COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 66,418: 24,834 27,079 7,784 5,496 2,329 3,460 17,054 1,293 19,548 6,413 5,947: 1,223 807 Old : 66,418: 24,834 27,079 7,784 5,496 2,329 3,460 17,054 1,293 19,548 6,413 5,947: 1,223 807 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -3,918: -2,140 -686 -557 -829 296 210 -490 -347 -172 -657 -1,130: -78 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.4 40.8 11.7 8.3 3.5 5.2 25.7 1.9 29.4 9.7 9.0: 1.8 1.2 Old : 100.0: 37.4 40.8 11.7 8.3 3.5 5.2 25.7 1.9 29.4 9.7 9.0: 1.8 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 14 14 4 . 4 . 4 . 15 9 16: Old : 53: 14 14 4 . 4 . 4 . 15 9 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 53.6 65.8 67.0 33.1 40.1 51.3 50.3 Old : 42.4 53.6 65.8 67.0 33.1 40.1 51.3 50.3 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 10,485: 1,910 6,086 514 1,394 291 435 1,128 265 5,753 30 760: 557 531 Old : 10,485: 1,910 6,086 514 1,394 291 435 1,128 265 5,753 30 760: 557 531 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -1,866: -8 -1,390 -13 -216 -60 -20 -61 0 -1,645 -40 -115: -5 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 58.0 4.9 13.3 2.8 4.1 10.8 2.5 54.9 0.3 7.2: 5.3 5.1 Old : 100.0: 18.2 58.0 4.9 13.3 2.8 4.1 10.8 2.5 54.9 0.3 7.2: 5.3 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 : 24: 5 7 . . . . . . 7 . 4: Old : 24: 5 7 . . . . . . 7 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 51.1 73.3 76.0 46.8 45.5 60.9 61.6 Old : 54.1 51.1 73.3 76.0 46.8 45.5 60.9 61.6 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 115,500: 77,355 78,670 7,671 12,269 7,247 15,094 1,990 1,217 3,425 9,986 2,508: 983 1,613 Old : 115,500: 77,355 78,670 7,671 12,269 7,247 15,094 1,990 1,217 3,425 9,986 2,508: 983 1,613 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 923: 601 790 -131 -179 -310 772 107 44 -618 -663 -13: 578 1,147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 68.1 6.6 10.6 6.3 13.1 1.7 1.1 3.0 8.6 2.2: 0.9 1.4 Old : 100.0: 67.0 68.1 6.6 10.6 6.3 13.1 1.7 1.1 3.0 8.6 2.2: 0.9 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 : 72: 37 42 . . 4 5 . 4 6 10 11: Old : 72: 37 42 . . 4 5 . 4 6 10 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 31.1 61.1 51.0 34.2 26.5 46.7 39.8 Old : 44.7 31.1 61.1 51.0 34.2 26.5 46.7 39.8 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 44,690: 29,139 42,748 7,387 0 1,681 0 53 77 6,380 105 26: 0 0 Old : 44,690: 29,139 42,748 7,387 0 1,681 0 53 77 6,380 105 26: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -3,412: -2,480 -2,178 987 0 -877 0 25 -25 -886 -226 -131: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.2 95.7 16.5 0.0 3.8 0.0 0.1 0.2 14.3 0.2 0.1: 0.0 0.0 Old : 100.0: 65.2 95.7 16.5 0.0 3.8 0.0 0.1 0.2 14.3 0.2 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 28 23 . 0 . 0 . . 6 . .: Old : 41: 28 23 . 0 . 0 . . 6 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 57.1 66.8 79.9 36.8 43.4 51.1 58.4 Old : 42.7 57.1 66.8 79.9 36.8 43.4 51.1 58.4 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 392,782: 336,791 279,587 0 78,052 29,639 5,664 0 0 19,136 3,952 1,552: 0 0 Old : 392,782: 336,791 279,587 0 78,052 29,639 5,664 0 0 19,136 3,952 1,552: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -29,727: -28,911 -25,105 0 -4,310 0 -4,432 0 0 4,272 344 -656: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 71.2 0.0 19.9 7.5 1.4 0.0 0.0 4.9 1.0 0.4: 0.0 0.0 Old : 100.0: 85.7 71.2 0.0 19.9 7.5 1.4 0.0 0.0 4.9 1.0 0.4: 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 : 35: 23 22 0 . . . 0 0 . . .: Old : 35: 23 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 : 57.4 45.9 76.2 74.2 43.6 34.7 50.4 45.9 Old : 57.4 45.9 76.2 74.2 43.6 34.7 50.4 45.9 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 1,307,313: 1,082,301 985,607 122,700 85,645 46,058 7,473 86,367 11,762 23,107 74,362 4,312: 9,600 13,200 Old : 1,307,313: 1,082,301 985,607 122,700 85,645 46,058 7,473 86,367 11,762 23,107 74,362 4,312: 9,600 13,200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 28,963: 20,585 6,204 -7,734 1,007 3,824 4,704 8,232 -3,136 -464 -1,952 1,584: 9,600 13,200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 75.4 9.4 6.6 3.5 0.6 6.6 0.9 1.8 5.7 0.3: 0.7 1.0 Old : 100.0: 82.8 75.4 9.4 6.6 3.5 0.6 6.6 0.9 1.8 5.7 0.3: 0.7 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 : 55: 32 35 . . 4 . . . 4 . .: Old : 55: 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 : 40.7 44.1 65.6 65.3 34.0 33.3 48.4 49.5 Old : 40.7 44.1 65.6 65.3 34.0 33.3 48.4 49.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 69,477: 57,055 45,137 7,515 14,395 1,898 0 3,321 839 1,355 3,072 815: 0 0 Old : 69,477: 57,055 45,137 7,515 14,395 1,898 0 3,321 839 1,355 3,072 815: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,400: 415 1,724 286 -1,395 878 0 -175 -78 30 577 -131: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.1 65.0 10.8 20.7 2.7 0.0 4.8 1.2 2.0 4.4 1.2: 0.0 0.0 Old : 100.0: 82.1 65.0 10.8 20.7 2.7 0.0 4.8 1.2 2.0 4.4 1.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 22 21 . . . 0 4 . 4 4 .: Old : 40: 22 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 : 73.8 68.1 82.9 77.6 70.1 60.7 75.2 68.8 Old : 73.8 68.1 82.9 77.6 70.1 60.7 75.2 68.8 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 305,024: 245,056 184,140 41,795 93,680 11,336 330 2,921 4,635 1,872 8,312 0: 0 0 Old : 305,024: 245,056 184,140 41,795 93,680 11,336 330 2,921 4,635 1,872 8,312 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -424: -936 -2,727 0 1,463 512 0 0 0 0 328 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.3 60.4 13.7 30.7 3.7 0.1 1.0 1.5 0.6 2.7 0.0: 0.0 0.0 Old : 100.0: 80.3 60.4 13.7 30.7 3.7 0.1 1.0 1.5 0.6 2.7 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 13 . . . . . . . 4 0: Old : 26: 13 13 . . . . . . . 4 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.2 71.7 89.1 86.9 76.3 62.1 79.2 74.0 Old : 78.2 71.7 89.1 86.9 76.3 62.1 79.2 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 366,996: 245,727 276,124 70,214 7,514 41,557 0 30,318 7,122 1,176 3,161 0: 1,200 1,200 Old : 366,996: 245,727 276,124 70,214 7,514 41,557 0 30,318 7,122 1,176 3,161 0: 1,200 1,200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 12,185: 8,347 6,174 -3,357 -400 5,211 0 0 0 784 0 0: 1,200 1,200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 75.2 19.1 2.0 11.3 0.0 8.3 1.9 0.3 0.9 0.0: 0.3 0.3 Old : 100.0: 67.0 75.2 19.1 2.0 11.3 0.0 8.3 1.9 0.3 0.9 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 : 34: 19 21 . . . 0 . . . . 0: Old : 34: 19 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 : 56.1 41.4 77.5 69.2 37.9 35.7 50.4 54.2 Old : 56.1 41.4 77.5 69.2 37.9 35.7 50.4 54.2 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 23,009: 17,318 19,108 2,213 0 2,367 0 177 210 361 86 42: 498 1,019 Old : 23,009: 17,318 19,108 2,213 0 2,367 0 177 210 361 86 42: 498 1,019 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 140: -50 -109 79 0 -133 0 0 0 127 0 42: 75 340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.3 83.0 9.6 0.0 10.3 0.0 0.8 0.9 1.6 0.4 0.2: 2.2 4.4 Old : 100.0: 75.3 83.0 9.6 0.0 10.3 0.0 0.8 0.9 1.6 0.4 0.2: 2.2 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 19 17 . 