COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 69,530: 25,255 30,591 7,530 5,770 2,185 2,890 17,601 908 24,240 6,057 5,414: 1,108 1,004 Old : 69,530: 25,255 30,591 7,530 5,770 2,185 2,890 17,601 908 24,240 6,057 5,414: 1,108 1,004 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 1,334: -487 517 46 76 159 1,215 823 -84 563 156 -84: 6 -229 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 44.0 10.8 8.3 3.1 4.2 25.3 1.3 34.9 8.7 7.8: 1.6 1.4 Old : 100.0: 36.3 44.0 10.8 8.3 3.1 4.2 25.3 1.3 34.9 8.7 7.8: 1.6 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 : 53: 14 14 4 . 4 . 5 . 14 9 16: Old : 53: 14 14 4 . 4 . 5 . 14 9 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.4 51.2 67.1 66.1 34.4 39.6 52.7 51.9 Old : 44.4 51.2 67.1 66.1 34.4 39.6 52.7 51.9 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 11,318: 2,555 6,899 554 1,672 303 0 1,003 255 6,349 15 695: 607 476 Old : 11,318: 2,555 6,899 554 1,672 303 0 1,003 255 6,349 15 695: 607 476 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 299: -123 229 40 48 57 0 -15 0 225 -15 -5: 105 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 61.0 4.9 14.8 2.7 0.0 8.9 2.3 56.1 0.1 6.1: 5.4 4.2 Old : 100.0: 22.6 61.0 4.9 14.8 2.7 0.0 8.9 2.3 56.1 0.1 6.1: 5.4 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 6 8 . . . 0 . . 9 . 4: Old : 26: 6 8 . . . 0 . . 9 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 56.2 74.7 78.5 50.4 50.3 67.4 68.7 Old : 51.2 56.2 74.7 78.5 50.4 50.3 67.4 68.7 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 109,187: 71,138 74,437 6,213 10,864 7,632 16,213 1,237 1,063 3,774 10,609 2,748: 406 597 Old : 109,187: 71,138 74,437 6,213 10,864 7,632 16,213 1,237 1,063 3,774 10,609 2,748: 406 597 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 42: 42 0 0 42 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.2 68.2 5.7 9.9 7.0 14.8 1.1 1.0 3.5 9.7 2.5: 0.4 0.5 Old : 100.0: 65.2 68.2 5.7 9.9 7.0 14.8 1.1 1.0 3.5 9.7 2.5: 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 : 70: 38 41 . . 4 5 . 4 6 8 13: Old : 70: 38 41 . . 4 5 . 4 6 8 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 : 42.6 30.3 58.3 51.2 32.4 24.1 44.1 38.2 Old : 42.6 30.3 58.3 51.2 32.4 24.1 44.1 38.2 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 44,762: 29,844 41,727 7,258 0 1,685 50 450 100 5,525 500 300: 0 0 Old : 44,762: 29,844 41,727 7,258 0 1,685 50 450 100 5,525 500 300: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -1,570: -415 -1,330 60 0 -240 25 -125 -25 -1,100 25 125: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.7 93.2 16.2 0.0 3.8 0.1 1.0 0.2 12.3 1.1 0.7: 0.0 0.0 Old : 100.0: 66.7 93.2 16.2 0.0 3.8 0.1 1.0 0.2 12.3 1.1 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 : 42: 28 24 . 0 . . . . 5 . .: Old : 42: 28 24 . 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 : 43.5 56.4 66.6 78.5 36.5 46.3 49.4 56.7 Old : 43.5 56.4 66.6 78.5 36.5 46.3 49.4 56.7 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 32,369: 25,755 22,607 0 6,957 2,140 275 0 0 3,950 200 225: 24 240 Old : 32,369: 25,755 22,607 0 6,957 2,140 275 0 0 3,950 200 225: 24 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 230: -575 50 0 150 30 -100 0 0 875 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.6 69.8 0.0 21.5 6.6 0.8 0.0 0.0 12.2 0.6 0.7: 0.1 0.7 Old : 100.0: 79.6 69.8 0.0 21.5 6.6 0.8 0.0 0.0 12.2 0.6 0.7: 0.1 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 24 21 0 . . . 0 0 4 . .: Old : 35: 24 21 0 . . . 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.6 47.4 74.5 74.2 41.2 36.1 49.0 47.1 Old : 54.6 47.4 74.5 74.2 41.2 36.1 49.0 47.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 191,578: 163,923 132,734 15,147 21,265 5,122 2,170 17,893 1,441 3,419 12,766 282: 74 75 Old : 191,578: 163,923 132,734 15,147 21,265 5,122 2,170 17,893 1,441 3,419 12,766 282: 74 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 666: -2,769 -309 3,000 -115 -861 1,000 1,625 291 -20 0 60: -35 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 69.3 7.9 11.1 2.7 1.1 9.3 0.8 1.8 6.7 0.1: 0.0 0.0 Old : 100.0: 85.6 69.3 7.9 11.1 2.7 1.1 9.3 0.8 1.8 6.7 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 35 34 4 . . . . . 4 4 .: Old : 57: 35 34 4 . . . . . 4 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.5 49.6 57.0 78.1 30.7 39.8 44.8 59.7 Old : 35.5 49.6 57.0 78.1 30.7 39.8 44.8 59.7 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 66,106: 55,230 42,003 6,735 15,881 1,448 0 1,875 850 725 3,024 1,025: 93 0 Old : 66,106: 55,230 42,003 6,735 15,881 1,448 0 1,875 850 725 3,024 1,025: 93 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 289: 34 630 150 1,125 -520 0 -598 -2 275 -646 300: 52 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 63.5 10.2 24.0 2.2 0.0 2.8 1.3 1.1 4.6 1.6: 0.1 0.0 Old : 100.0: 83.5 63.5 10.2 24.0 2.2 0.0 2.8 1.3 1.1 4.6 1.6: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 22 19 . . . 0 . . 4 4 4: Old : 39: 22 19 . . . 0 . . 4 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.7 69.3 86.0 81.3 70.1 59.4 74.1 69.8 Old : 73.7 69.3 86.0 81.3 70.1 59.4 74.1 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 23,549: 19,269 13,433 2,997 8,340 701 0 200 375 200 500 0: 7 0 Old : 23,549: 19,269 13,433 2,997 8,340 701 0 200 375 200 500 0: 7 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 50: 150 50 -1 100 -100 0 0 0 0 0 0: 1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.8 57.0 12.7 35.4 3.0 0.0 0.8 1.6 0.8 2.1 0.0: 0.0 0.0 Old : 100.0: 81.8 57.0 12.7 35.4 3.0 0.0 0.8 1.6 0.8 2.1 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 : 79.4 74.6 92.8 88.8 76.5 64.6 78.7 73.4 Old : 79.4 74.6 92.8 88.8 76.5 64.6 78.7 73.4 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 60,407: 49,476 45,941 1,240 1,356 8,520 0 3,600 600 200 0 330: 41 60 Old : 60,407: 49,476 45,941 1,240 1,356 8,520 0 3,600 600 200 0 330: 41 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -460: -75 75 -565 -565 30 0 0 0 50 -100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.9 76.1 2.1 2.2 14.1 0.0 6.0 1.0 0.3 0.0 0.5: 0.1 0.1 Old : 100.0: 81.9 76.1 2.1 2.2 14.1 0.0 6.0 1.0 0.3 0.0 0.5: 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 : 38: 26 25 . . . 