COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 71,450: 27,661 24,515 9,480 6,569 1,818 1,925 19,611 2,192 20,284 8,594 6,904: 1,186 1,247
Old : 71,450: 27,661 24,515 9,480 6,569 1,818 1,925 19,611 2,192 20,284 8,594 6,904: 1,186 1,247
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 973: 587 1,191 -539 -50 481 -300 -120 12 754 -409 59: -81 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 34.3 13.3 9.2 2.5 2.7 27.4 3.1 28.4 12.0 9.7: 1.7 1.7
Old : 100.0: 38.7 34.3 13.3 9.2 2.5 2.7 27.4 3.1 28.4 12.0 9.7: 1.7 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 : 52: 13 14 . 4 4 . 4 . 14 9 14:
Old : 52: 13 14 . 4 4 . 4 . 14 9 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 : 44.6 58.0 66.8 72.3 33.7 41.9 50.2 51.7
Old : 44.6 58.0 66.8 72.3 33.7 41.9 50.2 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 13,055: 2,085 7,714 450 1,441 451 405 1,755 300 8,067 195 589: 708 610
Old : 13,055: 2,085 7,714 450 1,441 451 405 1,755 300 8,067 195 589: 708 610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 310: -30 250 -25 -30 60 -85 40 0 375 -10 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 59.1 3.4 11.0 3.5 3.1 13.4 2.3 61.8 1.5 4.5: 5.4 4.7
Old : 100.0: 16.0 59.1 3.4 11.0 3.5 3.1 13.4 2.3 61.8 1.5 4.5: 5.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 5 7 . 4 4 . . . 9 . 4:
Old : 26: 5 7 . 4 4 . . . 9 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 55.4 75.5 79.6 50.0 45.5 65.9 63.6
Old : 52.4 55.4 75.5 79.6 50.0 45.5 65.9 63.6
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, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 119,378: 78,342 82,869 6,430 12,033 8,469 16,892 1,445 720 5,358 10,735 2,827: 340 280
Old : 119,378: 78,342 82,869 6,430 12,033 8,469 16,892 1,445 720 5,358 10,735 2,827: 340 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,859: 1,061 1,239 -335 12 496 73 144 -1 878 302 -293: -20 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 69.4 5.4 10.1 7.1 14.2 1.2 0.6 4.5 9.0 2.4: 0.3 0.2
Old : 100.0: 65.6 69.4 5.4 10.1 7.1 14.2 1.2 0.6 4.5 9.0 2.4: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 71: 39 43 . . 4 5 . . 6 10 10:
Old : 71: 39 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 : 44.6 33.7 59.2 55.6 34.1 30.4 47.3 46.5
Old : 44.6 33.7 59.2 55.6 34.1 30.4 47.3 46.5
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, March 21, 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 : 48,949: 33,962 46,292 7,655 0 1,330 50 277 108 5,259 357 585: 0 0
Old : 48,949: 33,962 46,292 7,655 0 1,330 50 277 108 5,259 357 585: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 2,306: -496 3,499 1,848 0 326 -52 0 0 2,199 0 -1,519: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 94.6 15.6 0.0 2.7 0.1 0.6 0.2 10.7 0.7 1.2: 0.0 0.0
Old : 100.0: 69.4 94.6 15.6 0.0 2.7 0.1 0.6 0.2 10.7 0.7 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 27 . 0 . . . . 5 . .:
Old : 40: 24 27 . 0 . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 57.4 65.7 79.6 40.9 43.7 56.3 57.5
Old : 45.8 57.4 65.7 79.6 40.9 43.7 56.3 57.5
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, March 21, 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 : 428,134: 383,963 295,837 0 91,991 24,426 11,736 0 0 933 8,804 7,076: 0 0
Old : 428,134: 383,963 295,837 0 91,991 24,426 11,736 0 0 933 8,804 7,076: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 28,342: 30,062 -98 0 27,272 -3,848 0 0 0 0 2,888 2,128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 69.1 0.0 21.5 5.7 2.7 0.0 0.0 0.2 2.1 1.7: 0.0 0.0
Old : 100.0: 89.7 69.1 0.0 21.5 5.7 2.7 0.0 0.0 0.2 2.1 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 22 0 . . . 0 0 . . .:
Old : 34: 21 22 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 52.8 77.3 75.2 47.6 45.8 55.3 52.1
Old : 60.3 52.8 77.3 75.2 47.6 45.8 55.3 52.1
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, March 21, 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 : 1,297,810: 1,059,834 1,040,405 140,522 54,090 50,595 4,269 56,239 17,583 22,771 76,662 2,236: 0 0
Old : 1,297,810: 1,059,834 1,040,405 140,522 54,090 50,595 4,269 56,239 17,583 22,771 76,662 2,236: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -4,130: -312 3,335 -4,338 -8,377 128 0 784 0 392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 80.2 10.8 4.2 3.9 0.3 4.3 1.4 1.8 5.9 0.2: 0.0 0.0
Old : 100.0: 81.7 80.2 10.8 4.2 3.9 0.3 4.3 1.4 1.8 5.9 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 : 54: 32 35 . . 4 . . . 4 . .:
Old : 54: 32 35 . . 4 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 45.1 64.1 65.3 34.5 37.2 48.3 50.1
Old : 40.3 45.1 64.1 65.3 34.5 37.2 48.3 50.1
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, March 21, 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 : 64,133: 52,896 39,656 7,518 17,791 1,475 0 2,095 418 947 1,819 879: 0 0
Old : 64,133: 52,896 39,656 7,518 17,791 1,475 0 2,095 418 947 1,819 879: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -270: -299 627 78 -1,127 156 0 78 -78 -154 47 27: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 61.8 11.7 27.7 2.3 0.0 3.3 0.7 1.5 2.8 1.4: 0.0 0.0
Old : 100.0: 82.5 61.8 11.7 27.7 2.3 0.0 3.3 0.7 1.5 2.8 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 21 . . . 0 . . 4 4 4:
Old : 39: 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 : 73.1 76.7 84.8 86.4 70.7 67.7 76.8 75.0
Old : 73.1 76.7 84.8 86.4 70.7 67.7 76.8 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 296,483: 247,026 180,507 46,601 100,966 1,640 0 3,232 0 1,216 10,138 0: 0 0
Old : 296,483: 247,026 180,507 46,601 100,966 1,640 0 3,232 0 1,216 10,138 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 6,432: 5,448 7,072 -328 -1,960 1,640 0 0 0 -8 0 -320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 60.9 15.7 34.1 0.6 0.0 1.1 0.0 0.4 3.4 0.0: 0.0 0.0
Old : 100.0: 83.3 60.9 15.7 34.1 0.6 0.0 1.1 0.0 0.4 3.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 15 . . . 0 . 0 . . 0:
Old : 27: 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 : 78.5 75.4 91.8 89.4 77.9 65.1 81.0 74.9
Old : 78.5 75.4 91.8 89.4 77.9 65.1 81.0 74.9
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, March 21, 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 : 310,954: 227,165 258,027 44,902 7,872 31,015 0 6,168 7,872 0 0 0: 0 0
Old : 310,954: 227,165 258,027 44,902 7,872 31,015 0 6,168 7,872 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 12,889: 3,129 17,569 14,440 0 -4,680 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 83.0 14.4 2.5 10.0 0.0 2.0 2.5 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.1 83.0 14.4 2.5 10.0 0.0 2.0 2.5 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 : 31: 18 19 . . . 0 . . 0 0 0:
Old : 31: 18 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 49.6 76.2 75.0 43.1 45.0 55.7 61.2
Old : 56.6 49.6 76.2 75.0 43.1 45.0 55.7 61.2
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, March 21, 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 : 22,135: 17,333 19,478 2,581 0 1,583 0 91 296 280 69 0: 62 618
