COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,047: 23,235 29,049 5,261 5,725 2,437 4,755 15,948 562 22,172 4,832 5,630: 995 864
Old : 65,047: 23,235 29,049 5,261 5,725 2,437 4,755 15,948 562 22,172 4,832 5,630: 995 864
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -317: 771 -1,166 -449 303 127 450 22 -15 -1,392 10 447: -256 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 44.7 8.1 8.8 3.7 7.3 24.5 0.9 34.1 7.4 8.7: 1.5 1.3
Old : 100.0: 35.7 44.7 8.1 8.8 3.7 7.3 24.5 0.9 34.1 7.4 8.7: 1.5 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 : 53: 14 15 . . 5 . 5 4 13 9 16:
Old : 53: 14 15 . . 5 . 5 4 13 9 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 50.8 67.1 66.0 32.5 40.9 53.3 52.8
Old : 42.0 50.8 67.1 66.0 32.5 40.9 53.3 52.8
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 10,575: 2,743 6,085 761 1,821 155 685 1,002 240 4,754 10 765: 472 497
Old : 10,575: 2,743 6,085 761 1,821 155 685 1,002 240 4,754 10 765: 472 497
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 740: 60 635 85 200 60 335 0 0 140 -250 80: -20 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 57.5 7.2 17.2 1.5 6.5 9.5 2.3 45.0 0.1 7.2: 4.5 4.7
Old : 100.0: 25.9 57.5 7.2 17.2 1.5 6.5 9.5 2.3 45.0 0.1 7.2: 4.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 6 8 . . . . . . 10 . 4:
Old : 28: 6 8 . . . . . . 10 . 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 : 47.7 52.6 71.7 79.4 46.4 47.7 62.7 64.1
Old : 47.7 52.6 71.7 79.4 46.4 47.7 62.7 64.1
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,226: 64,145 70,026 5,718 10,432 7,236 16,139 555 975 3,725 8,655 2,861: 427 486
Old : 101,226: 64,145 70,026 5,718 10,432 7,236 16,139 555 975 3,725 8,655 2,861: 427 486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -82: 0 -64 -64 0 0 0 22 0 -128 -128 110: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 69.2 5.6 10.3 7.1 15.9 0.5 1.0 3.7 8.6 2.8: 0.4 0.5
Old : 100.0: 63.4 69.2 5.6 10.3 7.1 15.9 0.5 1.0 3.7 8.6 2.8: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 68: 36 39 . . 4 5 . 4 7 8 12:
Old : 68: 36 39 . . 4 5 . 4 7 8 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 30.1 57.2 52.1 31.9 24.0 43.5 37.5
Old : 42.2 30.1 57.2 52.1 31.9 24.0 43.5 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,997: 25,579 34,322 7,093 0 1,600 0 450 0 2,475 375 1,250: 0 0
Old : 37,997: 25,579 34,322 7,093 0 1,600 0 450 0 2,475 375 1,250: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 350: 200 -10 -60 0 60 0 0 0 -250 -100 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 90.3 18.7 0.0 4.2 0.0 1.2 0.0 6.5 1.0 3.3: 0.0 0.0
Old : 100.0: 67.3 90.3 18.7 0.0 4.2 0.0 1.2 0.0 6.5 1.0 3.3: 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 : 41: 26 20 . 0 . 0 . 0 5 . .:
Old : 41: 26 20 . 0 . 0 . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 53.2 69.8 78.2 40.2 44.5 48.0 53.8
Old : 48.4 53.2 69.8 78.2 40.2 44.5 48.0 53.8
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,544: 23,899 19,272 0 6,252 2,170 0 0 0 2,175 550 300: 0 0
Old : 28,544: 23,899 19,272 0 6,252 2,170 0 0 0 2,175 550 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -340: 335 -625 0 235 -50 0 0 0 -575 150 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 67.5 0.0 21.9 7.6 0.0 0.0 0.0 7.6 1.9 1.1: 0.0 0.0
Old : 100.0: 83.7 67.5 0.0 21.9 7.6 0.0 0.0 0.0 7.6 1.9 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 21 0 . . 0 0 0 4 . .:
Old : 32: 22 21 0 . . 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 : 55.4 48.5 74.4 73.2 47.6 35.4 55.3 48.7
Old : 55.4 48.5 74.4 73.2 47.6 35.4 55.3 48.7
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 184,808: 156,931 120,458 10,115 18,179 9,599 3,910 18,863 1,211 2,394 15,879 494: 154 125
Old : 184,808: 156,931 120,458 10,115 18,179 9,599 3,910 18,863 1,211 2,394 15,879 494: 154 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 384: 1,540 -3,750 -2,035 540 1,419 60 880 0 -700 1,200 100: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 65.2 5.5 9.8 5.2 2.1 10.2 0.7 1.3 8.6 0.3: 0.1 0.1
Old : 100.0: 84.9 65.2 5.5 9.8 5.2 2.1 10.2 0.7 1.3 8.6 0.3: 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 : 56: 33 35 4 . . . 4 . . . .:
Old : 56: 33 35 4 . . . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 44.2 56.4 76.7 29.2 37.9 43.3 56.6
Old : 36.0 44.2 56.4 76.7 29.2 37.9 43.3 56.6
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,655: 51,868 38,266 9,695 17,074 600 100 3,226 675 425 3,544 2,250: 42 20
Old : 65,655: 51,868 38,266 9,695 17,074 600 100 3,226 675 425 3,544 2,250: 42 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 1,250: -160 -50 910 1,200 -150 50 50 0 125 -275 475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 58.3 14.8 26.0 0.9 0.2 4.9 1.0 0.6 5.4 3.4: 0.1 0.0
Old : 100.0: 79.0 58.3 14.8 26.0 0.9 0.2 4.9 1.0 0.6 5.4 3.4: 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 : 41: 20 20 . . . . . . 5 4 4:
Old : 41: 20 20 . . . . . . 5 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 : 76.8 68.1 89.9 83.6 71.8 58.7 74.9 70.9
Old : 76.8 68.1 89.9 83.6 71.8 58.7 74.9 70.9
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,954: 21,198 15,252 2,013 7,715 1,087 0 25 450 200 425 0: 6 0
Old : 24,954: 21,198 15,252 2,013 7,715 1,087 0 25 450 200 425 0: 6 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 1,865: 1,940 1,330 -235 150 160 0 0 0 0 225 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 61.1 8.1 30.9 4.4 0.0 0.1 1.8 0.8 1.7 0.0: 0.0 0.0
Old : 100.0: 84.9 61.1 8.1 30.9 4.4 0.0 0.1 1.8 0.8 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 14 . . . 0 . . . . 0:
Old : 25: 11 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 : 80.3 77.5 94.2 90.8 75.0 68.9 77.6 75.7
Old : 80.3 77.5 94.2 90.8 75.0 68.9 77.6 75.7
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,875: 47,641 45,074 1,921 1,105 8,229 0 3,675 525 413 100 107: 39 60