0 . . . 0 .: Old : 38: 26 25 . . . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.7 43.5 69.5 71.0 28.6 39.6 43.9 50.6 Old : 47.7 43.5 69.5 71.0 28.6 39.6 43.9 50.6 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 65,620: 55,594 50,894 2,295 6,946 5,345 0 1,625 250 1,655 300 190: 291 70 Old : 65,620: 55,594 50,894 2,295 6,946 5,345 0 1,625 250 1,655 300 190: 291 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -24: 766 -189 0 910 -525 0 0 0 50 0 50: -365 -270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.7 77.6 3.5 10.6 8.1 0.0 2.5 0.4 2.5 0.5 0.3: 0.4 0.1 Old : 100.0: 84.7 77.6 3.5 10.6 8.1 0.0 2.5 0.4 2.5 0.5 0.3: 0.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 23 23 . . . 0 . . 5 . .: Old : 39: 23 23 . . . 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 : 37.7 49.1 61.2 76.7 32.2 45.4 50.8 62.7 Old : 37.7 49.1 61.2 76.7 32.2 45.4 50.8 62.7 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 66,525: 42,009 28,510 19,237 16,130 4,365 0 0 0 695 17,400 0: 219 120 Old : 66,525: 42,009 28,510 19,237 16,130 4,365 0 0 0 695 17,400 0: 219 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 1,115: 1,115 515 0 0 0 0 0 0 0 600 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.1 42.9 28.9 24.2 6.6 0.0 0.0 0.0 1.0 26.2 0.0: 0.3 0.2 Old : 100.0: 63.1 42.9 28.9 24.2 6.6 0.0 0.0 0.0 1.0 26.2 0.0: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 49.8 71.8 67.8 82.9 46.8 67.1 61.7 76.9 Old : 49.8 71.8 67.8 82.9 46.8 67.1 61.7 76.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 84,316: 58,228 39,691 21,277 23,115 3,845 0 0 0 815 17,400 0: 151 265 Old : 84,316: 58,228 39,691 21,277 23,115 3,845 0 0 0 815 17,400 0: 151 265 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 345: 345 -255 0 0 0 0 0 0 0 600 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.1 47.1 25.2 27.4 4.6 0.0 0.0 0.0 1.0 20.6 0.0: 0.2 0.3 Old : 100.0: 69.1 47.1 25.2 27.4 4.6 0.0 0.0 0.0 1.0 20.6 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 : 45.0 67.8 66.6 82.5 43.8 64.2 64.0 77.2 Old : 45.0 67.8 66.6 82.5 43.8 64.2 64.0 77.2 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 33,520: 24,434 27,110 3,825 1,070 4,250 0 0 0 700 900 50: 261 140 Old : 33,520: 24,434 27,110 3,825 1,070 4,250 0 0 0 700 900 50: 261 140 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 965: 915 650 170 535 -170 0 0 0 0 -100 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 80.9 11.4 3.2 12.7 0.0 0.0 0.0 2.1 2.7 0.1: 0.8 0.4 Old : 100.0: 72.9 80.9 11.4 3.2 12.7 0.0 0.0 0.0 2.1 2.7 0.1: 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: 18 17 . . . 0 0 0 . . .: Old : 28: 18 17 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 72.9 69.6 85.6 38.1 62.9 51.6 65.3 Old : 43.1 72.9 69.6 85.6 38.1 62.9 51.6 65.3 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 40,015: 29,075 35,559 5,025 1,035 3,055 1,000 0 0 1,650 0 150: 60 216 Old : 40,015: 29,075 35,559 5,025 1,035 3,055 1,000 0 0 1,650 0 150: 60 216 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -235: 685 -265 -825 -175 55 0 0 0 -300 0 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 88.9 12.6 2.6 7.6 2.5 0.0 0.0 4.1 0.0 0.4: 0.1 0.5 Old : 100.0: 72.7 88.9 12.6 2.6 7.6 2.5 0.0 0.0 4.1 0.0 0.4: 0.1 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 : 31: 19 22 . . . . 0 0 . 0 .: Old : 31: 19 22 . . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 66.9 65.4 83.7 26.3 49.9 38.6 54.0 Old : 44.8 66.9 65.4 83.7 26.3 49.9 38.6 54.0 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 15,790: 15,190 12,290 0 3,200 0 0 50 0 550 200 50: 0 0 Old : 15,790: 15,190 12,290 0 3,200 0 0 50 0 550 200 50: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 200: 200 150 0 0 0 0 0 0 -50 0 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.2 77.8 0.0 20.3 0.0 0.0 0.3 0.0 3.5 1.3 0.3: 0.0 0.0 Old : 100.0: 96.2 77.8 0.0 20.3 0.0 0.0 0.3 0.0 3.5 1.3 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 : 25: 16 12 0 . 0 0 . 0 . . .: Old : 25: 16 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 : 69.9 64.2 84.8 88.9 69.6 59.5 82.3 79.4 Old : 69.9 64.2 84.8 88.9 69.6 59.5 82.3 79.4 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 18,715: 15,104 13,786 889 560 687 1,300 1,232 0 200 1,850 300: 235 300 Old : 18,715: 15,104 13,786 889 560 687 1,300 1,232 0 200 1,850 300: 235 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -224: -151 -224 -223 0 0 0 0 0 0 -150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 73.7 4.8 3.0 3.7 6.9 6.6 0.0 1.1 9.9 1.6: 1.3 1.6 Old : 100.0: 80.7 73.7 4.8 3.0 3.7 6.9 6.6 0.0 1.1 9.9 1.6: 1.3 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 : 34: 19 20 . . . . . 0 . . .: Old : 34: 19 20 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 38.1 69.3 58.0 43.8 35.1 60.2 51.3 Old : 49.1 38.1 69.3 58.0 43.8 35.1 60.2 51.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 7,907: 6,507 4,275 0 1,960 90 800 1,032 0 100 0 250: 160 300 Old : 7,907: 6,507 4,275 0 1,960 90 800 1,032 0 100 0 250: 160 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 150: 100 100 0 50 0 0 0 0 50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.3 54.1 0.0 24.8 1.1 10.1 13.1 0.0 1.3 0.0 3.2: 2.0 3.8 Old : 100.0: 82.3 54.1 0.0 24.8 1.1 10.1 13.1 0.0 1.3 0.0 3.2: 2.0 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 10 0 . . . . 0 . 0 .: Old : 20: 11 10 0 . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 51.0 87.4 81.3 53.6 50.2 71.0 70.5 Old : 61.2 51.0 87.4 81.3 53.6 50.2 71.0 70.5 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 12,810: 10,640 9,075 75 1,660 910 0 450 225 260 150 300: 400 40 Old : 12,810: 10,640 9,075 75 1,660 910 0 450 225 260 150 300: 400 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 110: -35 10 75 -320 70 0 300 0 0 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.1 70.8 0.6 13.0 7.1 0.0 3.5 1.8 2.0 1.2 2.3: 3.1 0.3 Old : 100.0: 83.1 70.8 0.6 13.0 7.1 0.0 3.5 1.8 2.0 1.2 2.3: 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 : 23: 10 10 . . . 0 . . . . .: Old : 23: 10 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 : 67.6 54.8 85.0 84.0 63.2 48.5 71.5 72.4 Old : 67.6 54.8 85.0 84.0 63.2 48.5 71.5 72.4 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 42,195: 31,690 35,480 4,975 0 5,385 0 0 0 0 1,200 50: 95 80 Old : 42,195: 31,690 35,480 4,975 0 5,385 0 0 0 0 1,200 50: 95 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 1,160: 810 0 -910 0 1,210 0 0 0 0 -100 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.1 84.1 11.8 0.0 12.8 0.0 0.0 0.0 0.0 2.8 0.1: 0.2 0.2 Old : 100.0: 75.1 84.1 11.8 0.0 12.8 0.0 0.0 0.0 0.0 2.8 0.1: 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 . .: Old : 31: 21 23 . 0 . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 63.1 70.5 79.5 33.1 54.9 49.4 59.3 Old : 39.1 63.1 70.5 79.5 33.1 54.9 49.4 59.3 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 49,393: 41,818 36,528 2,365 8,555 2,860 575 400 0 1,425 700 350: 0 0 Old : 49,393: 41,818 36,528 2,365 8,555 2,860 575 400 0 1,425 700 350: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -240: -65 -80 0 -685 375 0 0 0 0 700 -550: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.7 74.0 4.8 17.3 5.8 1.2 0.8 0.0 2.9 1.4 0.7: 0.0 0.0 Old : 100.0: 84.7 74.0 4.8 17.3 5.8 1.2 0.8 0.0 2.9 1.4 0.7: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 24 26 . . . . . 0 . . .: Old : 38: 24 26 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 59.9 66.1 77.1 32.6 54.1 50.9 64.7 Old : 43.3 59.9 66.1 77.1 32.6 54.1 50.9 64.7 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 50,514: 38,390 40,814 9,344 8,160 615 400 0 0 1,015 445 300: 450 180 Old : 50,514: 38,390 40,814 9,344 8,160 615 400 0 0 1,015 445 300: 450 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 1,164: 820 1,149 219 0 15 100 0 0 0 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 80.8 18.5 16.2 1.2 0.8 0.0 0.0 2.0 0.9 0.6: 0.9 0.4 Old : 100.0: 76.0 80.8 18.5 16.2 1.2 0.8 0.0 0.0 2.0 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 : 26: 18 8 . . . . 0 0 . . .: Old : 26: 18 8 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 94.9 71.6 99.3 42.3 91.6 70.3 92.4 Old : 43.1 94.9 71.6 99.3 42.3 91.6 70.3 92.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 60,230: 43,535 44,544 11,559 9,915 2,751 400 0 0 1,315 2,545 475: 195 0 Old : 60,230: 43,535 44,544 11,559 9,915 2,751 400 0 0 1,315 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 16, 2017 : : 1,065: 800 1,114 219 0 -49 100 0 0 -5 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.3 74.0 19.2 16.5 4.6 0.7 0.0 0.0 2.2 4.2 0.8: 0.3 0.0 Old : 100.0: 72.3 74.0 19.2 16.5 4.6 0.7 0.0 0.0 2.2 4.2 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 : 32: 23 12 . . . . 0 0 . . .: Old : 32: 23 12 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.5 89.0 68.4 96.3 38.7 86.1 66.7 91.0 Old : 40.5 89.0 68.4 96.3 38.7 86.1 66.7 91.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 74,318: 68,061 66,272 2,781 3,238 2,611 0 0 0 260 1,281 474: 131 442 Old : 74,318: 68,061 66,272 2,781 3,238 2,611 0 0 0 260 1,281 474: 131 442 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 221: -314 447 420 0 0 0 0 0 0 -316 105: 10 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.6 89.2 3.7 4.4 3.5 0.0 0.0 0.0 0.3 1.7 0.6: 0.2 0.6 Old : 100.0: 91.6 89.2 3.7 4.4 3.5 0.0 0.0 0.0 0.3 1.7 0.6: 0.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 24 25 . . . 0 0 0 . . .: Old : 38: 24 25 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 61.0 74.1 81.4 52.7 59.3 73.2 77.3 Old : 53.1 61.0 74.1 81.4 52.7 59.3 73.2 77.3 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 101,444: 88,079 91,621 4,191 1,899 2,203 2,075 1,645 48 2,538 1,445 2,217: 93 366 Old : 101,444: 88,079 91,621 4,191 1,899 2,203 2,075 1,645 48 2,538 1,445 2,217: 93 366 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 3,320: 1,545 4,311 355 -110 204 250 0 0 312 -1,832 852: -198 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.8 90.3 4.1 1.9 2.2 2.0 1.6 0.0 2.5 1.4 2.2: 0.1 0.4 Old : 100.0: 86.8 90.3 4.1 1.9 2.2 2.0 1.6 0.0 2.5 1.4 2.2: 0.1 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 : 54: 28 29 . . . . . . 7 . 4: Old : 54: 28 29 . . . . . . 7 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 51.4 65.3 75.5 43.3 48.3 58.7 63.9 Old : 45.3 51.4 65.3 75.5 43.3 48.3 58.7 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 34,220: 25,702 33,573 6,906 0 572 225 0 0 775 75 0: 40 0 Old : 34,220: 25,702 33,573 6,906 0 572 225 0 0 775 75 0: 40 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 219: 150 150 300 0 94 -75 0 0 -250 -25 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.1 98.1 20.2 0.0 1.7 0.7 0.0 0.0 2.3 0.2 0.0: 0.1 0.0 Old : 100.0: 75.1 98.1 20.2 0.0 1.7 0.7 0.0 0.0 2.3 0.2 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 15 . 0 . . 0 0 . . 0: Old : 27: 14 15 . 0 . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.3 81.9 90.6 94.6 71.8 71.8 79.0 78.9 Old : 74.3 81.9 90.6 94.6 71.8 71.8 79.0 78.9 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 47,964: 38,770 35,239 990 1,855 6,170 600 4,250 300 1,006 150 0: 128 0 Old : 47,964: 38,770 35,239 990 1,855 6,170 600 4,250 300 1,006 150 0: 128 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -280: 100 320 -65 -460 -140 0 0 0 -175 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.8 73.5 2.1 3.9 12.9 1.3 8.9 0.6 2.1 0.3 0.0: 0.3 0.0 Old : 100.0: 80.8 73.5 2.1 3.9 12.9 1.3 8.9 0.6 2.1 0.3 0.0: 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: 21 15 . . . . . . . . 