0 . 0 . . 4 . .: Old : 33: 19 17 . 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 : 44.0 52.1 69.3 77.4 36.4 50.0 51.6 59.2 Old : 44.0 52.1 69.3 77.4 36.4 50.0 51.6 59.2 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 64,812: 39,947 28,515 22,094 19,115 1,790 0 0 0 645 15,000 0: 336 392 Old : 64,812: 39,947 28,515 22,094 19,115 1,790 0 0 0 645 15,000 0: 336 392 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,920: 588 -695 1,352 50 -177 0 0 0 110 2,400 -50: 97 392 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.6 44.0 34.1 29.5 2.8 0.0 0.0 0.0 1.0 23.1 0.0: 0.5 0.6 Old : 100.0: 61.6 44.0 34.1 29.5 2.8 0.0 0.0 0.0 1.0 23.1 0.0: 0.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 24 24 . . . 0 0 0 . . 0: Old : 37: 24 24 . . . 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 : 54.8 71.3 72.0 83.1 52.9 70.0 66.2 80.5 Old : 54.8 71.3 72.0 83.1 52.9 70.0 66.2 80.5 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 84,037: 57,339 41,160 24,249 26,190 1,270 0 0 0 750 15,000 0: 429 417 Old : 84,037: 57,339 41,160 24,249 26,190 1,270 0 0 0 750 15,000 0: 429 417 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 2,474: 1,280 -81 982 50 -107 0 0 0 110 2,400 -50: 259 262 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.2 49.0 28.9 31.2 1.5 0.0 0.0 0.0 0.9 17.8 0.0: 0.5 0.5 Old : 100.0: 68.2 49.0 28.9 31.2 1.5 0.0 0.0 0.0 0.9 17.8 0.0: 0.5 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 : 39: 24 24 . . . 0 0 0 . . 0: Old : 39: 24 24 . . . 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 : 50.9 66.6 70.5 81.7 49.9 65.8 67.6 78.9 Old : 50.9 66.6 70.5 81.7 49.9 65.8 67.6 78.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 34,460: 24,902 28,170 4,230 745 4,345 0 0 0 700 1,050 0: 283 150 Old : 34,460: 24,902 28,170 4,230 745 4,345 0 0 0 700 1,050 0: 283 150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -1,010: -1,215 -735 100 -300 25 0 0 0 0 0 0: 80 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.3 81.7 12.3 2.2 12.6 0.0 0.0 0.0 2.0 3.0 0.0: 0.8 0.4 Old : 100.0: 72.3 81.7 12.3 2.2 12.6 0.0 0.0 0.0 2.0 3.0 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 : 29: 20 16 . . . 0 0 0 . . 0: Old : 29: 20 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 : 45.2 71.5 70.5 85.0 39.2 62.0 51.2 64.4 Old : 45.2 71.5 70.5 85.0 39.2 62.0 51.2 64.4 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 276,824: 184,424 260,448 62,560 0 14,040 3,560 0 0 9,904 0 2,336: 0 0 Old : 276,824: 184,424 260,448 62,560 0 14,040 3,560 0 0 9,904 0 2,336: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 3,960: 5,472 3,960 -1,512 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.6 94.1 22.6 0.0 5.1 1.3 0.0 0.0 3.6 0.0 0.8: 0.0 0.0 Old : 100.0: 66.6 94.1 22.6 0.0 5.1 1.3 0.0 0.0 3.6 0.0 0.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 18 18 . 0 . . 0 0 . 0 .: Old : 31: 18 18 . 0 . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.7 71.5 71.7 85.1 40.9 57.5 54.6 65.3 Old : 47.7 71.5 71.7 85.1 40.9 57.5 54.6 65.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 6,806: 6,065 5,231 0 1,082 300 0 0 0 80 66 0: 361 127 Old : 6,806: 6,065 5,231 0 1,082 300 0 0 0 80 66 0: 361 127 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,597: 1,961 365 -580 972 216 0 0 0 0 0 0: 0 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.1 76.9 0.0 15.9 4.4 0.0 0.0 0.0 1.2 1.0 0.0: 5.3 1.9 Old : 100.0: 89.1 76.9 0.0 15.9 4.4 0.0 0.0 0.0 1.2 1.0 0.0: 5.3 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 12 0 . . 0 0 0 . . 0: Old : 21: 13 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 : 69.5 61.8 83.5 87.7 65.2 53.3 75.0 75.8 Old : 69.5 61.8 83.5 87.7 65.2 53.3 75.0 75.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 7,895: 6,416 5,899 169 111 542 598 0 0 126 617 22: 22 704 Old : 7,895: 6,416 5,899 169 111 542 598 0 0 126 617 22: 22 704 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 126: 126 104 0 0 22 22 0 0 0 44 -44: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 74.7 2.1 1.4 6.9 7.6 0.0 0.0 1.6 7.8 0.3: 0.3 8.9 Old : 100.0: 81.3 74.7 2.1 1.4 6.9 7.6 0.0 0.0 1.6 7.8 0.3: 0.3 8.9 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: 17 16 . . . . 0 0 . . .: Old : 29: 17 16 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 41.0 68.0 66.7 42.7 35.9 59.4 52.8 Old : 45.6 41.0 68.0 66.7 42.7 35.9 59.4 52.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 7,967: 6,812 4,185 0 2,110 90 900 1,032 0 0 250 0: 165 300 Old : 7,967: 6,812 4,185 0 2,110 90 900 1,032 0 0 250 0: 165 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -50: -50 0 0 0 0 0 0 0 0 250 0: 0 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.5 52.5 0.0 26.5 1.1 11.3 13.0 0.0 0.0 3.1 0.0: 2.1 3.8 Old : 100.0: 85.5 52.5 0.0 26.5 1.1 11.3 13.0 0.0 0.0 3.1 0.0: 2.1 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 : 21: 10 10 0 . . . . 0 0 . 0: Old : 21: 10 10 0 . . . . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.4 52.2 90.5 81.1 52.9 50.5 73.6 70.9 Old : 61.4 52.2 90.5 81.1 52.9 50.5 73.6 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 13,750: 11,765 9,295 0 3,370 600 225 0 0 305 100 300: 555 85 Old : 13,750: 11,765 9,295 0 3,370 600 225 0 0 305 100 300: 555 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -275: -710 775 0 -1,390 300 0 0 0 0 0 0: 135 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 67.6 0.0 24.5 4.4 1.6 0.0 0.0 2.2 0.7 2.2: 4.0 0.6 Old : 100.0: 85.6 67.6 0.0 24.5 4.4 1.6 0.0 0.0 2.2 0.7 2.2: 4.0 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 : 21: 8 11 0 . . . 0 0 . . .: Old : 21: 8 11 0 . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.5 63.1 90.8 82.9 69.2 60.9 76.9 77.0 Old : 74.5 63.1 90.8 82.9 69.2 60.9 76.9 77.0 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 43,372: 32,417 36,987 5,925 0 4,935 0 0 0 0 1,360 0: 95 90 Old : 43,372: 32,417 36,987 5,925 0 4,935 0 0 0 0 1,360 0: 95 90 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 225: -120 -155 175 0 80 0 0 0 0 310 0: 90 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 85.3 13.7 0.0 11.4 0.0 0.0 0.0 0.0 3.1 0.0: 0.2 0.2 Old : 100.0: 74.7 85.3 13.7 0.0 11.4 0.0 0.0 0.0 0.0 3.1 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 : 32: 22 23 . 0 . 0 0 0 0 . 0: Old : 32: 22 23 . 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 : 42.4 63.1 73.9 79.1 34.4 55.0 51.4 60.3 Old : 42.4 63.1 73.9 79.1 34.4 55.0 51.4 60.3 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 26,691: 20,701 20,121 2,295 3,880 2,690 0 0 0 825 0 0: 180 0 Old : 26,691: 20,701 20,121 2,295 3,880 2,690 0 0 0 825 0 0: 180 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 470: 495 485 420 430 -445 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 75.4 8.6 14.5 10.1 0.0 0.0 0.0 3.1 0.0 0.0: 0.7 0.0 Old : 100.0: 77.6 75.4 8.6 14.5 10.1 0.0 0.0 0.0 3.1 0.0 0.0: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 20 . . . 0 0 0 . 