Old : 22,135: 17,333 19,478 2,581 0 1,583 0 91 296 280 69 0: 62 618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 296: 234 740 378 0 -444 0 0 0 108 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 88.0 11.7 0.0 7.2 0.0 0.4 1.3 1.3 0.3 0.0: 0.3 2.8
Old : 100.0: 78.3 88.0 11.7 0.0 7.2 0.0 0.4 1.3 1.3 0.3 0.0: 0.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 18 . 0 . 0 . . . . 0:
Old : 29: 17 18 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 60.1 70.5 78.9 43.4 54.6 57.5 63.6
Old : 50.1 60.1 70.5 78.9 43.4 54.6 57.5 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 53,831: 30,716 31,541 20,376 13,925 2,195 0 0 0 270 6,050 0: 274 120
Old : 53,831: 30,716 31,541 20,376 13,925 2,195 0 0 0 270 6,050 0: 274 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 2,370: 1,830 -630 -300 -240 840 0 0 0 0 2,400 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 58.6 37.9 25.9 4.1 0.0 0.0 0.0 0.5 11.2 0.0: 0.5 0.2
Old : 100.0: 57.1 58.6 37.9 25.9 4.1 0.0 0.0 0.0 0.5 11.2 0.0: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 25 23 . . . 0 0 0 . . 0:
Old : 36: 25 23 . . . 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 : 57.2 56.3 72.0 76.0 54.6 53.1 64.4 68.9
Old : 57.2 56.3 72.0 76.0 54.6 53.1 64.4 68.9
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, March 21, 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 : 69,573: 44,228 42,208 23,286 19,595 1,565 0 0 0 295 6,000 0: 199 205
Old : 69,573: 44,228 42,208 23,286 19,595 1,565 0 0 0 295 6,000 0: 199 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 2,405: 2,000 -485 -310 -240 730 0 0 0 0 2,400 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 60.7 33.5 28.2 2.2 0.0 0.0 0.0 0.4 8.6 0.0: 0.3 0.3
Old : 100.0: 63.6 60.7 33.5 28.2 2.2 0.0 0.0 0.0 0.4 8.6 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 : 38: 27 25 . . . 0 0 0 . . 0:
Old : 38: 27 25 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 58.1 71.3 75.4 52.3 56.0 68.1 72.0
Old : 54.3 58.1 71.3 75.4 52.3 56.0 68.1 72.0
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, March 21, 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 : 33,845: 24,650 29,245 4,335 0 3,940 0 0 0 700 500 0: 220 160
Old : 33,845: 24,650 29,245 4,335 0 3,940 0 0 0 700 500 0: 220 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,930: 600 2,700 1,060 -1,040 270 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 86.4 12.8 0.0 11.6 0.0 0.0 0.0 2.1 1.5 0.0: 0.7 0.5
Old : 100.0: 72.8 86.4 12.8 0.0 11.6 0.0 0.0 0.0 2.1 1.5 0.0: 0.7 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 : 27: 19 15 . 0 . 0 0 0 . . 0:
Old : 27: 19 15 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 74.0 71.9 86.9 41.1 63.8 52.9 67.5
Old : 47.4 74.0 71.9 86.9 41.1 63.8 52.9 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 272,872: 174,256 257,720 67,648 0 14,416 3,936 0 0 11,880 0 736: 0 0
Old : 272,872: 174,256 257,720 67,648 0 14,416 3,936 0 0 11,880 0 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -5,064: 2,328 -5,064 -7,392 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 94.4 24.8 0.0 5.3 1.4 0.0 0.0 4.4 0.0 0.3: 0.0 0.0
Old : 100.0: 63.9 94.4 24.8 0.0 5.3 1.4 0.0 0.0 4.4 0.0 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 : 31: 17 17 . 0 . . 0 0 . 0 .:
Old : 31: 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 : 50.1 71.3 72.4 84.2 43.1 58.9 55.6 67.2
Old : 50.1 71.3 72.4 84.2 43.1 58.9 55.6 67.2
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, March 21, 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 : 7,466: 6,225 4,730 217 1,231 0 426 0 0 0 797 20: 578 688
Old : 7,466: 6,225 4,730 217 1,231 0 426 0 0 0 797 20: 578 688
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 0: -60 -45 20 0 0 0 0 0 0 -20 20: 20 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 63.4 2.9 16.5 0.0 5.7 0.0 0.0 0.0 10.7 0.3: 7.7 9.2
Old : 100.0: 83.4 63.4 2.9 16.5 0.0 5.7 0.0 0.0 0.0 10.7 0.3: 7.7 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 16 . . 0 . 0 0 0 . .:
Old : 24: 16 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 : 47.9 49.0 73.0 71.7 43.9 45.9 66.9 63.1
Old : 47.9 49.0 73.0 71.7 43.9 45.9 66.9 63.1
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, March 21, 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 : 39,273: 29,008 35,298 6,895 0 3,365 0 0 0 0 500 0: 5 110
Old : 39,273: 29,008 35,298 6,895 0 3,365 0 0 0 0 500 0: 5 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 2,083: 753 2,783 1,365 -665 -35 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 89.9 17.6 0.0 8.6 0.0 0.0 0.0 0.0 1.3 0.0: 0.0 0.3
Old : 100.0: 73.9 89.9 17.6 0.0 8.6 0.0 0.0 0.0 0.0 1.3 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 : 31: 22 20 . 0 . 0 0 0 0 . 0:
Old : 31: 22 20 . 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 : 46.6 72.9 75.5 85.3 44.1 65.9 60.3 71.0
Old : 46.6 72.9 75.5 85.3 44.1 65.9 60.3 71.0
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, March 21, 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 : 25,601: 18,981 19,376 2,510 3,215 2,900 0 0 0 1,000 0 0: 210 110
Old : 25,601: 18,981 19,376 2,510 3,215 2,900 0 0 0 1,000 0 0: 210 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 291: 291 -29 -340 -20 340 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 75.7 9.8 12.6 11.3 0.0 0.0 0.0 3.9 0.0 0.0: 0.8 0.4
Old : 100.0: 74.1 75.7 9.8 12.6 11.3 0.0 0.0 0.0 3.9 0.0 0.0: 0.8 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: 18 17 . . . 0 0 0 . 0 0:
Old : 25: 18 17 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 67.7 74.3 90.8 46.7 58.3 62.4 72.1
Old : 55.7 67.7 74.3 90.8 46.7 58.3 62.4 72.1
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, March 21, 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 : 19,048: 14,239 14,125 2,031 3,004 919 426 0 0 690 0 422: 321 578
Old : 19,048: 14,239 14,125 2,031 3,004 919 426 0 0 690 0 422: 321 578
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -477: 212 -435 -194 600 -602 0 0 0 85 0 0: 22 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 74.2 10.7 15.8 4.8 2.2 0.0 0.0 3.6 0.0 2.2: 1.7 3.0
Old : 100.0: 74.8 74.2 10.7 15.8 4.8 2.2 0.0 0.0 3.6 0.0 2.2: 1.7 3.0
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 19 . . . . 0 0 . 0 .:
Old : 30: 17 19 . . . . 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 : 44.7 53.8 70.7 76.1 33.0 50.6 52.4 65.0
Old : 44.7 53.8 70.7 76.1 33.0 50.6 52.4 65.0
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, March 21, 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 : 56,103: 51,682 45,458 1,749 3,751 1,945 0 160 0 330 4,218 380: 17 191
Old : 56,103: 51,682 45,458 1,749 3,751 1,945 0 160 0 330 4,218 380: 17 191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 247: 427 127 0 438 -215 0 0 0 0 -138 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 81.0 3.1 6.7 3.5 0.0 0.3 0.0 0.6 7.5 0.7: 0.0 0.3
