COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 59,332: 21,512 27,468 4,450 4,424 3,172 6,392 13,455 790 15,533 3,287 6,288: 1,195 448 Old : 59,332: 21,512 27,468 4,450 4,424 3,172 6,392 13,455 790 15,533 3,287 6,288: 1,195 448 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -5,175: -3,045 -1,215 -522 -537 -135 -621 -1,491 -33 -176 -962 -502: -141 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 46.3 7.5 7.5 5.3 10.8 22.7 1.3 26.2 5.5 10.6: 2.0 0.8 Old : 100.0: 36.3 46.3 7.5 7.5 5.3 10.8 22.7 1.3 26.2 5.5 10.6: 2.0 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 : 54: 14 13 . 4 4 . 5 6 12 12 18: Old : 54: 14 13 . 4 4 . 5 6 12 12 18: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.9 48.7 68.0 66.2 34.9 36.9 53.5 49.9 Old : 40.9 48.7 68.0 66.2 34.9 36.9 53.5 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 8,616: 2,050 4,738 800 1,528 30 835 965 240 3,626 20 582: 453 513 Old : 8,616: 2,050 4,738 800 1,528 30 835 965 240 3,626 20 582: 453 513 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -873: -188 -441 -3 -106 -10 50 -271 0 -628 0 -80: -14 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 55.0 9.3 17.7 0.3 9.7 11.2 2.8 42.1 0.2 6.8: 5.3 6.0 Old : 100.0: 23.8 55.0 9.3 17.7 0.3 9.7 11.2 2.8 42.1 0.2 6.8: 5.3 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 4 6 . . . . . . 9 . 5: Old : 24: 4 6 . . . . . . 9 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 52.3 73.0 81.5 44.0 52.0 62.0 66.4 Old : 45.4 52.3 73.0 81.5 44.0 52.0 62.0 66.4 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 94,498: 60,053 65,966 5,018 10,207 6,823 14,948 555 755 4,006 7,327 2,424: 471 441 Old : 94,498: 60,053 65,966 5,018 10,207 6,823 14,948 555 755 4,006 7,327 2,424: 471 441 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 109: 602 -299 -460 487 -171 23 0 0 46 46 46: 23 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.5 69.8 5.3 10.8 7.2 15.8 0.6 0.8 4.2 7.8 2.6: 0.5 0.5 Old : 100.0: 63.5 69.8 5.3 10.8 7.2 15.8 0.6 0.8 4.2 7.8 2.6: 0.5 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 65: 36 38 . . 4 5 . . 6 7 10: Old : 65: 36 38 . . 4 5 . . 6 7 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 30.6 58.2 52.6 31.7 24.3 42.2 38.0 Old : 42.3 30.6 58.2 52.6 31.7 24.3 42.2 38.0 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 30,830: 23,817 28,285 4,153 0 2,020 275 275 0 450 150 100: 15 0 Old : 30,830: 23,817 28,285 4,153 0 2,020 275 275 0 450 150 100: 15 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -4,040: -1,325 -3,975 -1,265 0 160 25 50 -50 -1,450 -75 -150: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 91.7 13.5 0.0 6.6 0.9 0.9 0.0 1.5 0.5 0.3: 0.0 0.0 Old : 100.0: 77.3 91.7 13.5 0.0 6.6 0.9 0.9 0.0 1.5 0.5 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 : 35: 23 19 . 0 . . . 0 4 . .: Old : 35: 23 19 . 0 . . . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 51.4 73.1 80.4 35.6 42.8 45.1 51.2 Old : 46.8 51.4 73.1 80.4 35.6 42.8 45.1 51.2 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 22,317: 20,568 15,105 0 5,072 1,500 0 0 0 175 350 50: 24 240 Old : 22,317: 20,568 15,105 0 5,072 1,500 0 0 0 175 350 50: 24 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -3,162: -2,102 -2,537 0 -490 65 0 0 0 -1,050 -125 -75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.2 67.7 0.0 22.7 6.7 0.0 0.0 0.0 0.8 1.6 0.2: 0.1 1.1 Old : 100.0: 92.2 67.7 0.0 22.7 6.7 0.0 0.0 0.0 0.8 1.6 0.2: 0.1 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 19 14 0 . . 0 0 0 . . .: Old : 29: 19 14 0 . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.5 54.0 83.0 83.5 61.5 44.3 68.5 64.4 Old : 67.5 54.0 83.0 83.5 61.5 44.3 68.5 64.4 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 187,092: 147,416 123,950 22,760 20,786 4,083 6,230 18,023 3,680 2,594 16,277 293: 36 0 Old : 187,092: 147,416 123,950 22,760 20,786 4,083 6,230 18,023 3,680 2,594 16,277 293: 36 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 1,067: -3,123 2,672 5,814 389 -2,071 350 35 0 95 45 2: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 66.3 12.2 11.1 2.2 3.3 9.6 2.0 1.4 8.7 0.2: 0.0 0.0 Old : 100.0: 78.8 66.3 12.2 11.1 2.2 3.3 9.6 2.0 1.4 8.7 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 35 37 4 . . . . . 4 5 .: Old : 61: 35 37 4 . . . . . 4 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.1 44.9 58.1 75.9 31.0 39.6 46.6 57.8 Old : 38.1 44.9 58.1 75.9 31.0 39.6 46.6 57.8 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 61,570: 47,083 38,429 9,720 13,948 1,380 441 3,950 984 1,575 2,529 350: 37 0 Old : 61,570: 47,083 38,429 9,720 13,948 1,380 441 3,950 984 1,575 2,529 350: 37 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -264: 536 1,736 100 -475 0 75 -25 -25 0 -425 -950: 0 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.5 62.4 15.8 22.7 2.2 0.7 6.4 1.6 2.6 4.1 0.6: 0.1 0.0 Old : 100.0: 76.5 62.4 15.8 22.7 2.2 0.7 6.4 1.6 2.6 4.1 0.6: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 19 . . . . . 4 . 4 .: Old : 34: 19 19 . . . . . 4 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.0 74.1 88.2 87.0 74.5 69.0 80.9 80.6 Old : 77.0 74.1 88.2 87.0 74.5 69.0 80.9 80.6 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 29,625: 23,681 18,133 5,137 10,615 352 0 0 450 0 75 0: 5 0 Old : 29,625: 23,681 18,133 5,137 10,615 352 0 0 450 0 75 0: 5 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 2,975: 3,125 2,525 0 600 -150 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 61.2 17.3 35.8 1.2 0.0 0.0 1.5 0.0 0.3 0.0: 0.0 0.0 Old : 100.0: 79.9 61.2 17.3 35.8 1.2 0.0 0.0 1.5 0.0 0.3 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 : 22: 12 14 . . . 