Old : 58,875: 47,641 45,074 1,921 1,105 8,229 0 3,675 525 413 100 107: 39 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 440: 240 540 100 -200 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 76.6 3.3 1.9 14.0 0.0 6.2 0.9 0.7 0.2 0.2: 0.1 0.1
Old : 100.0: 80.9 76.6 3.3 1.9 14.0 0.0 6.2 0.9 0.7 0.2 0.2: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 24 . . . 0 . . . . .:
Old : 38: 24 24 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 41.6 71.5 70.0 27.4 38.8 43.8 50.7
Old : 47.8 41.6 71.5 70.0 27.4 38.8 43.8 50.7
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,661: 52,004 46,062 1,910 7,524 4,540 0 1,625 200 1,618 375 200: 189 135
Old : 60,661: 52,004 46,062 1,910 7,524 4,540 0 1,625 200 1,618 375 200: 189 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 115: 175 265 0 -250 0 0 0 0 0 100 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 75.9 3.1 12.4 7.5 0.0 2.7 0.3 2.7 0.6 0.3: 0.3 0.2
Old : 100.0: 85.7 75.9 3.1 12.4 7.5 0.0 2.7 0.3 2.7 0.6 0.3: 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 : 40: 23 25 . . . 0 . . . . .:
Old : 40: 23 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 : 38.1 48.9 64.5 74.4 33.1 46.8 52.9 62.2
Old : 38.1 48.9 64.5 74.4 33.1 46.8 52.9 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 64,750: 41,656 28,160 18,245 15,045 4,025 0 0 0 425 17,400 0: 399 120
Old : 64,750: 41,656 28,160 18,245 15,045 4,025 0 0 0 425 17,400 0: 399 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 520: 500 520 20 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 43.5 28.2 23.2 6.2 0.0 0.0 0.0 0.7 26.9 0.0: 0.6 0.2
Old : 100.0: 64.3 43.5 28.2 23.2 6.2 0.0 0.0 0.0 0.7 26.9 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 25 22 . . . 0 0 0 . . 0:
Old : 36: 25 22 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 73.3 66.2 84.5 42.4 68.7 60.5 78.9
Old : 46.0 73.3 66.2 84.5 42.4 68.7 60.5 78.9
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,753: 57,056 39,123 20,260 21,450 3,525 0 0 0 605 17,400 0: 307 255
Old : 81,753: 57,056 39,123 20,260 21,450 3,525 0 0 0 605 17,400 0: 307 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 280: 370 280 -30 60 -60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 47.9 24.8 26.2 4.3 0.0 0.0 0.0 0.7 21.3 0.0: 0.4 0.3
Old : 100.0: 69.8 47.9 24.8 26.2 4.3 0.0 0.0 0.0 0.7 21.3 0.0: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 23 . . . 0 0 0 . . 0:
Old : 38: 26 23 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 68.7 64.7 84.0 40.5 65.3 61.9 78.8
Old : 42.3 68.7 64.7 84.0 40.5 65.3 61.9 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,970: 23,696 27,495 4,585 760 4,685 0 0 0 700 850 50: 254 130
Old : 33,970: 23,696 27,495 4,585 760 4,685 0 0 0 700 850 50: 254 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -1,180: -1,028 -705 100 -190 -225 0 0 0 0 -50 0: -27 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 80.9 13.5 2.2 13.8 0.0 0.0 0.0 2.1 2.5 0.1: 0.7 0.4
Old : 100.0: 69.8 80.9 13.5 2.2 13.8 0.0 0.0 0.0 2.1 2.5 0.1: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 16 . . . 0 0 0 . . .:
Old : 27: 18 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 : 44.5 73.4 70.2 85.2 37.3 62.4 54.4 67.2
Old : 44.5 73.4 70.2 85.2 37.3 62.4 54.4 67.2
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,240: 28,490 32,856 3,615 1,230 2,800 875 0 0 1,250 0 150: 60 204
Old : 37,240: 28,490 32,856 3,615 1,230 2,800 875 0 0 1,250 0 150: 60 204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -1,155: -340 -1,143 -270 245 -245 -125 0 0 -175 0 0: 0 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 88.2 9.7 3.3 7.5 2.3 0.0 0.0 3.4 0.0 0.4: 0.2 0.5
Old : 100.0: 76.5 88.2 9.7 3.3 7.5 2.3 0.0 0.0 3.4 0.0 0.4: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 21 . . . . 0 0 . 0 .:
Old : 29: 17 21 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 67.2 65.9 84.2 24.3 50.7 38.3 54.1
Old : 43.8 67.2 65.9 84.2 24.3 50.7 38.3 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,440: 14,990 11,690 100 2,650 350 0 0 0 0 750 0: 0 0
Old : 15,440: 14,990 11,690 100 2,650 350 0 0 0 0 750 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -850: -1,150 -800 100 -200 200 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.1 75.7 0.6 17.2 2.3 0.0 0.0 0.0 0.0 4.9 0.0: 0.0 0.0
Old : 100.0: 97.1 75.7 0.6 17.2 2.3 0.0 0.0 0.0 0.0 4.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 11 . . . 0 0 0 0 . 0:
Old : 21: 15 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 : 70.5 62.8 83.8 85.8 68.8 57.3 79.0 77.0
Old : 70.5 62.8 83.8 85.8 68.8 57.3 79.0 77.0
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 19,185: 14,704 13,674 682 610 1,569 950 1,232 0 350 1,100 700: 230 300
Old : 19,185: 14,704 13,674 682 610 1,569 950 1,232 0 350 1,100 700: 230 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -1,155: -850 -1,205 -150 50 50 -350 -50 0 0 -150 150: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 71.3 3.6 3.2 8.2 5.0 6.4 0.0 1.8 5.7 3.6: 1.2 1.6
Old : 100.0: 76.6 71.3 3.6 3.2 8.2 5.0 6.4 0.0 1.8 5.7 3.6: 1.2 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 : 33: 20 21 . . . . . 0 . . .:
Old : 33: 20 21 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 36.3 68.9 56.4 42.3 29.5 57.3 45.6
Old : 47.7 36.3 68.9 56.4 42.3 29.5 57.3 45.6
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,402: 5,907 3,920 0 1,860 690 700 1,032 0 350 0 600: 155 300
Old : 8,402: 5,907 3,920 0 1,860 690 700 1,032 0 350 0 600: 155 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -705: -600 -355 0 -100 0 -100 0 0 250 0 -250: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 46.7 0.0 22.1 8.2 8.3 12.3 0.0 4.2 0.0 7.1: 1.8 3.6
Old : 100.0: 70.3 46.7 0.0 22.1 8.2 8.3 12.3 0.0 4.2 0.0 7.1: 1.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 9 0 . . . . 0 . 0 .:
Old : 20: 9 9 0 . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 46.2 84.1 74.6 48.2 45.1 65.6 63.9
Old : 54.3 46.2 84.1 74.6 48.2 45.1 65.6 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,015: 9,860 8,845 175 945 910 0 475 200 190 300 300: 380 40
