 55 0 35: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 74.1 4.2 12.9 9.7 2.7 0.0 1.8 0.6 0.0 1.4: 2.0 0.0
Old : 100.0: 77.5 74.1 4.2 12.9 9.7 2.7 0.0 1.8 0.6 0.0 1.4: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 12 . . . . 0 . . 0 .:
Old : 27: 16 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 : 64.5 81.8 81.6 93.7 51.9 73.1 63.4 75.1
Old : 64.5 81.8 81.6 93.7 51.9 73.1 63.4 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 12,930: 10,670 6,190 1,225 6,225 515 0 0 0 180 0 0: 340 0
Old : 12,930: 10,670 6,190 1,225 6,225 515 0 0 0 180 0 0: 340 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 47.9 9.5 48.1 4.0 0.0 0.0 0.0 1.4 0.0 0.0: 2.6 0.0
Old : 100.0: 82.5 47.9 9.5 48.1 4.0 0.0 0.0 0.0 1.4 0.0 0.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 9 . . . 0 0 0 . 0 0:
Old : 20: 8 9 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 76.7 92.5 92.3 64.5 76.7 83.9 89.1
Old : 70.8 76.7 92.5 92.3 64.5 76.7 83.9 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 22,850: 9,399 15,830 10,015 4,105 2,760 300 125 0 50 5 25: 301 0
Old : 22,850: 9,399 15,830 10,015 4,105 2,760 300 125 0 50 5 25: 301 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 385: 0 275 375 110 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 69.3 43.8 18.0 12.1 1.3 0.5 0.0 0.2 0.0 0.1: 1.3 0.0
Old : 100.0: 41.1 69.3 43.8 18.0 12.1 1.3 0.5 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 : 77.2 62.6 89.4 90.7 59.1 53.1 65.9 66.1
Old : 77.2 62.6 89.4 90.7 59.1 53.1 65.9 66.1
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 14, 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 : 20,193: 7,305 12,548 7,670 3,005 4,500 300 125 0 120 0 15: 283 0
Old : 20,193: 7,305 12,548 7,670 3,005 4,500 300 125 0 120 0 15: 283 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 385: 0 275 375 110 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 62.1 38.0 14.9 22.3 1.5 0.6 0.0 0.6 0.0 0.1: 1.4 0.0
Old : 100.0: 36.2 62.1 38.0 14.9 22.3 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 : 77.2 65.1 89.9 90.7 53.6 47.0 60.0 57.9
Old : 77.2 65.1 89.9 90.7 53.6 47.0 60.0 57.9
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 14, 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 : 18,985: 13,875 17,000 3,215 0 1,350 175 575 0 25 0 0: 345 60
Old : 18,985: 13,875 17,000 3,215 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: February 7, 2017 :
: 45: 0 45 45 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 89.5 16.9 0.0 7.1 0.9 3.0 0.0 0.1 0.0 0.0: 1.8 0.3
Old : 100.0: 73.1 89.5 16.9 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 : 64.0 80.0 86.3 92.7 57.3 78.2 77.0 84.7
Old : 64.0 80.0 86.3 92.7 57.3 78.2 77.0 84.7
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 14, 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 : 13,495: 8,665 11,540 2,790 0 1,475 225 300 0 50 0 0: 290 180
Old : 13,495: 8,665 11,540 2,790 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: February 7, 2017 :
: 45: 0 45 45 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 85.5 20.7 0.0 10.9 1.7 2.2 0.0 0.4 0.0 0.0: 2.1 1.3
Old : 100.0: 64.2 85.5 20.7 0.0 10.9 1.7 2.2 0.0 0.4 0.0 0.0: 2.1 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 : 58.4 77.0 86.2 94.0 47.5 73.7 75.0 79.5
Old : 58.4 77.0 86.2 94.0 47.5 73.7 75.0 79.5
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 14, 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 10,925 1,060 2,075 3,410 0 500 0 0 100 75: 40 15