0 0 . 0 . 0: Old : 22: 12 14 . . . 0 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.4 86.1 93.0 95.1 77.0 78.3 82.4 82.0 Old : 80.4 86.1 93.0 95.1 77.0 78.3 82.4 82.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 60,723: 51,786 40,781 563 7,935 7,347 0 4,050 450 540 100 0: 37 60 Old : 60,723: 51,786 40,781 563 7,935 7,347 0 4,050 450 540 100 0: 37 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 4,060: 4,560 360 -25 4,175 -475 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 67.2 0.9 13.1 12.1 0.0 6.7 0.7 0.9 0.2 0.0: 0.1 0.1 Old : 100.0: 85.3 67.2 0.9 13.1 12.1 0.0 6.7 0.7 0.9 0.2 0.0: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 25 27 . . . 0 . . . . 0: Old : 40: 25 27 . . . 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.0 47.6 73.4 72.8 33.3 37.6 48.4 52.5 Old : 50.0 47.6 73.4 72.8 33.3 37.6 48.4 52.5 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 60,796: 52,669 40,619 2,170 13,292 3,795 0 1,975 150 1,730 475 105: 177 385 Old : 60,796: 52,669 40,619 2,170 13,292 3,795 0 1,975 150 1,730 475 105: 177 385 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 4,125: 4,165 -95 0 4,200 -40 0 0 0 0 50 0: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.6 66.8 3.6 21.9 6.2 0.0 3.2 0.2 2.8 0.8 0.2: 0.3 0.6 Old : 100.0: 86.6 66.8 3.6 21.9 6.2 0.0 3.2 0.2 2.8 0.8 0.2: 0.3 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 : 41: 22 25 . . . 0 . . . 4 .: Old : 41: 22 25 . . . 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 : 41.5 51.6 65.9 73.4 33.8 50.3 51.7 62.8 Old : 41.5 51.6 65.9 73.4 33.8 50.3 51.7 62.8 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 64,102: 39,510 28,785 19,335 13,260 4,485 0 0 0 410 17,400 0: 362 172 Old : 64,102: 39,510 28,785 19,335 13,260 4,485 0 0 0 410 17,400 0: 362 172 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -30: -55 165 25 -195 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.6 44.9 30.2 20.7 7.0 0.0 0.0 0.0 0.6 27.1 0.0: 0.6 0.3 Old : 100.0: 61.6 44.9 30.2 20.7 7.0 0.0 0.0 0.0 0.6 27.1 0.0: 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 : 38: 25 23 . . . 0 0 0 . . 0: Old : 38: 25 23 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 70.0 66.3 83.5 40.9 64.3 56.5 74.5 Old : 44.5 70.0 66.3 83.5 40.9 64.3 56.5 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 83,013: 56,137 38,729 22,970 20,900 2,865 0 0 0 735 20,274 0: 306 245 Old : 83,013: 56,137 38,729 22,970 20,900 2,865 0 0 0 735 20,274 0: 306 245 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 1,090: 40 -40 1,050 -320 0 0 0 0 0 1,450 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.6 46.7 27.7 25.2 3.5 0.0 0.0 0.0 0.9 24.4 0.0: 0.4 0.3 Old : 100.0: 67.6 46.7 27.7 25.2 3.5 0.0 0.0 0.0 0.9 24.4 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 : 40: 26 23 . . . 0 0 0 . . 0: Old : 40: 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 : 42.8 66.1 64.5 81.2 40.9 63.3 60.3 75.4 Old : 42.8 66.1 64.5 81.2 40.9 63.3 60.3 75.4 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 34,374: 24,097 28,019 4,360 0 5,335 0 0 0 450 900 0: 132 120 Old : 34,374: 24,097 28,019 4,360 0 5,335 0 0 0 450 900 0: 132 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -10: 5 25 20 0 -35 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.1 81.5 12.7 0.0 15.5 0.0 0.0 0.0 1.3 2.6 0.0: 0.4 0.3 Old : 100.0: 70.1 81.5 12.7 0.0 15.5 0.0 0.0 0.0 1.3 2.6 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 : 27: 19 16 . 0 . 0 0 0 . . 0: Old : 27: 19 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 : 42.4 72.1 71.7 84.8 33.3 58.5 49.3 60.6 Old : 42.4 72.1 71.7 84.8 33.3 58.5 49.3 60.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 36,322: 28,777 32,000 2,790 1,290 2,620 750 0 0 1,225 0 100: 60 312 Old : 36,322: 28,777 32,000 2,790 1,290 2,620 750 0 0 1,225 0 100: 60 312 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.2 88.1 7.7 3.6 7.2 2.1 0.0 0.0 3.4 0.0 0.3: 0.2 0.9 Old : 100.0: 79.2 88.1 7.7 3.6 7.2 2.1 0.0 0.0 3.4 0.0 0.3: 0.2 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 : 32: 19 21 . . . . 0 0 . 0 .: Old : 32: 19 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 : 40.1 69.2 62.2 85.6 22.0 49.4 35.7 54.7 Old : 40.1 69.2 62.2 85.6 22.0 49.4 35.7 54.7 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 13,890: 13,440 10,740 300 2,250 150 0 0 0 0 750 0: 0 0 Old : 13,890: 13,440 10,740 300 2,250 150 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: July 25, 2017 : : 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.8 77.3 2.2 16.2 1.1 0.0 0.0 0.0 0.0 5.4 0.0: 0.0 0.0 Old : 100.0: 96.8 77.3 2.2 16.2 1.1 0.0 0.0 0.0 0.0 5.4 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 11 . . . 0 0 0 0 . 0: Old : 21: 14 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 : 70.4 63.3 84.5 87.0 69.6 57.9 79.8 77.3 Old : 70.4 63.3 84.5 87.0 69.6 57.9 79.8 77.3 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 21,416: 16,703 13,221 0 2,121 1,683 600 1,282 0 1,400 2,003 800: 230 306 Old : 21,416: 16,703 13,221 0 2,121 1,683 600 1,282 0 1,400 2,003 800: 230 306 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 2,229: 1,404 1,242 -35 922 -140 0 150 0 1,000 50 0: 0 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.0 61.7 0.0 9.9 7.9 2.8 6.0 0.0 6.5 9.4 3.7: 1.1 1.4 Old : 100.0: 78.0 61.7 0.0 9.9 7.9 2.8 6.0 0.0 6.5 9.4 3.7: 1.1 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 23 22 0 . . . . 