Old : 12,015: 9,860 8,845 175 945 910 0 475 200 190 300 300: 380 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -50: -100 0 0 -300 50 0 0 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 73.6 1.5 7.9 7.6 0.0 4.0 1.7 1.6 2.5 2.5: 3.2 0.3
Old : 100.0: 82.1 73.6 1.5 7.9 7.6 0.0 4.0 1.7 1.6 2.5 2.5: 3.2 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 : 22: 10 10 . . . 0 . . . . .:
Old : 22: 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 : 67.2 51.9 85.4 81.6 61.8 49.4 69.4 68.9
Old : 67.2 51.9 85.4 81.6 61.8 49.4 69.4 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,165: 30,405 35,350 5,720 0 5,545 0 0 0 0 1,050 150: 345 70
Old : 42,165: 30,405 35,350 5,720 0 5,545 0 0 0 0 1,050 150: 345 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -1,969: -1,864 -1,529 65 0 -380 0 0 0 0 -50 0: 210 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 83.8 13.6 0.0 13.2 0.0 0.0 0.0 0.0 2.5 0.4: 0.8 0.2
Old : 100.0: 72.1 83.8 13.6 0.0 13.2 0.0 0.0 0.0 0.0 2.5 0.4: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 20 . 0 . 0 0 0 0 . .:
Old : 29: 21 20 . 0 . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 64.3 69.8 81.0 30.4 55.4 47.1 60.7
Old : 39.3 64.3 69.8 81.0 30.4 55.4 47.1 60.7
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,827: 42,412 35,342 2,145 9,490 2,445 150 200 50 1,525 1,200 100: 0 0
Old : 48,827: 42,412 35,342 2,145 9,490 2,445 150 200 50 1,525 1,200 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -2,426: -1,366 -2,346 -220 435 -415 -225 -200 50 0 300 -250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 72.4 4.4 19.4 5.0 0.3 0.4 0.1 3.1 2.5 0.2: 0.0 0.0
Old : 100.0: 86.9 72.4 4.4 19.4 5.0 0.3 0.4 0.1 3.1 2.5 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 25 . . . . . . . . .:
Old : 40: 26 25 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 60.3 66.5 81.1 35.5 55.3 54.4 69.7
Old : 45.2 60.3 66.5 81.1 35.5 55.3 54.4 69.7
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,359: 36,435 39,224 9,519 7,800 615 400 0 0 945 320 340: 105 60
Old : 48,359: 36,435 39,224 9,519 7,800 615 400 0 0 945 320 340: 105 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 570: 570 470 0 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 81.1 19.7 16.1 1.3 0.8 0.0 0.0 2.0 0.7 0.7: 0.2 0.1
Old : 100.0: 75.3 81.1 19.7 16.1 1.3 0.8 0.0 0.0 2.0 0.7 0.7: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 8 . . . . 0 0 . . .:
Old : 28: 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 : 44.1 94.4 72.0 98.9 42.8 90.8 70.7 93.4
Old : 44.1 94.4 72.0 98.9 42.8 90.8 70.7 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,859: 42,560 44,929 12,129 9,185 2,810 400 0 0 1,260 2,420 515: 185 0
Old : 59,859: 42,560 44,929 12,129 9,185 2,810 400 0 0 1,260 2,420 515: 185 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 875: 875 775 0 0 0 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 75.1 20.3 15.3 4.7 0.7 0.0 0.0 2.1 4.0 0.9: 0.3 0.0
Old : 100.0: 71.1 75.1 20.3 15.3 4.7 0.7 0.0 0.0 2.1 4.0 0.9: 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 : 33: 23 12 . . . . 0 0 . . .:
Old : 33: 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 : 41.1 87.6 68.0 95.8 39.4 84.6 66.2 88.9
Old : 41.1 87.6 68.0 95.8 39.4 84.6 66.2 88.9
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,546: 63,860 63,431 3,063 3,231 1,794 0 0 0 240 257 444: 145 389
Old : 69,546: 63,860 63,431 3,063 3,231 1,794 0 0 0 240 257 444: 145 389
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -457: 136 -301 201 593 -565 0 0 0 0 119 -273: 44 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 91.2 4.4 4.6 2.6 0.0 0.0 0.0 0.3 0.4 0.6: 0.2 0.6
Old : 100.0: 91.8 91.2 4.4 4.6 2.6 0.0 0.0 0.0 0.3 0.4 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 : 39: 26 26 . . . 0 0 0 . . .:
Old : 39: 26 26 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 63.0 74.3 82.7 51.4 61.2 71.9 79.2
Old : 52.6 63.0 74.3 82.7 51.4 61.2 71.9 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,453: 89,037 90,833 4,428 2,802 1,826 2,250 1,141 42 2,736 3,297 1,028: 106 484
Old : 101,453: 89,037 90,833 4,428 2,802 1,826 2,250 1,141 42 2,736 3,297 1,028: 106 484
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 2,645: 2,780 1,701 405 945 -490 50 -150 0 10 746 -137: 27 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 89.5 4.4 2.8 1.8 2.2 1.1 0.0 2.7 3.2 1.0: 0.1 0.5
Old : 100.0: 87.8 89.5 4.4 2.8 1.8 2.2 1.1 0.0 2.7 3.2 1.0: 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 : 55: 26 29 . . . . . . 7 4 .:
Old : 55: 26 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 : 44.8 52.0 66.0 76.0 42.3 47.2 58.1 64.4
Old : 44.8 52.0 66.0 76.0 42.3 47.2 58.1 64.4
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,589: 24,592 31,173 5,812 141 1,200 25 0 0 925 75 0: 35 0
Old : 32,589: 24,592 31,173 5,812 141 1,200 25 0 0 925 75 0: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 1,020: -25 175 291 141 704 -25 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 95.7 17.8 0.4 3.7 0.1 0.0 0.0 2.8 0.2 0.0: 0.1 0.0
Old : 100.0: 75.5 95.7 17.8 0.4 3.7 0.1 0.0 0.0 2.8 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 14 . . . . 0 0 . . 0:
Old : 27: 14 14 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.6 83.0 92.6 95.8 75.6 74.5 79.7 79.6
Old : 78.6 83.0 92.6 95.8 75.6 74.5 79.7 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,746: 37,390 33,126 895 2,140 4,855 600 4,550 0 924 0 75: 7 0
Old : 44,746: 37,390 33,126 895 2,140 4,855 600 4,550 0 924 0 75: 7 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 120: 310 180 0 50 -110 0 0 0 -80 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 74.0 2.0 4.8 10.9 1.3 10.2 0.0 2.1 0.0 0.2: 0.0 0.0
Old : 100.0: 83.6 74.0 2.0 4.8 10.9 1.3 10.2 0.0 2.1 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 24 16 . . . . . 0 . 0 .:
Old : 33: 24 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 : 60.2 69.7 77.4 88.2 59.4 60.3 64.8 69.0
Old : 60.2 69.7 77.4 88.2 59.4 60.3 64.8 69.0
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,350: 33,595 37,359 2,094 375 4,846 2,500 0 1,800 1,135 1,550 110: 270 310