Old : 17,100: 12,515 10,925 1,060 2,075 3,410 0 500 0 0 100 75: 40 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 0: 0 150 0 0 0 0 0 0 0 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 63.9 6.2 12.1 19.9 0.0 2.9 0.0 0.0 0.6 0.4: 0.2 0.1
Old : 100.0: 73.2 63.9 6.2 12.1 19.9 0.0 2.9 0.0 0.0 0.6 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 12 . . . 0 . 0 0 . .:
Old : 25: 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 : 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 14, 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 : 18,851: 13,596 12,201 1,920 3,000 3,110 0 500 0 125 0 25: 75 15
Old : 18,851: 13,596 12,201 1,920 3,000 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: February 7, 2017 :
: 50: 0 0 50 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 64.7 10.2 15.9 16.5 0.0 2.7 0.0 0.7 0.0 0.1: 0.4 0.1
Old : 100.0: 72.1 64.7 10.2 15.9 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 : 64.6 77.7 88.9 94.1 40.9 54.0 60.8 63.4
Old : 64.6 77.7 88.9 94.1 40.9 54.0 60.8 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 111,837: 96,782 83,875 3,735 14,000 10,080 295 1,137 575 200 2,035 135: 35 0
Old : 111,837: 96,782 83,875 3,735 14,000 10,080 295 1,137 575 200 2,035 135: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 1,795: 4,720 -580 370 5,220 -3,295 0 200 0 0 250 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 75.0 3.3 12.5 9.0 0.3 1.0 0.5 0.2 1.8 0.1: 0.0 0.0
Old : 100.0: 86.5 75.0 3.3 12.5 9.0 0.3 1.0 0.5 0.2 1.8 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 : 50: 31 28 . . 5 . . . . 4 .:
Old : 50: 31 28 . . 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 : 44.2 59.8 67.4 85.8 41.7 48.8 58.3 66.4
Old : 44.2 59.8 67.4 85.8 41.7 48.8 58.3 66.4
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 14, 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 : 130,774: 110,574 97,894 5,315 11,725 13,480 550 4,715 555 50 2,215 170: 80 20
Old : 130,774: 110,574 97,894 5,315 11,725 13,480 550 4,715 555 50 2,215 170: 80 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 3,813: 6,558 838 275 5,020 -3,020 0 750 0 0 225 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 74.9 4.1 9.0 10.3 0.4 3.6 0.4 0.0 1.7 0.1: 0.1 0.0
Old : 100.0: 84.6 74.9 4.1 9.0 10.3 0.4 3.6 0.4 0.0 1.7 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 : 53: 34 31 . . 4 . . . . 5 .:
Old : 53: 34 31 . . 4 . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 59.5 61.4 80.9 40.1 48.6 55.6 64.8
Old : 41.2 59.5 61.4 80.9 40.1 48.6 55.6 64.8
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 14, 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 : 189,844: 146,335 141,272 17,971 2,091 9,710 5,771 10,910 4,310 3,689 19,477 2,017: 41 57
Old : 189,844: 146,335 141,272 17,971 2,091 9,710 5,771 10,910 4,310 3,689 19,477 2,017: 41 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 1,774: 1,545 1,100 217 352 -39 90 387 -20 -12 6 -13: 6 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 74.4 9.5 1.1 5.1 3.0 5.7 2.3 1.9 10.3 1.1: 0.0 0.0
Old : 100.0: 77.1 74.4 9.5 1.1 5.1 3.0 5.7 2.3 1.9 10.3 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 : 72: 35 44 . . 4 4 . . 4 9 8:
Old : 72: 35 44 . . 4 4 . . 4 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 : 36.6 58.4 57.0 70.6 34.1 53.0 52.0 61.8
Old : 36.6 58.4 57.0 70.6 34.1 53.0 52.0 61.8
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 14, 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 : 125,278: 113,876 92,866 6,009 18,422 2,260 60 3,538 2,355 415 5,612 225: 78 0