0 0: Old : 29: 18 20 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 69.1 70.3 89.3 40.4 59.5 57.1 67.5 Old : 48.0 69.1 70.3 89.3 40.4 59.5 57.1 67.5 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 18,672: 14,295 13,881 1,478 2,562 1,104 380 194 0 439 0 422: 554 509 Old : 18,672: 14,295 13,881 1,478 2,562 1,104 380 194 0 439 0 422: 554 509 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 213: 213 256 43 0 -43 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.6 74.3 7.9 13.7 5.9 2.0 1.0 0.0 2.4 0.0 2.3: 3.0 2.7 Old : 100.0: 76.6 74.3 7.9 13.7 5.9 2.0 1.0 0.0 2.4 0.0 2.3: 3.0 2.7 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 : 33: 21 17 . . . . . 0 . 0 .: Old : 33: 21 17 . . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.3 53.5 67.4 76.4 32.9 49.7 51.0 63.3 Old : 41.3 53.5 67.4 76.4 32.9 49.7 51.0 63.3 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 60,869: 55,363 46,969 2,754 3,790 2,228 0 0 0 280 7,468 150: 94 264 Old : 60,869: 55,363 46,969 2,754 3,790 2,228 0 0 0 280 7,468 150: 94 264 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,302: 644 720 540 23 111 0 0 0 0 448 0: 7 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.0 77.2 4.5 6.2 3.7 0.0 0.0 0.0 0.5 12.3 0.2: 0.2 0.4 Old : 100.0: 91.0 77.2 4.5 6.2 3.7 0.0 0.0 0.0 0.5 12.3 0.2: 0.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 26 21 . . . 0 0 0 . 4 .: Old : 39: 26 21 . . . 0 0 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 54.2 73.2 79.8 48.6 49.5 69.7 71.9 Old : 48.8 54.2 73.2 79.8 48.6 49.5 69.7 71.9 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 79,662: 72,000 56,725 3,257 3,628 2,089 354 462 564 616 15,392 731: 51 71 Old : 79,662: 72,000 56,725 3,257 3,628 2,089 354 462 564 616 15,392 731: 51 71 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 2,170: 1,356 1,533 633 -185 100 0 -10 0 -115 537 200: -4 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.4 71.2 4.1 4.6 2.6 0.4 0.6 0.7 0.8 19.3 0.9: 0.1 0.1 Old : 100.0: 90.4 71.2 4.1 4.6 2.6 0.4 0.6 0.7 0.8 19.3 0.9: 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: 27 27 . . . . . . 6 5 8: Old : 53: 27 27 . . . . . . 6 5 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 : 44.3 52.3 65.2 77.8 42.3 47.5 57.7 67.1 Old : 44.3 52.3 65.2 77.8 42.3 47.5 57.7 67.1 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 51,450: 38,175 41,285 9,620 8,620 600 300 0 0 1,085 445 300: 1,370 200 Old : 51,450: 38,175 41,285 9,620 8,620 600 300 0 0 1,085 445 300: 1,370 200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,120: 395 1,060 -255 60 0 0 0 0 60 0 0: 920 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.2 80.2 18.7 16.8 1.2 0.6 0.0 0.0 2.1 0.9 0.6: 2.7 0.4 Old : 100.0: 74.2 80.2 18.7 16.8 1.2 0.6 0.0 0.0 2.1 0.9 0.6: 2.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 18 7 . . . . 0 0 . . .: Old : 25: 18 7 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.1 96.3 71.3 99.5 42.9 92.5 70.1 93.4 Old : 44.1 96.3 71.3 99.5 42.9 92.5 70.1 93.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 61,935: 43,750 45,560 11,865 10,555 2,800 300 0 0 1,420 2,545 475: 1,325 0 Old : 61,935: 43,750 45,560 11,865 10,555 2,800 300 0 0 1,420 2,545 475: 1,325 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,015: 235 1,180 -380 -165 0 0 0 0 40 0 0: 1,120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.6 73.6 19.2 17.0 4.5 0.5 0.0 0.0 2.3 4.1 0.8: 2.1 0.0 Old : 100.0: 70.6 73.6 19.2 17.0 4.5 0.5 0.0 0.0 2.3 4.1 0.8: 2.1 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 : 29: 22 11 . . . . 0 0 . . .: Old : 29: 22 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 : 40.2 90.8 67.8 97.8 38.5 87.9 66.0 91.1 Old : 40.2 90.8 67.8 97.8 38.5 87.9 66.0 91.1 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 306,109: 232,977 278,036 13,421 11,840 13,873 0 0 0 44,678 1,200 1,160: 0 0 Old : 306,109: 232,977 278,036 13,421 11,840 13,873 0 0 0 44,678 1,200 1,160: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 424: 744 824 0 336 -736 0 0 0 416 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 90.8 4.4 3.9 4.5 0.0 0.0 0.0 14.6 0.4 0.4: 0.0 0.0 Old : 100.0: 76.1 90.8 4.4 3.9 4.5 0.0 0.0 0.0 14.6 0.4 0.4: 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 : 35: 20 25 . . . 0 0 0 . . .: Old : 35: 20 25 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 52.3 72.9 69.9 52.0 46.8 68.0 61.4 Old : 53.0 52.3 72.9 69.9 52.0 46.8 68.0 61.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 24,774: 16,051 20,907 477 543 1,108 0 556 335 5,603 595 478: 722 252 Old : 24,774: 16,051 20,907 477 543 1,108 0 556 335 5,603 595 478: 722 252 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 261: 171 216 0 20 2 0 0 0 65 0 23: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.8 84.4 1.9 2.2 4.5 0.0 2.2 1.4 22.6 2.4 1.9: 2.9 1.0 Old : 100.0: 64.8 84.4 1.9 2.2 4.5 0.0 2.2 1.4 22.6 2.4 1.9: 2.9 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 : 38: 21 27 . . . 0 . . . . .: Old : 38: 21 27 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 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 41.4 72.5 59.9 51.2 36.2 65.7 52.0 Old : 54.3 41.4 72.5 59.9 51.2 36.2 65.7 52.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 37,172: 27,945 36,178 7,160 0 564 515 0 0 712 154 276: 0 0 Old : 37,172: 27,945 36,178 7,160 0 564 515 0 0 712 154 276: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -563: -459 -563 -52 0 0 0 0 0 -1 51 -51: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 97.3 19.3 0.0 1.5 1.4 0.0 0.0 1.9 0.4 0.7: 0.0 0.0 Old : 100.0: 75.2 97.3 19.3 0.0 1.5 1.4 0.0 0.0 1.9 0.4 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 : 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 : 72.6 79.8 91.0 91.9 70.2 72.2 78.6 78.2 Old : 72.6 79.8 91.0 91.9 70.2 72.2 78.6 78.2 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 313,093: 259,689 201,986 7,122 46,326 34,501 4,680 21,573 2,331 4,770 1,176 0: 0 5,200 Old : 313,093: 259,689 201,986 7,122 46,326 34,501 4,680 21,573 2,331 4,770 1,176 0: 0 5,200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,888: -2,792 -8,776 0 -4,680 4,680 0 4,680 0 0 784 0: 0 5,200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 64.5 2.3 14.8 11.0 1.5 6.9 0.7 1.5 0.4 0.0: 0.0 1.7 Old : 100.0: 82.9 64.5 2.3 14.8 11.0 1.5 6.9 0.7 1.5 0.4 0.0: 0.0 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 15 . . . . . . . . 0: Old : 28: 15 15 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.7 63.7 86.7 82.7 66.5 49.3 72.9 64.3 Old : 68.7 63.7 86.7 82.7 66.5 49.3 72.9 64.3 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 18,994: 14,472 13,536 444 1,146 1,280 1,376 0 763 130 650 84: 445 1,535 Old : 18,994: 14,472 13,536 444 1,146 1,280 1,376 0 763 130 650 84: 445 1,535 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 0: 168 -370 -22 532 -211 277 0 -255 43 44 0: 0 260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 71.3 2.3 6.0 6.7 7.2 0.0 4.0 0.7 3.4 0.4: 2.3 8.1 Old : 100.0: 76.2 71.3 2.3 6.0 6.7 7.2 0.0 4.0 0.7 3.4 0.4: 2.3 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 16 . . . . 0 . . . .: Old : 26: 16 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 : 58.0 61.4 76.8 77.3 50.9 51.0 62.1 60.0 Old : 58.0 61.4 76.8 77.3 50.9 51.0 62.1 60.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 152,062: 63,984 108,218 81,406 25,124 4,680 0 14,040 0 392 0 0: 1,600 0 Old : 152,062: 63,984 108,218 81,406 25,124 4,680 0 14,040 0 392 0 0: 1,600 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -1,601: -2,001 -2,401 -1,200 800 0 0 0 0 0 0 0: 1,600 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.1 71.2 53.5 16.5 3.1 0.0 9.2 0.0 0.3 0.0 0.0: 1.1 0.0 Old : 100.0: 42.1 71.2 53.5 16.5 3.1 0.0 9.2 0.0 0.3 0.0 0.