Old : 46,350: 33,595 37,359 2,094 375 4,846 2,500 0 1,800 1,135 1,550 110: 270 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 910: 1,490 960 0 200 -200 -600 0 0 220 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 80.6 4.5 0.8 10.5 5.4 0.0 3.9 2.4 3.3 0.2: 0.6 0.7
Old : 100.0: 72.5 80.6 4.5 0.8 10.5 5.4 0.0 3.9 2.4 3.3 0.2: 0.6 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 : 32: 20 20 . . . . 0 . 4 . .:
Old : 32: 20 20 . . . . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 66.0 67.3 81.9 36.4 52.7 48.4 59.6
Old : 43.9 66.0 67.3 81.9 36.4 52.7 48.4 59.6
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,119: 19,920 29,181 13,588 1,495 471 0 2,240 0 0 572 40: 100 120
Old : 34,119: 19,920 29,181 13,588 1,495 471 0 2,240 0 0 572 40: 100 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 930: 851 921 325 120 -251 0 140 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 85.5 39.8 4.4 1.4 0.0 6.6 0.0 0.0 1.7 0.1: 0.3 0.4
Old : 100.0: 58.4 85.5 39.8 4.4 1.4 0.0 6.6 0.0 0.0 1.7 0.1: 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: 16 15 4 . . 0 . 0 0 . .:
Old : 30: 16 15 4 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 67.7 82.6 84.5 59.4 65.1 79.4 79.4
Old : 59.8 67.7 82.6 84.5 59.4 65.1 79.4 79.4
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,486: 17,687 24,844 12,010 3,092 625 0 1,650 0 0 0 0: 164 275
Old : 30,486: 17,687 24,844 12,010 3,092 625 0 1,650 0 0 0 0: 164 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 1,125: 845 855 300 50 -20 0 0 0 0 0 0: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 81.5 39.4 10.1 2.1 0.0 5.4 0.0 0.0 0.0 0.0: 0.5 0.9
Old : 100.0: 58.0 81.5 39.4 10.1 2.1 0.0 5.4 0.0 0.0 0.0 0.0: 0.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 12 . . . 0 . 0 0 0 0:
Old : 25: 13 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 76.0 87.4 88.2 63.8 73.9 84.3 85.4
Old : 65.0 76.0 87.4 88.2 63.8 73.9 84.3 85.4
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,860: 22,374 27,527 4,107 762 1,959 160 0 180 1,272 0 367: 441 65
Old : 30,860: 22,374 27,527 4,107 762 1,959 160 0 180 1,272 0 367: 441 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 609: 699 809 -290 0 0 85 -115 -85 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 89.2 13.3 2.5 6.3 0.5 0.0 0.6 4.1 0.0 1.2: 1.4 0.2
Old : 100.0: 72.5 89.2 13.3 2.5 6.3 0.5 0.0 0.6 4.1 0.0 1.2: 1.4 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: 17 17 . . 4 . 0 . 4 0 .:
Old : 32: 17 17 . . 4 . 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 : 52.0 53.8 68.9 73.1 45.0 49.7 53.2 59.1
Old : 52.0 53.8 68.9 73.1 45.0 49.7 53.2 59.1
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,029: 18,853 18,387 1,384 2,820 1,581 210 0 0 850 50 1: 150 190
Old : 23,029: 18,853 18,387 1,384 2,820 1,581 210 0 0 850 50 1: 150 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 550: 430 220 0 160 120 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 79.8 6.0 12.2 6.9 0.9 0.0 0.0 3.7 0.2 0.0: 0.7 0.8
Old : 100.0: 81.9 79.8 6.0 12.2 6.9 0.9 0.0 0.0 3.7 0.2 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 : 30: 16 13 . . . . 0 0 . . .:
Old : 30: 16 13 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 61.3 78.5 82.7 58.0 56.9 72.6 75.5
Old : 60.7 61.3 78.5 82.7 58.0 56.9 72.6 75.5
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,125: 41,172 30,183 1,464 7,228 2,873 1,610 6,840 0 600 936 25: 381 40
Old : 48,125: 41,172 30,183 1,464 7,228 2,873 1,610 6,840 0 600 936 25: 381 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -702: -702 -892 -135 70 135 0 250 0 0 -290 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 62.7 3.0 15.0 6.0 3.3 14.2 0.0 1.2 1.9 0.1: 0.8 0.1
Old : 100.0: 85.6 62.7 3.0 15.0 6.0 3.3 14.2 0.0 1.2 1.9 0.1: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 21 . . . . . 0 . . .:
Old : 38: 26 21 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 47.5 65.9 67.7 46.0 43.3 56.2 59.3
Old : 49.4 47.5 65.9 67.7 46.0 43.3 56.2 59.3
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,451: 28,437 24,075 2,424 6,149 1,870 1,650 2,350 0 0 0 0: 70 7
Old : 34,451: 28,437 24,075 2,424 6,149 1,870 1,650 2,350 0 0 0 0: 70 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 63: 13 -47 -50 10 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 69.9 7.0 17.8 5.4 4.8 6.8 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 82.5 69.9 7.0 17.8 5.4 4.8 6.8 0.0 0.0 0.0 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 : 33: 23 17 . . . . . 0 0 0 0:
Old : 33: 23 17 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 56.1 69.1 78.6 44.3 54.0 61.9 73.8
Old : 50.8 56.1 69.1 78.6 44.3 54.0 61.9 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :MW :
: : Positions :
All : 6,220: 5,030 5,460 490 175 250 0 0 0 0 195 105: 345 35
Old : 6,220: 5,030 5,460 490 175 250 0 0 0 0 195 105: 345 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 87.8 7.9 2.8 4.0 0.0 0.0 0.0 0.0 3.1 1.7: 5.5 0.6
Old : 100.0: 80.9 87.8 7.9 2.8 4.0 0.0 0.0 0.0 0.0 3.1 1.7: 5.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 11 . . . 0 0 0 0 . .:
Old : 20: 9 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 : 60.4 63.7 83.2 83.8 55.0 56.4 71.1 72.7
Old : 60.4 63.7 83.2 83.8 55.0 56.4 71.1 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 18,543: 14,630 9,449 214 4,020 2,624 0 725 1,075 0 650 0: 0 0
Old : 18,543: 14,630 9,449 214 4,020 2,624 0 725 1,075 0 650 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 75: 69 150 6 -75 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 51.0 1.2 21.7 14.2 0.0 3.9 5.8 0.0 3.5 0.0: 0.0 0.0
Old : 100.0: 78.9 51.0 1.2 21.7 14.2 0.0 3.9 5.8 0.0 3.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 13 . . . 0 . . 0 . 0:
Old : 26: 17 13 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 63.9 81.7 87.4 55.7 48.1 65.7 63.3
Old : 58.8 63.9 81.7 87.4 55.7 48.1 65.7 63.3
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,250: 10,750 6,775 1,325 5,125 1,175 0 0 0 0 175 0: 0 0
