COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,017: 24,741 28,054 7,899 5,486 2,254 2,810 17,209 1,248 22,130 7,558 5,455: 1,480 753
Old : 68,017: 24,741 28,054 7,899 5,486 2,254 2,810 17,209 1,248 22,130 7,558 5,455: 1,480 753
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 1,599: -93 975 115 -10 -75 -650 155 -45 2,582 1,145 -492: 257 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 41.2 11.6 8.1 3.3 4.1 25.3 1.8 32.5 11.1 8.0: 2.2 1.1
Old : 100.0: 36.4 41.2 11.6 8.1 3.3 4.1 25.3 1.8 32.5 11.1 8.0: 2.2 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 : 54: 14 14 4 . 5 . 4 . 15 10 15:
Old : 54: 14 14 4 . 5 . 4 . 15 10 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 52.7 66.1 66.2 33.8 39.3 51.0 50.3
Old : 42.8 52.7 66.1 66.2 33.8 39.3 51.0 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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,650: 1,785 6,331 544 1,379 341 220 993 265 6,193 45 840: 462 456
Old : 10,650: 1,785 6,331 544 1,379 341 220 993 265 6,193 45 840: 462 456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 165: -125 245 30 -15 50 -215 -135 0 440 15 80: -95 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 59.4 5.1 12.9 3.2 2.1 9.3 2.5 58.2 0.4 7.9: 4.3 4.3
Old : 100.0: 16.8 59.4 5.1 12.9 3.2 2.1 9.3 2.5 58.2 0.4 7.9: 4.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 5 7 . . . . . . 10 . 5:
Old : 27: 5 7 . . . . . . 10 . 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 : 52.8 53.6 73.9 77.2 48.3 46.1 61.3 61.2
Old : 52.8 53.6 73.9 77.2 48.3 46.1 61.3 61.2
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,854: 72,023 74,476 6,932 10,942 7,131 14,823 1,500 1,176 3,782 10,452 2,602: 385 575
Old : 108,854: 72,023 74,476 6,932 10,942 7,131 14,823 1,500 1,176 3,782 10,452 2,602: 385 575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -6,646: -5,332 -4,194 -739 -1,327 -116 -271 -490 -41 357 466 94: -598 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 68.4 6.4 10.1 6.6 13.6 1.4 1.1 3.5 9.6 2.4: 0.4 0.5
Old : 100.0: 66.2 68.4 6.4 10.1 6.6 13.6 1.4 1.1 3.5 9.6 2.4: 0.4 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 : 68: 36 39 . . 4 5 . 4 6 9 13:
Old : 68: 36 39 . . 4 5 . 4 6 9 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 30.7 58.9 51.5 32.1 25.2 45.2 39.3
Old : 43.1 30.7 58.9 51.5 32.1 25.2 45.2 39.3
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,975: 28,350 42,075 7,200 0 1,650 0 50 75 6,675 100 25: 0 0
Old : 43,975: 28,350 42,075 7,200 0 1,650 0 50 75 6,675 100 25: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -715: -789 -673 -187 0 -31 0 -3 -2 295 -5 -1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 95.7 16.4 0.0 3.8 0.0 0.1 0.2 15.2 0.2 0.1: 0.0 0.0
Old : 100.0: 64.5 95.7 16.4 0.0 3.8 0.0 0.1 0.2 15.2 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 24 . 0 . 0 . . 6 . .:
Old : 41: 28 24 . 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 : 42.4 56.7 66.4 80.4 36.6 43.9 51.2 59.4
Old : 42.4 56.7 66.4 80.4 36.6 43.9 51.2 59.4
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,750: 25,775 21,825 0 6,175 2,275 425 0 0 2,075 275 200: 0 0
Old : 30,750: 25,775 21,825 0 6,175 2,275 425 0 0 2,075 275 200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -362,032: -311,016 -257,762 0 -71,877 -27,364 -5,239 0 0 -17,061 -3,677 -1,352: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 71.0 0.0 20.1 7.4 1.4 0.0 0.0 6.7 0.9 0.7: 0.0 0.0
Old : 100.0: 83.8 71.0 0.0 20.1 7.4 1.4 0.0 0.0 6.7 0.9 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 : 36: 24 22 0 . . . 0 0 . . .:
Old : 36: 24 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 : 56.6 46.4 76.7 73.9 43.6 34.5 50.2 46.2
Old : 56.6 46.4 76.7 73.9 43.6 34.5 50.2 46.2
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 159,400: 133,350 121,250 14,200 9,550 5,900 950 11,100 1,500 2,900 9,500 600: 0 0
Old : 159,400: 133,350 121,250 14,200 9,550 5,900 950 11,100 1,500 2,900 9,500 600: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
:-1,147,913: -948,951 -864,357 -108,500 -76,095 -40,158 -6,523 -75,267 -10,262 -20,207 -64,862 -3,712: -9,600 -13,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 76.1 8.9 6.0 3.7 0.6 7.0 0.9 1.8 6.0 0.4: 0.0 0.0
Old : 100.0: 83.7 76.1 8.9 6.0 3.7 0.6 7.0 0.9 1.8 6.0 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 : 55: 31 34 . . . . . . 5 . .:
Old : 55: 31 34 . . . . . . 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 : 39.6 44.3 65.2 65.9 34.7 33.9 48.7 50.9
Old : 39.6 44.3 65.2 65.9 34.7 33.9 48.7 50.9
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 64,000: 53,400 41,525 7,325 14,175 1,375 0 2,350 800 425 3,100 675: 0 0
Old : 64,000: 53,400 41,525 7,325 14,175 1,375 0 2,350 800 425 3,100 675: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -5,477: -3,655 -3,612 -190 -220 -523 0 -971 -39 -930 28 -140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 64.9 11.4 22.1 2.1 0.0 3.7 1.3 0.7 4.8 1.1: 0.0 0.0
Old : 100.0: 83.4 64.9 11.4 22.1 2.1 0.0 3.7 1.3 0.7 4.8 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 21 . . . 0 . . 4 4 .:
Old : 40: 21 21 . . . 0 . . 4 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 68.6 86.6 78.8 73.7 61.3 77.5 70.4
Old : 77.3 68.6 86.6 78.8 73.7 61.3 77.5 70.4
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,650: 18,125 13,225 3,300 7,650 700 0 200 375 150 500 0: 0 0
Old : 22,650: 18,125 13,225 3,300 7,650 700 0 200 375 150 500 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -282,374: -226,931 -170,915 -38,495 -86,030 -10,636 -330 -2,721 -4,260 -1,722 -7,812 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 58.4 14.6 33.8 3.1 0.0 0.9 1.7 0.7 2.2 0.0: 0.0 0.0
Old : 100.0: 80.0 58.4 14.6 33.8 3.1 0.0 0.9 1.7 0.7 2.2 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 . . . 0 . . . 4 0:
Old : 26: 13 13 . . . 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 : 80.2 74.4 91.7 89.2 78.3 65.7 80.4 75.1
Old : 80.2 74.4 91.7 89.2 78.3 65.7 80.4 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,700: 29,600 33,700 9,200 850 4,950 0 4,000 800 150 400 0: 0 0
Old : 44,700: 29,600 33,700 9,200 850 4,950 0 4,000 800 150 400 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -322,296: -216,127 -242,424 -61,014 -6,664 -36,607 0 -26,318 -6,322 -1,026 -2,761 0: -1,200 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 75.4 20.6 1.9 11.1 0.0 8.9 1.8 0.3 0.9 0.0: 0.0 0.0
Old : 100.0: 66.2 75.4 20.6 1.9 11.1 0.0 8.9 1.8 0.3 0.9 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 : 33: 19 20 . . . 0 . . . . 0:
Old : 33: 19 20 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 43.0 79.0 71.5 39.1 37.8 53.9 57.3
Old : 57.5 43.0 79.0 71.5 39.1 37.8 53.9 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,350: 38,300 42,950 5,300 0 5,400 0 1,100 450 750 300 150: 0 0
Old : 50,350: 38,300 42,950 5,300 0 5,400 0 1,100 450 750 300 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 27,341: 20,982 23,842 3,087 0 3,033 0 923 240 389 214 108: -498 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 85.3 10.5 0.0 10.7 0.0 2.2 0.9 1.5 0.6 0.3: 0.0 0.0