Old : 125,278: 113,876 92,866 6,009 18,422 2,260 60 3,538 2,355 415 5,612 225: 78 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 919: 859 683 -185 -580 611 0 475 -270 -100 0 0: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 74.1 4.8 14.7 1.8 0.0 2.8 1.9 0.3 4.5 0.2: 0.1 0.0
Old : 100.0: 90.9 74.1 4.8 14.7 1.8 0.0 2.8 1.9 0.3 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 : 51: 33 27 . . 4 . . . . 6 .:
Old : 51: 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 : 37.5 66.2 60.8 81.1 37.4 58.1 55.5 67.2
Old : 37.5 66.2 60.8 81.1 37.4 58.1 55.5 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 45,025: 37,685 37,640 2,695 4,125 3,035 330 150 0 1,145 25 25: 110 25
Old : 45,025: 37,685 37,640 2,695 4,125 3,035 330 150 0 1,145 25 25: 110 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 3,035: 1,220 5,820 50 -4,595 1,810 0 0 0 0 0 0: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 83.6 6.0 9.2 6.7 0.7 0.3 0.0 2.5 0.1 0.1: 0.2 0.1
Old : 100.0: 83.7 83.6 6.0 9.2 6.7 0.7 0.3 0.0 2.5 0.1 0.1: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 10 . . . . . 0 . . .:
Old : 31: 22 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 : 58.5 91.5 79.5 97.3 55.1 83.0 72.8 85.8
Old : 58.5 91.5 79.5 97.3 55.1 83.0 72.8 85.8
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 14, 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 : 41,575: 34,545 37,955 2,890 0 3,220 5 175 25 790 200 0: 100 0
Old : 41,575: 34,545 37,955 2,890 0 3,220 5 175 25 790 200 0: 100 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 3,590: 1,195 5,820 795 -3,875 1,495 0 0 0 150 150 0: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 91.3 7.0 0.0 7.7 0.0 0.4 0.1 1.9 0.5 0.0: 0.2 0.0
Old : 100.0: 83.1 91.3 7.0 0.0 7.7 0.0 0.4 0.1 1.9 0.5 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 11 . 0 . . . . . . 0:
Old : 32: 23 11 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 92.5 80.3 97.8 57.4 85.1 73.6 87.3
Old : 59.4 92.5 80.3 97.8 57.4 85.1 73.6 87.3
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 14, 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 : 28,672: 24,711 20,941 0 4,902 2,479 975 100 250 25 0 0: 232 0
Old : 28,672: 24,711 20,941 0 4,902 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: February 7, 2017 :
: -200: -200 295 0 -495 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 73.0 0.0 17.1 8.6 3.4 0.3 0.9 0.1 0.0 0.0: 0.8 0.0
Old : 100.0: 86.2 73.0 0.0 17.1 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 : 43.6 47.0 65.7 72.3 36.8 41.3 56.8 60.9
Old : 43.6 47.0 65.7 72.3 36.8 41.3 56.8 60.9
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 21,718: 15,783 17,873 1,430 1,420 2,305 825 0 0 1,375 0 0: 0 120
Old : 21,718: 15,783 17,873 1,430 1,420 2,305 825 0 0 1,375 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -618: -123 -688 -670 -55 300 -75 0 0 -50 0 0: 0 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 82.3 6.6 6.5 10.6 3.8 0.0 0.0 6.3 0.0 0.0: 0.0 0.6
Old : 100.0: 72.7 82.3 6.6 6.5 10.6 3.8 0.0 0.0 6.3 0.0 0.0: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 17 . . . . 0 0 . 0 0:
Old : 26: 17 17 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 55.0 64.9 83.0 35.0 47.3 52.2 66.5
Old : 41.3 55.0 64.9 83.0 35.0 47.3 52.2 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 151,108: 98,892 81,253 4,195 24,188 29,901 4,594 0 13,526 0 2,240 0: 0 0
Old : 151,108: 98,892 81,253 4,195 24,188 29,901 4,594 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: February 7, 2017 :