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 9 . . . 0 . 0 . 0 0: Old : 21: 10 9 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.1 86.5 91.1 97.2 73.4 83.5 86.5 90.2 Old : 74.1 86.5 91.1 97.2 73.4 83.5 86.5 90.2 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 14,876: 9,676 11,617 3,481 1,231 341 751 470 100 129 280 147: 251 690 Old : 14,876: 9,676 11,617 3,481 1,231 341 751 470 100 129 280 147: 251 690 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 840: 263 609 154 -362 277 0 110 0 0 86 0: 146 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 78.1 23.4 8.3 2.3 5.0 3.2 0.7 0.9 1.9 1.0: 1.7 4.6 Old : 100.0: 65.0 78.1 23.4 8.3 2.3 5.0 3.2 0.7 0.9 1.9 1.0: 1.7 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 : 29: 16 18 . . . . . . . . .: Old : 29: 16 18 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 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 45.7 72.8 65.1 36.5 30.3 47.1 44.8 Old : 54.5 45.7 72.8 65.1 36.5 30.3 47.1 44.8 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 170,934: 103,371 122,705 51,923 42,307 0 14,040 5,530 0 0 392 0: 1,600 0 Old : 170,934: 103,371 122,705 51,923 42,307 0 14,040 5,530 0 0 392 0: 1,600 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -3,593: -5,193 -3,593 0 0 0 0 0 0 0 0 0: 1,600 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.5 71.8 30.4 24.8 0.0 8.2 3.2 0.0 0.0 0.2 0.0: 0.9 0.0 Old : 100.0: 60.5 71.8 30.4 24.8 0.0 8.2 3.2 0.0 0.0 0.2 0.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 16 . . 0 . . 0 0 . 0: Old : 27: 18 16 . . 0 . . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 62.7 86.1 84.8 59.4 56.7 72.9 72.2 Old : 69.3 62.7 86.1 84.8 59.4 56.7 72.9 72.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 18,332: 14,317 9,798 591 4,546 2,169 0 306 1,229 0 258 26: 0 0 Old : 18,332: 14,317 9,798 591 4,546 2,169 0 306 1,229 0 258 26: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -1,228: -656 -973 -350 198 -121 0 -231 -76 0 0 -25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 53.4 3.2 24.8 11.8 0.0 1.7 6.7 0.0 1.4 0.1: 0.0 0.0 Old : 100.0: 78.1 53.4 3.2 24.8 11.8 0.0 1.7 6.7 0.0 1.4 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 14 . . . 0 . . 0 . .: Old : 25: 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 : 60.5 64.9 83.0 87.2 55.2 53.0 66.5 63.9 Old : 60.5 64.9 83.0 87.2 55.2 53.0 66.5 63.9 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 171,579: 138,104 85,029 17,083 67,557 16,392 0 0 0 0 2,601 0: 0 0 Old : 171,579: 138,104 85,029 17,083 67,557 16,392 0 0 0 0 2,601 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -6,720: -4,800 -6,080 320 1,920 -2,240 0 0 0 0 -320 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 49.6 10.0 39.4 9.6 0.0 0.0 0.0 0.0 1.5 0.0: 0.0 0.0 Old : 100.0: 80.5 49.6 10.0 39.4 9.6 0.0 0.0 0.0 0.0 1.5 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 12 . . . 0 0 0 0 . 0: Old : 21: 12 12 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.2 78.1 92.1 93.5 71.4 65.7 80.4 78.7 Old : 77.2 78.1 92.1 93.5 71.4 65.7 80.4 78.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 15,955: 10,515 13,080 1,030 0 2,505 340 0 200 280 0 45: 1,040 125 Old : 15,955: 10,515 13,080 1,030 0 2,505 340 0 200 280 0 45: 1,040 125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -300: -190 -125 0 0 -300 0 0 0 0 0 0: 190 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.9 82.0 6.5 0.0 15.7 2.1 0.0 1.3 1.8 0.0 0.3: 6.5 0.8 Old : 100.0: 65.9 82.0 6.5 0.0 15.7 2.1 0.0 1.3 1.8 0.0 0.3: 6.5 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 19 11 . 0 . . 0 . . 0 .: Old : 27: 19 11 . 0 . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.2 84.8 74.4 94.0 41.1 71.7 51.6 71.7 Old : 60.2 84.8 74.4 94.0 41.1 71.7 51.6 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 17,255: 12,385 13,655 845 0 2,645 0 160 405 315 0 215: 445 175 Old : 17,255: 12,385 13,655 845 0 2,645 0 160 405 315 0 215: 445 175 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 175: 110 -50 -110 -260 10 -140 160 140 0 0 0: 165 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 79.1 4.9 0.0 15.3 0.0 0.9 2.3 1.8 0.0 1.2: 2.6 1.0 Old : 100.0: 71.8 79.1 4.9 0.0 15.3 0.0 0.9 2.3 1.8 0.0 1.2: 2.6 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 22 12 . 0 . 0 . . . 0 .: Old : 32: 22 12 . 0 . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 79.2 73.2 90.8 42.1 67.7 53.1 69.2 Old : 59.1 79.2 73.2 90.8 42.1 67.7 53.1 69.2 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 11,605: 8,570 5,865 1,520 4,925 815 0 0 0 180 0 0: 520 0 Old : 11,605: 8,570 5,865 1,520 4,925 815 0 0 0 180 0 0: 520 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 355: -595 25 180 -300 630 0 0 0 0 0 0: 140 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.8 50.5 13.1 42.4 7.0 0.0 0.0 0.0 1.6 0.0 0.0: 4.5 0.0 Old : 100.0: 73.8 50.5 13.1 42.4 7.0 0.0 0.0 0.0 1.6 0.0 0.0: 4.5 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: 10 11 . . . 0 0 0 . 0 0: Old : 22: 10 11 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.7 76.0 86.4 91.6 55.7 73.4 76.3 84.6 Old : 65.7 76.0 86.4 91.6 55.7 73.4 76.3 84.6 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 32,843: 7,987 26,685 20,785 4,305 1,825 1,175 0 0 150 0 0: 921 28 Old : 32,843: 7,987 26,685 20,785 4,305 1,825 1,175 0 0 150 0 0: 921 28 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 525: -595 425 950 100 0 0 0 0 -100 0 0: 270 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 81.3 63.3 13.1 5.6 3.6 0.0 0.0 0.5 0.0 0.0: 2.8 0.1 Old : 100.0: 24.3 81.3 63.3 13.1 5.6 3.6 0.0 0.0 0.5 0.0 0.0: 2.8 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 14 . . . . 0 0 . 0 0: Old : 24: 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 : 78.4 77.7 88.7 96.8 73.5 74.0 80.9 85.5 Old : 78.4 77.7 88.7 96.8 73.5 74.0 80.9 85.5 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 29,874: 6,852 23,205 17,640 3,205 3,440 1,175 0 0 150 0 0: 617 24 Old : 29,874: 6,852 23,205 17,640 3,205 3,440 1,175 0 0 150 0 0: 617 24 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 210: -205 210 200 0 0 0 0 0 0 0 0: 215 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 77.7 59.0 10.7 11.5 3.9 0.0 0.0 0.5 0.0 0.0: 2.1 0.1 Old : 100.0: 22.9 77.7 59.0 10.7 11.5 3.9 0.0 0.0 0.5 0.0 0.0: 2.1 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 : 23: 13 10 . . . . 0 0 . 0 0: Old : 23: 13 10 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.4 85.0 90.6 98.3 70.1 73.4 77.3 81.7 Old : 78.4 85.0 90.6 98.3 70.1 73.4 77.3 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 14,160: 10,870 12,100 1,800 435 1,000 0 375 0 0 0 0: 490 250 Old : 14,160: 10,870 12,100 1,800 435 1,000 0 375 0 0 0 0: 490 250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -425: -635 -465 0 100 -100 0 -50 0 0 0 0: 310 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 85.5 12.7 3.1 7.1 0.0 2.6 0.0 0.0 0.0 0.0: 3.5 1.8 Old : 100.0: 76.8 85.5 12.7 3.1 7.1 0.0 2.6 0.0 0.0 0.0 0.0: 3.5 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 10 . . . 0 . 