Old : 100.0: 76.1 85.3 10.5 0.0 10.7 0.0 2.2 0.9 1.5 0.6 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 20 . 0 . 0 . . 5 . .:
Old : 38: 20 20 . 0 . 0 . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 54.7 71.0 80.0 37.1 51.1 53.9 64.2
Old : 44.6 54.7 71.0 80.0 37.1 51.1 53.9 64.2
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,525: 39,979 27,510 19,342 16,330 4,365 0 0 0 620 16,200 0: 219 120
Old : 64,525: 39,979 27,510 19,342 16,330 4,365 0 0 0 620 16,200 0: 219 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -287: 32 -1,005 -2,752 -2,785 2,575 0 0 0 -25 1,200 0: -117 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 42.6 30.0 25.3 6.8 0.0 0.0 0.0 1.0 25.1 0.0: 0.3 0.2
Old : 100.0: 62.0 42.6 30.0 25.3 6.8 0.0 0.0 0.0 1.0 25.1 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 23 . . . 0 0 0 . . 0:
Old : 37: 24 23 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 72.4 69.3 83.7 48.2 67.6 62.9 77.5
Old : 50.8 72.4 69.3 83.7 48.2 67.6 62.9 77.5
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,611: 56,593 39,186 21,382 23,115 3,845 0 0 0 640 16,200 0: 151 265
Old : 82,611: 56,593 39,186 21,382 23,115 3,845 0 0 0 640 16,200 0: 151 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,426: -746 -1,974 -2,867 -3,075 2,575 0 0 0 -110 1,200 0: -278 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 47.4 25.9 28.0 4.7 0.0 0.0 0.0 0.8 19.6 0.0: 0.2 0.3
Old : 100.0: 68.5 47.4 25.9 28.0 4.7 0.0 0.0 0.0 0.8 19.6 0.0: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 23 . . . 0 0 0 . . 0:
Old : 38: 24 23 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 67.8 68.0 82.3 45.4 64.2 65.1 76.8
Old : 46.7 67.8 68.0 82.3 45.4 64.2 65.1 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,675: 23,289 26,830 4,255 535 4,170 0 0 0 700 1,000 0: 261 140
Old : 32,675: 23,289 26,830 4,255 535 4,170 0 0 0 700 1,000 0: 261 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,785: -1,613 -1,340 25 -210 -175 0 0 0 0 -50 0: -22 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 82.1 13.0 1.6 12.8 0.0 0.0 0.0 2.1 3.1 0.0: 0.8 0.4
Old : 100.0: 71.3 82.1 13.0 1.6 12.8 0.0 0.0 0.0 2.1 3.1 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 : 28: 19 17 . . . 0 0 0 . . 0:
Old : 28: 19 17 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 71.8 71.8 84.9 38.7 62.1 53.1 64.6
Old : 44.6 71.8 71.8 84.9 38.7 62.1 53.1 64.6
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,450: 23,400 31,850 6,950 0 2,300 400 0 0 1,150 50 250: 0 0
Old : 34,450: 23,400 31,850 6,950 0 2,300 400 0 0 1,150 50 250: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -242,374: -161,024 -228,598 -55,610 0 -11,740 -3,160 0 0 -8,754 50 -2,086: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 92.5 20.2 0.0 6.7 1.2 0.0 0.0 3.3 0.1 0.7: 0.0 0.0
Old : 100.0: 67.9 92.5 20.2 0.0 6.7 1.2 0.0 0.0 3.3 0.1 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 : 31: 18 18 . 0 . . 0 0 . . .:
Old : 31: 18 18 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 70.8 73.3 85.2 38.3 55.4 51.4 62.1
Old : 47.9 70.8 73.3 85.2 38.3 55.4 51.4 62.1
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,650: 14,050 11,200 0 3,200 0 0 50 0 600 200 0: 0 0
Old : 14,650: 14,050 11,200 0 3,200 0 0 50 0 600 200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 7,844: 7,985 5,969 0 2,118 -300 0 50 0 520 134 0: -361 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 76.5 0.0 21.8 0.0 0.0 0.3 0.0 4.1 1.4 0.0: 0.0 0.0
Old : 100.0: 95.9 76.5 0.0 21.8 0.0 0.0 0.3 0.0 4.1 1.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 12 0 . 0 0 . 0 . . 0:
Old : 25: 15 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 : 75.1 64.5 89.1 88.7 71.7 60.4 82.9 80.5
Old : 75.1 64.5 89.1 88.7 71.7 60.4 82.9 80.5
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,750: 13,750 13,200 700 600 750 1,300 100 0 200 2,050 50: 0 0
Old : 16,750: 13,750 13,200 700 600 750 1,300 100 0 200 2,050 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 8,855: 7,334 7,301 531 489 208 702 100 0 74 1,433 28: -22 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 78.8 4.2 3.6 4.5 7.8 0.6 0.0 1.2 12.2 0.3: 0.0 0.0
Old : 100.0: 82.1 78.8 4.2 3.6 4.5 7.8 0.6 0.0 1.2 12.2 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 18 . . . . . 0 . . .:
Old : 33: 17 18 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 43.6 70.1 66.6 44.5 39.4 61.2 57.0
Old : 47.2 43.6 70.1 66.6 44.5 39.4 61.2 57.0
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,735: 10,975 9,325 0 2,370 600 200 0 0 260 100 300: 400 40
Old : 12,735: 10,975 9,325 0 2,370 600 200 0 0 260 100 300: 400 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,015: -790 30 0 -1,000 0 -25 0 0 -45 0 0: -155 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 73.2 0.0 18.6 4.7 1.6 0.0 0.0 2.0 0.8 2.4: 3.1 0.3
Old : 100.0: 86.2 73.2 0.0 18.6 4.7 1.6 0.0 0.0 2.0 0.8 2.4: 3.1 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 : 22: 7 11 0 . . . 0 0 . . .:
Old : 22: 7 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 : 76.2 55.5 91.1 82.4 72.0 53.1 79.0 75.3
Old : 76.2 55.5 91.1 82.4 72.0 53.1 79.0 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,860: 30,105 35,305 6,485 0 4,175 0 0 0 0 1,300 0: 95 80
Old : 40,860: 30,105 35,305 6,485 0 4,175 0 0 0 0 1,300 0: 95 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -2,512: -2,312 -1,682 560 0 -760 0 0 0 0 -60 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 86.4 15.9 0.0 10.2 0.0 0.0 0.0 0.0 3.2 0.0: 0.2 0.2
Old : 100.0: 73.7 86.4 15.9 0.0 10.2 0.0 0.0 0.0 0.0 3.2 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 23 . 0 . 0 0 0 0 . 0:
Old : 31: 21 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 : 41.7 64.6 74.6 79.7 35.8 57.1 53.1 63.3
Old : 41.7 64.6 74.6 79.7 35.8 57.1 53.1 63.3
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,690: 21,230 18,920 1,915 5,130 2,640 0 0 0 725 0 0: 180 0
Old : 26,690: 21,230 18,920 1,915 5,130 2,640 0 0 0 725 0 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1: 529 -1,201 -380 1,250 -50 0 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 70.9 7.2 19.2 9.9 0.0 0.0 0.0 2.7 0.0 0.0: 0.7 0.0
Old : 100.0: 79.5 70.9 7.2 19.2 9.9 0.0 0.0 0.0 2.7 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 19 . . . 0 0 0 . 0 0:
Old : 29: 18 19 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 68.3 70.4 88.3 38.2 60.0 55.4 66.1
Old : 45.7 68.3 70.4 88.3 38.2 60.0 55.4 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,300: 35,400 32,800 2,500 6,050 2,950 650 400 0 950 250 850: 0 0
Old : 43,300: 35,400 32,800 2,500 6,050 2,950 650 400 0 950 250 850: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 24,628: 21,105 18,919 1,022 3,488 1,846 270 206 0 511 250 428: -554 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 75.8 5.8 14.0 6.8 1.5 0.9 0.0 2.2 0.6 2.0: 0.0 0.0
Old : 100.0: 81.8 75.8 5.8 14.0 6.8 1.5 0.9 0.0 2.2 0.6 2.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 21 . . . . . 0 . . .:
Old : 38: 22 21 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 53.2 69.3 76.6 34.9 49.4 53.6 62.8
Old : 43.9 53.2 69.3 76.6 34.9 49.4 53.6 62.8
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,528: 52,287 44,523 3,161 4,034 1,639 0 0 0 260 6,770 100: 81 462