: -4,004: 2,760 -4,864 -504 3,920 -3,060 -3,200 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 53.8 2.8 16.0 19.8 3.0 0.0 9.0 0.0 1.5 0.0: 0.0 0.0
Old : 100.0: 65.4 53.8 2.8 16.0 19.8 3.0 0.0 9.0 0.0 1.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.2 75.0 84.1 89.1 27.3 39.5 36.7 42.7
Old : 53.2 75.0 84.1 89.1 27.3 39.5 36.7 42.7
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 14, 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 : 30,377: 23,172 28,842 5,640 275 0 0 0 0 0 0 0: 1,565 1,260
Old : 30,377: 23,172 28,842 5,640 275 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: February 7, 2017 :
: 60: 0 60 60 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 94.9 18.6 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 4.1
Old : 100.0: 76.3 94.9 18.6 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 76.3 61.0 92.1 84.5 63.8 59.0 79.5 76.6
Old : 76.3 61.0 92.1 84.5 63.8 59.0 79.5 76.6
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 14, 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 : 26,018: 15,889 18,590 6,884 4,033 1,178 40 1,100 0 1,637 1,100 12: 378 5
Old : 26,018: 15,889 18,590 6,884 4,033 1,178 40 1,100 0 1,637 1,100 12: 378 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 206: -9 228 529 310 -314 0 0 0 0 0 0: 0 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 71.5 26.5 15.5 4.5 0.2 4.2 0.0 6.3 4.2 0.0: 1.5 0.0
Old : 100.0: 61.1 71.5 26.5 15.5 4.5 0.2 4.2 0.0 6.3 4.2 0.0: 1.5 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 : 36: 18 18 . . . . . 0 4 . .:
Old : 36: 18 18 . . . . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 52.9 73.9 75.9 48.3 46.7 68.6 69.0
Old : 48.4 52.9 73.9 75.9 48.3 46.7 68.6 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 18,763: 14,046 14,544 2,177 2,967 721 330 0 0 691 50 168: 630 313
Old : 18,763: 14,046 14,544 2,177 2,967 721 330 0 0 691 50 168: 630 313
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 291: 50 197 445 300 -204 0 0 0 0 0 0: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 77.5 11.6 15.8 3.8 1.8 0.0 0.0 3.7 0.3 0.9: 3.4 1.7
Old : 100.0: 74.9 77.5 11.6 15.8 3.8 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 : 50.9 51.2 70.6 75.9 47.4 50.6 64.6 68.7
Old : 50.9 51.2 70.6 75.9 47.4 50.6 64.6 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 33,954: 29,507 15,787 1,126 12,404 495 0 4,463 0 2,093 235 570: 163 0
Old : 33,954: 29,507 15,787 1,126 12,404 495 0 4,463 0 2,093 235 570: 163 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 490: 284 1,122 -30 -890 268 0 65 0 45 0 -75: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 46.5 3.3 36.5 1.5 0.0 13.1 0.0 6.2 0.7 1.7: 0.5 0.0
Old : 100.0: 86.9 46.5 3.3 36.5 1.5 0.0 13.1 0.0 6.2 0.7 1.7: 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: 28 22 . . . 0 . 0 4 . .:
Old : 44: 28 22 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 50.7 68.2 76.3 51.3 49.4 63.8 73.6
Old : 54.2 50.7 68.2 76.3 51.3 49.4 63.8 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 19,818: 17,732 13,365 192 5,298 1,125 45 0 5 84 0 10: 625 15
Old : 19,818: 17,732 13,365 192 5,298 1,125 45 0 5 84 0 10: 625 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -280: -290 -153 117 -10 -117 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 67.4 1.0 26.7 5.7 0.2 0.0 0.0 0.4 0.0 0.1: 3.2 0.1
Old : 100.0: 89.5 67.4 1.0 26.7 5.7 0.2 0.0 0.0 0.4 0.0 0.1: 3.2 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 : 32: 19 16 . . . . 0 . . 0 .:
Old : 32: 19 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 : 52.3 61.8 73.2 82.7 49.1 60.5 67.3 80.2
Old : 52.3 61.8 73.2 82.7 49.1 60.5 67.3 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 21,447: 13,247 17,452 6,137 600 1,812 0 275 0 0 1,223 85: 166 0
Old : 21,447: 13,247 17,452 6,137 600 1,812 0 275 0 0 1,223 85: 166 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 26: 0 26 1 -20 20 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 81.4 28.6 2.8 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 2.8 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 : 58.5 65.8 85.0 84.1 54.0 61.0 76.7 77.0
Old : 58.5 65.8 85.0 84.1 54.0 61.0 76.7 77.0
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 14, 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 : 14,255: 10,662 11,536 1,020 424 1,977 0 0 0 0 0 0: 596 318
Old : 14,255: 10,662 11,536 1,020 424 1,977 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: February 7, 2017 :
: 30: 20 30 0 -10 10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 80.9 7.2 3.0 13.9 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 3.0 13.9 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 : 59.5 74.3 82.5 94.0 52.9 70.5 71.4 78.7
Old : 59.5 74.3 82.5 94.0 52.9 70.5 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 14, 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 : 33,695: 29,876 22,873 1,883 8,612 1,565 0 475 0 84 100 0: 287 70
Old : 33,695: 29,876 22,873 1,883 8,612 1,565 0 475 0 84 100 0: 287 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 1,040: 925 1,060 0 -150 115 0 0 0 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 67.9 5.6 25.6 4.6 0.0 1.4 0.0 0.2 0.3 0.0: 0.9 0.2
Old : 100.0: 88.7 67.9 5.6 25.6 4.6 0.0 1.4 0.0 0.2 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: 26 21 . . . 0 . 0 . . 0:
Old : 38: 26 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 : 39.0 54.1 62.2 79.4 38.1 46.9 58.3 65.0
Old : 39.0 54.1 62.2 79.4 38.1 46.9 58.3 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 17,640: 13,013 13,611 1,895 1,795 1,955 0 0 0 432 0 34: 311 245
Old : 17,640: 13,013 13,611 1,895 1,795 1,955 0 0 0 432 0 34: 311 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -16: -6 -11 0 0 0 0 0 0 0 0 0: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 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: 73.8 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 14 . . . 0 0 0 . 0 .:
Old : 23: 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 : 44.0 83.9 70.3 93.6 38.5 73.6 59.0 75.3
Old : 44.0 83.9 70.3 93.6 38.5 73.6 59.0 75.3
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 14, 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 : 13,017: 8,042 8,932 730 538 3,450 0 0 0 670 0 0: 125 97
Old : 13,017: 8,042 8,932 730 538 3,450 0 0 0 670 0 0: 125 97
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -40: -80 10 0 -70 0 0 0 0 -20 0 0: 60 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 68.6 5.6 4.1 26.5 0.0 0.0 0.0 5.1 0.0 0.0: 1.0 0.7
Old : 100.0: 61.8 68.6 5.6 4.1 26.5 0.0 0.0 0.0 5.1 0.0 0.0: 1.0 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 : 23: 18 12 . . . 0 0 0 . 0 0:
Old : 23: 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 : 47.1 71.0 71.3 92.0 28.2 43.5 46.6 54.4
Old : 47.1 71.0 71.3 92.0 28.2 43.5 46.6 54.4
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 14, 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 : 41,648: 24,832 31,487 12,380 4,715 0 0 0 0 0 850 0: 4,436 4,596