0: Old : 30: 21 15 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.9 69.8 79.8 91.1 60.3 62.2 67.5 70.5 Old : 63.9 69.8 79.8 91.1 60.3 62.2 67.5 70.5 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 49,965: 35,395 39,871 1,406 50 6,039 4,050 0 1,800 890 1,500 215: 170 490 Old : 49,965: 35,395 39,871 1,406 50 6,039 4,050 0 1,800 890 1,500 215: 170 490 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -84: 505 -20 -280 50 -109 -200 0 0 5 0 -5: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 79.8 2.8 0.1 12.1 8.1 0.0 3.6 1.8 3.0 0.4: 0.3 1.0 Old : 100.0: 70.8 79.8 2.8 0.1 12.1 8.1 0.0 3.6 1.8 3.0 0.4: 0.3 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 : 31: 21 20 . . . . 0 . . . .: Old : 31: 21 20 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.5 67.2 68.8 82.3 40.1 53.2 48.8 59.4 Old : 50.5 67.2 68.8 82.3 40.1 53.2 48.8 59.4 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 33,924: 18,639 28,761 13,903 1,245 982 0 2,075 175 50 475 70: 105 141 Old : 33,924: 18,639 28,761 13,903 1,245 982 0 2,075 175 50 475 70: 105 141 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 35: -90 35 120 0 0 0 0 0 0 0 0: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.9 84.8 41.0 3.7 2.9 0.0 6.1 0.5 0.1 1.4 0.2: 0.3 0.4 Old : 100.0: 54.9 84.8 41.0 3.7 2.9 0.0 6.1 0.5 0.1 1.4 0.2: 0.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 14 4 . . 0 . . . . .: Old : 30: 17 14 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 : 59.0 68.0 81.8 83.9 57.8 64.6 76.1 76.2 Old : 59.0 68.0 81.8 83.9 57.8 64.6 76.1 76.2 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 29,661: 16,750 23,616 12,020 3,560 645 0 1,800 0 50 0 0: 196 40 Old : 29,661: 16,750 23,616 12,020 3,560 645 0 1,800 0 50 0 0: 196 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.5 79.6 40.5 12.0 2.2 0.0 6.1 0.0 0.2 0.0 0.0: 0.7 0.1 Old : 100.0: 56.5 79.6 40.5 12.0 2.2 0.0 6.1 0.0 0.2 0.0 0.0: 0.7 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 : 26: 14 11 . . . 0 . 0 . 0 0: Old : 26: 14 11 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.0 78.5 87.2 90.6 63.0 77.6 83.8 89.0 Old : 65.0 78.5 87.2 90.6 63.0 77.6 83.8 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 37,067: 27,468 33,330 5,347 952 1,947 75 85 295 1,106 0 383: 446 75 Old : 37,067: 27,468 33,330 5,347 952 1,947 75 85 295 1,106 0 383: 446 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 484: 264 554 60 0 -55 0 -250 250 50 0 0: -85 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 89.9 14.4 2.6 5.3 0.2 0.2 0.8 3.0 0.0 1.0: 1.2 0.2 Old : 100.0: 74.1 89.9 14.4 2.6 5.3 0.2 0.2 0.8 3.0 0.0 1.0: 1.2 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: 18 17 . . 4 . . . 4 0 .: Old : 32: 18 17 . . 4 . . . 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 : 57.4 55.1 72.3 74.5 52.8 51.4 62.0 64.8 Old : 57.4 55.1 72.3 74.5 52.8 51.4 62.0 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 23,597: 19,434 19,200 1,544 2,837 1,359 240 0 0 854 0 1: 165 200 Old : 23,597: 19,434 19,200 1,544 2,837 1,359 240 0 0 854 0 1: 165 200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 165: 165 165 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.4 81.4 6.5 12.0 5.8 1.0 0.0 0.0 3.6 0.0 0.0: 0.7 0.8 Old : 100.0: 82.4 81.4 6.5 12.0 5.8 1.0 0.0 0.0 3.6 0.0 0.0: 0.7 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 : 28: 15 15 . . . . 0 0 . 0 .: Old : 28: 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 : 62.4 61.9 78.6 82.3 59.5 58.4 74.5 75.4 Old : 62.4 61.9 78.6 82.3 59.5 58.4 74.5 75.4 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 51,224: 43,608 33,085 1,889 7,262 3,047 1,760 6,385 0 565 1,369 60: 295 16 Old : 51,224: 43,608 33,085 1,889 7,262 3,047 1,760 6,385 0 565 1,369 60: 295 16 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 584: 1,175 -870 -557 270 -54 0 805 0 0 418 0: 20 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.1 64.6 3.7 14.2 5.9 3.4 12.5 0.0 1.1 2.7 0.1: 0.6 0.0 Old : 100.0: 85.1 64.6 3.7 14.2 5.9 3.4 12.5 0.0 1.1 2.7 0.1: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 26 23 . . . . . 0 . . .: Old : 41: 26 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 : 48.8 46.6 66.8 66.9 43.4 43.1 54.3 57.2 Old : 48.8 46.6 66.8 66.9 43.4 43.1 54.3 57.2 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 35,961: 28,309 26,571 4,767 6,837 995 1,800 1,490 10 0 50 0: 80 8 Old : 35,961: 28,309 26,571 4,767 6,837 995 1,800 1,490 10 0 50 0: 80 8 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -300: 505 -1,000 -905 0 100 0 600 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.7 73.9 13.3 19.0 2.8 5.0 4.1 0.0 0.0 0.1 0.0: 0.2 0.0 Old : 100.0: 78.7 73.9 13.3 19.0 2.8 5.0 4.1 0.0 0.0 0.1 0.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 23 18 . . . . . . 0 . 0: Old : 34: 23 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 : 52.0 60.4 70.6 82.5 44.5 58.4 60.9 75.0 Old : 52.0 60.4 70.6 82.5 44.5 58.4 60.9 75.0 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 19,112: 14,886 9,998 377 4,215 2,624 0 600 1,200 0 450 25: 0 0 Old : 19,112: 14,886 9,998 377 4,215 2,624 0 600 1,200 0 450 25: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 544: 469 -131 0 50 75 0 300 0 -25 225 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 52.3 2.0 22.1 13.7 0.0 3.1 6.3 0.0 2.4 0.1: 0.0 0.0 Old : 100.0: 77.9 52.3 2.0 22.1 13.7 0.0 3.1 6.3 0.0 2.4 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 15 . . . 0 . . 0 . .: Old : 26: 17 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 : 58.5 63.9 81.5 87.3 54.7 49.3 64.7 62.3 Old : 58.5 63.9 81.5 87.3 54.7 49.3 64.7 62.3 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 13,604: 11,059 7,099 1,290 5,050 1,255 0 0 0 0 200 0: 0 0 Old : 13,604: 11,059 7,099 1,290 5,050 1,255 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 16, 2017 : : 75: 70 75 5 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 52.2 9.5 37.1 9.2 0.0 0.0 0.0 0.0 1.5 0.0: 0.0 0.0 Old : 100.0: 81.3 52.2 9.5 37.1 9.2 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 : 75.3 75.3 92.3 93.3 70.0 65.1 80.7 79.2 Old : 75.3 75.3 92.3 93.3 70.0 65.1 80.7 79.2 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 17,590: 9,205 16,485 5,620 0 985 440 0 100 300 0 0: 940 20 Old : 17,590: 9,205 16,485 5,620 0 985 440 0 100 300 0 0: 940 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 1,200: 0 1,200 1,195 0 0 0 0 0 0 0 0: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.3 93.7 31.9 0.0 5.6 2.5 0.0 0.6 1.7 0.0 0.0: 5.3 0.1 Old : 100.0: 52.3 93.7 31.9 0.0 5.6 2.5 0.0 0.6 1.7 0.0 0.0: 5.3 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 : 25: 18 11 . 