0 . . .: Old : 37: 23 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 : 40.3 39.9 62.4 61.1 36.5 31.0 51.1 46.5 Old : 40.3 39.9 62.4 61.1 36.5 31.0 51.1 46.5 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 8,452: 5,662 3,375 250 2,060 790 600 1,032 0 100 0 900: 150 295 Old : 8,452: 5,662 3,375 250 2,060 790 600 1,032 0 100 0 900: 150 295 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 100: 0 5 -100 0 100 0 0 0 100 0 0: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 39.9 3.0 24.4 9.3 7.1 12.2 0.0 1.2 0.0 10.6: 1.8 3.5 Old : 100.0: 67.0 39.9 3.0 24.4 9.3 7.1 12.2 0.0 1.2 0.0 10.6: 1.8 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 9 . . . . . 0 . 0 .: Old : 20: 8 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 : 49.2 51.8 79.4 80.8 41.4 47.6 61.7 60.5 Old : 49.2 51.8 79.4 80.8 41.4 47.6 61.7 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 10,875: 8,560 7,930 650 1,130 610 0 400 275 120 200 300: 360 30 Old : 10,875: 8,560 7,930 650 1,130 610 0 400 275 120 200 300: 360 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 0: 600 0 0 600 -600 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.7 72.9 6.0 10.4 5.6 0.0 3.7 2.5 1.1 1.8 2.8: 3.3 0.3 Old : 100.0: 78.7 72.9 6.0 10.4 5.6 0.0 3.7 2.5 1.1 1.8 2.8: 3.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 11 . . . 0 . . . . .: Old : 23: 11 11 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.9 55.2 79.3 84.6 47.7 51.4 61.7 65.6 Old : 59.9 55.2 79.3 84.6 47.7 51.4 61.7 65.6 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 43,429: 29,779 36,929 6,815 0 5,435 0 0 0 800 375 600: 0 90 Old : 43,429: 29,779 36,929 6,815 0 5,435 0 0 0 800 375 600: 0 90 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -45: -35 -180 -95 0 85 0 0 0 0 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.6 85.0 15.7 0.0 12.5 0.0 0.0 0.0 1.8 0.9 1.4: 0.0 0.2 Old : 100.0: 68.6 85.0 15.7 0.0 12.5 0.0 0.0 0.0 1.8 0.9 1.4: 0.0 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: 21 22 . 0 . 0 0 0 . . .: Old : 32: 21 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 : 43.0 61.9 70.5 79.8 31.7 52.7 47.1 56.5 Old : 43.0 61.9 70.5 79.8 31.7 52.7 47.1 56.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 50,491: 44,046 34,916 2,225 11,415 2,100 100 150 150 1,325 1,425 225: 320 110 Old : 50,491: 44,046 34,916 2,225 11,415 2,100 100 150 150 1,325 1,425 225: 320 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 900: 725 700 0 -175 175 -100 -100 100 -125 75 125: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.2 69.2 4.4 22.6 4.2 0.2 0.3 0.3 2.6 2.8 0.4: 0.6 0.2 Old : 100.0: 87.2 69.2 4.4 22.6 4.2 0.2 0.3 0.3 2.6 2.8 0.4: 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 : 41: 22 23 . . . . . . . 4 .: Old : 41: 22 23 . . . . . . . 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 56.2 65.9 78.0 37.5 51.4 54.6 67.8 Old : 44.8 56.2 65.9 78.0 37.5 51.4 54.6 67.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 51,664: 39,585 38,124 9,699 12,525 620 375 0 0 935 35 360: 90 0 Old : 51,664: 39,585 38,124 9,699 12,525 620 375 0 0 935 35 360: 90 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 170: 230 170 -60 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.6 73.8 18.8 24.2 1.2 0.7 0.0 0.0 1.8 0.1 0.7: 0.2 0.0 Old : 100.0: 76.6 73.8 18.8 24.2 1.2 0.7 0.0 0.0 1.8 0.1 0.7: 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: 19 12 . . . . 0 0 . . .: Old : 29: 19 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 : 41.3 94.7 70.7 98.1 38.5 91.2 65.4 91.9 Old : 41.3 94.7 70.7 98.1 38.5 91.2 65.4 91.9 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 61,594: 45,295 42,874 11,689 14,030 2,115 375 0 0 1,770 2,400 175: 175 0 Old : 61,594: 45,295 42,874 11,689 14,030 2,115 375 0 0 1,770 2,400 175: 175 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 115: 655 115 -540 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 69.6 19.0 22.8 3.4 0.6 0.0 0.0 2.9 3.9 0.3: 0.3 0.0 Old : 100.0: 73.5 69.6 19.0 22.8 3.4 0.6 0.0 0.0 2.9 3.9 0.3: 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 11 . . . . 0 0 . . .: Old : 33: 23 11 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.4 88.8 66.4 96.8 36.5 87.2 62.4 90.6 Old : 38.4 88.8 66.4 96.8 36.5 87.2 62.4 90.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 74,634: 70,413 62,943 2,294 6,891 1,488 0 336 0 240 2,492 169: 30 315 Old : 74,634: 70,413 62,943 2,294 6,891 1,488 0 336 0 240 2,492 169: 30 315 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 1,440: 1,289 1,093 -191 -775 276 0 336 0 25 516 30: 11 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.3 84.3 3.1 9.2 2.0 0.0 0.5 0.0 0.3 3.3 0.2: 0.0 0.4 Old : 100.0: 94.3 84.3 3.1 9.2 2.0 0.0 0.5 0.0 0.3 3.3 0.2: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 25 27 . . . 0 . 0 . . .: Old : 43: 25 27 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 60.6 77.0 81.2 55.0 56.7 75.0 76.9 Old : 55.1 60.6 77.0 81.2 55.0 56.7 75.0 76.9 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 104,661: 91,291 88,595 4,597 7,356 1,628 3,330 1,156 111 2,601 4,736 1,015: 88 64 Old : 104,661: 91,291 88,595 4,597 7,356 1,628 3,330 1,156 111 2,601 4,736 1,015: 88 64 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 604: 558 -23 -235 -846 685 10 -30 0 32 1,126 -318: -128 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.2 84.6 4.4 7.0 1.6 3.2 1.1 0.1 2.5 4.5 1.0: 0.1 0.1 Old : 100.0: 87.2 84.6 4.4 7.0 1.6 3.2 1.1 0.1 2.5 4.5 1.0: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 28 32 . . . . . . 