Old : 41,648: 24,832 31,487 12,380 4,715 0 0 0 0 0 850 0: 4,436 4,596
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 4,525: 1,840 2,500 660 0 0 0 0 0 0 0 0: 2,025 2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 75.6 29.7 11.3 0.0 0.0 0.0 0.0 0.0 2.0 0.0: 10.7 11.0
Old : 100.0: 59.6 75.6 29.7 11.3 0.0 0.0 0.0 0.0 0.0 2.0 0.0: 10.7 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 19 . . 0 0 0 0 0 . 0:
Old : 24: 12 19 . . 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 47.0 88.4 70.9 78.3 46.0 79.8 66.3
Old : 79.2 47.0 88.4 70.9 78.3 46.0 79.8 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 39,008: 23,163 28,663 11,390 4,880 0 0 0 0 0 850 0: 4,455 4,615
Old : 39,008: 23,163 28,663 11,390 4,880 0 0 0 0 0 850 0: 4,455 4,615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 4,435: 1,985 2,645 660 0 0 0 0 0 0 0 0: 1,790 1,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 73.5 29.2 12.5 0.0 0.0 0.0 0.0 0.0 2.2 0.0: 11.4 11.8
Old : 100.0: 59.4 73.5 29.2 12.5 0.0 0.0 0.0 0.0 0.0 2.2 0.0: 11.4 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 19 . . 0 0 0 0 0 . 0:
Old : 24: 10 19 . . 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 : 80.8 45.1 87.8 68.4 77.0 45.1 78.1 64.1
Old : 80.8 45.1 87.8 68.4 77.0 45.1 78.1 64.1
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 14, 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 : 40,885: 37,860 7,325 0 9,950 480 0 13,005 300 200 8,160 105: 1,940 1,560
Old : 40,885: 37,860 7,325 0 9,950 480 0 13,005 300 200 8,160 105: 1,940 1,560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 5,260: 4,590 2,860 0 1,930 480 0 0 0 200 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 17.9 0.0 24.3 1.2 0.0 31.8 0.7 0.5 20.0 0.3: 4.7 3.8
Old : 100.0: 92.6 17.9 0.0 24.3 1.2 0.0 31.8 0.7 0.5 20.0 0.3: 4.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 16 0 . . 0 . . . . .:
Old : 28: 14 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 : 76.4 75.7 87.9 85.4 69.3 73.6 79.5 79.2
Old : 76.4 75.7 87.9 85.4 69.3 73.6 79.5 79.2
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,795: 35,865 8,160 0 11,020 480 0 12,555 710 100 4,500 0: 1,640 1,370
Old : 38,795: 35,865 8,160 0 11,020 480 0 12,555 710 100 4,500 0: 1,640 1,370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 5,415: 4,910 3,205 0 1,805 480 0 0 0 100 0 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 21.0 0.0 28.4 1.2 0.0 32.4 1.8 0.3 11.6 0.0: 4.2 3.5
Old : 100.0: 92.4 21.0 0.0 28.4 1.2 0.0 32.4 1.8 0.3 11.6 0.0: 4.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 17 0 . . 0 . . . . 0:
Old : 28: 13 17 0 . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 71.9 87.1 84.5 71.0 69.3 79.9 76.0
Old : 75.9 71.9 87.1 84.5 71.0 69.3 79.9 76.0
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 14, 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 : 34,453: 14,527 24,405 10,262 975 4,753 1,695 450 50 1,400 2,135 95: 1,671 1,590
Old : 34,453: 14,527 24,405 10,262 975 4,753 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: February 7, 2017 :
: -270: -270 -220 50 0 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 70.8 29.8 2.8 13.8 4.9 1.3 0.1 4.1 6.2 0.3: 4.9 4.6
Old : 100.0: 42.2 70.8 29.8 2.8 13.8 4.9 1.3 0.1 4.1 6.2 0.3: 4.9 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 : 64.3 75.2 83.8 90.4 52.3 66.5 71.8 74.0
Old : 64.3 75.2 83.8 90.4 52.3 66.5 71.8 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 30,008: 12,125 21,473 9,305 550 4,085 1,745 450 50 1,400 2,210 95: 1,203 1,095