Old : 100.0: 92.1 81.0 3.1 6.7 3.5 0.0 0.3 0.0 0.6 7.5 0.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 21 . . . 0 . 0 . . .:
Old : 40: 26 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 : 49.8 54.1 74.6 78.9 49.7 47.3 70.6 69.9
Old : 49.8 54.1 74.6 78.9 49.7 47.3 70.6 69.9
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, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 77,144: 69,995 52,830 2,770 3,768 2,337 385 597 276 426 16,356 909: 46 71
Old : 77,144: 69,995 52,830 2,770 3,768 2,337 385 597 276 426 16,356 909: 46 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,116: 937 1,490 -104 -35 205 75 0 0 20 -504 -40: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 68.5 3.6 4.9 3.0 0.5 0.8 0.4 0.6 21.2 1.2: 0.1 0.1
Old : 100.0: 90.7 68.5 3.6 4.9 3.0 0.5 0.8 0.4 0.6 21.2 1.2: 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 : 53: 28 28 . . . . . . 4 5 5:
Old : 53: 28 28 . . . . . . 4 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 53.5 64.9 77.8 41.2 51.2 56.5 65.8
Old : 44.1 53.5 64.9 77.8 41.2 51.2 56.5 65.8
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, March 21, 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 : 38,690: 29,565 33,075 6,840 4,820 555 0 0 0 1,455 0 0: 275 240
Old : 38,690: 29,565 33,075 6,840 4,820 555 0 0 0 1,455 0 0: 275 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 845: 185 725 0 60 60 0 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 85.5 17.7 12.5 1.4 0.0 0.0 0.0 3.8 0.0 0.0: 0.7 0.6
Old : 100.0: 76.4 85.5 17.7 12.5 1.4 0.0 0.0 0.0 3.8 0.0 0.0: 0.7 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 : 25: 18 8 . . . 0 0 0 . 0 0:
Old : 25: 18 8 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 96.3 74.1 99.1 51.6 93.3 70.7 93.3
Old : 51.6 96.3 74.1 99.1 51.6 93.3 70.7 93.3
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, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,265: 33,260 35,715 9,350 6,740 2,410 0 0 0 2,030 2,400 0: 215 0
Old : 47,265: 33,260 35,715 9,350 6,740 2,410 0 0 0 2,030 2,400 0: 215 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,035: 345 885 60 120 30 0 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 75.6 19.8 14.3 5.1 0.0 0.0 0.0 4.3 5.1 0.0: 0.5 0.0
Old : 100.0: 70.4 75.6 19.8 14.3 5.1 0.0 0.0 0.0 4.3 5.1 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 21 12 . . . 0 0 0 . . 0:
Old : 28: 21 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 : 45.4 91.7 72.0 98.5 44.8 88.0 69.1 92.0
Old : 45.4 91.7 72.0 98.5 44.8 88.0 69.1 92.0
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, March 21, 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 : 276,327: 199,759 250,353 13,404 15,236 8,378 0 0 0 52,876 450 1,910: 0 0
Old : 276,327: 199,759 250,353 13,404 15,236 8,378 0 0 0 52,876 450 1,910: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 4,688: 1,943 4,679 0 400 0 0 0 0 3,136 0 -391: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 90.6 4.9 5.5 3.0 0.0 0.0 0.0 19.1 0.2 0.7: 0.0 0.0
Old : 100.0: 72.3 90.6 4.9 5.5 3.0 0.0 0.0 0.0 19.1 0.2 0.7: 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: 21 24 . . . 0 0 0 . . .:
Old : 35: 21 24 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 48.6 77.5 69.3 56.4 46.8 70.0 62.1
Old : 59.6 48.6 77.5 69.3 56.4 46.8 70.0 62.1
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, March 21, 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 : 24,373: 14,228 20,246 475 535 1,208 0 399 582 6,649 684 443: 788 276
Old : 24,373: 14,228 20,246 475 535 1,208 0 399 582 6,649 684 443: 788 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 305: 92 325 -80 -80 60 0 0 0 275 42 -42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 83.1 1.9 2.2 5.0 0.0 1.6 2.4 27.3 2.8 1.8: 3.2 1.1
Old : 100.0: 58.4 83.1 1.9 2.2 5.0 0.0 1.6 2.4 27.3 2.8 1.8: 3.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 26 . . . 0 . . . . .:
Old : 39: 19 26 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 45.5 75.8 59.3 56.5 42.6 67.6 53.8
Old : 59.4 45.5 75.8 59.3 56.5 42.6 67.6 53.8
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, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 37,615: 28,122 37,115 8,292 0 78 548 0 0 396 243 179: 0 0
Old : 37,615: 28,122 37,115 8,292 0 78 548 0 0 396 243 179: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 207: 384 361 -205 0 -77 0 0 0 105 -77 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 98.7 22.0 0.0 0.2 1.5 0.0 0.0 1.1 0.6 0.5: 0.0 0.0
Old : 100.0: 74.8 98.7 22.0 0.0 0.2 1.5 0.0 0.0 1.1 0.6 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 15 . 0 . . 0 0 . . .:
Old : 28: 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 : 74.9 85.1 92.8 95.0 71.9 78.8 83.5 84.7
Old : 74.9 85.1 92.8 95.0 71.9 78.8 83.5 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 304,077: 255,089 206,521 7,872 45,428 33,328 4,680 15,692 3,108 0 0 0: 0 0
Old : 304,077: 255,089 206,521 7,872 45,428 33,328 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: March 14, 2017 :
: 9,801: 9,801 5,121 0 4,680 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 67.9 2.6 14.9 11.0 1.5 5.2 1.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.9 67.9 2.6 14.9 11.0 1.5 5.2 1.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 14 . . . . . . 0 0 0:
Old : 25: 13 14 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 69.5 89.6 88.0 68.0 52.9 74.6 70.1
Old : 72.9 69.5 89.6 88.0 68.0 52.9 74.6 70.1
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, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 18,826: 14,065 13,784 184 654 1,742 945 0 1,018 0 606 84: 788 938
Old : 18,826: 14,065 13,784 184 654 1,742 945 0 1,018 0 606 84: 788 938
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 296: 296 296 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 73.2 1.0 3.5 9.3 5.0 0.0 5.4 0.0 3.2 0.4: 4.2 5.0
Old : 100.0: 74.7 73.2 1.0 3.5 9.3 5.0 0.0 5.4 0.0 3.2 0.4: 4.2 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 : 23: 13 13 . . . . 0 . 0 . .:
Old : 23: 13 13 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 64.8 79.9 82.2 54.2 52.5 63.3 61.3
Old : 61.0 64.8 79.9 82.2 54.2 52.5 63.3 61.3
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, March 21, 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 : 12,932: 10,014 10,009 2,338 1,230 89 0 465 86 106 306 170: 129 577
Old : 12,932: 10,014 10,009 2,338 1,230 89 0 465 86 106 306 170: 129 577
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 227: -42 -11 429 255 -160 -86 57 86 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 77.4 18.1 9.5 0.7 0.0 3.6 0.7 0.8 2.4 1.3: 1.0 4.5
Old : 100.0: 77.4 77.4 18.1 9.5 0.7 0.0 3.6 0.7 0.8 2.4 1.3: 1.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 18 . . . 0 . . . . .:
Old : 30: 17 18 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 45.2 79.9 67.3 45.1 33.2 57.3 51.8
Old : 61.7 45.2 79.9 67.3 45.1 33.2 57.3 51.8