7 . .: Old : 56: 28 32 . . . . . . 7 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 52.9 67.4 73.9 43.0 47.1 60.1 63.9 Old : 44.9 52.9 67.4 73.9 43.0 47.1 60.1 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 30,278: 23,893 29,300 5,136 0 928 0 0 0 225 0 50: 46 0 Old : 30,278: 23,893 29,300 5,136 0 928 0 0 0 225 0 50: 46 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -125: -171 -125 25 0 0 0 0 0 -25 0 0: 46 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 96.8 17.0 0.0 3.1 0.0 0.0 0.0 0.7 0.0 0.2: 0.2 0.0 Old : 100.0: 78.9 96.8 17.0 0.0 3.1 0.0 0.0 0.0 0.7 0.0 0.2: 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 : 22: 14 11 . 0 . 0 0 0 . 0 .: Old : 22: 14 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 : 80.9 85.9 94.9 97.2 77.4 78.3 79.2 80.1 Old : 80.9 85.9 94.9 97.2 77.4 78.3 79.2 80.1 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 44,373: 34,285 33,553 4,195 2,315 3,710 600 4,550 0 1,202 0 0: 381 245 Old : 44,373: 34,285 33,553 4,195 2,315 3,710 600 4,550 0 1,202 0 0: 381 245 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -20: 70 -80 -150 60 0 0 0 0 60 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 75.6 9.5 5.2 8.4 1.4 10.3 0.0 2.7 0.0 0.0: 0.9 0.6 Old : 100.0: 77.3 75.6 9.5 5.2 8.4 1.4 10.3 0.0 2.7 0.0 0.0: 0.9 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 : 31: 22 16 . . . . . 0 . 0 0: Old : 31: 22 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 : 56.8 71.5 76.8 88.5 55.8 63.3 67.2 75.1 Old : 56.8 71.5 76.8 88.5 55.8 63.3 67.2 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 49,302: 31,751 39,398 6,382 1,650 4,484 2,650 0 1,800 1,935 1,550 120: 180 300 Old : 49,302: 31,751 39,398 6,382 1,650 4,484 2,650 0 1,800 1,935 1,550 120: 180 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -30: -570 -90 0 -420 480 0 0 0 60 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.4 79.9 12.9 3.3 9.1 5.4 0.0 3.7 3.9 3.1 0.2: 0.4 0.6 Old : 100.0: 64.4 79.9 12.9 3.3 9.1 5.4 0.0 3.7 3.9 3.1 0.2: 0.4 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 : 34: 21 18 . . . . 0 . 4 . .: Old : 34: 21 18 . . . . 0 . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 65.1 67.0 80.7 33.7 53.6 48.3 61.3 Old : 42.6 65.1 67.0 80.7 33.7 53.6 48.3 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 37,098: 19,367 32,780 17,496 1,698 5 0 1,740 125 0 490 20: 85 240 Old : 37,098: 19,367 32,780 17,496 1,698 5 0 1,740 125 0 490 20: 85 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 133: -467 133 625 30 -30 0 0 0 0 0 0: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 88.4 47.2 4.6 0.0 0.0 4.7 0.3 0.0 1.3 0.1: 0.2 0.6 Old : 100.0: 52.2 88.4 47.2 4.6 0.0 0.0 4.7 0.3 0.0 1.3 0.1: 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 : 29: 16 15 4 . . 0 . . 0 . .: Old : 29: 16 15 4 . . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.1 69.3 82.9 86.9 61.1 67.3 82.5 84.3 Old : 61.1 69.3 82.9 86.9 61.1 67.3 82.5 84.3 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 32,078: 16,561 27,452 14,610 2,231 625 0 1,590 150 0 0 0: 132 30 Old : 32,078: 16,561 27,452 14,610 2,231 625 0 1,590 150 0 0 0: 132 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -905: -845 -377 0 -528 0 0 0 0 0 0 0: -60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 85.6 45.5 7.0 1.9 0.0 5.0 0.5 0.0 0.0 0.0: 0.4 0.1 Old : 100.0: 51.6 85.6 45.5 7.0 1.9 0.0 5.0 0.5 0.0 0.0 0.0: 0.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 12 . . . 0 . . 0 0 0: Old : 27: 14 12 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.9 74.9 87.3 88.2 66.7 74.8 85.6 86.7 Old : 67.9 74.9 87.3 88.2 66.7 74.8 85.6 86.7 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 32,846: 24,114 29,588 4,532 574 1,962 105 0 235 1,115 70 357: 426 60 Old : 32,846: 24,114 29,588 4,532 574 1,962 105 0 235 1,115 70 357: 426 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 1,506: 1,220 1,580 360 0 -74 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.4 90.1 13.8 1.7 6.0 0.3 0.0 0.7 3.4 0.2 1.1: 1.3 0.2 Old : 100.0: 73.4 90.1 13.8 1.7 6.0 0.3 0.0 0.7 3.4 0.2 1.1: 1.3 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 : 34: 18 19 . . 4 . 0 . . . .: Old : 34: 18 19 . . 4 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 54.2 71.8 73.5 51.1 53.5 61.2 67.1 Old : 57.0 54.2 71.8 73.5 51.1 53.5 61.2 67.1 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 22,776: 19,618 19,695 1,219 2,329 526 500 0 0 777 0 1: 135 225 Old : 22,776: 19,618 19,695 1,219 2,329 526 500 0 0 777 0 1: 135 225 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 129: 556 651 0 -55 -427 0 0 0 0 0 0: 0 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 86.5 5.4 10.2 2.3 2.2 0.0 0.0 3.4 0.0 0.0: 0.6 1.0 Old : 100.0: 86.1 86.5 5.4 10.2 2.3 2.2 0.0 0.0 3.4 0.0 0.0: 0.6 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 15 . . . . 0 0 . 0 .: Old : 29: 15 15 . . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.8 66.9 82.6 85.2 64.9 65.6 79.7 83.5 Old : 66.8 66.9 82.6 85.2 64.9 65.6 79.7 83.5 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 46,651: 40,613 25,707 1,300 9,081 2,270 1,410 8,895 0 900 683 0: 158 15 Old : 46,651: 40,613 25,707 1,300 9,081 2,270 1,410 8,895 0 900 683 0: 158 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -668: -362 -1,107 -20 605 -301 0 40 0 0 105 0: 15 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.1 55.1 2.8 19.5 4.9 3.0 19.1 0.0 1.9 1.5 0.0: 0.3 0.0 Old : 100.0: 87.1 55.1 2.8 19.5 4.9 3.0 19.1 0.0 1.9 1.5 0.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 28 22 . . . . . 0 . . 0: Old : 41: 28 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 : 50.2 48.2 65.3 69.4 48.0 44.3 58.6 58.1 Old : 50.2 48.2 65.3 69.4 48.0 44.3 58.6 58.1 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 33,312: 27,647 19,276 3,251 8,426 884 1,500 4,620 0 0 100 0: 30 6 Old : 33,312: 27,647 19,276 3,251 8,426 884 1,500 4,620 0 0 100 0: 30 6 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -1,156: -1,106 -1,106 380 30 -430 0 350 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.0 57.9 9.8 25.3 2.7 4.5 13.9 0.0 0.0 0.3 0.0: 0.1 0.0 Old : 100.0: 83.0 57.9 9.8 25.3 2.7 4.5 13.9 0.0 0.0 0.3 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 : 36: 24 20 . . . . . 0 0 . 0: Old : 36: 24 20 . . . . . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 59.0 68.3 77.6 43.8 55.6 61.7 70.7 Old : 49.7 59.0 68.3 77.6 43.8 55.6 61.7 70.7 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 6,710: 5,165 5,770 665 150 460 0 0 0 0 210 90: 330 30 Old : 6,710: 5,165 5,770 665 150 460 0 0 0 0 210 90: 330 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -40: 600 -100 -700 0 60 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.0 86.0 9.9 2.2 6.9 0.0 0.0 0.0 0.0 3.1 1.3: 4.9 0.4 Old : 100.0: 77.0 86.0 9.9 2.2 6.9 0.0 0.0 0.0 0.0 3.1 1.3: 4.9 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 55.6 64.6 83.8 82.5 30.6 50.5 49.0 61.8 Old : 55.6 64.6 83.8 82.5 30.6 50.5 49.0 61.8 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 19,407: 12,850 10,547 1,852 255 3,930 0 3,425 775 0 475 0: 0 0 Old : 19,407: 12,850 10,547 1,852 255 3,930 0 3,425 775 0 475 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -1,747: -1,097 -1,155 97 255 -572 0 100 -125 0 -200 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.2 54.3 9.5 1.3 20.3 0.0 17.6 4.0 0.0 2.4 0.0: 0.0 0.0 Old : 100.0: 66.2 54.3 9.5 1.3 20.3 0.0 17.6 4.0 0.0 2.4 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 12 . . . 0 . . 0 . 0: Old : 26: 17 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 : 68.4 60.1 85.4 86.7 51.5 45.3 63.6 59.1 Old : 68.4 60.1 85.4 86.7 51.5 45.3 63.6 59.1 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 18,505: 8,890 17,875 7,450 0 550 395 0 10 175 0 50: 985 20 Old : 18,505: 8,890 17,875 7,450 0 550 395 0 10 175 0 50: 985 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 20: 120 20 -100 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.0 96.6 40.3 0.0 3.0 2.1 0.0 0.1 0.9 0.0 0.3: 5.3 0.1 Old : 100.0: 48.0 96.6 40.3 0.0 3.0 2.1 0.0 0.1 0.9 0.0 0.3: 5.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 14 9 . 0 . . 0 . . 0 .: Old : 22: 14 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 : 69.4 90.0 81.4 97.8 63.2 89.1 75.1 89.1 Old : 69.4 90.0 81.4 97.8 63.2 89.1 75.1 89.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 19,970: 10,910 18,610 7,245 0 475 175 505 360 565 0 0: 240 20 Old : 19,970: 10,910 18,610 7,245 0 475 175 505 360 565 0 0: 240 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 40: 140 40 -100 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.6 93.2 36.3 0.0 2.4 0.9 2.5 1.8 2.8 0.0 0.0: 1.2 0.1 Old : 100.0: 54.6 93.2 36.3 0.0 2.4 0.9 2.5 1.8 2.8 0.0 0.0: 1.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 10 . 0 . . . . . 0 0: Old : 28: 17 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 : 64.2 84.7 77.3 95.4 58.9 79.8 70.6 85.2 Old : 64.2 84.7 77.3 95.4 58.9 79.8 70.6 85.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 9,480: 7,375 5,395 1,070 3,080 915 0 0 0 5 0 20: 95 70 Old : 9,480: 7,375 5,395 1,070 3,080 915 0 0 0 5 0 20: 95 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 0: 15 0 -15 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.8 56.9 11.3 32.5 9.7 0.0 0.0 0.0 0.1 0.0 0.2: 1.0 0.7 Old : 100.0: 77.8 56.9 11.3 32.5 9.7 0.0 0.0 0.0 0.1 0.0 0.2: 1.0 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 9 . . . 0 0 0 . 0 .: Old : 24: 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 : 60.7 70.3 83.2 90.0 49.8 64.3 68.0 77.4 Old : 60.7 70.3 83.2 90.0 49.8 64.3 68.0 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 28,611: 9,033 20,750 17,045 6,880 795 875 0 0 275 150 0: 588 36 Old : 28,611: 9,033 20,750 17,045 6,880 795 875 0 0 275 150 0: 588 36 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 100: 500 275 -400 -175 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.6 72.5 59.6 24.0 2.8 3.1 0.0 0.0 1.0 0.5 0.0: 2.1 0.1 Old : 100.0: 31.6 72.5 59.6 24.0 2.8 3.1 0.0 0.0 1.0 0.5 0.0: 2.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 10 . . . . 0 0 . . 0: Old : 30: 16 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 : 75.0 79.6 88.0 95.9 72.1 74.8 80.9 86.4 Old : 75.0 79.6 88.0 95.9 72.1 74.8 80.9 86.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 26,230: 7,880 18,655 14,915 5,530 1,870 875 0 0 325 150 0: 365 25 Old : 26,230: 7,880 18,655 14,915 5,530 1,870 875 0 0 325 150 0: 365 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 145: 100 275 -25 -200 70 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.0 71.1 56.9 21.1 7.1 3.3 0.0 0.0 1.2 0.6 0.0: 1.4 0.1 Old : 100.0: 30.0 71.1 56.9 21.1 7.1 3.3 0.0 0.0 1.2 0.6 0.0: 1.