0 . . 0 . . 0 0: Old : 25: 18 11 . 0 . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.9 86.0 79.2 96.4 56.4 84.8 69.1 85.1 Old : 65.9 86.0 79.2 96.4 56.4 84.8 69.1 85.1 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 19,305: 11,550 17,245 5,420 0 1,205 0 310 405 345 0 120: 260 20 Old : 19,305: 11,550 17,245 5,420 0 1,205 0 310 405 345 0 120: 260 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 1,250: 30 1,250 1,220 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.8 89.3 28.1 0.0 6.2 0.0 1.6 2.1 1.8 0.0 0.6: 1.3 0.1 Old : 100.0: 59.8 89.3 28.1 0.0 6.2 0.0 1.6 2.1 1.8 0.0 0.6: 1.3 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 : 32: 22 14 . 0 . 0 . . . 0 .: Old : 32: 22 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 : 64.2 79.4 77.3 92.0 54.3 77.5 66.1 81.7 Old : 64.2 79.4 77.3 92.0 54.3 77.5 66.1 81.7 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 10,505: 8,000 5,250 1,190 4,430 825 0 0 0 130 0 0: 360 0 Old : 10,505: 8,000 5,250 1,190 4,430 825 0 0 0 130 0 0: 360 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -90: 15 -100 -110 0 10 0 0 0 0 0 0: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 50.0 11.3 42.2 7.9 0.0 0.0 0.0 1.2 0.0 0.0: 3.4 0.0 Old : 100.0: 76.2 50.0 11.3 42.2 7.9 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 : 23: 11 11 . . . 0 0 0 . 0 0: Old : 23: 11 11 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 74.5 86.1 91.9 54.1 71.7 74.9 84.1 Old : 65.3 74.5 86.1 91.9 54.1 71.7 74.9 84.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 31,459: 7,923 24,965 19,740 4,510 1,975 1,050 0 0 150 0 0: 621 9 Old : 31,459: 7,923 24,965 19,740 4,510 1,975 1,050 0 0 150 0 0: 621 9 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -220: 165 -210 -475 -100 90 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 79.4 62.7 14.3 6.3 3.3 0.0 0.0 0.5 0.0 0.0: 2.0 0.0 Old : 100.0: 25.2 79.4 62.7 14.3 6.3 3.3 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 : 25: 14 11 . . . . 0 0 . 0 0: Old : 25: 14 11 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.3 78.9 89.5 97.5 74.1 74.9 81.3 86.6 Old : 78.3 78.9 89.5 97.5 74.1 74.9 81.3 86.6 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 28,711: 7,079 22,130 16,665 3,135 3,440 1,050 0 0 100 0 0: 377 6 Old : 28,711: 7,079 22,130 16,665 3,135 3,440 1,050 0 0 100 0 0: 377 6 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -200: 100 -200 -325 -25 25 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 77.1 58.0 10.9 12.0 3.7 0.0 0.0 0.3 0.0 0.0: 1.3 0.0 Old : 100.0: 24.7 77.1 58.0 10.9 12.0 3.7 0.0 0.0 0.3 0.0 0.0: 1.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 9 . . . . 0 0 . 0 0: Old : 23: 13 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 : 78.6 86.4 91.3 98.5 70.4 74.8 78.1 81.7 Old : 78.6 86.4 91.3 98.5 70.4 74.8 78.1 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 15,050: 11,555 12,835 2,425 475 910 0 550 0 0 0 0: 160 280 Old : 15,050: 11,555 12,835 2,425 475 910 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 16, 2017 : : 1,200: 600 1,200 600 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 85.3 16.1 3.2 6.0 0.0 3.7 0.0 0.0 0.0 0.0: 1.1 1.9 Old : 100.0: 76.8 85.3 16.1 3.2 6.0 0.0 3.7 0.0 0.0 0.0 0.0: 1.1 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 11 . . . 0 . 0 0 0 0: Old : 24: 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 : 63.2 66.7 86.8 85.8 59.6 63.2 79.8 75.6 Old : 63.2 66.7 86.8 85.8 59.6 63.2 79.8 75.6 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 10,910: 8,205 8,975 1,680 540 745 0 350 0 0 0 0: 280 300 Old : 10,910: 8,205 8,975 1,680 540 745 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 16, 2017 : : 1,200: 600 1,200 600 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 82.3 15.4 4.9 6.8 0.0 3.2 0.0 0.0 0.0 0.0: 2.6 2.7 Old : 100.0: 75.2 82.3 15.4 4.9 6.8 0.0 3.2 0.0 0.0 0.0 0.0: 2.6 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 9 . . . 0 . 0 0 0 0: Old : 21: 12 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 : 58.7 72.8 85.7 89.0 56.2 62.8 75.8 74.3 Old : 58.7 72.8 85.7 89.0 56.2 62.8 75.8 74.3 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 26,916: 24,003 9,717 145 8,360 2,450 0 50 0 174 6,250 89: 55 0 Old : 26,916: 24,003 9,717 145 8,360 2,450 0 50 0 174 6,250 89: 55 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 927: 614 454 0 360 125 0 0 0 174 0 14: 0 -26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.2 36.1 0.5 31.1 9.1 0.0 0.2 0.0 0.6 23.2 0.3: 0.2 0.0 Old : 100.0: 89.2 36.1 0.5 31.1 9.1 0.0 0.2 0.0 0.6 23.2 0.3: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 16 . . . 0 . 0 . . .: Old : 30: 16 16 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 71.3 87.2 91.4 63.8 65.9 77.7 78.2 Old : 65.6 71.3 87.2 91.4 63.8 65.9 77.7 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 28,978: 26,063 11,509 145 8,760 2,400 0 50 0 271 6,150 39: 60 70 Old : 28,978: 26,063 11,509 145 8,760 2,400 0 50 0 271 6,150 39: 60 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 1,010: 700 450 0 450 125 0 0 0 171 0 14: 0 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.9 39.7 0.5 30.2 8.3 0.0 0.2 0.0 0.9 21.2 0.1: 0.2 0.2 Old : 100.0: 89.9 39.7 0.5 30.2 8.3 0.0 0.2 0.0 0.9 21.2 0.1: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 14 . . . 0 . 