Old : 30,008: 12,125 21,473 9,305 550 4,085 1,745 450 50 1,400 2,210 95: 1,203 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -245: -245 -195 50 0 150 0 0 0 0 0 0: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 71.6 31.0 1.8 13.6 5.8 1.5 0.2 4.7 7.4 0.3: 4.0 3.6
Old : 100.0: 40.4 71.6 31.0 1.8 13.6 5.8 1.5 0.2 4.7 7.4 0.3: 4.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.3 74.7 86.0 91.1 53.6 66.8 72.6 74.6
Old : 65.3 74.7 86.0 91.1 53.6 66.8 72.6 74.6
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 14, 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: February 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 14, 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: February 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 14, 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: February 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 71.5 78.6 80.8 84.6
Old : 73.4 81.8 86.2 94.0 71.5 78.6 80.8 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, February 14, 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: February 7, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 70.8 77.9 78.7 83.3
Old : 73.8 82.1 84.8 94.9 70.8 77.9 78.7 83.3
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 14, 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 : 35,179: 26,825 16,069 0 14,246 1,059 4,595 300 575 350 1,175 0: 1,775 1,755
Old : 35,179: 26,825 16,069 0 14,246 1,059 4,595 300 575 350 1,175 0: 1,775 1,755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -50: -50 -125 0 250 -100 125 0 0 50 0 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 45.7 0.0 40.5 3.0 13.1 0.9 1.6 1.0 3.3 0.0: 5.0 5.0
Old : 100.0: 76.3 45.7 0.0 40.5 3.0 13.1 0.9 1.6 1.0 3.3 0.0: 5.0 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 : 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 : 57.9 79.0 77.7 90.4 55.3 69.3 70.7 77.5
Old : 57.9 79.0 77.7 90.4 55.3 69.3 70.7 77.5
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 14, 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 : 27,430: 23,140 13,435 0 9,540 1,030 620 325 260 300 765 0: 2,080 2,075
Old : 27,430: 23,140 13,435 0 9,540 1,030 620 325 260 300 765 0: 2,080 2,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 105: 30 -70 0 275 0 125 0 0 50 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 49.0 0.0 34.8 3.8 2.3 1.2 0.9 1.1 2.8 0.0: 7.6 7.6
Old : 100.0: 84.4 49.0 0.0 34.8 3.8 2.3 1.2 0.9 1.1 2.8 0.0: 7.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 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 : 52.8 75.1 70.7 88.3 50.9 62.4 65.8 74.9
Old : 52.8 75.1 70.7 88.3 50.9 62.4 65.8 74.9
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 14, 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 : 124,628: 49,789 112,718 30,854 70 3,325 23,885 0 225 8,600 325 160: 7,790 7,805
Old : 124,628: 49,789 112,718 30,854 70 3,325 23,885 0 225 8,600 325 160: 7,790 7,805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 1,981: 685 2,190 1,485 -295 76 -125 0 0 -50 100 0: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 90.4 24.8 0.1 2.7 19.2 0.0 0.2 6.9 0.3 0.1: 6.3 6.3
Old : 100.0: 40.0 90.4 24.8 0.1 2.7 19.2 0.0 0.2 6.9 0.3 0.1: 6.3 6.3
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 : 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 : 63.2 55.8 80.7 74.8 59.6 53.1 72.9 67.9
Old : 63.2 55.8 80.7 74.8 59.6 53.1 72.9 67.9
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 14, 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 : 112,565: 45,665 103,620 28,255 870 1,975 26,460 0 525 4,345 100 50: 5,290 5,425