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 7 . . . . 0 0 . . 0: Old : 27: 14 7 . . . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.9 86.7 87.2 98.0 68.7 76.9 77.4 83.8 Old : 73.9 86.7 87.2 98.0 68.7 76.9 77.4 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 13,335: 10,150 11,125 2,235 755 870 0 425 0 50 100 0: 30 60 Old : 13,335: 10,150 11,125 2,235 755 870 0 425 0 50 100 0: 30 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 83.4 16.8 5.7 6.5 0.0 3.2 0.0 0.4 0.7 0.0: 0.2 0.4 Old : 100.0: 76.1 83.4 16.8 5.7 6.5 0.0 3.2 0.0 0.4 0.7 0.0: 0.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 12 . . . 0 . 0 . . 0: Old : 26: 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 : 60.8 61.2 85.3 85.2 56.4 60.7 78.4 74.5 Old : 60.8 61.2 85.3 85.2 56.4 60.7 78.4 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 25,432: 21,658 15,735 775 7,525 1,985 600 0 0 229 100 87: 98 0 Old : 25,432: 21,658 15,735 775 7,525 1,985 600 0 0 229 100 87: 98 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 420: 433 665 400 180 -425 0 0 0 0 0 0: 12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.2 61.9 3.0 29.6 7.8 2.4 0.0 0.0 0.9 0.4 0.3: 0.4 0.0 Old : 100.0: 85.2 61.9 3.0 29.6 7.8 2.4 0.0 0.0 0.9 0.4 0.3: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 13 14 . . . . 0 0 . . .: Old : 30: 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 : 65.4 74.4 87.1 90.6 59.2 70.8 70.1 77.9 Old : 65.4 74.4 87.1 90.6 59.2 70.8 70.1 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 27,816: 23,416 17,404 0 6,985 3,315 600 0 0 351 100 12: 122 0 Old : 27,816: 23,416 17,404 0 6,985 3,315 600 0 0 351 100 12: 122 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 427: 440 672 0 -220 -25 0 0 0 0 0 0: 12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 62.6 0.0 25.1 11.9 2.2 0.0 0.0 1.3 0.4 0.0: 0.4 0.0 Old : 100.0: 84.2 62.6 0.0 25.1 11.9 2.2 0.0 0.0 1.3 0.4 0.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 15 0 . . . 0 0 . . .: Old : 30: 14 15 0 . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.7 75.6 85.8 91.8 53.8 60.6 64.0 69.2 Old : 62.7 75.6 85.8 91.8 53.8 60.6 64.0 69.2 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 125,156: 113,961 86,993 5,260 24,329 5,290 0 4,987 0 150 3,095 450: 45 12 Old : 125,156: 113,961 86,993 5,260 24,329 5,290 0 4,987 0 150 3,095 450: 45 12 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 2,352: 3,482 2,525 -100 965 -1,195 0 0 0 0 -120 165: 0 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.1 69.5 4.2 19.4 4.2 0.0 4.0 0.0 0.1 2.5 0.4: 0.0 0.0 Old : 100.0: 91.1 69.5 4.2 19.4 4.2 0.0 4.0 0.0 0.1 2.5 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 32 26 . . 5 0 4 0 . 6 .: Old : 55: 32 26 . . 5 0 4 0 . 6 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 56.1 69.6 82.0 50.3 48.1 67.6 70.6 Old : 50.3 56.1 69.6 82.0 50.3 48.1 67.6 70.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 142,475: 132,335 97,989 3,750 25,282 5,270 0 8,502 560 25 4,365 495: 40 12 Old : 142,475: 132,335 97,989 3,750 25,282 5,270 0 8,502 560 25 4,365 495: 40 12 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 3,462: 3,787 4,120 -185 470 -195 0 -1,005 0 25 40 20: 10 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.9 68.8 2.6 17.7 3.7 0.0 6.0 0.4 0.0 3.1 0.3: 0.0 0.0 Old : 100.0: 92.9 68.8 2.6 17.7 3.7 0.0 6.0 0.4 0.0 3.1 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 : 60: 35 32 . . 4 0 5 . . 9 5: Old : 60: 35 32 . . 4 0 5 . . 9 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 : 49.4 51.4 64.7 78.6 49.4 43.9 62.6 69.2 Old : 49.4 51.4 64.7 78.6 49.4 43.9 62.6 69.2 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 218,153: 153,639 148,304 5,588 2,059 16,908 16,741 4,007 11,330 8,387 29,825 5,519: 41 201 Old : 218,153: 153,639 148,304 5,588 2,059 16,908 16,741 4,007 11,330 8,387 29,825 5,519: 41 201 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 2,656: -3,090 3,765 750 -6,647 4,445 -423 67 753 -312 -309 533: 0 49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.4 68.0 2.6 0.9 7.8 7.7 1.8 5.2 3.8 13.7 2.5: 0.0 0.1 Old : 100.0: 70.4 68.0 2.6 0.9 7.8 7.7 1.8 5.2 3.8 13.7 2.5: 0.0 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 : 83: 44 42 . . 4 4 6 5 9 10 16: Old : 83: 44 42 . . 4 4 6 5 9 10 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 : 31.2 33.8 49.0 50.1 28.6 28.7 39.3 38.1 Old : 31.2 33.8 49.0 50.1 28.6 28.7 39.3 38.1 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 51,180: 38,820 42,145 8,045 6,465 2,170 1,065 225 75 730 75 0: 275 25 Old : 51,180: 38,820 42,145 8,045 6,465 2,170 1,065 225 75 730 75 0: 275 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 950: 330 -125 575 1,050 0 0 0 0 75 25 0: -30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.8 82.3 15.7 12.6 4.2 2.1 0.4 0.1 1.4 0.1 0.0: 0.5 0.0 Old : 100.0: 75.8 82.3 15.7 12.6 4.2 2.1 0.4 0.1 1.4 0.1 0.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 22 13 . . . . . . . . 