0 . . .: Old : 29: 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 : 64.9 74.5 86.2 93.9 57.3 59.0 70.3 73.1 Old : 64.9 74.5 86.2 93.9 57.3 59.0 70.3 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 117,796: 106,001 84,774 2,645 20,015 8,440 0 2,727 200 310 1,455 165: 35 20 Old : 117,796: 106,001 84,774 2,645 20,015 8,440 0 2,727 200 310 1,455 165: 35 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 6,340: 6,935 4,505 -360 1,470 -245 0 500 0 -100 0 110: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.0 72.0 2.2 17.0 7.2 0.0 2.3 0.2 0.3 1.2 0.1: 0.0 0.0 Old : 100.0: 90.0 72.0 2.2 17.0 7.2 0.0 2.3 0.2 0.3 1.2 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 : 50: 32 29 . . 5 0 4 . . . .: Old : 50: 32 29 . . 5 0 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.7 60.2 73.0 84.5 48.4 51.3 64.1 69.6 Old : 48.7 60.2 73.0 84.5 48.4 51.3 64.1 69.6 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 135,998: 120,963 97,031 4,075 19,390 9,200 435 6,792 755 435 2,730 100: 35 0 Old : 135,998: 120,963 97,031 4,075 19,390 9,200 435 6,792 755 435 2,730 100: 35 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 4,000: 4,790 2,165 -495 1,030 -160 -100 750 0 -100 150 65: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.9 71.3 3.0 14.3 6.8 0.3 5.0 0.6 0.3 2.0 0.1: 0.0 0.0 Old : 100.0: 88.9 71.3 3.0 14.3 6.8 0.3 5.0 0.6 0.3 2.0 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 : 56: 35 28 . . 4 . . . 4 4 .: Old : 56: 35 28 . . 4 . . . 4 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.4 58.7 61.8 80.6 44.2 51.1 57.7 69.9 Old : 44.4 58.7 61.8 80.6 44.2 51.1 57.7 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 208,639: 161,801 148,016 9,293 8,351 8,713 9,846 2,420 9,861 5,262 27,358 3,858: 5 62 Old : 208,639: 161,801 148,016 9,293 8,351 8,713 9,846 2,420 9,861 5,262 27,358 3,858: 5 62 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 12,049: 5,654 9,847 -671 -2,332 2,312 2,836 -166 65 1,810 2,285 59: -16 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 70.9 4.5 4.0 4.2 4.7 1.2 4.7 2.5 13.1 1.8: 0.0 0.0 Old : 100.0: 77.6 70.9 4.5 4.0 4.2 4.7 1.2 4.7 2.5 13.1 1.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 80: 38 38 . . 4 4 5 4 9 10 11: Old : 80: 38 38 . . 4 4 5 4 9 10 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.9 54.2 54.3 67.5 31.3 50.2 47.3 58.0 Old : 32.9 54.2 54.3 67.5 31.3 50.2 47.3 58.0 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 50,175: 41,905 41,120 4,320 5,790 2,510 580 625 0 645 100 5: 210 25 Old : 50,175: 41,905 41,120 4,320 5,790 2,510 580 625 0 645 100 5: 210 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 540: 65 220 -200 -295 615 0 0 0 0 0 0: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 82.0 8.6 11.5 5.0 1.2 1.2 0.0 1.3 0.2 0.0: 0.4 0.0 Old : 100.0: 83.5 82.0 8.6 11.5 5.0 1.2 1.2 0.0 1.3 0.2 0.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 19 10 . . . . . 0 . . .: Old : 29: 19 10 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 92.5 79.7 97.4 58.5 87.1 76.9 91.2 Old : 59.5 92.5 79.7 97.4 58.5 87.1 76.9 91.2 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 47,385: 39,610 42,000 3,520 1,505 3,230 380 525 0 520 100 0: 125 25 Old : 47,385: 39,610 42,000 3,520 1,505 3,230 380 525 0 520 100 0: 125 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 580: 115 270 -225 -320 630 0 0 0 0 0 0: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.6 88.6 7.4 3.2 6.8 0.8 1.1 0.0 1.1 0.2 0.0: 0.3 0.1 Old : 100.0: 83.6 88.6 7.4 3.2 6.8 0.8 1.1 0.0 1.1 0.2 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 : 29: 19 9 . . . . . 0 . . 0: Old : 29: 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 : 61.3 93.3 80.6 97.8 60.5 86.3 76.8 90.0 Old : 61.3 93.3 80.6 97.8 60.5 86.3 76.8 90.0 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours-5MW per day) : : : Positions : All : 151,697: 102,656 91,029 347 18,058 28,936 16,894 0 2,864 0 10,810 0: 0 0 Old : 151,697: 102,656 91,029 347 18,058 28,936 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 16, 2017 : : 420: 420 420 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 60.0 0.2 11.9 19.1 11.1 0.0 1.9 0.0 7.1 0.0: 0.0 0.0 Old : 100.0: 67.7 60.0 0.2 11.9 19.1 11.1 0.0 1.9 0.0 7.1 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 15 . . . . 0 . 0 . 0: Old : 28: 19 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 : 50.8 67.5 78.2 86.4 37.7 45.0 44.5 49.2 Old : 50.8 67.5 78.2 86.4 37.7 45.0 44.5 49.2 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 39,772: 27,197 37,667 10,650 200 0 0 0 0 0 0 0: 1,925 1,905 Old : 39,772: 27,197 37,667 10,650 200 0 0 0 0 0 0 0: 1,925 1,905 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 1,180: 60 940 880 0 0 0 0 0 0 0 0: 240 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.4 94.7 26.8 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.8 4.8 Old : 100.0: 68.4 94.7 26.8 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.8 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 : 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 : 80.6 67.4 91.3 87.9 70.6 55.6 77.1 74.3 Old : 80.6 67.4 91.3 87.9 70.6 55.6 77.1 74.3 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 35,600: 23,975 33,920 10,225 200 0 0 0 0 0 0 0: 1,400 1,480 Old : 35,600: 23,975 33,920 10,225 200 0 0 0 0 0 0 0: 1,400 1,480 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 550: 0 310 310 0 0 0 0 0 0 0 0: 240 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.3 95.3 28.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 4.2 Old : 100.0: 67.3 95.3 28.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 86.5 68.5 94.8 89.2 74.9 56.4 77.9 74.1 Old : 86.5 68.5 94.8 89.2 74.9 56.4 77.9 74.1 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 36,516: 21,782 26,317 10,465 4,730 0 0 0 0 0 1,200 0: 4,269 4,269 Old : 36,516: 21,782 26,317 10,465 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 16, 2017 : : 350: -300 350 650 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.7 72.1 28.7 13.0 0.0 0.0 0.0 0.0 0.0 3.3 0.0: 11.7 11.7 Old : 100.0: 59.7 72.1 28.7 13.0 0.0 0.0 0.0 0.0 0.0 3.3 0.0: 11.7 11.