Old : 13,250: 10,750 6,775 1,325 5,125 1,175 0 0 0 0 175 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 150: 120 150 30 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 51.1 10.0 38.7 8.9 0.0 0.0 0.0 0.0 1.3 0.0: 0.0 0.0
Old : 100.0: 81.1 51.1 10.0 38.7 8.9 0.0 0.0 0.0 0.0 1.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 77.0 76.0 93.6 93.6 71.9 66.0 81.7 79.4
Old : 77.0 76.0 93.6 93.6 71.9 66.0 81.7 79.4
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,740: 8,660 19,280 8,790 0 440 515 0 0 300 0 0: 1,035 20
Old : 19,740: 8,660 19,280 8,790 0 440 515 0 0 300 0 0: 1,035 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 225: -375 225 600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 97.7 44.5 0.0 2.2 2.6 0.0 0.0 1.5 0.0 0.0: 5.2 0.1
Old : 100.0: 43.9 97.7 44.5 0.0 2.2 2.6 0.0 0.0 1.5 0.0 0.0: 5.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 11 . 0 . . 0 0 . 0 0:
Old : 21: 13 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 : 72.6 90.3 83.5 97.6 67.3 90.0 77.5 90.2
Old : 72.6 90.3 83.5 97.6 67.3 90.0 77.5 90.2
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,400: 11,045 20,115 8,830 0 440 0 385 405 380 0 35: 265 20
Old : 21,400: 11,045 20,115 8,830 0 440 0 385 405 380 0 35: 265 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 375: 5 375 370 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 94.0 41.3 0.0 2.1 0.0 1.8 1.9 1.8 0.0 0.2: 1.2 0.1
Old : 100.0: 51.6 94.0 41.3 0.0 2.1 0.0 1.8 1.9 1.8 0.0 0.2: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 13 . 0 . 0 . . . 0 .:
Old : 27: 17 13 . 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 84.3 79.8 94.9 64.5 81.4 73.5 85.7
Old : 69.3 84.3 79.8 94.9 64.5 81.4 73.5 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 6,068: 2,220 5,328 1,332 0 0 0 740 0 2,368 0 0: 148 0
Old : 6,068: 2,220 5,328 1,332 0 0 0 740 0 2,368 0 0: 148 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 87.8 22.0 0.0 0.0 0.0 12.2 0.0 39.0 0.0 0.0: 2.4 0.0
Old : 100.0: 36.6 87.8 22.0 0.0 0.0 0.0 12.2 0.0 39.0 0.0 0.0: 2.4 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 : 20: 6 8 . 0 0 0 . 0 . 0 0:
Old : 20: 6 8 . 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 : 61.0 82.9 90.2 95.1 61.0 82.9 90.2 95.1
Old : 61.0 82.9 90.2 95.1 61.0 82.9 90.2 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,750: 7,320 4,720 985 4,010 950 0 0 0 80 0 0: 415 70
Old : 9,750: 7,320 4,720 985 4,010 950 0 0 0 80 0 0: 415 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 230: 155 160 0 0 0 0 0 0 0 0 0: 75 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 48.4 10.1 41.1 9.7 0.0 0.0 0.0 0.8 0.0 0.0: 4.3 0.7
Old : 100.0: 75.1 48.4 10.1 41.1 9.7 0.0 0.0 0.0 0.8 0.0 0.0: 4.3 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 : 22: 10 9 . . . 0 0 0 . 0 0:
Old : 22: 10 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 : 62.4 73.0 83.2 89.5 48.9 67.4 67.2 79.7
Old : 62.4 73.0 83.2 89.5 48.9 67.4 67.2 79.7
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 29,135: 7,599 22,675 18,050 4,680 1,775 900 0 0 200 0 0: 611 5
Old : 29,135: 7,599 22,675 18,050 4,680 1,775 900 0 0 200 0 0: 611 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 250: 200 150 50 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 77.8 62.0 16.1 6.1 3.1 0.0 0.0 0.7 0.0 0.0: 2.1 0.0
Old : 100.0: 26.1 77.8 62.0 16.1 6.1 3.1 0.0 0.0 0.7 0.0 0.0: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 78.3 81.1 89.2 98.2 73.6 75.4 81.1 87.3
Old : 78.3 81.1 89.2 98.2 73.6 75.4 81.1 87.3
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,036: 7,054 20,440 15,395 3,380 3,215 900 0 0 100 0 0: 372 1
Old : 27,036: 7,054 20,440 15,395 3,380 3,215 900 0 0 100 0 0: 372 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 100: 150 0 -50 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 75.6 56.9 12.5 11.9 3.3 0.0 0.0 0.4 0.0 0.0: 1.4 0.0
Old : 100.0: 26.1 75.6 56.9 12.5 11.9 3.3 0.0 0.0 0.4 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 6 . . . . 0 0 . 0 0:
Old : 20: 12 6 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 87.1 90.8 99.3 69.8 76.0 77.2 82.4
Old : 78.2 87.1 90.8 99.3 69.8 76.0 77.2 82.4
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,485: 11,205 12,120 2,200 615 995 0 475 0 50 0 0: 35 280
Old : 14,485: 11,205 12,120 2,200 615 995 0 475 0 50 0 0: 35 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 640: 620 565 0 -50 125 0 0 0 0 0 0: -105 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 83.7 15.2 4.2 6.9 0.0 3.3 0.0 0.3 0.0 0.0: 0.2 1.9
Old : 100.0: 77.4 83.7 15.2 4.2 6.9 0.0 3.3 0.0 0.3 0.0 0.0: 0.2 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:
Old : 24: 12 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 : 61.2 62.4 85.8 85.5 57.0 62.4 78.4 74.2
Old : 61.2 62.4 85.8 85.5 57.0 62.4 78.4 74.2
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,334: 21,861 13,287 170 9,385 2,400 600 0 0 176 175 87: 40 0
Old : 25,334: 21,861 13,287 170 9,385 2,400 600 0 0 176 175 87: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 1,200: 590 750 0 300 0 600 0 0 0 150 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 52.4 0.7 37.0 9.5 2.4 0.0 0.0 0.7 0.7 0.3: 0.2 0.0
Old : 100.0: 86.3 52.4 0.7 37.0 9.5 2.4 0.0 0.0 0.7 0.7 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 : 29: 13 14 . . . . 0 0 . . .:
Old : 29: 13 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 : 67.0 72.1 89.0 90.7 58.6 66.7 70.6 74.8
Old : 67.0 72.1 89.0 90.7 58.6 66.7 70.6 74.8
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,203: 23,733 15,091 0 9,455 2,400 600 0 0 273 150 37: 160 70
Old : 27,203: 23,733 15,091 0 9,455 2,400 600 0 0 273 150 37: 160 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 1,150: 590 750 -170 250 0 600 0 0 0 150 0: 130 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 55.5 0.0 34.8 8.8 2.2 0.0 0.0 1.0 0.6 0.1: 0.6 0.3
Old : 100.0: 87.2 55.5 0.0 34.8 8.8 2.2 0.0 0.0 1.0 0.6 0.1: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 12 0 . . . 0 0 . . .:
Old : 27: 13 12 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 74.6 88.4 92.6 57.0 58.7 68.7 71.6
Old : 66.0 74.6 88.4 92.6 57.0 58.7 68.7 71.6
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 120,410: 111,290 83,898 2,660 24,040 5,970 0 4,932 5 290 1,415 150: 45 0
Old : 120,410: 111,290 83,898 2,660 24,040 5,970 0 4,932 5 290 1,415 150: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 3,010: 2,485 2,105 100 -120 275 0 750 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 69.7 2.2 20.0 5.0 0.0 4.1 0.0 0.2 1.2 0.1: 0.0 0.0
Old : 100.0: 92.4 69.7 2.2 20.0 5.0 0.0 4.1 0.0 0.2 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: 31 26 . . 5 0 4 . . . .:
Old : 50: 31 26 . . 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 : 51.8 58.1 72.8 83.3 51.8 49.6 67.1 69.0
Old : 51.8 58.1 72.8 83.3 51.8 49.6 67.1 69.0
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 136,728: 125,448 92,321 3,850 23,985 6,315 0 11,352 665 240 1,920 165: 45 5
Old : 136,728: 125,448 92,321 3,850 23,985 6,315 0 11,352 665 240 1,920 165: 45 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 2,395: 2,395 725 0 420 225 -460 940 160 0 -150 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 67.5 2.8 17.5 4.6 0.0 8.3 0.5 0.2 1.4 0.1: 0.0 0.0
Old : 100.0: 91.8 67.5 2.8 17.5 4.6 0.0 8.3 0.5 0.2 1.4 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 34 29 . . 4 0 4 . . . .:
Old : 53: 34 29 . . 4 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 56.5 63.1 82.5 47.0 49.6 60.8 70.9
Old : 47.0 56.5 63.1 82.5 47.0 49.6 60.8 70.9
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 216,255: 163,510 145,079 8,022 15,112 9,788 14,081 3,100 10,191 4,667 26,940 5,941: 55 104
Old : 216,255: 163,510 145,079 8,022 15,112 9,788 14,081 3,100 10,191 4,667 26,940 5,941: 55 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 4,790: 3,012 -1,307 -1,019 3,935 640 1,415 -405 270 -247 943 719: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 67.1 3.7 7.0 4.5 6.5 1.4 4.7 2.2 12.5 2.7: 0.0 0.0
Old : 100.0: 75.6 67.1 3.7 7.0 4.5 6.5 1.4 4.7 2.2 12.5 2.7: 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 : 80: 41 42 4 . 4 5 4 5 6 10 11:
Old : 80: 41 42 4 . 4 5 4 5 6 10 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 45.0 50.2 58.6 29.8 39.7 44.2 49.3
Old : 31.5 45.0 50.2 58.6 29.8 39.7 44.2 49.3
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,645: 40,450 42,900 6,410 5,425 2,890 880 225 75 610 100 5: 325 25
Old : 51,645: 40,450 42,900 6,410 5,425 2,890 880 225 75 610 100 5: 325 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 1,760: 985 1,685 1,200 800 -550 50 -250 75 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 83.1 12.4 10.5 5.6 1.7 0.4 0.1 1.2 0.2 0.0: 0.6 0.0
Old : 100.0: 78.3 83.1 12.4 10.5 5.6 1.7 0.4 0.1 1.2 0.2 0.0: 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 : 30: 19 11 . . . . . . . . .:
Old : 30: 19 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 : 61.1 93.2 80.8 97.3 59.9 86.0 77.2 89.2
Old : 61.1 93.2 80.8 97.3 59.9 86.0 77.2 89.2
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,065: 38,265 42,370 4,735 1,590 3,680 630 225 75 440 100 0: 240 25
Old : 48,065: 38,265 42,370 4,735 1,590 3,680 630 225 75 440 100 0: 240 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 1,305: 920 920 900 1,050 -590 0 -150 75 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 88.2 9.9 3.3 7.7 1.3 0.5 0.2 0.9 0.2 0.0: 0.5 0.1
Old : 100.0: 79.6 88.2 9.9 3.3 7.7 1.3 0.5 0.2 0.9 0.2 0.0: 0.5 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: 18 9 . . . . . . . . 0:
Old : 29: 18 9 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 93.8 81.7 97.5 62.4 84.7 76.9 88.1
Old : 62.8 93.8 81.7 97.5 62.4 84.7 76.9 88.1
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 147,046: 95,700 94,210 0 11,958 31,176 16,898 0 2,842 0 6,430 430: 0 0
Old : 147,046: 95,700 94,210 0 11,958 31,176 16,898 0 2,842 0 6,430 430: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 1,779: 4,105 1,225 -1,971 1,529 -607 -240 0 62 0 -860 430: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 64.1 0.0 8.1 21.2 11.5 0.0 1.9 0.0 4.4 0.3: 0.0 0.0
Old : 100.0: 65.1 64.1 0.0 8.1 21.2 11.5 0.0 1.9 0.0 4.4 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 16 0 . . . 0 . 0 . .:
Old : 28: 18 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 : 51.1 65.8 77.4 85.3 31.3 37.4 39.4 42.5
Old : 51.1 65.8 77.4 85.3 31.3 37.4 39.4 42.5
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,792: 25,952 36,157 10,340 175 0 0 0 0 0 0 0: 2,500 2,460
Old : 38,792: 25,952 36,157 10,340 175 0 0 0 0 0 0 0: 2,500 2,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 240: 40 140 100 0 0 0 0 0 0 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 93.2 26.7 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 6.3
Old : 100.0: 66.9 93.2 26.7 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 15 . . 0 0 0 0 0 0 0:
Old : 23: 14 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 : 80.5 66.8 90.1 86.1 70.9 54.9 76.3 73.5
Old : 80.5 66.8 90.1 86.1 70.9 54.9 76.3 73.5
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,780: 23,050 32,810 9,860 175 0 0 0 0 0 0 0: 1,870 1,795
Old : 34,780: 23,050 32,810 9,860 175 0 0 0 0 0 0 0: 1,870 1,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 180: 0 100 100 0 0 0 0 0 0 0 0: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 94.3 28.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.4 5.2
Old : 100.0: 66.3 94.3 28.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 16 . . 0 0 0 0 0 0 0:
Old : 21: 12 16 . . 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 : 85.8 68.0 93.4 88.2 74.6 55.9 77.3 73.7
Old : 85.8 68.0 93.4 88.2 74.6 55.9 77.3 73.7
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,909: 20,537 25,262 10,140 4,235 35 0 0 0 0 1,200 0: 4,197 4,177
Old : 34,909: 20,537 25,262 10,140 4,235 35 0 0 0 0 1,200 0: 4,197 4,177