Old : 57,528: 52,287 44,523 3,161 4,034 1,639 0 0 0 260 6,770 100: 81 462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -3,341: -3,076 -2,446 407 244 -589 0 0 0 -20 -698 -50: -13 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 77.4 5.5 7.0 2.8 0.0 0.0 0.0 0.5 11.8 0.2: 0.1 0.8
Old : 100.0: 90.9 77.4 5.5 7.0 2.8 0.0 0.0 0.0 0.5 11.8 0.2: 0.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 22 . . . 0 0 0 . . .:
Old : 38: 25 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 : 50.3 54.5 73.8 80.9 50.2 50.4 71.4 74.7
Old : 50.3 54.5 73.8 80.9 50.2 50.4 71.4 74.7
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 74,488: 66,974 54,945 4,409 3,074 1,272 323 432 420 561 13,573 499: 30 273
Old : 74,488: 66,974 54,945 4,409 3,074 1,272 323 432 420 561 13,573 499: 30 273
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -5,174: -5,026 -1,780 1,152 -554 -817 -31 -30 -144 -55 -1,819 -232: -21 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 73.8 5.9 4.1 1.7 0.4 0.6 0.6 0.8 18.2 0.7: 0.0 0.4
Old : 100.0: 89.9 73.8 5.9 4.1 1.7 0.4 0.6 0.6 0.8 18.2 0.7: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 27 25 . . . . . . 4 5 5:
Old : 51: 27 25 . . . . . . 4 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 52.2 66.9 78.3 44.3 47.3 60.2 68.1
Old : 46.0 52.2 66.9 78.3 44.3 47.3 60.2 68.1
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,615: 36,835 38,930 9,125 8,160 600 300 0 0 1,015 445 300: 440 180
Old : 48,615: 36,835 38,930 9,125 8,160 600 300 0 0 1,015 445 300: 440 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -2,835: -1,340 -2,355 -495 -460 0 0 0 0 -70 0 0: -930 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 80.1 18.8 16.8 1.2 0.6 0.0 0.0 2.1 0.9 0.6: 0.9 0.4
Old : 100.0: 75.8 80.1 18.8 16.8 1.2 0.6 0.0 0.0 2.1 0.9 0.6: 0.9 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 : 24: 17 7 . . . . 0 0 . . .:
Old : 24: 17 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 : 43.7 96.3 72.2 99.5 43.3 92.2 70.9 92.2
Old : 43.7 96.3 72.2 99.5 43.3 92.2 70.9 92.2
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 58,475: 42,045 42,740 11,340 9,915 2,800 300 0 0 1,320 2,545 475: 195 0
Old : 58,475: 42,045 42,740 11,340 9,915 2,800 300 0 0 1,320 2,545 475: 195 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -3,460: -1,705 -2,820 -525 -640 0 0 0 0 -100 0 0: -1,130 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 73.1 19.4 17.0 4.8 0.5 0.0 0.0 2.3 4.4 0.8: 0.3 0.0
Old : 100.0: 71.9 73.1 19.4 17.0 4.8 0.5 0.0 0.0 2.3 4.4 0.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 22 11 . . . . 0 0 . . .:
Old : 30: 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 : 40.8 90.4 68.7 97.7 38.9 87.4 66.8 90.6
Old : 40.8 90.4 68.7 97.7 38.9 87.4 66.8 90.6
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,800: 27,150 32,850 1,700 1,200 1,650 0 0 0 5,200 0 100: 0 0
Old : 35,800: 27,150 32,850 1,700 1,200 1,650 0 0 0 5,200 0 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -270,309: -205,827 -245,186 -11,721 -10,640 -12,223 0 0 0 -39,478 -1,200 -1,060: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 91.8 4.7 3.4 4.6 0.0 0.0 0.0 14.5 0.0 0.3: 0.0 0.0
Old : 100.0: 75.8 91.8 4.7 3.4 4.6 0.0 0.0 0.0 14.5 0.0 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 25 . . . 0 0 0 . 0 .:
Old : 34: 20 25 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 54.9 73.9 71.1 52.2 50.6 69.3 64.2
Old : 53.4 54.9 73.9 71.1 52.2 50.6 69.3 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,700: 35,700 46,300 1,250 1,500 2,100 300 1,400 600 12,700 750 1,050: 0 0
Old : 53,700: 35,700 46,300 1,250 1,500 2,100 300 1,400 600 12,700 750 1,050: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 28,926: 19,649 25,393 773 957 992 300 844 265 7,097 155 572: -722 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 86.2 2.3 2.8 3.9 0.6 2.6 1.1 23.6 1.4 2.0: 0.0 0.0
Old : 100.0: 66.5 86.2 2.3 2.8 3.9 0.6 2.6 1.1 23.6 1.4 2.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 21 26 . . . . . . 5 . .:
Old : 43: 21 26 . . . . . . 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 : 53.1 43.3 71.8 62.2 50.4 37.5 66.9 52.3
Old : 53.1 43.3 71.8 62.2 50.4 37.5 66.9 52.3
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,075: 25,625 33,500 6,725 0 400 350 0 0 900 100 75: 0 0
Old : 34,075: 25,625 33,500 6,725 0 400 350 0 0 900 100 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -3,097: -2,320 -2,678 -435 0 -164 -165 0 0 188 -54 -201: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 98.3 19.7 0.0 1.2 1.0 0.0 0.0 2.6 0.3 0.2: 0.0 0.0
Old : 100.0: 75.2 98.3 19.7 0.0 1.2 1.0 0.0 0.0 2.6 0.3 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.0 81.3 91.0 94.1 72.9 72.9 81.3 80.6
Old : 75.0 81.3 91.0 94.1 72.9 72.9 81.3 80.6
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,300: 31,850 23,900 800 5,850 4,150 600 3,950 300 600 150 0: 0 0
Old : 38,300: 31,850 23,900 800 5,850 4,150 600 3,950 300 600 150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -274,793: -227,839 -178,086 -6,322 -40,476 -30,351 -4,080 -17,623 -2,031 -4,170 -1,026 0: 0 -5,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 62.4 2.1 15.3 10.8 1.6 10.3 0.8 1.6 0.4 0.0: 0.0 0.0
Old : 100.0: 83.2 62.4 2.1 15.3 10.8 1.6 10.3 0.8 1.6 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 . . . . . . . . 0:
Old : 28: 13 14 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 62.8 87.2 85.1 70.5 52.9 76.8 69.5
Old : 71.7 62.8 87.2 85.1 70.5 52.9 76.8 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,050: 30,150 31,750 1,100 1,850 3,550 3,950 0 1,800 300 1,900 200: 0 0
Old : 41,050: 30,150 31,750 1,100 1,850 3,550 3,950 0 1,800 300 1,900 200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 22,056: 15,678 18,214 656 704 2,270 2,574 0 1,037 170 1,250 116: -445 -1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 77.3 2.7 4.5 8.6 9.6 0.0 4.4 0.7 4.6 0.5: 0.0 0.0
Old : 100.0: 73.4 77.3 2.7 4.5 8.6 9.6 0.0 4.4 0.7 4.6 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 19 . . . . 0 . . . .:
Old : 31: 17 19 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 60.5 75.3 77.5 46.3 47.9 59.1 60.3
Old : 54.0 60.5 75.3 77.5 46.3 47.9 59.1 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,400: 8,700 14,000 8,650 2,350 1,250 250 1,800 0 550 0 0: 0 0
Old : 19,400: 8,700 14,000 8,650 2,350 1,250 250 1,800 0 550 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 72.2 44.6 12.1 6.4 1.3 9.3 0.0 2.8 0.0 0.0: 0.0 0.0
Old : 100.0: 44.8 72.2 44.6 12.1 6.4 1.3 9.3 0.0 2.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 13 . . . . . 0 . 0 0:
Old : 29: 14 13 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 62.6 83.5 85.1 63.4 59.0 75.3 73.5
Old : 65.7 62.6 83.5 85.1 63.4 59.0 75.3 73.5
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,700: 7,850 13,350 10,200 2,950 600 0 1,800 0 50 0 0: 0 0
Old : 18,700: 7,850 13,350 10,200 2,950 600 0 1,800 0 50 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -133,362: -56,134 -94,868 -71,206 -22,174 -4,080 0 -12,240 0 -342 0 0: -1,600 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 71.4 54.5 15.8 3.2 0.0 9.6 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 42.0 71.4 54.5 15.8 3.2 0.0 9.6 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 9 . . . 0 . 0 . 0 0:
Old : 22: 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 : 74.9 82.6 92.0 94.9 74.3 79.4 87.2 89.0
Old : 74.9 82.6 92.0 94.9 74.3 79.4 87.2 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,950: 17,600 19,800 3,500 2,850 250 850 100 0 1,750 950 0: 0 0
Old : 23,950: 17,600 19,800 3,500 2,850 250 850 100 0 1,750 950 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 82.7 14.6 11.9 1.0 3.5 0.4 0.0 7.3 4.0 0.0: 0.0 0.0
Old : 100.0: 73.5 82.7 14.6 11.9 1.0 3.5 0.4 0.0 7.3 4.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 14 . . . . . 0 . . 0:
Old : 29: 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 : 53.4 68.3 79.5 83.3 49.1 66.2 71.0 80.2
Old : 53.4 68.3 79.5 83.3 49.1 66.2 71.0 80.2
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,800: 20,950 26,050 7,200 2,300 950 2,000 1,000 0 400 1,200 300: 0 0
Old : 31,800: 20,950 26,050 7,200 2,300 950 2,000 1,000 0 400 1,200 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 16,924: 11,274 14,433 3,719 1,069 609 1,249 530 -100 271 920 153: -251 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 81.9 22.6 7.2 3.0 6.3 3.1 0.0 1.3 3.8 0.9: 0.0 0.0
Old : 100.0: 65.9 81.9 22.6 7.2 3.0 6.3 3.1 0.0 1.3 3.8 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 20 . . . . . 0 . 5 .:
Old : 37: 19 20 . . . . . 0 . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 46.5 69.0 67.1 33.6 29.6 44.5 44.0
Old : 50.8 46.5 69.0 67.1 33.6 29.6 44.5 44.0
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,750: 13,050 14,900 5,900 5,150 0 1,800 650 0 0 50 0: 0 0
Old : 20,750: 13,050 14,900 5,900 5,150 0 1,800 650 0 0 50 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -150,184: -90,321 -107,805 -46,023 -37,157 0 -12,240 -4,880 0 0 -342 0: -1,600 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 71.8 28.4 24.8 0.0 8.7 3.1 0.0 0.0 0.2 0.0: 0.0 0.0
Old : 100.0: 62.9 71.8 28.4 24.8 0.0 8.7 3.1 0.0 0.0 0.2 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 : 28: 17 16 . . 0 . . 0 0 . 0:
Old : 28: 17 16 . . 0 . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 58.3 84.1 81.9 55.7 53.7 72.0 72.0
Old : 64.1 58.3 84.1 81.9 55.7 53.7 72.0 72.0
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,975: 13,975 9,700 575 4,350 2,200 0 300 1,200 25 225 0: 0 0
Old : 17,975: 13,975 9,700 575 4,350 2,200 0 300 1,200 25 225 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -357: -342 -98 -16 -196 31 0 -6 -29 25 -33 -26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 54.0 3.2 24.2 12.2 0.0 1.7 6.7 0.1 1.3 0.0: 0.0 0.0
Old : 100.0: 77.7 54.0 3.2 24.2 12.2 0.0 1.7 6.7 0.1 1.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 59.8 64.7 82.8 87.3 54.8 52.3 66.1 63.7
Old : 59.8 64.7 82.8 87.3 54.8 52.3 66.1 63.7
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,425: 10,875 6,925 1,325 5,075 1,225 0 0 0 0 200 0: 0 0
Old : 13,425: 10,875 6,925 1,325 5,075 1,225 0 0 0 0 200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -158,154: -127,229 -78,104 -15,758 -62,482 -15,167 0 0 0 0 -2,401 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 51.6 9.9 37.8 9.1 0.0 0.0 0.0 0.0 1.5 0.0: 0.0 0.0
Old : 100.0: 81.0 51.6 9.9 37.8 9.1 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 : 20: 12 11 . . . 0 0 0 0 . 0:
Old : 20: 12 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 : 76.4 75.6 92.2 93.1 70.9 64.6 80.4 79.0
Old : 76.4 75.6 92.2 93.1 70.9 64.6 80.4 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,960: 9,725 12,805 1,425 0 2,035 440 0 100 300 0 0: 935 20
Old : 14,960: 9,725 12,805 1,425 0 2,035 440 0 100 300 0 0: 935 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -995: -790 -275 395 0 -470 100 0 -100 20 0 -45: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 85.6 9.5 0.0 13.6 2.9 0.0 0.7 2.0 0.0 0.0: 6.3 0.1
Old : 100.0: 65.0 85.6 9.5 0.0 13.6 2.9 0.0 0.7 2.0 0.0 0.0: 6.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 10 . 0 . . 0 . . 0 0:
Old : 24: 17 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 : 62.5 87.3 77.3 96.8 44.3 76.1 58.4 76.1
Old : 62.5 87.3 77.3 96.8 44.3 76.1 58.4 76.1
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,345: 11,860 13,385 1,150 0 2,255 0 160 405 295 0 120: 260 20
Old : 16,345: 11,860 13,385 1,150 0 2,255 0 160 405 295 0 120: 260 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -910: -525 -270 305 0 -390 0 0 0 -20 0 -95: -185 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 81.9 7.0 0.0 13.8 0.0 1.0 2.5 1.8 0.0 0.7: 1.6 0.1
Old : 100.0: 72.6 81.9 7.0 0.0 13.8 0.0 1.0 2.5 1.8 0.0 0.7: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 14 . 0 . 0 . . . 0 .:
Old : 32: 21 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 : 60.7 81.2 75.4 93.5 43.3 72.1 55.7 73.5
Old : 60.7 81.2 75.4 93.5 43.3 72.1 55.7 73.5
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,645: 7,985 5,400 1,350 4,430 815 0 0 0 130 0 0: 365 0
Old : 10,645: 7,985 5,400 1,350 4,430 815 0 0 0 130 0 0: 365 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -960: -585 -465 -170 -495 0 0 0 0 -50 0 0: -155 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 50.7 12.7 41.6 7.7 0.0 0.0 0.0 1.2 0.0 0.0: 3.4 0.0
Old : 100.0: 75.0 50.7 12.7 41.6 7.7 0.0 0.0 0.0 1.2 0.0 0.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.8 75.0 87.4 92.0 55.8 72.1 76.4 84.4
Old : 66.8 75.0 87.4 92.0 55.8 72.1 76.4 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,079: 7,033 25,195 20,170 3,835 2,040 1,050 0 0 150 0 0: 636 9
Old : 31,079: 7,033 25,195 20,170 3,835 2,040 1,050 0 0 150 0 0: 636 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,764: -954 -1,490 -615 -470 215 -125 0 0 0 0 0: -285 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 81.1 64.9 12.3 6.6 3.4 0.0 0.0 0.5 0.0 0.0: 2.0 0.0
Old : 100.0: 22.6 81.1 64.9 12.3 6.6 3.4 0.0 0.0 0.5 0.0 0.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 12 . . . . 0 0 . 0 0:
Old : 24: 12 12 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.6 78.0 91.2 96.9 75.4 73.7 82.4 85.6
Old : 79.6 78.0 91.2 96.9 75.4 73.7 82.4 85.6
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,576: 6,439 22,130 16,945 2,785 3,655 1,050 0 0 100 0 0: 387 6
Old : 28,576: 6,439 22,130 16,945 2,785 3,655 1,050 0 0 100 0 0: 387 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,298: -413 -1,075 -695 -420 215 -125 0 0 -50 0 0: -230 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 77.4 59.3 9.7 12.8 3.7 0.0 0.0 0.3 0.0 0.0: 1.4 0.0
Old : 100.0: 22.5 77.4 59.3 9.7 12.8 3.7 0.0 0.0 0.3 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 9 . . . . 0 0 . 0 0:
Old : 22: 12 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 : 80.2 86.6 92.6 98.6 70.6 73.9 77.5 80.8
Old : 80.2 86.6 92.6 98.6 70.6 73.9 77.5 80.8
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,800: 10,905 11,585 1,825 475 910 0 550 0 0 0 0: 160 280
Old : 13,800: 10,905 11,585 1,825 475 910 0 550 0 0 0 0: 160 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -360: 35 -515 25 40 -90 0 175 0 0 0 0: -330 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 83.9 13.2 3.4 6.6 0.0 4.0 0.0 0.0 0.0 0.0: 1.2 2.0