0 0 0 0: Old : 22: 12 10 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.2 76.8 85.6 92.6 62.5 74.5 78.4 83.9 Old : 65.2 76.8 85.6 92.6 62.5 74.5 78.4 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 9,830: 7,225 8,175 1,120 515 880 0 150 0 0 0 0: 605 110 Old : 9,830: 7,225 8,175 1,120 515 880 0 150 0 0 0 0: 605 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -425: -635 -425 0 100 -100 0 -50 0 0 0 0: 310 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 83.2 11.4 5.2 9.0 0.0 1.5 0.0 0.0 0.0 0.0: 6.2 1.1 Old : 100.0: 73.5 83.2 11.4 5.2 9.0 0.0 1.5 0.0 0.0 0.0 0.0: 6.2 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 : 20: 12 10 . . . 0 . 0 0 0 0: Old : 20: 12 10 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 82.9 81.0 95.3 51.7 73.6 72.9 80.4 Old : 55.7 82.9 81.0 95.3 51.7 73.6 72.9 80.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 24,169: 23,284 10,013 70 10,740 700 0 100 0 0 2,275 75: 40 266 Old : 24,169: 23,284 10,013 70 10,740 700 0 100 0 0 2,275 75: 40 266 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 536: 536 -330 0 600 0 0 0 0 0 0 0: 0 266 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.3 41.4 0.3 44.4 2.9 0.0 0.4 0.0 0.0 9.4 0.3: 0.2 1.1 Old : 100.0: 96.3 41.4 0.3 44.4 2.9 0.0 0.4 0.0 0.0 9.4 0.3: 0.2 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 : 29: 15 16 . . . 0 . 0 0 . .: Old : 29: 15 16 . . . 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.8 67.0 89.5 88.9 70.9 64.3 87.2 85.9 Old : 72.8 67.0 89.5 88.9 70.9 64.3 87.2 85.9 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 26,260: 25,350 11,861 70 11,180 675 0 100 0 100 2,100 25: 40 319 Old : 26,260: 25,350 11,861 70 11,180 675 0 100 0 100 2,100 25: 40 319 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 299: 384 -660 0 775 -85 0 0 0 0 0 0: 0 269 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.5 45.2 0.3 42.6 2.6 0.0 0.4 0.0 0.4 8.0 0.1: 0.2 1.2 Old : 100.0: 96.5 45.2 0.3 42.6 2.6 0.0 0.4 0.0 0.4 8.0 0.1: 0.2 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 14 . . . 0 . 0 . . .: Old : 27: 15 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 : 71.1 72.2 87.8 92.3 61.4 57.7 75.0 75.1 Old : 71.1 72.2 87.8 92.3 61.4 57.7 75.0 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 112,454: 96,969 82,007 6,380 18,185 7,900 0 2,102 450 295 1,470 30: 430 310 Old : 112,454: 96,969 82,007 6,380 18,185 7,900 0 2,102 450 295 1,470 30: 430 310 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,560: 1,180 470 25 195 0 0 720 -50 0 0 0: 405 225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.2 72.9 5.7 16.2 7.0 0.0 1.9 0.4 0.3 1.3 0.0: 0.4 0.3 Old : 100.0: 86.2 72.9 5.7 16.2 7.0 0.0 1.9 0.4 0.3 1.3 0.0: 0.4 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 : 48: 31 30 . . 4 0 4 . . . .: Old : 48: 31 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 : 43.7 60.7 71.0 85.7 43.1 54.1 61.7 70.3 Old : 43.7 60.7 71.0 85.7 43.1 54.1 61.7 70.3 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 133,018: 112,963 97,806 7,495 17,220 9,930 220 3,677 895 360 2,695 85: 1,070 710 Old : 133,018: 112,963 97,806 7,495 17,220 9,930 220 3,677 895 360 2,695 85: 1,070 710 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -397: -1,367 -2,132 250 1,100 -650 -50 400 300 50 -150 25: 1,045 710 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 73.5 5.6 12.9 7.5 0.2 2.8 0.7 0.3 2.0 0.1: 0.8 0.5 Old : 100.0: 84.9 73.5 5.6 12.9 7.5 0.2 2.8 0.7 0.3 2.0 0.1: 0.8 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 34 29 . . 4 . . . . 5 .: Old : 55: 34 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 : 39.4 60.0 59.1 80.6 38.1 51.4 54.2 68.7 Old : 39.4 60.0 59.1 80.6 38.1 51.4 54.2 68.7 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 199,098: 155,830 139,032 11,390 10,689 8,080 6,565 4,108 9,106 3,630 21,483 3,722: 775 2,878 Old : 199,098: 155,830 139,032 11,390 10,689 8,080 6,565 4,108 9,106 3,630 21,483 3,722: 775 2,878 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,125: 384 -5,367 -2,279 1,413 773 805 -720 616 245 1,630 84: 497 2,696 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 69.8 5.7 5.4 4.1 3.3 2.1 4.6 1.8 10.8 1.9: 0.4 1.4 Old : 100.0: 78.3 69.8 5.7 5.4 4.1 3.3 2.1 4.6 1.8 10.8 1.9: 0.4 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 : 76: 37 37 4 . 4 . 6 . 6 10 9: Old : 76: 37 37 4 . 4 . 6 . 6 10 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.2 57.1 58.4 71.6 34.1 53.0 51.4 59.9 Old : 37.2 57.1 58.4 71.6 34.1 53.0 51.4 59.9 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 127,602: 116,475 91,333 4,582 20,912 1,067 295 4,628 2,435 1,939 4,838 250: 559 2,139 Old : 127,602: 116,475 91,333 4,582 20,912 1,067 295 4,628 2,435 1,939 4,838 250: 559 2,139 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,886: 1,670 -2,468 65 2,065 -495 95 950 -265 326 -10 0: 490 2,109 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.3 71.6 3.6 16.4 0.8 0.2 3.6 1.9 1.5 3.8 0.2: 0.4 1.7 Old : 100.0: 91.3 71.6 3.6 16.4 0.8 0.2 3.6 1.9 1.5 3.8 0.2: 0.4 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 32 29 . . 4 . . . . 4 .: Old : 52: 32 29 . . 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 : 39.9 65.1 62.3 79.6 39.1 58.3 57.0 68.7 Old : 39.9 65.1 62.3 79.6 39.1 58.3 57.0 68.7 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 50,670: 41,840 39,820 3,630 5,525 3,605 355 750 0 680 0 5: 555 965 Old : 50,670: 41,840 39,820 3,630 5,525 3,605 355 750 0 680 0 5: 555 965 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,060: 635 620 -50 -600 100 0 0 0 -50 0 0: 425 940 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.6 78.6 7.2 10.9 7.1 0.7 1.5 0.0 1.3 0.0 0.0: 1.1 1.9 Old : 100.0: 82.6 78.6 7.2 10.9 7.1 0.7 1.5 0.0 1.3 0.0 0.0: 1.1 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 19 9 . . . . . 0 . 0 .: Old : 28: 19 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 : 58.4 91.4 78.9 96.1 56.9 84.0 73.5 87.0 Old : 58.4 91.4 78.9 96.1 56.9 84.0 73.5 87.0 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 47,715: 39,205 40,285 2,955 1,330 4,340 205 650 0 550 0 0: 460 1,110 Old : 47,715: 39,205 40,285 2,955 1,330 4,340 205 650 0 550 0 0: 460 1,110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,150: 665 415 -50 -500 150 0 0 0 0 0 0: 385 1,085 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.2 84.4 6.2 2.8 9.1 0.4 1.4 0.0 1.2 0.0 0.0: 1.0 2.3 Old : 100.0: 82.2 84.4 6.2 2.8 9.1 0.4 1.4 0.0 1.2 0.0 0.0: 1.0 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 19 8 . . . . . 0 . 0 0: Old : 28: 19 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 : 62.0 91.9 80.0 96.3 58.5 82.4 73.6 85.6 Old : 62.0 91.9 80.0 96.3 58.5 82.4 73.6 85.6 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 mwh : : : Positions : All : 28,999: 24,986 18,531 0 7,138 2,918 375 0 225 0 0 0: 495 187 Old : 28,999: 24,986 18,531 0 7,138 2,918 375 0 225 0 0 0: 495 187 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 90: -220 -727 0 722 -22 0 0 0 0 0 0: 332 117 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.2 63.9 0.0 24.6 10.1 1.3 0.0 0.8 0.0 0.0 0.0: 1.7 0.6 Old : 100.0: 86.2 63.9 0.0 24.6 10.1 1.3 0.0 0.8 0.0 0.0 0.0: 1.7 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 : 32: 24 23 0 . . . 0 . 