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, March 21, 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 : 155,821: 113,820 104,217 42,001 45,324 0 0 6,280 0 0 0 0: 0 0
Old : 155,821: 113,820 104,217 42,001 45,324 0 0 6,280 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 5,080: -1,600 400 6,680 4,680 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 66.9 27.0 29.1 0.0 0.0 4.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.0 66.9 27.0 29.1 0.0 0.0 4.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 14 . . 0 0 . 0 0 0 0:
Old : 26: 17 14 . . 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 : 67.8 61.7 85.2 83.3 59.5 56.8 75.2 71.7
Old : 67.8 61.7 85.2 83.3 59.5 56.8 75.2 71.7
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, March 21, 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 : 20,533: 15,609 11,515 945 4,431 2,409 0 458 1,384 134 284 52: 0 0
Old : 20,533: 15,609 11,515 945 4,431 2,409 0 458 1,384 134 284 52: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 155: 103 155 52 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 56.1 4.6 21.6 11.7 0.0 2.2 6.7 0.7 1.4 0.3: 0.0 0.0
Old : 100.0: 76.0 56.1 4.6 21.6 11.7 0.0 2.2 6.7 0.7 1.4 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 : 24: 17 13 . . . 0 . . . . .:
Old : 24: 17 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 : 56.9 64.3 80.6 87.3 49.5 50.7 63.4 62.4
Old : 56.9 64.3 80.6 87.3 49.5 50.7 63.4 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, March 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 186,472: 140,627 97,437 20,129 60,087 25,716 0 0 0 0 3,232 0: 0 0
Old : 186,472: 140,627 97,437 20,129 60,087 25,716 0 0 0 0 3,232 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 0: 1,944 0 0 1,944 -1,944 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 52.3 10.8 32.2 13.8 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 75.4 52.3 10.8 32.2 13.8 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 13 . . . 0 0 0 0 . 0:
Old : 20: 12 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 : 78.2 77.7 93.4 92.5 67.5 62.4 74.4 73.5
Old : 78.2 77.7 93.4 92.5 67.5 62.4 74.4 73.5
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, March 21, 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 : 18,425: 12,505 14,865 1,270 380 2,835 420 0 300 280 0 45: 770 0
Old : 18,425: 12,505 14,865 1,270 380 2,835 420 0 300 280 0 45: 770 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -705: -705 -705 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 80.7 6.9 2.1 15.4 2.3 0.0 1.6 1.5 0.0 0.2: 4.2 0.0
Old : 100.0: 67.9 80.7 6.9 2.1 15.4 2.3 0.0 1.6 1.5 0.0 0.2: 4.2 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 : 26: 16 14 . . . . 0 . . 0 .:
Old : 26: 16 14 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 85.9 84.4 95.7 56.5 70.1 63.8 73.3
Old : 73.3 85.9 84.4 95.7 56.5 70.1 63.8 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, March 21, 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 : 18,675: 13,290 15,030 1,270 380 2,765 420 0 300 130 0 200: 300 0
Old : 18,675: 13,290 15,030 1,270 380 2,765 420 0 300 130 0 200: 300 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -705: -705 -705 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 80.5 6.8 2.0 14.8 2.2 0.0 1.6 0.7 0.0 1.1: 1.6 0.0
Old : 100.0: 71.2 80.5 6.8 2.0 14.8 2.2 0.0 1.6 0.7 0.0 1.1: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 15 . . . . 0 . . 0 .:
Old : 30: 19 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 : 71.6 84.6 83.8 94.3 55.5 70.1 63.9 73.6
Old : 71.6 84.6 83.8 94.3 55.5 70.1 63.9 73.6
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, March 21, 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 : 12,110: 10,015 6,325 1,350 5,520 265 0 0 0 180 0 0: 300 0
Old : 12,110: 10,015 6,325 1,350 5,520 265 0 0 0 180 0 0: 300 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 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: 82.7 52.2 11.1 45.6 2.2 0.0 0.0 0.0 1.5 0.0 0.0: 2.5 0.0
Old : 100.0: 82.7 52.2 11.1 45.6 2.2 0.0 0.0 0.0 1.5 0.0 0.0: 2.5 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 : 22: 9 10 . . . 0 0 0 . 0 0:
Old : 22: 9 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 : 71.7 77.0 92.1 90.8 64.6 77.0 85.0 88.4
Old : 71.7 77.0 92.1 90.8 64.6 77.0 85.0 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 33,510: 9,307 27,405 20,825 3,425 2,575 325 0 75 0 0 0: 403 30
Old : 33,510: 9,307 27,405 20,825 3,425 2,575 325 0 75 0 0 0: 403 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 820: 0 820 100 -300 300 300 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 81.8 62.1 10.2 7.7 1.0 0.0 0.2 0.0 0.0 0.0: 1.2 0.1
Old : 100.0: 27.8 81.8 62.1 10.2 7.7 1.0 0.0 0.2 0.0 0.0 0.0: 1.2 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 : 23: 12 12 . . . . 0 . 0 0 0:
Old : 23: 12 12 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.2 80.3 90.6 96.4 72.5 73.3 79.4 81.4
Old : 80.2 80.3 90.6 96.4 72.5 73.3 79.4 81.4
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, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,165: 8,045 24,670 18,215 2,375 4,030 325 0 75 70 0 15: 390 0
Old : 31,165: 8,045 24,670 18,215 2,375 4,030 325 0 75 70 0 15: 390 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 820: 0 820 100 -300 300 300 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 79.2 58.4 7.6 12.9 1.0 0.0 0.2 0.2 0.0 0.0: 1.3 0.0
Old : 100.0: 25.8 79.2 58.4 7.6 12.9 1.0 0.0 0.2 0.2 0.0 0.0: 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 : 23: 12 11 . . . . 0 . . 0 .:
Old : 23: 12 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 : 79.5 81.5 91.5 96.8 69.5 69.0 76.4 79.6
Old : 79.5 81.5 91.5 96.8 69.5 69.0 76.4 79.6
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, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,790: 11,740 13,680 2,070 0 1,500 0 550 0 0 0 0: 480 60
Old : 15,790: 11,740 13,680 2,070 0 1,500 0 550 0 0 0 0: 480 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 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: 74.4 86.6 13.1 0.0 9.5 0.0 3.5 0.0 0.0 0.0 0.0: 3.0 0.4
Old : 100.0: 74.4 86.6 13.1 0.0 9.5 0.0 3.5 0.0 0.0 0.0 0.0: 3.0 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 : 21: 9 11 . 0 . 0 . 0 0 0 0:
Old : 21: 9 11 . 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 : 66.2 76.6 90.4 92.3 63.5 74.9 82.1 83.9
Old : 66.2 76.6 90.4 92.3 63.5 74.9 82.1 83.9
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, March 21, 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 : 19,893: 19,273 10,883 0 8,205 475 0 150 0 0 100 75: 70 5
Old : 19,893: 19,273 10,883 0 8,205 475 0 150 0 0 100 75: 70 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -75: -275 0 0 -275 200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.9 54.7 0.0 41.2 2.4 0.0 0.8 0.0 0.0 0.5 0.4: 0.4 0.0
Old : 100.0: 96.9 54.7 0.0 41.2 2.4 0.0 0.8 0.0 0.0 0.5 0.4: 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 : 25: 13 14 0 . . 0 . 0 0 . .:
Old : 25: 13 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 : 78.0 64.7 93.4 85.0 74.3 62.4 84.5 81.4
Old : 78.0 64.7 93.4 85.0 74.3 62.4 84.5 81.4
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, March 21, 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 : 21,687: 20,637 11,862 0 8,815 830 0 150 0 100 0 25: 95 5
Old : 21,687: 20,637 11,862 0 8,815 830 0 150 0 100 0 25: 95 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 800: 600 750 0 -150 200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 54.7 0.0 40.6 3.8 0.0 0.7 0.0 0.5 0.0 0.1: 0.4 0.0
Old : 100.0: 95.2 54.7 0.0 40.6 3.8 0.0 0.7 0.0 0.5 0.0 0.1: 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 : 23: 13 11 0 . . 0 . 0 . 0 .:
Old : 23: 13 11 0 . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 76.9 89.7 95.1 64.0 58.3 76.1 75.1
Old : 73.2 76.9 89.7 95.1 64.0 58.3 76.1 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 107,554: 94,484 77,882 2,965 17,240 9,020 270 1,232 480 75 1,635 65: 195 0
Old : 107,554: 94,484 77,882 2,965 17,240 9,020 270 1,232 480 75 1,635 65: 195 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -995: -220 -1,675 -600 905 -185 0 0 0 0 0 0: 10 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 72.4 2.8 16.0 8.4 0.3 1.1 0.4 0.1 1.5 0.1: 0.2 0.0
Old : 100.0: 87.8 72.4 2.8 16.0 8.4 0.3 1.1 0.4 0.1 1.5 0.1: 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 : 50: 31 29 . . 4 . . . . 5 .:
Old : 50: 31 29 . . 4 . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 60.4 69.9 86.1 44.3 55.5 61.2 68.5
Old : 44.8 60.4 69.9 86.1 44.3 55.5 61.2 68.5
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, March 21, 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 : 127,772: 110,145 93,840 4,895 14,558 11,482 470 5,317 555 0 1,830 160: 65 30
Old : 127,772: 110,145 93,840 4,895 14,558 11,482 470 5,317 555 0 1,830 160: 65 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 100: 1,050 -650 -450 1,200 -500 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 73.4 3.8 11.4 9.0 0.4 4.2 0.4 0.0 1.4 0.1: 0.1 0.0
Old : 100.0: 86.2 73.4 3.8 11.4 9.0 0.4 4.2 0.4 0.0 1.4 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 : 50: 33 30 . . 4 . . . 0 4 .:
Old : 50: 33 30 . . 4 . . . 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 : 42.5 58.2 63.6 81.2 42.2 51.5 58.8 67.9
Old : 42.5 58.2 63.6 81.2 42.2 51.5 58.8 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 193,459: 149,213 141,638 14,935 6,591 8,691 5,180 7,049 8,555 3,554 17,603 3,274: 57 58
Old : 193,459: 149,213 141,638 14,935 6,591 8,691 5,180 7,049 8,555 3,554 17,603 3,274: 57 58
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 2,767: 4,711 1,536 -1,004 751 -153 80 1,794 -1,210 377 92 -29: -5 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 73.2 7.7 3.4 4.5 2.7 3.6 4.4 1.8 9.1 1.7: 0.0 0.0
Old : 100.0: 77.1 73.2 7.7 3.4 4.5 2.7 3.6 4.4 1.8 9.1 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 73: 37 40 4 . 4 . 5 . 6 8 8:
Old : 73: 37 40 4 . 4 . 5 . 6 8 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 56.8 56.0 71.5 33.0 50.7 48.7 58.9
Old : 36.1 56.8 56.0 71.5 33.0 50.7 48.7 58.9
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, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 124,406: 113,688 92,244 5,294 18,072 2,622 0 3,988 2,105 415 5,110 225: 57 40
Old : 124,406: 113,688 92,244 5,294 18,072 2,622 0 3,988 2,105 415 5,110 225: 57 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 2,433: 2,403 1,233 20 1,135 10 0 55 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 74.1 4.3 14.5 2.1 0.0 3.2 1.7 0.3 4.1 0.2: 0.0 0.0
Old : 100.0: 91.4 74.1 4.3 14.5 2.1 0.0 3.2 1.7 0.3 4.1 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 : 49: 31 30 . . 4 0 4 . . 4 .:
Old : 49: 31 30 . . 4 0 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 65.4 61.1 80.1 38.9 57.0 55.7 66.4
Old : 39.1 65.4 61.1 80.1 38.9 57.0 55.7 66.4
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, March 21, 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 : 49,095: 40,690 39,845 3,730 5,210 3,510 180 475 0 835 0 30: 120 25
Old : 49,095: 40,690 39,845 3,730 5,210 3,510 180 475 0 835 0 30: 120 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,000: 350 1,100 200 -800 400 0 300 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 81.2 7.6 10.6 7.1 0.4 1.0 0.0 1.7 0.0 0.1: 0.2 0.1
Old : 100.0: 82.9 81.2 7.6 10.6 7.1 0.4 1.0 0.0 1.7 0.0 0.1: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 9 . . . . . 0 . 0 .:
Old : 29: 20 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 : 60.7 93.4 82.0 97.9 59.3 85.9 76.1 89.0
Old : 60.7 93.4 82.0 97.9 59.3 85.9 76.1 89.0
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, March 21, 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 : 46,090: 37,730 40,360 3,105 595 4,515 0 475 0 645 75 0: 95 70
Old : 46,090: 37,730 40,360 3,105 595 4,515 0 475 0 645 75 0: 95 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,100: 300 700 300 -400 500 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 87.6 6.7 1.3 9.8 0.0 1.0 0.0 1.4 0.2 0.0: 0.2 0.2
Old : 100.0: 81.9 87.6 6.7 1.3 9.8 0.0 1.0 0.0 1.4 0.2 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 8 . . . 0 . 0 . . 0:
Old : 29: 20 8 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 94.0 82.9 98.6 60.1 84.0 75.6 87.7
Old : 64.1 94.0 82.9 98.6 60.1 84.0 75.6 87.7
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, March 21, 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 : 30,177: 26,706 19,526 0 8,235 2,106 950 0 250 0 0 0: 165 60
Old : 30,177: 26,706 19,526 0 8,235 2,106 950 0 250 0 0 0: 165 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 5: -290 -10 0 -280 295 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 64.7 0.0 27.3 7.0 3.1 0.0 0.8 0.0 0.0 0.0: 0.5 0.2
Old : 100.0: 88.5 64.7 0.0 27.3 7.0 3.1 0.0 0.8 0.0 0.0 0.0: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 22 0 . . . 0 . 0 0 0:
Old : 32: 23 22 0 . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 51.9 69.1 79.5 38.4 44.7 58.5 69.3
Old : 46.5 51.9 69.1 79.5 38.4 44.7 58.5 69.3
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, March 21, 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 : 21,205: 15,840 17,035 700 1,385 2,665 750 0 0 1,250 0 0: 0 120
Old : 21,205: 15,840 17,035 700 1,385 2,665 750 0 0 1,250 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 345: 345 0 -300 45 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 80.3 3.3 6.5 12.6 3.5 0.0 0.0 5.9 0.0 0.0: 0.0 0.6
Old : 100.0: 74.7 80.3 3.3 6.5 12.6 3.5 0.0 0.0 5.9 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: 18 15 . . . . 0 0 . 0 0:
Old : 26: 18 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 55.2 67.1 85.1 36.8 49.9 54.0 69.3
Old : 44.0 55.2 67.1 85.1 36.8 49.9 54.0 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 151,445: 101,181 85,425 2,431 21,937 29,713 7,160 0 10,960 0 3,410 0: 0 0