Old : 100.0: 79.0 83.9 13.2 3.4 6.6 0.0 4.0 0.0 0.0 0.0 0.0: 1.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 . . . 0 . 0 0 0 0:
Old : 23: 12 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 : 63.8 70.6 89.6 86.6 59.9 68.6 81.7 79.6
Old : 63.8 70.6 89.6 86.6 59.9 68.6 81.7 79.6
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,710: 7,605 7,775 1,080 540 745 0 350 0 0 0 0: 280 300
Old : 9,710: 7,605 7,775 1,080 540 745 0 350 0 0 0 0: 280 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -120: 380 -400 -40 25 -135 0 200 0 0 0 0: -325 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 80.1 11.1 5.6 7.7 0.0 3.6 0.0 0.0 0.0 0.0: 2.9 3.1
Old : 100.0: 78.3 80.1 11.1 5.6 7.7 0.0 3.6 0.0 0.0 0.0 0.0: 2.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 . . . 0 . 0 0 0 0:
Old : 20: 11 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 75.2 88.9 90.0 57.0 67.3 78.3 78.5
Old : 59.7 75.2 88.9 90.0 57.0 67.3 78.3 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,789: 23,389 9,263 145 9,800 1,125 0 50 0 0 4,450 75: 55 26
Old : 24,789: 23,389 9,263 145 9,800 1,125 0 50 0 0 4,450 75: 55 26
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 620: 105 -750 75 -940 425 0 -50 0 0 2,175 0: 15 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 37.4 0.6 39.5 4.5 0.0 0.2 0.0 0.0 18.0 0.3: 0.2 0.1
Old : 100.0: 94.4 37.4 0.6 39.5 4.5 0.0 0.2 0.0 0.0 18.0 0.3: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 15 . . . 0 . 0 0 . .:
Old : 29: 15 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 : 72.7 70.6 90.9 92.2 71.2 66.2 87.1 86.7
Old : 72.7 70.6 90.9 92.2 71.2 66.2 87.1 86.7
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,768: 25,363 10,859 145 10,310 1,075 0 50 0 100 4,350 25: 60 99
Old : 26,768: 25,363 10,859 145 10,310 1,075 0 50 0 100 4,350 25: 60 99
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 508: 13 -1,002 75 -870 400 0 -50 0 0 2,250 0: 20 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 40.6 0.5 38.5 4.0 0.0 0.2 0.0 0.4 16.3 0.1: 0.2 0.4
Old : 100.0: 94.8 40.6 0.5 38.5 4.0 0.0 0.2 0.0 0.4 16.3 0.1: 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 : 27: 15 13 . . . 0 . 0 . . .:
Old : 27: 15 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 73.7 89.6 94.5 62.0 61.2 75.2 75.5
Old : 71.5 73.7 89.6 94.5 62.0 61.2 75.2 75.5
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 107,761: 94,146 80,569 5,605 16,000 7,410 0 2,052 200 310 1,455 55: 35 20
Old : 107,761: 94,146 80,569 5,605 16,000 7,410 0 2,052 200 310 1,455 55: 35 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -4,693: -2,823 -1,438 -775 -2,185 -490 0 -50 -250 15 -15 25: -395 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 74.8 5.2 14.8 6.9 0.0 1.9 0.2 0.3 1.4 0.1: 0.0 0.0
Old : 100.0: 87.4 74.8 5.2 14.8 6.9 0.0 1.9 0.2 0.3 1.4 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 30 30 . . 4 0 4 . . . .:
Old : 49: 30 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 : 46.1 60.4 71.9 85.1 45.7 53.5 62.6 69.7
Old : 46.1 60.4 71.9 85.1 45.7 53.5 62.6 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 126,198: 109,083 94,341 6,875 15,975 8,570 480 4,062 685 435 2,530 35: 35 0
Old : 126,198: 109,083 94,341 6,875 15,975 8,570 480 4,062 685 435 2,530 35: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -6,820: -3,880 -3,465 -620 -1,245 -1,360 260 385 -210 75 -165 -50: -1,035 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 74.8 5.4 12.7 6.8 0.4 3.2 0.5 0.3 2.0 0.0: 0.0 0.0
Old : 100.0: 86.4 74.8 5.4 12.7 6.8 0.4 3.2 0.5 0.3 2.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 35 29 . . 4 . . . . 4 .:
Old : 54: 35 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 : 41.3 61.7 59.7 82.7 41.0 53.5 55.8 70.8
Old : 41.3 61.7 59.7 82.7 41.0 53.5 55.8 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 193,930: 153,316 135,093 9,794 11,384 8,132 6,075 3,624 9,106 3,870 22,883 3,627: 10 81
Old : 193,930: 153,316 135,093 9,794 11,384 8,132 6,075 3,624 9,106 3,870 22,883 3,627: 10 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -5,168: -2,514 -3,939 -1,596 695 52 -490 -484 0 240 1,400 -95: -765 -2,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 69.7 5.1 5.9 4.2 3.1 1.9 4.7 2.0 11.8 1.9: 0.0 0.0
Old : 100.0: 79.1 69.7 5.1 5.9 4.2 3.1 1.9 4.7 2.0 11.8 1.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 76: 37 37 . . 4 . 6 . 6 10 8:
Old : 76: 37 37 . . 4 . 6 . 6 10 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 57.7 58.2 72.9 33.9 53.7 51.0 60.9
Old : 36.5 57.7 58.2 72.9 33.9 53.7 51.0 60.9
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 124,901: 113,990 90,796 4,519 20,822 1,374 260 4,478 2,520 1,964 4,666 225: 49 20
Old : 124,901: 113,990 90,796 4,519 20,822 1,374 260 4,478 2,520 1,964 4,666 225: 49 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -2,701: -2,485 -537 -63 -90 307 -35 -150 85 25 -172 -25: -510 -2,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 72.7 3.6 16.7 1.1 0.2 3.6 2.0 1.6 3.7 0.2: 0.0 0.0
Old : 100.0: 91.3 72.7 3.6 16.7 1.1 0.2 3.6 2.0 1.6 3.7 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 32 28 . . 4 . . . . 4 .:
Old : 51: 32 28 . . 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 : 39.8 67.2 62.0 82.2 38.9 60.5 58.0 70.6
Old : 39.8 67.2 62.0 82.2 38.9 60.5 58.0 70.6
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,745: 42,440 39,495 4,120 7,555 2,040 355 625 0 645 0 5: 140 25
Old : 49,745: 42,440 39,495 4,120 7,555 2,040 355 625 0 645 0 5: 140 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -925: 600 -325 490 2,030 -1,565 0 -125 0 -35 0 0: -415 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 79.4 8.3 15.2 4.1 0.7 1.3 0.0 1.3 0.0 0.0: 0.3 0.1
Old : 100.0: 85.3 79.4 8.3 15.2 4.1 0.7 1.3 0.0 1.3 0.0 0.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.9 93.7 80.5 98.3 59.8 89.0 78.9 93.4
Old : 60.9 93.7 80.5 98.3 59.8 89.0 78.9 93.4
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,070: 40,185 40,305 3,395 3,515 2,700 205 525 0 520 0 0: 65 25
Old : 47,070: 40,185 40,305 3,395 3,515 2,700 205 525 0 520 0 0: 65 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -645: 980 20 440 2,185 -1,640 0 -125 0 -30 0 0: -395 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 85.6 7.2 7.5 5.7 0.4 1.1 0.0 1.1 0.0 0.0: 0.1 0.1
Old : 100.0: 85.4 85.6 7.2 7.5 5.7 0.4 1.1 0.0 1.1 0.0 0.0: 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 : 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 : 60.8 94.8 81.2 98.8 60.6 88.6 79.1 92.6
Old : 60.8 94.8 81.2 98.8 60.6 88.6 79.1 92.6
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,337: 24,471 18,106 0 7,066 2,905 400 0 200 300 0 0: 61 60
Old : 28,337: 24,471 18,106 0 7,066 2,905 400 0 200 300 0 0: 61 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -662: -515 -425 0 -72 -13 25 0 -25 300 0 0: -434 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 63.9 0.0 24.9 10.3 1.4 0.0 0.7 1.1 0.0 0.0: 0.2 0.2
Old : 100.0: 86.4 63.9 0.0 24.9 10.3 1.4 0.0 0.7 1.1 0.0 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: 24 23 0 . . . 0 . . 0 0:
Old : 32: 24 23 0 . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 54.6 67.3 81.8 33.2 43.3 51.5 60.8
Old : 42.4 54.6 67.3 81.8 33.2 43.3 51.5 60.8
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 21,794: 17,469 16,509 160 2,610 2,615 600 0 0 950 0 0: 0 60
Old : 21,794: 17,469 16,509 160 2,610 2,615 600 0 0 950 0 0: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -542: -147 -1,062 -195 520 0 -75 0 0 -125 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 75.8 0.7 12.0 12.0 2.8 0.0 0.0 4.4 0.0 0.0: 0.0 0.3
Old : 100.0: 80.2 75.8 0.7 12.0 12.0 2.8 0.0 0.0 4.4 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 14 . . . . 0 0 . 0 0:
Old : 25: 18 14 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 66.1 65.5 88.7 35.3 58.5 53.9 69.3
Old : 41.4 66.1 65.5 88.7 35.3 58.5 53.9 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 150,967: 101,955 89,733 127 18,433 29,127 16,894 0 2,864 0 10,810 0: 0 0
Old : 150,967: 101,955 89,733 127 18,433 29,127 16,894 0 2,864 0 10,810 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 11,147: 14,978 5,743 -1,275 3,570 -2,976 1,260 0 -840 0 5,650 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 59.4 0.1 12.2 19.3 11.2 0.0 1.9 0.0 7.2 0.0: 0.0 0.0
Old : 100.0: 67.5 59.4 0.1 12.2 19.3 11.2 0.0 1.9 0.0 7.2 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 : 28: 19 14 . . . . 0 . 0 . 0:
Old : 28: 19 14 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 67.9 77.7 86.4 36.9 44.6 43.8 48.4
Old : 50.8 67.9 77.7 86.4 36.9 44.6 43.8 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,692: 27,137 35,827 8,870 200 0 0 0 0 0 0 0: 1,685 1,665
Old : 37,692: 27,137 35,827 8,870 200 0 0 0 0 0 0 0: 1,685 1,665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -770: -855 -625 185 -25 0 0 0 0 0 0 0: -100 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 95.1 23.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.5 4.4
Old : 100.0: 72.0 95.1 23.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 80.2 66.2 91.5 87.8 69.0 53.6 75.9 72.8
Old : 80.2 66.2 91.5 87.8 69.0 53.6 75.9 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,150: 23,975 32,710 9,015 200 0 0 0 0 0 0 0: 1,160 1,240
Old : 34,150: 23,975 32,710 9,015 200 0 0 0 0 0 0 0: 1,160 1,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -620: -690 -550 90 -25 0 0 0 0 0 0 0: -20 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 95.8 26.4 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 3.6
Old : 100.0: 70.2 95.8 26.4 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 86.6 67.3 95.2 89.3 73.8 54.6 77.0 73.0
Old : 86.6 67.3 95.2 89.3 73.8 54.6 77.0 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,299: 16,557 21,129 6,523 2,293 1,032 65 775 0 1,256 1,000 0: 866 70
Old : 26,299: 16,557 21,129 6,523 2,293 1,032 65 775 0 1,256 1,000 0: 866 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,752: -1,117 -991 -530 -396 -3 -5 -100 0 -59 -50 0: -38 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 80.3 24.8 8.7 3.9 0.2 2.9 0.0 4.8 3.8 0.0: 3.3 0.3
Old : 100.0: 63.0 80.3 24.8 8.7 3.9 0.2 2.9 0.0 4.8 3.8 0.0: 3.3 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 : 28: 14 14 . . 4 . . 0 . . 0:
Old : 28: 14 14 . . 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 : 49.4 43.3 76.8 68.2 43.7 41.5 64.4 61.7
Old : 49.4 43.3 76.8 68.2 43.7 41.5 64.4 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,448: 12,529 13,145 1,549 2,352 690 240 0 0 854 0 1: 585 260
Old : 16,448: 12,529 13,145 1,549 2,352 690 240 0 0 854 0 1: 585 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -966: -793 -735 -73 -45 0 -30 0 0 6 0 -6: -70 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 79.9 9.4 14.3 4.2 1.5 0.0 0.0 5.2 0.0 0.0: 3.6 1.6
Old : 100.0: 76.2 79.9 9.4 14.3 4.2 1.5 0.0 0.0 5.2 0.0 0.0: 3.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 53.3 56.1 76.0 78.5 50.0 55.9 69.5 77.2
Old : 53.3 56.1 76.0 78.5 50.0 55.9 69.5 77.2
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,329: 29,377 17,421 586 8,888 3,234 0 4,830 0 1,515 581 320: 297 55
Old : 35,329: 29,377 17,421 586 8,888 3,234 0 4,830 0 1,515 581 320: 297 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,060: -897 387 231 -557 -12 0 -517 0 25 72 -75: -332 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 49.3 1.7 25.2 9.2 0.0 13.7 0.0 4.3 1.6 0.9: 0.8 0.2
Old : 100.0: 83.2 49.3 1.7 25.2 9.2 0.0 13.7 0.0 4.3 1.6 0.9: 0.8 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 : 39: 25 18 . . . 0 . 0 . . .:
Old : 39: 25 18 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 50.8 67.1 76.4 45.2 42.4 55.4 65.0
Old : 50.8 50.8 67.1 76.4 45.2 42.4 55.4 65.0
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,055: 19,915 17,707 122 2,092 2,858 0 240 60 0 0 0: 100 98
Old : 23,055: 19,915 17,707 122 2,092 2,858 0 240 60 0 0 0: 100 98
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -759: -468 481 122 -653 -267 0 50 -50 0 0 0: -96 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 76.8 0.5 9.1 12.4 0.0 1.0 0.3 0.0 0.0 0.0: 0.4 0.4
Old : 100.0: 86.4 76.8 0.5 9.1 12.4 0.0 1.0 0.3 0.0 0.0 0.0: 0.4 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: 19 17 . . . 0 . . 0 0 0:
Old : 29: 19 17 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 57.3 75.1 78.5 47.1 54.3 61.5 66.4
Old : 54.0 57.3 75.1 78.5 47.1 54.3 61.5 66.4
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,187: 13,357 18,159 7,188 845 402 0 525 0 0 975 70: 170 211
Old : 21,187: 13,357 18,159 7,188 845 402 0 525 0 0 975 70: 170 211
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 247: 117 117 410 230 0 0 -50 0 0 15 -15: -265 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 85.7 33.9 4.0 1.9 0.0 2.5 0.0 0.0 4.6 0.3: 0.8 1.0
Old : 100.0: 63.0 85.7 33.9 4.0 1.9 0.0 2.5 0.0 0.0 4.6 0.3: 0.8 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: 18 14 4 . . 0 . 0 0 . .:
Old : 29: 18 14 4 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 71.5 78.7 85.9 56.3 68.2 75.9 82.0
Old : 58.8 71.5 78.7 85.9 56.3 68.2 75.9 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,208: 11,035 12,711 1,610 0 1,332 0 0 0 0 0 0: 231 165
Old : 14,208: 11,035 12,711 1,610 0 1,332 0 0 0 0 0 0: 231 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -354: -230 -99 225 -18 -232 0 0 0 0 0 0: -117 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 89.5 11.3 0.0 9.4 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 1.2
Old : 100.0: 77.7 89.5 11.3 0.0 9.4 0.0 0.0 0.0 0.0 0.0 0.0: 1.6 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 0:
Old : 20: 13 9 . 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 : 54.1 82.0 80.6 97.3 48.5 79.2 74.4 85.7
Old : 54.1 82.0 80.6 97.3 48.5 79.2 74.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,921: 29,545 20,360 1,795 10,826 1,070 0 525 0 315 0 0: 196 140
Old : 32,921: 29,545 20,360 1,795 10,826 1,070 0 525 0 315 0 0: 196 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -213: -68 -16 0 168 -20 0 0 0 130 0 0: -255 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 61.8 5.5 32.9 3.3 0.0 1.6 0.0 1.0 0.0 0.0: 0.6 0.4