0 0 0: Old : 32: 24 23 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 : 42.4 51.5 66.9 77.9 33.6 43.2 50.7 58.7 Old : 42.4 51.5 66.9 77.9 33.6 43.2 50.7 58.7 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 Mwh : : : Positions : All : 22,336: 17,616 17,571 355 2,090 2,615 675 0 0 1,075 0 0: 0 60 Old : 22,336: 17,616 17,571 355 2,090 2,615 675 0 0 1,075 0 0: 0 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,075: 1,200 670 -100 430 -25 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 78.7 1.6 9.4 11.7 3.0 0.0 0.0 4.8 0.0 0.0: 0.0 0.3 Old : 100.0: 78.9 78.7 1.6 9.4 11.7 3.0 0.0 0.0 4.8 0.0 0.0: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 18 15 . . . . 0 0 . 0 0: Old : 25: 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 : 40.6 63.7 63.9 87.2 33.6 55.9 52.1 67.9 Old : 40.6 63.7 63.9 87.2 33.6 55.9 52.1 67.9 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 139,820: 86,977 83,990 1,402 14,863 32,103 15,634 0 3,704 0 5,160 0: 0 0 Old : 139,820: 86,977 83,990 1,402 14,863 32,103 15,634 0 3,704 0 5,160 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : -5,400: -4,454 -2,322 -946 -2,814 0 44 0 -44 0 -220 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.2 60.1 1.0 10.6 23.0 11.2 0.0 2.6 0.0 3.7 0.0: 0.0 0.0 Old : 100.0: 62.2 60.1 1.0 10.6 23.0 11.2 0.0 2.6 0.0 3.7 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 14 . . . . 0 . 0 . 0: Old : 26: 17 14 . . . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 69.1 83.9 84.8 35.4 38.1 40.9 43.3 Old : 56.8 69.1 83.9 84.8 35.4 38.1 40.9 43.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 38,462: 27,992 36,452 8,685 225 0 0 0 0 0 0 0: 1,785 1,785 Old : 38,462: 27,992 36,452 8,685 225 0 0 0 0 0 0 0: 1,785 1,785 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 2,770: 1,705 2,895 1,190 0 0 0 0 0 0 0 0: -125 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.8 94.8 22.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 4.6 Old : 100.0: 72.8 94.8 22.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 14 14 . . 0 0 0 0 0 0 0: Old : 22: 14 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 : 79.1 65.5 91.1 87.0 68.3 54.5 76.1 72.6 Old : 79.1 65.5 91.1 87.0 68.3 54.5 76.1 72.6 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 34,770: 24,665 33,260 8,925 225 0 0 0 0 0 0 0: 1,180 1,285 Old : 34,770: 24,665 33,260 8,925 225 0 0 0 0 0 0 0: 1,180 1,285 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 2,765: 1,610 2,775 1,165 0 0 0 0 0 0 0 0: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 95.7 25.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 3.7 Old : 100.0: 70.9 95.7 25.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 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 : 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 : 86.3 66.3 95.2 88.7 73.8 54.4 77.3 72.9 Old : 86.3 66.3 95.2 88.7 73.8 54.4 77.3 72.9 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 28,051: 17,674 22,120 7,053 2,689 1,035 70 875 0 1,315 1,050 0: 904 282 Old : 28,051: 17,674 22,120 7,053 2,689 1,035 70 875 0 1,315 1,050 0: 904 282 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,179: 1,035 1,961 413 -680 -324 0 0 0 25 0 0: 30 222 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.0 78.9 25.1 9.6 3.7 0.2 3.1 0.0 4.7 3.7 0.0: 3.2 1.0 Old : 100.0: 63.0 78.9 25.1 9.6 3.7 0.2 3.1 0.0 4.7 3.7 0.0: 3.2 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 : 29: 15 15 . . 4 . . 0 . . 0: Old : 29: 15 15 . . 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 : 49.0 44.3 76.8 68.3 44.1 41.8 64.8 61.3 Old : 49.0 44.3 76.8 68.3 44.1 41.8 64.8 61.3 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 17,414: 13,322 13,880 1,622 2,397 690 270 0 0 848 0 7: 655 440 Old : 17,414: 13,322 13,880 1,622 2,397 690 270 0 0 848 0 7: 655 440 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 286: -44 261 300 -145 0 0 0 0 0 0 0: 30 170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.5 79.7 9.3 13.8 4.0 1.6 0.0 0.0 4.9 0.0 0.0: 3.8 2.5 Old : 100.0: 76.5 79.7 9.3 13.8 4.0 1.6 0.0 0.0 4.9 0.0 0.0: 3.8 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 14 . . . . 0 0 . 0 .: Old : 26: 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 : 53.1 55.5 75.3 78.1 49.7 55.3 69.1 76.0 Old : 53.1 55.5 75.3 78.1 49.7 55.3 69.1 76.0 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 36,389: 30,274 17,034 355 9,445 3,246 0 5,347 0 1,490 509 395: 629 413 Old : 36,389: 30,274 17,034 355 9,445 3,246 0 5,347 0 1,490 509 395: 629 413 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,547: -530 429 -195 -1,958 1,877 0 740 0 -50 159 0: 445 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.2 46.8 1.0 26.0 8.9 0.0 14.7 0.0 4.1 1.4 1.1: 1.7 1.1 Old : 100.0: 83.2 46.8 1.0 26.0 8.9 0.0 14.7 0.0 4.1 1.4 1.1: 1.7 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 : 39: 24 17 . . . 0 . 0 . . .: Old : 39: 24 17 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.5 52.0 67.6 76.3 45.7 44.1 56.7 66.7 Old : 50.5 52.0 67.6 76.3 45.7 44.1 56.7 66.7 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 23,814: 20,383 17,226 0 2,745 3,125 0 190 110 0 0 0: 196 418 Old : 23,814: 20,383 17,226 0 2,745 3,125 0 190 110 0 0 0: 196 418 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 896: -885 406 0 -1,764 1,650 -110 190 110 0 0 0: 131 304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 72.3 0.0 11.5 13.1 0.0 0.8 0.5 0.0 0.0 0.0: 0.8 1.8 Old : 100.0: 85.6 72.3 0.0 11.5 13.1 0.0 0.8 0.5 0.0 0.0 0.0: 0.8 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 21 17 0 4 . 0 . . 0 0 0: Old : 31: 21 17 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 : 52.3 56.9 72.6 77.8 46.9 52.0 61.5 62.5 Old : 52.3 56.9 72.6 77.8 46.9 52.0 61.5 62.5 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 20,940: 13,240 18,042 6,778 615 402 0 575 0 0 960 85: 435 261 Old : 20,940: 13,240 18,042 6,778 615 402 0 575 0 0 960 85: 435 261 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 90: -20 470 395 -25 -600 0 0 0 0 0 0: 315 245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.2 86.2 32.4 2.9 1.9 0.0 2.7 0.0 0.0 4.6 0.4: 2.1 1.2 Old : 100.0: 63.2 86.2 32.4 2.9 1.9 0.0 2.7 0.0 0.0 4.6 0.4: 2.1 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 13 4 . . 0 . 0 0 . .: Old : 29: 18 13 4 . . 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 70.8 79.6 85.4 55.5 68.3 76.8 82.1 Old : 58.1 70.8 79.6 85.4 55.5 68.3 76.8 82.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 14,562: 11,265 12,810 1,385 18 1,564 0 0 0 0 0 0: 348 170 Old : 14,562: 11,265 12,810 1,385 18 1,564 0 0 0 0 0 0: 348 170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.4 88.0 9.5 0.1 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 1.2 Old : 100.0: 77.4 88.0 9.5 0.1 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 9 . . . 0 0 0 0 0 0: Old : 20: 13 9 . . . 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 : 54.1 79.0 80.3 96.8 48.6 77.1 73.2 84.0 Old : 54.1 79.0 80.3 96.8 48.6 77.1 73.2 84.0 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 33,134: 29,613 20,376 1,795 10,658 1,090 0 525 0 185 0 0: 451 485 Old : 33,134: 29,613 20,376 1,795 10,658 1,090 0 525 0 185 0 0: 451 485 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 10: -261 -125 -92 70 35 0 0 0 5 0 -5: 328 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.4 61.5 5.4 32.2 3.3 0.0 1.6 0.0 0.6 0.0 0.0: 1.4 1.5 Old : 100.0: 89.4 61.5 5.4 32.2 3.3 0.0 1.6 0.0 0.6 0.0 0.0: 1.4 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 25 20 . . . 