Old : 112,565: 45,665 103,620 28,255 870 1,975 26,460 0 525 4,345 100 50: 5,290 5,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 3,170: 1,560 3,215 1,630 -300 125 -125 0 0 -50 100 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 92.1 25.1 0.8 1.8 23.5 0.0 0.5 3.9 0.1 0.0: 4.7 4.8
Old : 100.0: 40.6 92.1 25.1 0.8 1.8 23.5 0.0 0.5 3.9 0.1 0.0: 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 : 37: 19 23 . . . . 0 . . . .:
Old : 37: 19 23 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 56.7 85.4 77.4 67.0 54.7 79.2 72.5
Old : 70.5 56.7 85.4 77.4 67.0 54.7 79.2 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, February 14, 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 : 19,835: 17,385 9,470 0 7,805 105 0 175 0 50 0 0: 2,295 2,280
Old : 19,835: 17,385 9,470 0 7,805 105 0 175 0 50 0 0: 2,295 2,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -180: 0 0 0 0 0 0 0 0 0 0 0: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 47.7 0.0 39.3 0.5 0.0 0.9 0.0 0.3 0.0 0.0: 11.6 11.5
Old : 100.0: 87.6 47.7 0.0 39.3 0.5 0.0 0.9 0.0 0.3 0.0 0.0: 11.6 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 52.0 67.4 71.6 78.7 42.5 53.0 57.0 60.3
Old : 52.0 67.4 71.6 78.7 42.5 53.0 57.0 60.3
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 14, 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 : 19,370: 16,490 8,450 0 8,925 1,355 0 150 0 900 0 0: 625 490
Old : 19,370: 16,490 8,450 0 8,925 1,355 0 150 0 900 0 0: 625 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: -180: 0 0 0 0 0 0 0 0 0 0 0: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 43.6 0.0 46.1 7.0 0.0 0.8 0.0 4.6 0.0 0.0: 3.2 2.5
Old : 100.0: 85.1 43.6 0.0 46.1 7.0 0.0 0.8 0.0 4.6 0.0 0.0: 3.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 50.3 75.0 72.8 89.7 40.6 63.1 58.7 68.1
Old : 50.3 75.0 72.8 89.7 40.6 63.1 58.7 68.1
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 14, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,490: 31,255 25,030 0 3,645 1,425 0 2,200 0 0 500 0: 5,810 5,690
Old : 38,490: 31,255 25,030 0 3,645 1,425 0 2,200 0 0 500 0: 5,810 5,690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 1,850: 1,045 1,045 0 120 0 0 0 0 0 0 0: 805 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 65.0 0.0 9.5 3.7 0.0 5.7 0.0 0.0 1.3 0.0: 15.1 14.8
Old : 100.0: 81.2 65.0 0.0 9.5 3.7 0.0 5.7 0.0 0.0 1.3 0.0: 15.1 14.8
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 : 31: 13 18 0 . . 0 . 0 0 . 0:
Old : 31: 13 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 : 66.1 39.6 78.5 60.2 60.0 35.0 68.0 53.0
Old : 66.1 39.6 78.5 60.2 60.0 35.0 68.0 53.0
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 14, 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 : 30,685: 21,320 19,040 225 955 4,390 50 1,600 0 0 0 0: 4,700 4,700
Old : 30,685: 21,320 19,040 225 955 4,390 50 1,600 0 0 0 0: 4,700 4,700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 1,870: 750 850 0 20 50 0 0 0 0 0 0: 1,070 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 62.0 0.7 3.1 14.3 0.2 5.2 0.0 0.0 0.0 0.0: 15.3 15.3
Old : 100.0: 69.5 62.0 0.7 3.1 14.3 0.2 5.2 0.0 0.0 0.0 0.0: 15.3 15.3
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: 15 18 . . . . . 0 0 0 0:
Old : 29: 15 18 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 46.0 71.9 64.3 42.1 32.4 51.6 46.4
Old : 49.2 46.0 71.9 64.3 42.1 32.4 51.6 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2017