0: Old : 33: 22 13 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 93.3 80.7 97.5 61.9 87.3 77.5 90.3 Old : 62.8 93.3 80.7 97.5 61.9 87.3 77.5 90.3 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 46,345: 36,345 40,810 5,375 2,135 3,025 780 225 75 505 50 0: 240 25 Old : 46,345: 36,345 40,810 5,375 2,135 3,025 780 225 75 505 50 0: 240 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 335: 110 -200 200 560 -25 0 0 0 50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.4 88.1 11.6 4.6 6.5 1.7 0.5 0.2 1.1 0.1 0.0: 0.5 0.1 Old : 100.0: 78.4 88.1 11.6 4.6 6.5 1.7 0.5 0.2 1.1 0.1 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 : 31: 19 11 . . . . . . . . 0: Old : 31: 19 11 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 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 94.5 81.1 98.1 63.7 86.4 77.0 89.4 Old : 63.8 94.5 81.1 98.1 63.7 86.4 77.0 89.4 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 132,277: 84,067 92,505 0 8,986 27,630 16,984 0 2,756 840 400 0: 0 0 Old : 132,277: 84,067 92,505 0 8,986 27,630 16,984 0 2,756 840 400 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -8,588: -7,917 -3,102 0 -2,399 -1,281 46 0 -46 840 -1,530 -230: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.6 69.9 0.0 6.8 20.9 12.8 0.0 2.1 0.6 0.3 0.0: 0.0 0.0 Old : 100.0: 63.6 69.9 0.0 6.8 20.9 12.8 0.0 2.1 0.6 0.3 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 : 27: 17 16 0 . . . 0 . . . 0: Old : 27: 17 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 : 50.9 66.6 82.4 87.8 31.7 34.0 36.7 38.4 Old : 50.9 66.6 82.4 87.8 31.7 34.0 36.7 38.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 39,007: 28,347 35,817 7,890 480 300 0 0 0 0 0 0: 2,470 2,410 Old : 39,007: 28,347 35,817 7,890 480 300 0 0 0 0 0 0: 2,470 2,410 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 0: 400 0 -400 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 91.8 20.2 1.2 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 6.3 6.2 Old : 100.0: 72.7 91.8 20.2 1.2 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 6.3 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 16 16 . . . 0 0 0 0 0 0: Old : 24: 16 16 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.5 65.3 89.8 84.1 71.2 54.4 75.6 72.1 Old : 83.5 65.3 89.8 84.1 71.2 54.4 75.6 72.1 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 35,615: 25,770 33,055 7,675 480 300 0 0 0 0 0 0: 1,870 1,780 Old : 35,615: 25,770 33,055 7,675 480 300 0 0 0 0 0 0: 1,870 1,780 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 10: 450 50 -400 0 0 0 0 0 0 0 0: -40 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.4 92.8 21.5 1.3 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 5.0 Old : 100.0: 72.4 92.8 21.5 1.3 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 17 . . . 0 0 0 0 0 0: Old : 22: 12 17 . . . 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 : 88.1 66.6 93.6 86.0 73.6 55.1 76.8 72.0 Old : 88.1 66.6 93.6 86.0 73.6 55.1 76.8 72.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 33,984: 19,311 25,146 9,795 2,860 960 0 0 0 0 1,100 0: 3,918 3,918 Old : 33,984: 19,311 25,146 9,795 2,860 960 0 0 0 0 1,100 0: 3,918 3,918 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 195: -105 195 300 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 74.0 28.8 8.4 2.8 0.0 0.0 0.0 0.0 3.2 0.0: 11.5 11.5 Old : 100.0: 56.8 74.0 28.8 8.4 2.8 0.0 0.0 0.0 0.0 3.2 0.0: 11.5 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 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 : 73.8 47.6 86.7 70.7 72.9 44.8 76.6 63.7 Old : 73.8 47.6 86.7 70.7 72.9 44.8 76.6 63.7 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 32,084: 18,626 23,526 9,470 3,350 960 0 0 0 0 1,100 0: 3,028 3,148 Old : 32,084: 18,626 23,526 9,470 3,350 960 0 0 0 0 1,100 0: 3,028 3,148 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 300: 0 300 300 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.1 73.3 29.5 10.4 3.0 0.0 0.0 0.0 0.0 3.4 0.0: 9.4 9.8 Old : 100.0: 58.1 73.3 29.5 10.4 3.0 0.0 0.0 0.0 0.0 3.4 0.0: 9.4 9.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 80.0 49.9 89.7 71.2 74.9 46.9 77.0 64.4 Old : 80.0 49.9 89.7 71.2 74.9 46.9 77.0 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 40,170: 34,615 11,235 1,350 9,300 1,405 0 11,815 0 100 3,885 0: 2,700 2,530 Old : 40,170: 34,615 11,235 1,350 9,300 1,405 0 11,815 0 100 3,885 0: 2,700 2,530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 125: 175 -50 0 225 0 0 0 0 0 0 0: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.2 28.0 3.4 23.2 3.5 0.0 29.4 0.0 0.2 9.7 0.0: 6.7 6.3 Old : 100.0: 86.2 28.0 3.4 23.2 3.5 0.0 29.4 0.0 0.2 9.7 0.0: 6.7 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 : 31: 16 13 . . . 0 . 0 . . 0: Old : 31: 16 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 : 61.4 69.7 75.1 86.7 59.2 66.2 71.4 82.2 Old : 61.4 69.7 75.1 86.7 59.2 66.2 71.4 82.2 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 40,315: 35,060 11,920 1,150 11,515 1,405 0 10,365 0 100 2,680 25: 2,575 2,405 Old : 40,315: 35,060 11,920 1,150 11,515 1,405 0 10,365 0 100 2,680 25: 2,575 2,405 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 125: 125 -100 0 225 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.0 29.6 2.9 28.6 3.5 0.0 25.7 0.0 0.2 6.6 0.1: 6.4 6.0 Old : 100.0: 87.0 29.6 2.9 28.6 3.5 0.0 25.7 0.0 0.2 6.6 0.1: 6.4 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 13 . . . 0 . 0 . . .: Old : 29: 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 : 64.4 75.6 76.8 87.2 62.2 72.1 73.2 82.0 Old : 64.4 75.6 76.8 87.2 62.2 72.1 73.2 82.