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 75.8 49.3 87.0 70.2 74.6 49.3 79.8 69.5 Old : 75.8 49.3 87.0 70.2 74.6 49.3 79.8 69.5 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 33,701: 19,803 24,088 10,595 5,110 0 0 0 0 0 1,200 0: 3,303 3,303 Old : 33,701: 19,803 24,088 10,595 5,110 0 0 0 0 0 1,200 0: 3,303 3,303 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 400: -250 530 650 0 0 0 0 0 0 0 0: 0 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.8 71.5 31.4 15.2 0.0 0.0 0.0 0.0 0.0 3.6 0.0: 9.8 9.8 Old : 100.0: 58.8 71.5 31.4 15.2 0.0 0.0 0.0 0.0 0.0 3.6 0.0: 9.8 9.8 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: 11 19 . . 0 0 0 0 0 . 0: Old : 25: 11 19 . . 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.6 50.2 89.9 69.7 79.3 50.2 82.0 68.5 Old : 83.6 50.2 89.9 69.7 79.3 50.2 82.0 68.5 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 42,760: 35,785 13,870 1,425 6,585 3,805 0 10,925 75 0 6,120 625: 1,045 755 Old : 42,760: 35,785 13,870 1,425 6,585 3,805 0 10,925 75 0 6,120 625: 1,045 755 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -660: -820 105 0 0 0 0 150 0 0 -1,075 150: 10 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.7 32.4 3.3 15.4 8.9 0.0 25.5 0.2 0.0 14.3 1.5: 2.4 1.8 Old : 100.0: 83.7 32.4 3.3 15.4 8.9 0.0 25.5 0.2 0.0 14.3 1.5: 2.4 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 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 : 69.4 67.7 82.1 88.8 63.7 57.4 74.9 77.0 Old : 69.4 67.7 82.1 88.8 63.7 57.4 74.9 77.0 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 41,750: 35,120 15,080 1,225 8,240 3,830 0 9,835 170 0 3,400 525: 880 670 Old : 41,750: 35,120 15,080 1,225 8,240 3,830 0 9,835 170 0 3,400 525: 880 670 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 75: -75 100 0 600 0 0 -300 0 0 -475 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.1 36.1 2.9 19.7 9.2 0.0 23.6 0.4 0.0 8.1 1.3: 2.1 1.6 Old : 100.0: 84.1 36.1 2.9 19.7 9.2 0.0 23.6 0.4 0.0 8.1 1.3: 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 : 71.8 73.1 84.2 90.1 65.4 63.7 76.2 77.8 Old : 71.8 73.1 84.2 90.1 65.4 63.7 76.2 77.8 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 43,615: 18,885 37,310 20,850 1,125 890 730 0 570 275 2,305 15: 1,400 1,400 Old : 43,615: 18,885 37,310 20,850 1,125 890 730 0 570 275 2,305 15: 1,400 1,400 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 225: 270 170 365 100 -50 0 0 0 -300 50 0: -60 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.3 85.5 47.8 2.6 2.0 1.7 0.0 1.3 0.6 5.3 0.0: 3.2 3.2 Old : 100.0: 43.3 85.5 47.8 2.6 2.0 1.7 0.0 1.3 0.6 5.3 0.0: 3.2 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: 16 10 . . . . 0 . . . .: Old : 28: 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 : 73.7 84.9 86.7 92.5 72.9 82.3 85.2 88.1 Old : 73.7 84.9 86.7 92.5 72.9 82.3 85.2 88.1 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 39,350: 16,265 34,350 19,255 450 830 780 0 570 500 2,030 15: 1,135 1,105 Old : 39,350: 16,265 34,350 19,255 450 830 780 0 570 500 2,030 15: 1,135 1,105 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 375: 195 425 315 0 0 0 0 0 -75 0 0: -60 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.3 87.3 48.9 1.1 2.1 2.0 0.0 1.4 1.3 5.2 0.0: 2.9 2.8 Old : 100.0: 41.3 87.3 48.9 1.1 2.1 2.0 0.0 1.4 1.3 5.2 0.0: 2.9 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 10 . . . . 0 . . . .: Old : 27: 17 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 : 72.6 86.7 86.3 93.8 71.9 83.4 84.2 88.4 Old : 72.6 86.7 86.3 93.8 71.9 83.4 84.2 88.4 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 35,325: 22,805 21,130 9,815 275 2,165 0 10,270 0 200 1,250 0: 340 235 Old : 35,325: 22,805 21,130 9,815 275 2,165 0 10,270 0 200 1,250 0: 340 235 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 59.8 27.8 0.8 6.1 0.0 29.1 0.0 0.6 3.5 0.0: 1.0 0.7 Old : 100.0: 64.6 59.8 27.8 0.8 6.1 0.0 29.1 0.0 0.6 3.5 0.0: 1.0 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 10 . . . 0 . 0 . . 0: Old : 28: 15 10 . . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.3 85.9 90.1 95.2 73.0 83.4 84.9 89.6 Old : 78.3 85.9 90.1 95.2 73.0 83.4 84.9 89.6 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 32,780: 20,280 19,430 9,915 375 2,065 0 9,720 0 0 775 0: 520 415 Old : 32,780: 20,280 19,430 9,915 375 2,065 0 9,720 0 0 775 0: 520 415 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.9 59.3 30.2 1.1 6.3 0.0 29.7 0.0 0.0 2.4 0.0: 1.6 1.3 Old : 100.0: 61.9 59.3 30.2 1.1 6.3 0.0 29.7 0.0 0.0 2.4 0.0: 1.6 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 16 8 . . . 0 . 0 0 . 0: Old : 24: 16 8 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.3 87.9 90.1 95.8 72.6 84.3 84.5 89.9 Old : 78.3 87.9 90.1 95.8 72.6 84.3 84.5 89.9 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 26,540: 23,455 13,480 0 10,720 645 50 130 50 465 0 115: 1,760 1,400 Old : 26,540: 23,455 13,480 0 10,720 645 50 130 50 465 0 115: 1,760 1,400 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 470: 300 -580 0 1,140 0 0 0 0 -100 0 0: 270 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 50.8 0.0 40.4 2.4 0.2 0.5 0.2 1.8 0.0 0.4: 6.6 5.3 Old : 100.0: 88.4 50.8 0.0 40.4 2.4 0.2 0.5 0.2 1.8 0.0 0.4: 6.6 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 9 0 . . . . . . 0 .: Old : 26: 13 9 0 . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.3 79.8 84.9 91.7 67.9 77.6 79.3 84.4 Old : 73.3 79.8 84.9 91.7 67.9 77.6 79.3 84.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Disaggregated Commitments of Traders - Futures Only, May 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 25,490: 22,735 13,340 0 10,260 550 50 130 50 585 0 165: 1,355 995 Old : 25,490: 22,735 13,340 0 10,260 550 50 130 50 585 0 165: 1,355 995 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 140: 160 -570 0 690 0 0 0 0 -400 0 0: 380 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.2 52.3 0.0 40.3 2.2 0.2 0.5 0.2 2.3 0.0 0.6: 5.3 3.9 Old : 100.0: 89.2 52.3 0.0 40.3 2.2 0.2 0.5 0.2 2.3 0.0 0.6: 5.3 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: 15 8 0 . . . . . 