Old : 100.0: 89.7 61.8 5.5 32.9 3.3 0.0 1.6 0.0 1.0 0.0 0.0: 0.6 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 : 31: 25 21 . . . 0 . 0 . 0 0:
Old : 31: 25 21 . . . 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 : 42.8 56.6 64.0 79.0 40.9 50.6 56.6 62.9
Old : 42.8 56.6 64.0 79.0 40.9 50.6 56.6 62.9
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,569: 11,875 15,284 4,105 915 1,805 0 300 0 581 0 0: 203 265
Old : 18,569: 11,875 15,284 4,105 915 1,805 0 300 0 581 0 0: 203 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -382: -364 -385 0 -215 0 0 300 0 -2 0 0: -16 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 82.3 22.1 4.9 9.7 0.0 1.6 0.0 3.1 0.0 0.0: 1.1 1.4
Old : 100.0: 64.0 82.3 22.1 4.9 9.7 0.0 1.6 0.0 3.1 0.0 0.0: 1.1 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 : 27: 18 13 . . . 0 . 0 . 0 0:
Old : 27: 18 13 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 73.7 69.6 89.6 44.2 65.9 59.5 75.6
Old : 51.1 73.7 69.6 89.6 44.2 65.9 59.5 75.6
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,760: 9,405 13,141 2,011 0 2,939 300 0 0 935 0 0: 1,170 680
Old : 16,760: 9,405 13,141 2,011 0 2,939 300 0 0 935 0 0: 1,170 680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 5: -685 140 321 -32 -196 300 0 0 -40 0 0: 305 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 78.4 12.0 0.0 17.5 1.8 0.0 0.0 5.6 0.0 0.0: 7.0 4.1
Old : 100.0: 56.1 78.4 12.0 0.0 17.5 1.8 0.0 0.0 5.6 0.0 0.0: 7.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 12 . 0 . . 0 0 . 0 0:
Old : 23: 16 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 : 45.7 63.1 68.7 83.8 31.2 47.9 45.0 57.1
Old : 45.7 63.1 68.7 83.8 31.2 47.9 45.0 57.1
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,166: 22,082 25,967 9,815 4,730 0 0 0 0 0 1,200 0: 4,269 4,269
Old : 36,166: 22,082 25,967 9,815 4,730 0 0 0 0 0 1,200 0: 4,269 4,269
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,406: -795 -1,375 -1,255 -675 0 0 0 0 0 0 0: 644 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 71.8 27.1 13.1 0.0 0.0 0.0 0.0 0.0 3.3 0.0: 11.8 11.8
Old : 100.0: 61.1 71.8 27.1 13.1 0.0 0.0 0.0 0.0 0.0 3.3 0.0: 11.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 18 . . 0 0 0 0 0 . 0:
Old : 25: 13 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 : 75.4 49.7 86.9 70.3 73.5 49.7 80.6 70.2
Old : 75.4 49.7 86.9 70.3 73.5 49.7 80.6 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,301: 20,053 23,558 9,945 5,110 0 0 0 0 0 1,200 0: 3,303 3,433
Old : 33,301: 20,053 23,558 9,945 5,110 0 0 0 0 0 1,200 0: 3,303 3,433
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -2,064: -1,435 -1,170 -315 -570 0 0 0 0 0 0 0: -314 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 70.7 29.9 15.3 0.0 0.0 0.0 0.0 0.0 3.6 0.0: 9.9 10.3
Old : 100.0: 60.2 70.7 29.9 15.3 0.0 0.0 0.0 0.0 0.0 3.6 0.0: 9.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 83.4 50.8 89.8 69.5 79.6 50.8 82.9 69.4
Old : 83.4 50.8 89.8 69.5 79.6 50.8 82.9 69.4
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,420: 36,605 13,690 1,425 6,435 3,805 0 10,925 75 0 7,270 475: 1,035 745
Old : 43,420: 36,605 13,690 1,425 6,435 3,805 0 10,925 75 0 7,270 475: 1,035 745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -20: 355 970 0 515 0 0 135 -100 -75 -1,370 15: -215 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 31.5 3.3 14.8 8.8 0.0 25.2 0.2 0.0 16.7 1.1: 2.4 1.7
Old : 100.0: 84.3 31.5 3.3 14.8 8.8 0.0 25.2 0.2 0.0 16.7 1.1: 2.4 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 : 29: 15 14 . . . 0 . . 0 . .:
Old : 29: 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 : 68.8 69.4 82.7 89.6 63.3 59.5 74.8 77.8
Old : 68.8 69.4 82.7 89.6 63.3 59.5 74.8 77.8
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,675: 35,195 14,980 1,225 7,490 3,830 0 10,285 170 0 3,875 375: 880 670
Old : 41,675: 35,195 14,980 1,225 7,490 3,830 0 10,285 170 0 3,875 375: 880 670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 200: 500 1,040 25 425 -25 0 20 -170 0 -980 -25: -105 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 35.9 2.9 18.0 9.2 0.0 24.7 0.4 0.0 9.3 0.9: 2.1 1.6
Old : 100.0: 84.5 35.9 2.9 18.0 9.2 0.0 24.7 0.4 0.0 9.3 0.9: 2.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 15 . . . 0 . . 0 . .:
Old : 29: 15 15 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 72.5 84.5 90.3 65.7 63.1 76.6 77.9
Old : 72.1 72.5 84.5 90.3 65.7 63.1 76.6 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 42,990: 18,735 36,935 19,915 975 990 730 0 570 575 2,060 15: 1,460 1,445
Old : 42,990: 18,735 36,935 19,915 975 990 730 0 570 575 2,060 15: 1,460 1,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -835: -905 640 2,205 50 -1,480 20 0 -20 -600 15 -15: -40 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 85.9 46.3 2.3 2.3 1.7 0.0 1.3 1.3 4.8 0.0: 3.4 3.4
Old : 100.0: 43.6 85.9 46.3 2.3 2.3 1.7 0.0 1.3 1.3 4.8 0.0: 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 : 27: 15 10 . . . . 0 . . . .:
Old : 27: 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 : 71.8 84.6 86.3 92.2 71.0 81.9 84.7 87.4
Old : 71.8 84.6 86.3 92.2 71.0 81.9 84.7 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,605: 16,220 33,600 18,370 400 880 780 0 570 575 1,985 15: 1,195 1,155
Old : 38,605: 16,220 33,600 18,370 400 880 780 0 570 575 1,985 15: 1,195 1,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -700: -535 495 1,495 0 -1,020 20 0 -20 -500 -35 -15: -125 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 87.0 47.6 1.0 2.3 2.0 0.0 1.5 1.5 5.1 0.0: 3.1 3.0
Old : 100.0: 42.0 87.0 47.6 1.0 2.3 2.0 0.0 1.5 1.5 5.1 0.0: 3.1 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 : 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 : 71.9 86.3 86.5 93.6 71.3 82.9 84.4 87.9
Old : 71.9 86.3 86.5 93.6 71.3 82.9 84.4 87.9
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,990: 22,165 20,090 9,415 275 2,765 0 10,270 0 100 1,250 0: 545 340
Old : 34,990: 22,165 20,090 9,415 275 2,765 0 10,270 0 100 1,250 0: 545 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,345: -1,250 -630 -80 0 -25 0 -655 0 0 -50 0: 10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 57.4 26.9 0.8 7.9 0.0 29.4 0.0 0.3 3.6 0.0: 1.6 1.0
Old : 100.0: 63.3 57.4 26.9 0.8 7.9 0.0 29.4 0.0 0.3 3.6 0.0: 1.6 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 : 25: 14 8 . . . 0 . 0 . . 0:
Old : 25: 14 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 : 79.5 88.5 91.4 96.5 72.4 84.3 84.4 89.2
Old : 79.5 88.5 91.4 96.5 72.4 84.3 84.4 89.2
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,545: 19,760 18,520 9,465 375 2,665 0 9,720 0 0 775 0: 655 490
Old : 32,545: 19,760 18,520 9,465 375 2,665 0 9,720 0 0 775 0: 655 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -785: -760 -355 -80 -25 0 0 -605 0 0 200 0: 55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 56.9 29.1 1.2 8.2 0.0 29.9 0.0 0.0 2.4 0.0: 2.0 1.5
Old : 100.0: 60.7 56.9 29.1 1.2 8.2 0.0 29.9 0.0 0.0 2.4 0.0: 2.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 7 . . . 0 . 0 0 . 0:
Old : 23: 14 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 : 79.3 90.5 91.3 97.8 71.8 85.1 83.7 89.5