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 25: -35 25 60 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 72.4 29.0 12.1 0.1 0.0 0.0 0.0 0.0 3.4 0.0: 12.0 12.0
Old : 100.0: 58.8 72.4 29.0 12.1 0.1 0.0 0.0 0.0 0.0 3.4 0.0: 12.0 12.0
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: 10 15 . . . 0 0 0 0 . 0:
Old : 23: 10 15 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 49.2 87.2 69.6 74.4 49.1 79.4 69.1
Old : 75.5 49.2 87.2 69.6 74.4 49.1 79.4 69.1
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,027: 19,298 22,908 9,650 4,720 35 0 0 0 0 1,200 0: 3,044 3,164
Old : 32,027: 19,298 22,908 9,650 4,720 35 0 0 0 0 1,200 0: 3,044 3,164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 71.5 30.1 14.7 0.1 0.0 0.0 0.0 0.0 3.7 0.0: 9.5 9.9
Old : 100.0: 60.3 71.5 30.1 14.7 0.1 0.0 0.0 0.0 0.0 3.7 0.0: 9.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 16 . . . 0 0 0 0 . 0:
Old : 23: 9 16 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.7 50.9 90.2 69.2 79.7 50.8 82.1 68.8
Old : 83.7 50.9 90.2 69.2 79.7 50.8 82.1 68.8
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,650: 34,900 13,870 1,425 7,700 4,105 0 11,295 0 0 3,650 200: 1,020 830
Old : 41,650: 34,900 13,870 1,425 7,700 4,105 0 11,295 0 0 3,650 200: 1,020 830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -100: -250 375 0 -525 0 0 200 0 0 -300 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 33.3 3.4 18.5 9.9 0.0 27.1 0.0 0.0 8.8 0.5: 2.4 2.0
Old : 100.0: 83.8 33.3 3.4 18.5 9.9 0.0 27.1 0.0 0.0 8.8 0.5: 2.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 12 . . . 0 . 0 0 . .:
Old : 29: 15 12 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 72.3 83.7 88.7 62.9 62.4 75.0 77.7
Old : 70.2 72.3 83.7 88.7 62.9 62.4 75.0 77.7
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,405: 35,040 14,520 1,200 9,485 4,105 0 10,005 0 0 2,420 200: 860 670
Old : 41,405: 35,040 14,520 1,200 9,485 4,105 0 10,005 0 0 2,420 200: 860 670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 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: 84.6 35.1 2.9 22.9 9.9 0.0 24.2 0.0 0.0 5.8 0.5: 2.1 1.6
Old : 100.0: 84.6 35.1 2.9 22.9 9.9 0.0 24.2 0.0 0.0 5.8 0.5: 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 : 27: 15 12 . . . 0 . 0 0 . .:
Old : 27: 15 12 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 77.9 84.4 91.7 64.8 68.0 75.5 79.1
Old : 72.6 77.9 84.4 91.7 64.8 68.0 75.5 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,370: 18,875 40,380 24,275 1,175 685 750 0 550 0 2,345 0: 1,235 1,235
Old : 46,370: 18,875 40,380 24,275 1,175 685 750 0 550 0 2,345 0: 1,235 1,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 0: 0 -50 0 0 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 87.1 52.4 2.5 1.5 1.6 0.0 1.2 0.0 5.1 0.0: 2.7 2.7
Old : 100.0: 40.7 87.1 52.4 2.5 1.5 1.6 0.0 1.2 0.0 5.1 0.0: 2.7 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 : 28: 13 12 . . . . 0 . 0 . 0:
Old : 28: 13 12 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 86.6 88.8 93.4 76.8 84.9 88.1 90.2
Old : 77.2 86.6 88.8 93.4 76.8 84.9 88.1 90.2
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,790: 16,430 37,200 22,470 450 695 800 0 550 0 2,070 0: 845 825
Old : 41,790: 16,430 37,200 22,470 450 695 800 0 550 0 2,070 0: 845 825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 0: 0 -50 0 0 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 89.0 53.8 1.1 1.7 1.9 0.0 1.3 0.0 5.0 0.0: 2.0 2.0
Old : 100.0: 39.3 89.0 53.8 1.1 1.7 1.9 0.0 1.3 0.0 5.0 0.0: 2.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 10 . . . . 0 . 0 . 0:
Old : 24: 12 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 : 76.0 88.5 89.2 95.3 75.5 85.1 86.9 90.1
Old : 76.0 88.5 89.2 95.3 75.5 85.1 86.9 90.1
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,085: 21,275 20,230 9,225 325 2,140 0 9,940 0 100 200 0: 345 250
Old : 33,085: 21,275 20,230 9,225 325 2,140 0 9,940 0 100 200 0: 345 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 0: -200 0 200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 61.1 27.9 1.0 6.5 0.0 30.0 0.0 0.3 0.6 0.0: 1.0 0.8
Old : 100.0: 64.3 61.1 27.9 1.0 6.5 0.0 30.0 0.0 0.3 0.6 0.0: 1.0 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 : 26: 14 10 . . . 0 . 0 . . 0:
Old : 26: 14 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 : 79.0 88.3 91.3 95.7 73.4 85.1 85.7 90.0
Old : 79.0 88.3 91.3 95.7 73.4 85.1 85.7 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,245: 19,545 18,775 9,175 400 2,015 0 9,440 0 0 200 0: 510 415
Old : 31,245: 19,545 18,775 9,175 400 2,015 0 9,440 0 0 200 0: 510 415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 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: 62.6 60.1 29.4 1.3 6.4 0.0 30.2 0.0 0.0 0.6 0.0: 1.6 1.3
Old : 100.0: 62.6 60.1 29.4 1.3 6.4 0.0 30.2 0.0 0.0 0.6 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 : 22: 15 8 . . . 0 . 0 0 . 0:
Old : 22: 15 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 : 78.8 89.4 90.9 96.5 72.9 85.2 85.0 90.1
Old : 78.8 89.4 90.9 96.5 72.9 85.2 85.0 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,325: 22,350 11,840 0 11,805 0 0 130 50 625 0 75: 2,225 1,425
Old : 25,325: 22,350 11,840 0 11,805 0 0 130 50 625 0 75: 2,225 1,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 450: -380 100 0 300 0 0 0 0 400 0 0: 430 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 46.8 0.0 46.6 0.0 0.0 0.5 0.2 2.5 0.0 0.3: 8.8 5.6
Old : 100.0: 88.3 46.8 0.0 46.6 0.0 0.0 0.5 0.2 2.5 0.0 0.3: 8.8 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 8 0 . 0 0 . . . 0 .:
Old : 20: 11 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 : 75.2 78.5 86.9 92.5 68.4 78.5 80.1 86.1
Old : 75.2 78.5 86.9 92.5 68.4 78.5 80.1 86.1
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,730: 21,500 11,595 0 10,900 0 0 130 50 625 0 75: 1,480 980
Old : 23,730: 21,500 11,595 0 10,900 0 0 130 50 625 0 75: 1,480 980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 100: -240 70 0 0 0 0 0 0 50 0 0: 290 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 48.9 0.0 45.9 0.0 0.0 0.5 0.2 2.6 0.0 0.3: 6.2 4.1