Old : 151,445: 101,181 85,425 2,431 21,937 29,713 7,160 0 10,960 0 3,410 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 2,730: 820 3,150 2,431 101 -521 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 56.4 1.6 14.5 19.6 4.7 0.0 7.2 0.0 2.3 0.0: 0.0 0.0
Old : 100.0: 66.8 56.4 1.6 14.5 19.6 4.7 0.0 7.2 0.0 2.3 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: 17 13 . . . . 0 . 0 . 0:
Old : 25: 17 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 : 53.9 71.4 84.2 87.0 30.7 40.0 37.2 43.4
Old : 53.9 71.4 84.2 87.0 30.7 40.0 37.2 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 30,467: 23,457 29,052 5,815 250 0 0 0 0 0 0 0: 1,195 1,165
Old : 30,467: 23,457 29,052 5,815 250 0 0 0 0 0 0 0: 1,195 1,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 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: 77.0 95.4 19.1 0.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 3.8
Old : 100.0: 77.0 95.4 19.1 0.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 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 : 22: 13 14 . . 0 0 0 0 0 0 0:
Old : 22: 13 14 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 62.1 92.0 85.8 64.3 58.1 76.7 74.8
Old : 77.4 62.1 92.0 85.8 64.3 58.1 76.7 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 27,525: 20,405 26,005 5,930 250 0 0 0 0 0 0 0: 1,190 1,270
Old : 27,525: 20,405 26,005 5,930 250 0 0 0 0 0 0 0: 1,190 1,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 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: 74.1 94.5 21.5 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 4.6
Old : 100.0: 74.1 94.5 21.5 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 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 : 20: 12 15 . . 0 0 0 0 0 0 0:
Old : 20: 12 15 . . 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 : 83.6 62.3 93.9 86.4 68.5 56.9 74.6 72.0
Old : 83.6 62.3 93.9 86.4 68.5 56.9 74.6 72.0
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, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,841: 18,163 21,011 6,915 3,902 1,577 125 975 0 1,339 1,100 0: 722 276
Old : 28,841: 18,163 21,011 6,915 3,902 1,577 125 975 0 1,339 1,100 0: 722 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 448: 525 610 -87 -172 10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 72.9 24.0 13.5 5.5 0.4 3.4 0.0 4.6 3.8 0.0: 2.5 1.0
Old : 100.0: 63.0 72.9 24.0 13.5 5.5 0.4 3.4 0.0 4.6 3.8 0.0: 2.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 15 . . . . . 0 . . 0:
Old : 30: 16 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 : 52.2 50.1 79.6 72.2 46.2 49.0 69.2 66.7
Old : 52.2 50.1 79.6 72.2 46.2 49.0 69.2 66.7
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, March 21, 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 : 17,940: 13,836 13,866 1,595 3,082 690 300 0 0 852 0 7: 660 295
Old : 17,940: 13,836 13,866 1,595 3,082 690 300 0 0 852 0 7: 660 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 290: 330 265 -40 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 77.3 8.9 17.2 3.8 1.7 0.0 0.0 4.7 0.0 0.0: 3.7 1.6
Old : 100.0: 77.1 77.3 8.9 17.2 3.8 1.7 0.0 0.0 4.7 0.0 0.0: 3.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 14 . . . . 0 0 . 0 .:
Old : 26: 14 14 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 55.1 71.4 76.7 45.9 54.9 63.3 72.9
Old : 51.6 55.1 71.4 76.7 45.9 54.9 63.3 72.9
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, March 21, 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 : 33,852: 30,042 16,038 763 12,354 856 0 3,637 0 1,567 475 420: 204 72
Old : 33,852: 30,042 16,038 763 12,354 856 0 3,637 0 1,567 475 420: 204 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 892: 701 953 155 -17 36 0 -70 0 35 25 -35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 47.4 2.3 36.5 2.5 0.0 10.7 0.0 4.6 1.4 1.2: 0.6 0.2
Old : 100.0: 88.7 47.4 2.3 36.5 2.5 0.0 10.7 0.0 4.6 1.4 1.2: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 19 . . . 0 . 0 4 . .:
Old : 40: 25 19 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 52.0 71.2 78.3 52.0 49.3 63.9 74.7
Old : 55.5 52.0 71.2 78.3 52.0 49.3 63.9 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 20,971: 19,071 14,647 0 4,599 1,605 45 0 5 0 0 0: 245 115
Old : 20,971: 19,071 14,647 0 4,599 1,605 45 0 5 0 0 0: 245 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 705: 645 860 0 -215 60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 69.8 0.0 21.9 7.7 0.2 0.0 0.0 0.0 0.0 0.0: 1.2 0.5
Old : 100.0: 90.9 69.8 0.0 21.9 7.7 0.2 0.0 0.0 0.0 0.0 0.0: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 14 0 4 . . 0 . 0 0 0:
Old : 30: 20 14 0 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 : 53.0 60.9 74.0 81.9 49.3 58.6 67.2 76.0
Old : 53.0 60.9 74.0 81.9 49.3 58.6 67.2 76.0
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, March 21, 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 : 21,190: 13,151 17,748 6,341 660 1,092 0 600 0 0 1,005 85: 521 0
Old : 21,190: 13,151 17,748 6,341 660 1,092 0 600 0 0 1,005 85: 521 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 100: 100 -75 0 0 0 0 175 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 83.8 29.9 3.1 5.2 0.0 2.8 0.0 0.0 4.7 0.4: 2.5 0.0
Old : 100.0: 62.1 83.8 29.9 3.1 5.2 0.0 2.8 0.0 0.0 4.7 0.4: 2.5 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 : 28: 17 14 4 . . 0 . 0 0 . .:
Old : 28: 17 14 4 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 67.9 82.3 84.3 51.8 65.5 77.0 79.8
Old : 57.1 67.9 82.3 84.3 51.8 65.5 77.0 79.8
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, March 21, 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 : 35,641: 32,351 21,764 2,080 12,077 900 0 525 0 50 0 0: 260 375
Old : 35,641: 32,351 21,764 2,080 12,077 900 0 525 0 50 0 0: 260 375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -210: -325 -5 30 -240 35 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 61.1 5.8 33.9 2.5 0.0 1.5 0.0 0.1 0.0 0.0: 0.7 1.1
Old : 100.0: 90.8 61.1 5.8 33.9 2.5 0.0 1.5 0.0 0.1 0.0 0.0: 0.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 24 20 . . . 0 . 0 . 0 0:
Old : 31: 24 20 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 55.0 63.1 79.4 38.7 51.6 58.8 69.3
Old : 39.8 55.0 63.1 79.4 38.7 51.6 58.8 69.3
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, March 21, 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 : 18,640: 12,633 15,328 3,065 950 1,990 0 0 0 505 0 8: 439 364
Old : 18,640: 12,633 15,328 3,065 950 1,990 0 0 0 505 0 8: 439 364
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -16: -16 -16 -60 -60 60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 82.2 16.4 5.1 10.7 0.0 0.0 0.0 2.7 0.0 0.0: 2.4 2.0
Old : 100.0: 67.8 82.2 16.4 5.1 10.7 0.0 0.0 0.0 2.7 0.0 0.0: 2.4 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 : 22: 17 13 . . . 0 0 0 . 0 .:
Old : 22: 17 13 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 77.1 70.4 91.8 35.9 64.2 50.9 65.3
Old : 44.5 77.1 70.4 91.8 35.9 64.2 50.9 65.3
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, March 21, 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 : 13,970: 7,805 10,365 1,840 0 3,020 0 0 0 695 0 0: 610 585