Old : 79.3 90.5 91.3 97.8 71.8 85.1 83.7 89.5
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,920: 23,005 14,060 0 9,430 645 50 130 50 565 0 115: 1,490 1,490
Old : 25,920: 23,005 14,060 0 9,430 645 50 130 50 565 0 115: 1,490 1,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,450: -660 -1,765 0 1,095 -595 -50 0 0 40 0 -40: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 54.2 0.0 36.4 2.5 0.2 0.5 0.2 2.2 0.0 0.4: 5.7 5.7
Old : 100.0: 88.8 54.2 0.0 36.4 2.5 0.2 0.5 0.2 2.2 0.0 0.4: 5.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 9 0 . . . . . . 0 .:
Old : 26: 12 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 : 73.6 77.4 85.6 90.7 67.8 75.1 79.4 83.3
Old : 73.6 77.4 85.6 90.7 67.8 75.1 79.4 83.3
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,205: 22,430 13,915 0 9,420 550 50 130 50 985 0 165: 975 975
Old : 25,205: 22,430 13,915 0 9,420 550 50 130 50 985 0 165: 975 975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,390: -480 -1,640 0 1,150 -550 -50 0 0 40 0 -90: -260 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 55.2 0.0 37.4 2.2 0.2 0.5 0.2 3.9 0.0 0.7: 3.9 3.9
Old : 100.0: 89.0 55.2 0.0 37.4 2.2 0.2 0.5 0.2 3.9 0.0 0.7: 3.9 3.9
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 : 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 : 75.7 79.1 86.2 92.7 69.7 77.1 79.6 85.3
Old : 75.7 79.1 86.2 92.7 69.7 77.1 79.6 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,965: 28,170 16,119 0 16,651 200 5,425 775 350 650 725 0: 1,170 1,145
Old : 35,965: 28,170 16,119 0 16,651 200 5,425 775 350 650 725 0: 1,170 1,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,055: -670 -735 0 -70 -25 -110 0 -50 -250 -225 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 44.8 0.0 46.3 0.6 15.1 2.2 1.0 1.8 2.0 0.0: 3.3 3.2
Old : 100.0: 78.3 44.8 0.0 46.3 0.6 15.1 2.2 1.0 1.8 2.0 0.0: 3.3 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 : 28: 17 9 0 . . . . . . . 0:
Old : 28: 17 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 : 67.6 79.5 84.3 92.7 60.0 76.0 76.7 85.3
Old : 67.6 79.5 84.3 92.7 60.0 76.0 76.7 85.3
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,445: 23,035 14,490 0 8,835 785 905 875 130 400 465 0: 2,190 1,865
Old : 27,445: 23,035 14,490 0 8,835 785 905 875 130 400 465 0: 2,190 1,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,015: -870 -455 0 -55 -50 80 0 -80 0 -175 0: -95 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 52.8 0.0 32.2 2.9 3.3 3.2 0.5 1.5 1.7 0.0: 8.0 6.8
Old : 100.0: 83.9 52.8 0.0 32.2 2.9 3.3 3.2 0.5 1.5 1.7 0.0: 8.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 9 0 . . . . . . . 0:
Old : 24: 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 : 59.5 70.2 75.8 88.2 51.9 63.3 66.7 76.2
Old : 59.5 70.2 75.8 88.2 51.9 63.3 66.7 76.2
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,535: 59,544 106,550 23,361 215 3,045 16,015 0 75 7,945 75 10: 9,540 9,565
Old : 119,535: 59,544 106,550 23,361 215 3,045 16,015 0 75 7,945 75 10: 9,540 9,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -2,570: -970 -1,530 -1,105 -1,190 670 -575 0 -100 -170 -100 0: -320 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 89.1 19.5 0.2 2.5 13.4 0.0 0.1 6.6 0.1 0.0: 8.0 8.0
Old : 100.0: 49.8 89.1 19.5 0.2 2.5 13.4 0.0 0.1 6.6 0.1 0.0: 8.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 57.7 58.9 71.6 74.0 52.6 55.6 65.5 68.6
Old : 57.7 58.9 71.6 74.0 52.6 55.6 65.5 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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,085: 51,530 91,470 17,590 1,265 1,940 19,345 0 150 4,295 0 0: 7,235 7,260
Old : 102,085: 51,530 91,470 17,590 1,265 1,940 19,345 0 150 4,295 0 0: 7,235 7,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,915: -1,250 -1,415 -345 -1,115 320 -780 0 -150 -155 0 -150: 595 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 89.6 17.2 1.2 1.9 18.9 0.0 0.1 4.2 0.0 0.0: 7.1 7.1
Old : 100.0: 50.5 89.6 17.2 1.2 1.9 18.9 0.0 0.1 4.2 0.0 0.0: 7.1 7.1
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 : 37: 17 24 . . . . 0 . . 0 0:
Old : 37: 17 24 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 57.3 79.7 72.9 60.2 55.5 75.3 70.4
Old : 62.6 57.3 79.7 72.9 60.2 55.5 75.3 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,290: 17,445 9,375 0 8,055 815 0 675 25 600 0 0: 2,405 2,345
Old : 21,290: 17,445 9,375 0 8,055 815 0 675 25 600 0 0: 2,405 2,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 70: -795 485 0 -1,240 775 0 -25 0 0 0 0: 90 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 44.0 0.0 37.8 3.8 0.0 3.2 0.1 2.8 0.0 0.0: 11.3 11.0
Old : 100.0: 81.9 44.0 0.0 37.8 3.8 0.0 3.2 0.1 2.8 0.0 0.0: 11.3 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 46.0 63.4 69.6 79.0 38.0 54.0 55.0 64.6
Old : 46.0 63.4 69.6 79.0 38.0 54.0 55.0 64.6
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,345: 15,600 9,575 0 8,295 520 0 25 0 2,100 0 0: 1,125 930
Old : 19,345: 15,600 9,575 0 8,295 520 0 25 0 2,100 0 0: 1,125 930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -815: -665 -350 0 -270 -55 0 -25 0 0 0 0: -95 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 49.5 0.0 42.9 2.7 0.0 0.1 0.0 10.9 0.0 0.0: 5.8 4.8
Old : 100.0: 80.6 49.5 0.0 42.9 2.7 0.0 0.1 0.0 10.9 0.0 0.0: 5.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 17 10 0 . . 0 . 0 . 0 0:
Old : 23: 17 10 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 78.9 74.4 91.4 41.4 58.4 56.7 63.9
Old : 54.8 78.9 74.4 91.4 41.4 58.4 56.7 63.9
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 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,360: 37,190 30,330 0 2,850 2,810 0 4,240 25 230 0 0: 6,105 6,105
Old : 46,360: 37,190 30,330 0 2,850 2,810 0 4,240 25 230 0 0: 6,105 6,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 180: 575 100 -45 475 -150 0 -25 0 20 0 0: -220 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 65.4 0.0 6.1 6.1 0.0 9.1 0.1 0.5 0.0 0.0: 13.2 13.2
Old : 100.0: 80.2 65.4 0.0 6.1 6.1 0.0 9.1 0.1 0.5 0.0 0.0: 13.2 13.2
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: 14 16 0 . . 0 . . . 0 0:
Old : 29: 14 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 : 65.5 41.8 80.5 63.2 65.4 36.8 68.9 55.5
Old : 65.5 41.8 80.5 63.2 65.4 36.8 68.9 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, May 09, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
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: :Megawatt Hours (MWh) :
: : Positions :
All : 30,170: 22,220 17,190 245 2,730 3,630 0 2,675 0 0 0 0: 4,075 3,945
Old : 30,170: 22,220 17,190 245 2,730 3,630 0 2,675 0 0 0 0: 4,075 3,945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 170: -220 -205 -210 -150 350 0 -75 0 0 0 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 57.0 0.8 9.0 12.0 0.0 8.9 0.0 0.0 0.0 0.0: 13.5 13.1
Old : 100.0: 73.6 57.0 0.8 9.0 12.0 0.0 8.9 0.0 0.0 0.0 0.0: 13.5 13.1
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: 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 : 50.2 41.4 74.4 63.8 38.7 28.9 45.9 41.6
Old : 50.2 41.4 74.4 63.8 38.7 28.9 45.9 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 12, 2017