0 . 0 . 0 0: Old : 32: 25 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 : 41.8 53.7 62.2 77.5 39.9 48.9 55.5 63.4 Old : 41.8 53.7 62.2 77.5 39.9 48.9 55.5 63.4 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 18,951: 12,239 15,669 4,105 1,130 1,805 0 0 0 583 0 0: 219 347 Old : 18,951: 12,239 15,669 4,105 1,130 1,805 0 0 0 583 0 0: 219 347 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 345: 75 333 285 0 0 0 0 0 -30 0 0: 15 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 82.7 21.7 6.0 9.5 0.0 0.0 0.0 3.1 0.0 0.0: 1.2 1.8 Old : 100.0: 64.6 82.7 21.7 6.0 9.5 0.0 0.0 0.0 3.1 0.0 0.0: 1.2 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 19 15 . . . 0 0 0 . 0 0: Old : 26: 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 : 51.0 75.1 69.1 90.8 44.3 66.9 59.1 75.8 Old : 51.0 75.1 69.1 90.8 44.3 66.9 59.1 75.8 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 16,755: 10,090 13,001 1,690 32 3,135 0 0 0 975 0 0: 865 587 Old : 16,755: 10,090 13,001 1,690 32 3,135 0 0 0 975 0 0: 865 587 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 675: 340 588 240 0 60 0 0 0 -10 0 0: 45 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.2 77.6 10.1 0.2 18.7 0.0 0.0 0.0 5.8 0.0 0.0: 5.2 3.5 Old : 100.0: 60.2 77.6 10.1 0.2 18.7 0.0 0.0 0.0 5.8 0.0 0.0: 5.2 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 17 13 . . . 0 0 0 . 0 0: Old : 23: 17 13 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 62.1 69.1 83.8 31.8 46.4 46.6 55.9 Old : 46.5 62.1 69.1 83.8 31.8 46.4 46.6 55.9 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 37,572: 22,877 27,342 11,070 5,405 0 0 0 0 0 1,200 0: 3,625 3,625 Old : 37,572: 22,877 27,342 11,070 5,405 0 0 0 0 0 1,200 0: 3,625 3,625 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 375: 285 285 300 300 0 0 0 0 0 0 0: -210 -210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.9 72.8 29.5 14.4 0.0 0.0 0.0 0.0 0.0 3.2 0.0: 9.6 9.6 Old : 100.0: 60.9 72.8 29.5 14.4 0.0 0.0 0.0 0.0 0.0 3.2 0.0: 9.6 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 19 . . 0 0 0 0 0 . 0: Old : 25: 13 19 . . 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.1 50.8 88.7 71.6 78.6 50.8 82.2 71.4 Old : 79.1 50.8 88.7 71.6 78.6 50.8 82.2 71.4 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 35,365: 21,488 24,728 10,260 5,680 0 0 0 0 0 1,200 0: 3,617 3,757 Old : 35,365: 21,488 24,728 10,260 5,680 0 0 0 0 0 1,200 0: 3,617 3,757 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 375: 260 260 300 300 0 0 0 0 0 0 0: -185 -185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 69.9 29.0 16.1 0.0 0.0 0.0 0.0 0.0 3.4 0.0: 10.2 10.6 Old : 100.0: 60.8 69.9 29.0 16.1 0.0 0.0 0.0 0.0 0.0 3.4 0.0: 10.2 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 18 . . 0 0 0 0 0 . 0: Old : 24: 11 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 : 82.2 50.4 89.2 69.4 78.7 50.4 82.4 69.0 Old : 82.2 50.4 89.2 69.4 78.7 50.4 82.4 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 43,440: 36,250 12,720 1,425 5,920 3,805 0 10,790 175 75 8,640 460: 1,250 930 Old : 43,440: 36,250 12,720 1,425 5,920 3,805 0 10,790 175 75 8,640 460: 1,250 930 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,720: 465 1,330 0 -25 1,200 0 -225 -25 0 -525 0: 80 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.4 29.3 3.3 13.6 8.8 0.0 24.8 0.4 0.2 19.9 1.1: 2.9 2.1 Old : 100.0: 83.4 29.3 3.3 13.6 8.8 0.0 24.8 0.4 0.2 19.9 1.1: 2.9 2.1 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: 14 14 . . . 0 . . . . .: Old : 29: 14 14 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.0 71.2 84.3 91.0 63.9 61.2 76.4 79.3 Old : 70.0 71.2 84.3 91.0 63.9 61.2 76.4 79.3 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 41,475: 34,695 13,940 1,200 7,065 3,855 0 10,265 340 0 4,855 400: 985 755 Old : 41,475: 34,695 13,940 1,200 7,065 3,855 0 10,265 340 0 4,855 400: 985 755 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,645: 370 1,270 0 0 1,200 0 -300 0 0 -600 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.7 33.6 2.9 17.0 9.3 0.0 24.7 0.8 0.0 11.7 1.0: 2.4 1.8 Old : 100.0: 83.7 33.6 2.9 17.0 9.3 0.0 24.7 0.8 0.0 11.7 1.0: 2.4 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 15 . . . 0 . . 0 4 .: Old : 29: 14 15 . . . 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 : 72.9 72.2 85.4 89.8 66.5 62.5 76.8 77.0 Old : 72.9 72.2 85.4 89.8 66.5 62.5 76.8 77.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 43,825: 19,640 36,295 17,710 925 2,470 710 0 590 1,175 2,045 30: 1,500 1,470 Old : 43,825: 19,640 36,295 17,710 925 2,470 710 0 590 1,175 2,045 30: 1,500 1,470 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 820: -25 1,150 1,250 0 -530 0 0 0 0 75 0: 125 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.8 82.8 40.4 2.1 5.6 1.6 0.0 1.3 2.7 4.7 0.1: 3.4 3.4 Old : 100.0: 44.8 82.8 40.4 2.1 5.6 1.6 0.0 1.3 2.7 4.7 0.1: 3.4 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 10 . . . . 0 . . . .: Old : 28: 15 10 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.5 81.4 84.8 91.8 64.5 78.0 80.0 83.3 Old : 68.5 81.4 84.8 91.8 64.5 78.0 80.0 83.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 39,305: 16,755 33,105 16,875 400 1,900 760 0 590 1,075 2,020 30: 1,320 1,260 Old : 39,305: 16,755 33,105 16,875 400 1,900 760 0 590 1,075 2,020 30: 1,320 1,260 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 690: -300 750 1,125 0 -205 0 0 0 0 75 0: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.6 84.2 42.9 1.0 4.8 1.9 0.0 1.5 2.7 5.1 0.1: 3.4 3.2 Old : 100.0: 42.6 84.2 42.9 1.0 4.8 1.9 0.0 1.5 2.7 5.1 0.1: 3.4 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 10 . . . . 0 . . . .: Old : 26: 16 10 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.2 83.4 85.1 92.9 66.0 79.0 80.3 83.9 Old : 69.2 83.4 85.1 92.9 66.0 79.0 80.3 83.9 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 36,335: 23,415 20,720 9,495 275 2,790 0 10,925 0 100 1,300 0: 535 325 Old : 36,335: 23,415 20,720 9,495 275 2,790 0 10,925 0 100 1,300 0: 535 325 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 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: 64.4 57.0 26.1 0.8 7.7 0.0 30.1 0.0 0.3 3.6 0.0: 1.5 0.9 Old : 100.0: 64.4 57.0 26.1 0.8 7.7 0.0 30.1 0.0 0.3 3.6 0.0: 1.5 0.9 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: 13 8 . . . 0 . 0 . . 0: Old : 24: 13 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 : 78.5 89.3 90.5 96.5 71.7 84.4 83.7 88.9 Old : 78.5 89.3 90.5 96.5 71.7 84.4 83.7 88.9 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 33,330: 20,520 18,875 9,545 400 2,665 0 10,325 0 0 575 0: 600 490 Old : 33,330: 20,520 18,875 9,545 400 2,665 0 10,325 0 0 575 0: 600 490 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 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: 61.6 56.6 28.6 1.2 8.0 0.0 31.0 0.0 0.0 1.7 0.0: 1.8 1.5 Old : 100.0: 61.6 56.6 28.6 1.2 8.0 0.0 31.0 0.0 0.0 1.7 0.0: 1.8 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 7 . . . 0 . 0 0 . 