Old : 13,970: 7,805 10,365 1,840 0 3,020 0 0 0 695 0 0: 610 585
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 365: 480 -175 5 0 0 0 0 0 0 0 0: -120 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 74.2 13.2 0.0 21.6 0.0 0.0 0.0 5.0 0.0 0.0: 4.4 4.2
Old : 100.0: 55.9 74.2 13.2 0.0 21.6 0.0 0.0 0.0 5.0 0.0 0.0: 4.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 16 13 . 0 . 0 0 0 . 0 0:
Old : 21: 16 13 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 57.8 74.9 80.8 30.4 34.4 40.6 46.0
Old : 49.5 57.8 74.9 80.8 30.4 34.4 40.6 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 39,320: 23,497 29,597 11,555 4,580 0 0 0 0 0 725 0: 4,268 4,418
Old : 39,320: 23,497 29,597 11,555 4,580 0 0 0 0 0 725 0: 4,268 4,418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -160: 0 -300 -300 0 0 0 0 0 0 0 0: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 75.3 29.4 11.6 0.0 0.0 0.0 0.0 0.0 1.8 0.0: 10.9 11.2
Old : 100.0: 59.8 75.3 29.4 11.6 0.0 0.0 0.0 0.0 0.0 1.8 0.0: 10.9 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 18 . . 0 0 0 0 0 . 0:
Old : 23: 12 18 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 46.8 88.3 70.8 77.7 46.7 79.1 67.3
Old : 78.7 46.8 88.3 70.8 77.7 46.7 79.1 67.3
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, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,816: 21,938 27,018 10,705 4,750 0 0 0 0 0 725 0: 4,173 4,323
Old : 36,816: 21,938 27,018 10,705 4,750 0 0 0 0 0 725 0: 4,173 4,323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -160: 0 -300 -300 0 0 0 0 0 0 0 0: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 73.4 29.1 12.9 0.0 0.0 0.0 0.0 0.0 2.0 0.0: 11.3 11.7
Old : 100.0: 59.6 73.4 29.1 12.9 0.0 0.0 0.0 0.0 0.0 2.0 0.0: 11.3 11.7
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: 10 18 . . 0 0 0 0 0 . 0:
Old : 23: 10 18 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.3 45.9 87.9 68.4 76.7 45.9 77.8 64.9
Old : 81.3 45.9 87.9 68.4 76.7 45.9 77.8 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 40,540: 36,765 8,055 900 5,265 480 0 12,900 300 175 11,970 105: 1,815 1,465
Old : 40,540: 36,765 8,055 900 5,265 480 0 12,900 300 175 11,970 105: 1,815 1,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -1,955: -2,000 750 0 -2,430 0 0 0 0 0 -320 0: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 19.9 2.2 13.0 1.2 0.0 31.8 0.7 0.4 29.5 0.3: 4.5 3.6
Old : 100.0: 90.7 19.9 2.2 13.0 1.2 0.0 31.8 0.7 0.4 29.5 0.3: 4.5 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 : 29: 15 16 . . . 0 . . . . .:
Old : 29: 15 16 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 74.2 85.0 86.0 69.7 73.0 79.5 79.4
Old : 73.2 74.2 85.0 86.0 69.7 73.0 79.5 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,870: 34,750 8,330 650 7,025 530 0 12,675 510 75 7,695 0: 1,355 1,105
Old : 37,870: 34,750 8,330 650 7,025 530 0 12,675 510 75 7,695 0: 1,355 1,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -2,200: -2,200 550 0 -2,430 0 0 0 0 0 -320 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 22.0 1.7 18.6 1.4 0.0 33.5 1.3 0.2 20.3 0.0: 3.6 2.9
Old : 100.0: 91.8 22.0 1.7 18.6 1.4 0.0 33.5 1.3 0.2 20.3 0.0: 3.6 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: 15 15 . . . 0 . . . . 0:
Old : 29: 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 : 73.9 72.3 85.0 86.6 72.9 70.4 82.2 79.1
Old : 73.9 72.3 85.0 86.6 72.9 70.4 82.2 79.1
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, March 21, 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 : 38,308: 20,370 29,915 9,452 875 3,988 890 0 340 1,875 1,905 95: 1,298 1,190
Old : 38,308: 20,370 29,915 9,452 875 3,988 890 0 340 1,875 1,905 95: 1,298 1,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,510: 3,235 1,840 -1,525 0 -25 100 0 0 -150 -180 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 78.1 24.7 2.3 10.4 2.3 0.0 0.9 4.9 5.0 0.2: 3.4 3.1
Old : 100.0: 53.2 78.1 24.7 2.3 10.4 2.3 0.0 0.9 4.9 5.0 0.2: 3.4 3.1
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: 15 9 . . . . 0 . . . .:
Old : 25: 15 9 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 79.8 84.2 93.5 52.4 70.7 72.7 77.8
Old : 60.8 79.8 84.2 93.5 52.4 70.7 72.7 77.8
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, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,060: 17,925 28,640 10,285 450 3,410 940 0 340 1,875 2,080 95: 1,190 1,045
Old : 36,060: 17,925 28,640 10,285 450 3,410 940 0 340 1,875 2,080 95: 1,190 1,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,575: 2,675 1,880 -1,125 0 275 100 0 0 -150 -380 0: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 79.4 28.5 1.2 9.5 2.6 0.0 0.9 5.2 5.8 0.3: 3.3 2.9
Old : 100.0: 49.7 79.4 28.5 1.2 9.5 2.6 0.0 0.9 5.2 5.8 0.3: 3.3 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 : 24: 14 9 . . . . 0 . . . .:
Old : 24: 14 9 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 79.0 85.3 94.0 54.5 71.4 72.4 76.8
Old : 62.4 79.0 85.3 94.0 54.5 71.4 72.4 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,040: 23,680 19,240 10,230 325 2,765 0 13,705 0 0 750 0: 365 255
Old : 37,040: 23,680 19,240 10,230 325 2,765 0 13,705 0 0 750 0: 365 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 20: -290 10 300 0 0 0 0 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 51.9 27.6 0.9 7.5 0.0 37.0 0.0 0.0 2.0 0.0: 1.0 0.7
Old : 100.0: 63.9 51.9 27.6 0.9 7.5 0.0 37.0 0.0 0.0 2.0 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 : 24: 13 8 . . . 0 . 0 0 . 0:
Old : 24: 13 8 . . . 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 : 78.4 89.6 91.2 95.8 71.8 84.9 83.7 89.0
Old : 78.4 89.6 91.2 95.8 71.8 84.9 83.7 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,030: 19,675 16,710 10,155 475 2,615 0 12,755 0 0 0 0: 585 475
Old : 33,030: 19,675 16,710 10,155 475 2,615 0 12,755 0 0 0 0: 585 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 225: -75 225 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 50.6 30.7 1.4 7.9 0.0 38.6 0.0 0.0 0.0 0.0: 1.8 1.4
Old : 100.0: 59.6 50.6 30.7 1.4 7.9 0.0 38.6 0.0 0.0 0.0 0.0: 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 : 21: 12 7 . . . 0 . 0 0 0 0:
Old : 21: 12 7 . . . 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 : 79.1 92.6 91.5 98.0 71.6 86.1 84.1 89.1
Old : 79.1 92.6 91.5 98.0 71.6 86.1 84.1 89.1
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, March 21, 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 : 28,470: 23,025 17,845 150 6,370 2,010 125 130 50 1,060 0 220: 1,830 1,845
Old : 28,470: 23,025 17,845 150 6,370 2,010 125 130 50 1,060 0 220: 1,830 1,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 700: 850 0 0 900 -200 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 62.7 0.5 22.4 7.1 0.4 0.5 0.2 3.7 0.0 0.8: 6.4 6.5
Old : 100.0: 80.9 62.7 0.5 22.4 7.1 0.4 0.5 0.2 3.7 0.0 0.8: 6.4 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 6 . . . . . . . 0 .:
Old : 25: 13 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 : 68.1 82.2 84.7 92.1 61.7 75.1 73.8 78.4
Old : 68.1 82.2 84.7 92.1 61.7 75.1 73.8 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 27,805: 22,340 17,400 150 6,500 1,925 125 130 50 1,430 0 370: 1,415 1,430
Old : 27,805: 22,340 17,400 150 6,500 1,925 125 130 50 1,430 0 370: 1,415 1,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 1,100: 1,400 250 0 1,000 0 50 0 0 -200 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 62.6 0.5 23.4 6.9 0.4 0.5 0.2 5.1 0.0 1.3: 5.1 5.1
Old : 100.0: 80.3 62.6 0.5 23.4 6.9 0.4 0.5 0.2 5.1 0.0 1.3: 5.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 5 . . . . . . 4 0 .:
Old : 26: 14 5 . . . . . . 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 : 70.2 83.8 84.9 94.0 63.5 76.8 73.4 79.1
Old : 70.2 83.8 84.9 94.0 63.5 76.8 73.4 79.1
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, March 21, 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 : 35,452: 27,320 15,674 0 15,816 275 4,845 475 600 900 1,125 0: 1,512 1,487
Old : 35,452: 27,320 15,674 0 15,816 275 4,845 475 600 900 1,125 0: 1,512 1,487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 113: 100 50 0 0 0 50 100 0 0 0 0: -37 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 44.2 0.0 44.6 0.8 13.7 1.3 1.7 2.5 3.2 0.0: 4.3 4.2
Old : 100.0: 77.1 44.2 0.0 44.6 0.8 13.7 1.3 1.7 2.5 3.2 0.0: 4.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 8 0 . . . . . . . 0:
Old : 27: 16 8 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 79.6 81.3 91.0 58.6 72.9 73.0 81.5
Old : 63.0 79.6 81.3 91.0 58.6 72.9 73.0 81.5
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, March 21, 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 : 26,655: 22,095 13,410 0 8,720 1,160 1,020 675 110 150 815 0: 2,120 1,765
Old : 26,655: 22,095 13,410 0 8,720 1,160 1,020 675 110 150 815 0: 2,120 1,765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -570: -800 0 0 -900 200 0 100 0 0 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 50.3 0.0 32.7 4.4 3.8 2.5 0.4 0.6 3.1 0.0: 8.0 6.6
Old : 100.0: 82.9 50.3 0.0 32.7 4.4 3.8 2.5 0.4 0.6 3.1 0.0: 8.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 9 0 . . . . . . . 0:
Old : 25: 14 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 : 54.5 73.6 72.8 87.3 49.9 61.8 65.5 71.8
Old : 54.5 73.6 72.8 87.3 49.9 61.8 65.5 71.8
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, March 21, 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 : 124,058: 51,584 112,178 30,259 995 2,775 22,160 0 305 9,345 150 25: 7,605 7,630
Old : 124,058: 51,584 112,178 30,259 995 2,775 22,160 0 305 9,345 150 25: 7,605 7,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 680: 2,475 700 -1,830 25 -25 -100 0 50 180 0 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 90.4 24.4 0.8 2.2 17.9 0.0 0.2 7.5 0.1 0.0: 6.1 6.2
Old : 100.0: 41.6 90.4 24.4 0.8 2.2 17.9 0.0 0.2 7.5 0.1 0.0: 6.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 23 . . . . 0 . . . .:
Old : 39: 18 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 : 64.8 57.5 81.6 74.9 62.3 57.1 76.6 70.5
Old : 64.8 57.5 81.6 74.9 62.3 57.1 76.6 70.5
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, March 21, 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 : 110,210: 48,355 100,100 23,660 1,895 1,730 24,810 0 425 5,315 0 0: 5,915 6,060
Old : 110,210: 48,355 100,100 23,660 1,895 1,730 24,810 0 425 5,315 0 0: 5,915 6,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -465: 2,050 -875 -3,030 25 -25 -50 0 50 180 0 0: 360 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 90.8 21.5 1.7 1.6 22.5 0.0 0.4 4.8 0.0 0.0: 5.4 5.5
Old : 100.0: 43.9 90.8 21.5 1.7 1.6 22.5 0.0 0.4 4.8 0.0 0.0: 5.4 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 22 . . . . 0 . 4 0 0:
Old : 36: 16 22 . . . . 0 . 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 : 69.8 58.8 85.7 75.6 67.1 58.5 80.1 71.8
Old : 69.8 58.8 85.7 75.6 67.1 58.5 80.1 71.8
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, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,585: 18,170 9,380 0 8,195 75 0 625 25 0 0 0: 2,315 2,285
Old : 20,585: 18,170 9,380 0 8,195 75 0 625 25 0 0 0: 2,315 2,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 175: 150 200 0 0 0 0 -50 25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 45.6 0.0 39.8 0.4 0.0 3.0 0.1 0.0 0.0 0.0: 11.2 11.1
Old : 100.0: 88.3 45.6 0.0 39.8 0.4 0.0 3.0 0.1 0.0 0.0 0.0: 11.2 11.1
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: 17 12 0 . . 0 . . 0 0 0:
Old : 22: 17 12 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 66.1 72.9 79.9 42.2 53.2 57.6 61.7
Old : 47.8 66.1 72.9 79.9 42.2 53.2 57.6 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, March 21, 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 : 19,500: 16,855 9,000 0 8,835 875 0 75 0 900 0 0: 870 715
Old : 19,500: 16,855 9,000 0 8,835 875 0 75 0 900 0 0: 870 715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 500: 350 500 0 -150 55 0 0 0 0 0 0: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 46.2 0.0 45.3 4.5 0.0 0.4 0.0 4.6 0.0 0.0: 4.5 3.7
Old : 100.0: 86.4 46.2 0.0 45.3 4.5 0.0 0.4 0.0 4.6 0.0 0.0: 4.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 17 10 0 . . 0 . 0 . 0 0:
Old : 23: 17 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 : 52.9 79.1 73.1 91.1 35.5 61.2 54.6 65.3
Old : 52.9 79.1 73.1 91.1 35.5 61.2 54.6 65.3
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, March 21, 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 : 39,395: 31,045 24,755 0 2,675 2,175 0 3,115 25 0 500 0: 6,150 6,150
Old : 39,395: 31,045 24,755 0 2,675 2,175 0 3,115 25 0 500 0: 6,150 6,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 25: -50 0 0 -50 50 0 0 25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 62.8 0.0 6.8 5.5 0.0 7.9 0.1 0.0 1.3 0.0: 15.6 15.6
Old : 100.0: 78.8 62.8 0.0 6.8 5.5 0.0 7.9 0.1 0.0 1.3 0.0: 15.6 15.6
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 : 28: 14 15 0 . . 0 . . 0 . 0:
Old : 28: 14 15 0 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 39.7 77.9 59.3 56.6 34.2 64.7 51.1
Old : 64.3 39.7 77.9 59.3 56.6 34.2 64.7 51.1
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, March 21, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,845: 21,035 17,735 65 1,140 4,565 0 2,225 0 0 0 0: 4,180 4,180
Old : 29,845: 21,035 17,735 65 1,140 4,565 0 2,225 0 0 0 0: 4,180 4,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: -500: -250 -400 0 150 0 0 0 0 0 0 0: -250 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 59.4 0.2 3.8 15.3 0.0 7.5 0.0 0.0 0.0 0.0: 14.0 14.0
Old : 100.0: 70.5 59.4 0.2 3.8 15.3 0.0 7.5 0.0 0.0 0.0 0.0: 14.0 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 16 . . . 0 . 0 0 0 0:
Old : 26: 15 16 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 43.4 71.9 64.0 37.1 29.6 48.0 44.4
Old : 45.4 43.4 71.9 64.0 37.1 29.6 48.0 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2017