Old : 100.0: 90.6 48.9 0.0 45.9 0.0 0.0 0.5 0.2 2.6 0.0 0.3: 6.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 9 0 . 0 0 . . . 0 .:
Old : 22: 12 9 0 . 0 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 80.3 88.4 93.7 72.5 80.3 81.6 88.0
Old : 78.5 80.3 88.4 93.7 72.5 80.3 81.6 88.0
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,260: 28,765 17,679 0 19,576 200 9,540 775 100 400 700 0: 1,255 1,230
Old : 40,260: 28,765 17,679 0 19,576 200 9,540 775 100 400 700 0: 1,255 1,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 1,010: 640 -20 0 1,010 0 350 0 0 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 43.9 0.0 48.6 0.5 23.7 1.9 0.2 1.0 1.7 0.0: 3.1 3.1
Old : 100.0: 71.4 43.9 0.0 48.6 0.5 23.7 1.9 0.2 1.0 1.7 0.0: 3.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 9 0 . . . . . . . 0:
Old : 26: 17 9 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 80.2 86.0 93.8 65.7 79.2 79.8 86.9
Old : 71.8 80.2 86.0 93.8 65.7 79.2 79.8 86.9
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,135: 23,510 15,190 0 10,650 0 2,935 875 0 400 440 0: 2,290 1,980
Old : 29,135: 23,510 15,190 0 10,650 0 2,935 875 0 400 440 0: 2,290 1,980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 770: 540 -20 0 860 -60 300 0 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 52.1 0.0 36.6 0.0 10.1 3.0 0.0 1.4 1.5 0.0: 7.9 6.8
Old : 100.0: 80.7 52.1 0.0 36.6 0.0 10.1 3.0 0.0 1.4 1.5 0.0: 7.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 10 0 . 0 . . 0 . . 0:
Old : 25: 15 10 0 . 0 . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 71.1 79.7 89.1 56.5 69.5 71.3 81.4
Old : 63.8 71.1 79.7 89.1 56.5 69.5 71.3 81.4
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,005: 59,789 102,135 24,901 0 2,465 12,225 0 140 5,245 0 400: 8,840 8,865
Old : 114,005: 59,789 102,135 24,901 0 2,465 12,225 0 140 5,245 0 400: 8,840 8,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 265: 175 35 660 0 -300 -150 0 0 -650 0 400: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 89.6 21.8 0.0 2.2 10.7 0.0 0.1 4.6 0.0 0.4: 7.8 7.8
Old : 100.0: 52.4 89.6 21.8 0.0 2.2 10.7 0.0 0.1 4.6 0.0 0.4: 7.8 7.8
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 : 40: 19 24 . 0 . . 0 . . 0 .:
Old : 40: 19 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 : 61.4 60.8 75.2 74.3 56.0 58.2 69.8 70.3
Old : 61.4 60.8 75.2 74.3 56.0 58.2 69.8 70.3
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,250: 53,035 90,540 18,020 870 1,820 17,090 0 140 3,360 50 0: 6,785 6,830
Old : 100,250: 53,035 90,540 18,020 870 1,820 17,090 0 140 3,360 50 0: 6,785 6,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 785: 150 765 935 0 0 -300 0 0 50 50 0: -50 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 90.3 18.0 0.9 1.8 17.0 0.0 0.1 3.4 0.0 0.0: 6.8 6.8
Old : 100.0: 52.9 90.3 18.0 0.9 1.8 17.0 0.0 0.1 3.4 0.0 0.0: 6.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 22 . . . . 0 . . . 0:
Old : 36: 17 22 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 58.9 81.6 73.6 62.4 57.6 77.8 71.6
Old : 65.0 58.9 81.6 73.6 62.4 57.6 77.8 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,560: 17,475 10,160 0 7,490 875 0 700 0 800 0 0: 2,410 2,335
Old : 21,560: 17,475 10,160 0 7,490 875 0 700 0 800 0 0: 2,410 2,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 100: -100 100 0 0 0 0 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 47.1 0.0 34.7 4.1 0.0 3.2 0.0 3.7 0.0 0.0: 11.2 10.8
Old : 100.0: 81.1 47.1 0.0 34.7 4.1 0.0 3.2 0.0 3.7 0.0 0.0: 11.2 10.8
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: 15 12 0 . . 0 . 0 . 0 0:
Old : 25: 15 12 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 61.4 69.7 78.3 35.4 52.6 54.1 62.8
Old : 48.6 61.4 69.7 78.3 35.4 52.6 54.1 62.8
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,895: 16,100 10,540 0 7,975 520 0 0 0 2,200 0 0: 1,075 860
Old : 19,895: 16,100 10,540 0 7,975 520 0 0 0 2,200 0 0: 1,075 860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: -10: -210 190 0 0 0 0 0 0 200 -200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 53.0 0.0 40.1 2.6 0.0 0.0 0.0 11.1 0.0 0.0: 5.4 4.3
Old : 100.0: 80.9 53.0 0.0 40.1 2.6 0.0 0.0 0.0 11.1 0.0 0.0: 5.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 12 0 . . 0 0 0 . 0 0:
Old : 23: 15 12 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 : 58.7 75.6 76.7 88.2 39.7 55.5 54.8 62.0
Old : 58.7 75.6 76.7 88.2 39.7 55.5 54.8 62.0
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, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,715: 37,665 31,380 755 3,010 2,085 0 4,090 20 0 50 0: 7,190 7,080
Old : 47,715: 37,665 31,380 755 3,010 2,085 0 4,090 20 0 50 0: 7,190 7,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 50: 30 130 50 0 0 0 0 0 0 -60 -20: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 65.8 1.6 6.3 4.4 0.0 8.6 0.0 0.0 0.1 0.0: 15.1 14.8
Old : 100.0: 78.9 65.8 1.6 6.3 4.4 0.0 8.6 0.0 0.0 0.1 0.0: 15.1 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 17 . . . 0 . . 0 . 0:
Old : 29: 17 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 : 60.5 44.9 76.4 65.2 60.3 41.0 65.5 58.0
Old : 60.5 44.9 76.4 65.2 60.3 41.0 65.5 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, June 13, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,855: 23,270 18,610 685 3,120 3,215 0 2,425 0 200 0 0: 4,485 4,485
Old : 31,855: 23,270 18,610 685 3,120 3,215 0 2,425 0 200 0 0: 4,485 4,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 250: 250 0 0 250 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 58.4 2.2 9.8 10.1 0.0 7.6 0.0 0.6 0.0 0.0: 14.1 14.1
Old : 100.0: 73.0 58.4 2.2 9.8 10.1 0.0 7.6 0.0 0.6 0.0 0.0: 14.1 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 17 . . . 0 . 0 . 0 0:
Old : 26: 16 17 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 39.4 69.7 63.5 35.8 31.1 43.7 41.8
Old : 46.0 39.4 69.7 63.5 35.8 31.1 43.7 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2017