4 0 .: Old : 27: 15 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 : 75.9 81.0 85.7 93.1 70.3 79.0 79.4 85.6 Old : 75.9 81.0 85.7 93.1 70.3 79.0 79.4 85.6 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 39,545: 29,350 16,799 0 19,701 200 7,975 775 200 650 725 0: 1,170 1,145 Old : 39,545: 29,350 16,799 0 19,701 200 7,975 775 200 650 725 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 16, 2017 : : 1,025: 300 100 0 1,075 0 875 0 -150 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.2 42.5 0.0 49.8 0.5 20.2 2.0 0.5 1.6 1.8 0.0: 3.0 2.9 Old : 100.0: 74.2 42.5 0.0 49.8 0.5 20.2 2.0 0.5 1.6 1.8 0.0: 3.0 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 10 0 . . . . . . . 0: Old : 29: 17 10 0 . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.8 80.0 85.0 93.1 63.3 78.1 78.5 86.3 Old : 69.8 80.0 85.0 93.1 63.3 78.1 78.5 86.3 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,415: 24,205 14,910 0 9,910 210 1,230 875 130 400 465 0: 2,240 1,915 Old : 28,415: 24,205 14,910 0 9,910 210 1,230 875 130 400 465 0: 2,240 1,915 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -50: 300 150 0 325 -375 175 0 0 0 0 0: -150 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.2 52.5 0.0 34.9 0.7 4.3 3.1 0.5 1.4 1.6 0.0: 7.9 6.7 Old : 100.0: 85.2 52.5 0.0 34.9 0.7 4.3 3.1 0.5 1.4 1.6 0.0: 7.9 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 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 : 60.7 69.7 77.5 88.5 53.3 66.3 68.4 79.0 Old : 60.7 69.7 77.5 88.5 53.3 66.3 68.4 79.0 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 120,065: 59,689 107,610 26,631 165 3,045 13,915 0 75 7,640 75 10: 9,060 9,085 Old : 120,065: 59,689 107,610 26,631 165 3,045 13,915 0 75 7,640 75 10: 9,060 9,085 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -255: -695 105 1,550 0 0 -425 0 0 -325 0 0: -360 -360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.7 89.6 22.2 0.1 2.5 11.6 0.0 0.1 6.4 0.1 0.0: 7.5 7.6 Old : 100.0: 49.7 89.6 22.2 0.1 2.5 11.6 0.0 0.1 6.4 0.1 0.0: 7.5 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 22 25 . . . . 0 . . . .: Old : 41: 22 25 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 59.8 72.9 74.8 52.7 56.0 65.8 68.3 Old : 58.0 59.8 72.9 74.8 52.7 56.0 65.8 68.3 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 102,700: 51,660 92,425 18,345 1,215 1,820 19,020 0 150 4,640 0 0: 7,065 7,090 Old : 102,700: 51,660 92,425 18,345 1,215 1,820 19,020 0 150 4,640 0 0: 7,065 7,090 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 360: -400 600 875 0 -45 -175 0 0 300 0 0: -195 -195 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.3 90.0 17.9 1.2 1.8 18.5 0.0 0.1 4.5 0.0 0.0: 6.9 6.9 Old : 100.0: 50.3 90.0 17.9 1.2 1.8 18.5 0.0 0.1 4.5 0.0 0.0: 6.9 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 63.0 58.3 80.0 72.3 60.7 56.2 76.1 69.3 Old : 63.0 58.3 80.0 72.3 60.7 56.2 76.1 69.3 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 22,040: 18,095 10,025 0 8,055 815 0 675 25 600 0 0: 2,505 2,445 Old : 22,040: 18,095 10,025 0 8,055 815 0 675 25 600 0 0: 2,505 2,445 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 0: -100 -100 0 0 0 0 0 0 0 0 0: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.1 45.5 0.0 36.5 3.7 0.0 3.1 0.1 2.7 0.0 0.0: 11.4 11.1 Old : 100.0: 82.1 45.5 0.0 36.5 3.7 0.0 3.1 0.1 2.7 0.0 0.0: 11.4 11.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 17 13 0 . . 0 . . . 0 0: Old : 24: 17 13 0 . . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 62.9 70.1 77.9 36.5 52.2 54.0 61.9 Old : 47.4 62.9 70.1 77.9 36.5 52.2 54.0 61.9 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 20,120: 16,375 10,350 0 8,295 520 0 25 0 2,100 0 0: 1,125 930 Old : 20,120: 16,375 10,350 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 16, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 51.4 0.0 41.2 2.6 0.0 0.1 0.0 10.4 0.0 0.0: 5.6 4.6 Old : 100.0: 81.4 51.4 0.0 41.2 2.6 0.0 0.1 0.0 10.4 0.0 0.0: 5.6 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 17 11 0 . . 0 . 0 . 0 0: Old : 23: 17 11 0 . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 77.6 75.3 90.1 40.0 56.1 54.7 60.8 Old : 56.5 77.6 75.3 90.1 40.0 56.1 54.7 60.8 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 47,530: 37,590 31,680 875 2,775 2,285 0 4,240 25 230 0 0: 6,525 6,525 Old : 47,530: 37,590 31,680 875 2,775 2,285 0 4,240 25 230 0 0: 6,525 6,525 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : -5: -1,025 175 875 -325 -275 0 0 0 0 0 0: 420 420 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 66.7 1.8 5.8 4.8 0.0 8.9 0.1 0.5 0.0 0.0: 13.7 13.7 Old : 100.0: 79.1 66.7 1.8 5.8 4.8 0.0 8.9 0.1 0.5 0.0 0.0: 13.7 13.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 16 . . . 0 . . . 0 0: Old : 29: 16 16 . . . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 43.9 78.4 64.8 61.5 39.6 67.1 57.7 Old : 61.7 43.9 78.4 64.8 61.5 39.6 67.1 57.7 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 23, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 32,235: 23,115 18,985 845 2,430 3,630 0 2,675 0 0 0 0: 4,645 4,515 Old : 32,235: 23,115 18,985 845 2,430 3,630 0 2,675 0 0 0 0: 4,645 4,515 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 16, 2017 : : 775: -445 455 600 -300 0 0 0 0 0 0 0: 620 620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 58.9 2.6 7.5 11.3 0.0 8.3 0.0 0.0 0.0 0.0: 14.4 14.0 Old : 100.0: 71.7 58.9 2.6 7.5 11.3 0.0 8.3 0.0 0.0 0.0 0.0: 14.4 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 18 . . . 0 . 0 0 0 0: Old : 27: 17 18 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 39.1 70.7 62.0 35.2 27.8 43.6 40.2 Old : 45.5 39.1 70.7 62.0 35.2 27.8 43.6 40.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 1, 2017