0: Old : 22: 13 7 . . . 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 91.0 90.6 97.7 71.0 85.0 83.3 89.3 Old : 78.4 91.0 90.6 97.7 71.0 85.0 83.3 89.3 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 27,370: 23,665 15,825 0 8,335 1,240 100 130 50 525 0 155: 1,635 1,635 Old : 27,370: 23,665 15,825 0 8,335 1,240 100 130 50 525 0 155: 1,635 1,635 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 440: 440 -10 0 450 50 0 0 0 0 0 0: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 57.8 0.0 30.5 4.5 0.4 0.5 0.2 1.9 0.0 0.6: 6.0 6.0 Old : 100.0: 86.5 57.8 0.0 30.5 4.5 0.4 0.5 0.2 1.9 0.0 0.6: 6.0 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 9 0 . . . . . . 0 .: Old : 26: 13 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 : 71.0 77.5 84.4 90.2 65.5 73.3 77.1 81.2 Old : 71.0 77.5 84.4 90.2 65.5 73.3 77.1 81.2 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 26,595: 22,910 15,555 0 8,270 1,100 100 130 50 945 0 255: 1,235 1,235 Old : 26,595: 22,910 15,555 0 8,270 1,100 100 130 50 945 0 255: 1,235 1,235 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 370: 440 -60 0 500 0 0 0 0 0 0 0: -70 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 58.5 0.0 31.1 4.1 0.4 0.5 0.2 3.6 0.0 1.0: 4.6 4.6 Old : 100.0: 86.1 58.5 0.0 31.1 4.1 0.4 0.5 0.2 3.6 0.0 1.0: 4.6 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 8 0 . . . . . 4 0 .: Old : 27: 14 8 0 . . . . . 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.7 78.7 84.4 91.7 67.1 74.9 76.5 82.8 Old : 72.7 78.7 84.4 91.7 67.1 74.9 76.5 82.8 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 37,020: 28,840 16,854 0 16,721 225 5,535 775 400 900 950 0: 1,120 1,095 Old : 37,020: 28,840 16,854 0 16,721 225 5,535 775 400 900 950 0: 1,120 1,095 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 725: 550 550 0 200 -25 200 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 45.5 0.0 45.2 0.6 15.0 2.1 1.1 2.4 2.6 0.0: 3.0 3.0 Old : 100.0: 77.9 45.5 0.0 45.2 0.6 15.0 2.1 1.1 2.4 2.6 0.0: 3.0 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 : 29: 16 9 0 . . . . . . . 0: Old : 29: 16 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 : 67.1 79.2 84.3 91.9 59.6 76.0 76.8 84.7 Old : 67.1 79.2 84.3 91.9 59.6 76.0 76.8 84.7 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 28,460: 23,905 14,945 0 8,890 835 825 875 210 400 640 0: 2,285 2,065 Old : 28,460: 23,905 14,945 0 8,890 835 825 875 210 400 640 0: 2,285 2,065 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 485: 510 510 0 0 -25 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 52.5 0.0 31.2 2.9 2.9 3.1 0.7 1.4 2.2 0.0: 8.0 7.3 Old : 100.0: 84.0 52.5 0.0 31.2 2.9 2.9 3.1 0.7 1.4 2.2 0.0: 8.0 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 9 0 . . . . . . . 0: Old : 24: 15 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 : 59.1 70.1 75.6 87.0 51.5 62.5 66.7 74.9 Old : 59.1 70.1 75.6 87.0 51.5 62.5 66.7 74.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Futures Only, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 122,105: 60,514 108,080 24,466 1,405 2,375 16,590 0 175 8,115 175 10: 9,860 9,885 Old : 122,105: 60,514 108,080 24,466 1,405 2,375 16,590 0 175 8,115 175 10: 9,860 9,885 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,510: 1,720 1,720 800 -75 0 -425 0 -25 -450 0 0: -110 -110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.6 88.5 20.0 1.2 1.9 13.6 0.0 0.1 6.6 0.1 0.0: 8.1 8.1 Old : 100.0: 49.6 88.5 20.0 1.2 1.9 13.6 0.0 0.1 6.6 0.1 0.0: 8.1 8.1 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 : 40: 21 23 . . . . 0 . . . .: Old : 40: 21 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 : 57.8 57.5 72.4 73.1 52.3 55.2 65.2 68.6 Old : 57.8 57.5 72.4 73.1 52.3 55.2 65.2 68.6 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 104,000: 52,780 92,885 17,935 2,380 1,620 20,125 0 300 4,450 0 150: 6,640 6,665 Old : 104,000: 52,780 92,885 17,935 2,380 1,620 20,125 0 300 4,450 0 150: 6,640 6,665 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,630: 1,650 1,340 465 -50 -100 -300 0 0 -525 0 150: 290 290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.8 89.3 17.2 2.3 1.6 19.4 0.0 0.3 4.3 0.0 0.1: 6.4 6.4 Old : 100.0: 50.8 89.3 17.2 2.3 1.6 19.4 0.0 0.3 4.3 0.0 0.1: 6.4 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 17 24 . . . . 0 . 4 0 .: Old : 38: 17 24 . . . . 0 . 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 57.0 81.1 71.7 59.3 55.5 74.8 69.6 Old : 63.0 57.0 81.1 71.7 59.3 55.5 74.8 69.6 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 21,220: 18,240 8,890 0 9,295 40 0 700 25 600 0 0: 2,315 2,270 Old : 21,220: 18,240 8,890 0 9,295 40 0 700 25 600 0 0: 2,315 2,270 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 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: 86.0 41.9 0.0 43.8 0.2 0.0 3.3 0.1 2.8 0.0 0.0: 10.9 10.7 Old : 100.0: 86.0 41.9 0.0 43.8 0.2 0.0 3.3 0.1 2.8 0.0 0.0: 10.9 10.7 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: 17 13 0 . . 0 . . . 0 0: Old : 24: 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 : 47.5 66.7 72.2 79.7 40.2 56.8 56.6 66.1 Old : 47.5 66.7 72.2 79.7 40.2 56.8 56.6 66.1 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 20,160: 16,265 9,925 0 8,565 575 0 50 0 2,100 0 0: 1,220 1,045 Old : 20,160: 16,265 9,925 0 8,565 575 0 50 0 2,100 0 0: 1,220 1,045 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 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: 80.7 49.2 0.0 42.5 2.9 0.0 0.2 0.0 10.4 0.0 0.0: 6.1 5.2 Old : 100.0: 80.7 49.2 0.0 42.5 2.9 0.0 0.2 0.0 10.4 0.0 0.0: 6.1 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 17 11 0 . . 0 . 0 . 0 0: Old : 23: 17 11 0 . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 77.6 73.4 90.5 40.4 57.2 55.9 62.9 Old : 53.6 77.6 73.4 90.5 40.4 57.2 55.9 62.9 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 46,180: 36,615 30,230 45 2,375 2,960 0 4,265 25 210 0 0: 6,325 6,325 Old : 46,180: 36,615 30,230 45 2,375 2,960 0 4,265 25 210 0 0: 6,325 6,325 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 470: 170 420 0 0 0 0 0 0 0 -250 0: 300 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 65.5 0.1 5.1 6.4 0.0 9.2 0.1 0.5 0.0 0.0: 13.7 13.7 Old : 100.0: 79.3 65.5 0.1 5.1 6.4 0.0 9.2 0.1 0.5 0.0 0.0: 13.7 13.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 16 . . . 0 . . . 0 0: Old : 29: 14 16 . . . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 41.3 79.7 63.6 63.8 37.0 67.6 55.1 Old : 64.1 41.3 79.7 63.6 63.8 37.0 67.6 55.1 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 30,000: 22,440 17,395 455 2,880 3,280 0 2,750 0 0 0 0: 3,825 3,695 Old : 30,000: 22,440 17,395 455 2,880 3,280 0 2,750 0 0 0 0: 3,825 3,695 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 545: 545 545 0 10 -10 0 0 0 0 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 58.0 1.5 9.6 10.9 0.0 9.2 0.0 0.0 0.0 0.0: 12.8 12.3 Old : 100.0: 74.8 58.0 1.5 9.6 10.9 0.0 9.2 0.0 0.0 0.0 0.0: 12.8 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 17 . . . 0 . 0 0 0 0: Old : 26: 15 17 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.0 41.4 74.3 64.4 35.2 30.3 45.0 43.3 Old : 50.0 41.4 74.3 64.4 35.2 30.3 45.0 43.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2017