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 45,170: 18,235 39,570 23,605 1,375 685 725 0 525 150 1,770 0: 1,245 1,245 Old : 45,170: 18,235 39,570 23,605 1,375 685 725 0 525 150 1,770 0: 1,245 1,245 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 775: -5 745 900 0 0 0 0 0 0 150 0: -120 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.4 87.6 52.3 3.0 1.5 1.6 0.0 1.2 0.3 3.9 0.0: 2.8 2.8 Old : 100.0: 40.4 87.6 52.3 3.0 1.5 1.6 0.0 1.2 0.3 3.9 0.0: 2.8 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 12 12 . . . . 0 . . . 0: Old : 28: 12 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 : 76.0 85.1 88.5 93.1 75.6 82.8 87.9 89.9 Old : 76.0 85.1 88.5 93.1 75.6 82.8 87.9 89.9 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 40,510: 15,865 36,255 21,665 525 620 775 0 525 150 1,695 0: 910 890 Old : 40,510: 15,865 36,255 21,665 525 620 775 0 525 150 1,695 0: 910 890 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 325: 0 200 450 0 0 0 0 0 0 250 0: -125 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.2 89.5 53.5 1.3 1.5 1.9 0.0 1.3 0.4 4.2 0.0: 2.2 2.2 Old : 100.0: 39.2 89.5 53.5 1.3 1.5 1.9 0.0 1.3 0.4 4.2 0.0: 2.2 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 9 . . . . 0 . . . 0: Old : 26: 13 9 . . . . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.2 88.4 88.3 95.2 74.8 85.9 87.4 90.9 Old : 75.2 88.4 88.3 95.2 74.8 85.9 87.4 90.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 31,900: 20,430 19,635 9,235 375 1,205 0 9,845 0 100 0 0: 930 840 Old : 31,900: 20,430 19,635 9,235 375 1,205 0 9,845 0 100 0 0: 930 840 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.0 61.6 28.9 1.2 3.8 0.0 30.9 0.0 0.3 0.0 0.0: 2.9 2.6 Old : 100.0: 64.0 61.6 28.9 1.2 3.8 0.0 30.9 0.0 0.3 0.0 0.0: 2.9 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 11 . . . 0 . 0 . 0 0: Old : 25: 13 11 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.3 82.2 88.0 91.6 72.3 80.7 82.4 86.2 Old : 75.3 82.2 88.0 91.6 72.3 80.7 82.4 86.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 29,440: 17,715 18,430 9,860 450 1,080 0 8,585 0 0 200 0: 785 695 Old : 29,440: 17,715 18,430 9,860 450 1,080 0 8,585 0 0 200 0: 785 695 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.2 62.6 33.5 1.5 3.7 0.0 29.2 0.0 0.0 0.7 0.0: 2.7 2.4 Old : 100.0: 60.2 62.6 33.5 1.5 3.7 0.0 29.2 0.0 0.0 0.7 0.0: 2.7 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 9 . . . 0 . 0 0 . 0: Old : 21: 14 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 : 76.9 85.0 88.3 94.2 73.6 82.6 83.8 87.9 Old : 76.9 85.0 88.3 94.2 73.6 82.6 83.8 87.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 23,780: 20,300 11,010 0 10,800 0 0 130 50 1,050 20 255: 2,125 1,515 Old : 23,780: 20,300 11,010 0 10,800 0 0 130 50 1,050 20 255: 2,125 1,515 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 245: 120 420 0 -300 0 0 0 0 0 0 0: 125 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 46.3 0.0 45.4 0.0 0.0 0.5 0.2 4.4 0.1 1.1: 8.9 6.4 Old : 100.0: 85.4 46.3 0.0 45.4 0.0 0.0 0.5 0.2 4.4 0.1 1.1: 8.9 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 8 0 . 0 0 . . . . .: Old : 22: 11 8 0 . 0 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.5 76.3 85.9 90.8 65.2 76.3 78.6 83.8 Old : 72.5 76.3 85.9 90.8 65.2 76.3 78.6 83.8 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 22,400: 19,475 10,770 0 9,990 0 0 130 50 865 0 220: 1,790 1,240 Old : 22,400: 19,475 10,770 0 9,990 0 0 130 50 865 0 220: 1,790 1,240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 290: 165 390 0 -300 0 0 0 0 -75 0 65: 135 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.9 48.1 0.0 44.6 0.0 0.0 0.6 0.2 3.9 0.0 1.0: 8.0 5.5 Old : 100.0: 86.9 48.1 0.0 44.6 0.0 0.0 0.6 0.2 3.9 0.0 1.0: 8.0 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 9 0 . 0 0 . . . 0 .: Old : 23: 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 : 74.8 77.8 85.6 91.7 68.4 77.8 79.2 85.4 Old : 74.8 77.8 85.6 91.7 68.4 77.8 79.2 85.4 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 39,655: 27,800 16,814 0 19,631 200 9,645 1,000 50 500 525 25: 1,435 1,410 Old : 39,655: 27,800 16,814 0 19,631 200 9,645 1,000 50 500 525 25: 1,435 1,410 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 475: 300 25 0 650 0 325 0 0 50 0 0: -200 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.1 42.4 0.0 49.5 0.5 24.3 2.5 0.1 1.3 1.3 0.1: 3.6 3.6 Old : 100.0: 70.1 42.4 0.0 49.5 0.5 24.3 2.5 0.1 1.3 1.3 0.1: 3.6 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 : 27: 17 9 0 . . . . . . . .: Old : 27: 17 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 : 69.8 79.6 85.3 93.0 65.9 78.5 79.1 86.7 Old : 69.8 79.6 85.3 93.0 65.9 78.5 79.1 86.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 29,905: 22,550 14,910 0 11,630 0 4,580 875 20 400 405 0: 2,355 2,065 Old : 29,905: 22,550 14,910 0 11,630 0 4,580 875 20 400 405 0: 2,355 2,065 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 400: 100 0 0 425 0 300 0 0 25 0 0: -25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.4 49.9 0.0 38.9 0.0 15.3 2.9 0.1 1.3 1.4 0.0: 7.9 6.9 Old : 100.0: 75.4 49.9 0.0 38.9 0.0 15.3 2.9 0.1 1.3 1.4 0.0: 7.9 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 10 0 . 0 . . . . . 0: Old : 27: 15 10 0 . 0 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.9 72.1 80.4 88.8 56.3 69.7 72.2 80.6 Old : 63.9 72.1 80.4 88.8 56.3 69.7 72.2 80.6 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 117,135: 58,249 101,680 26,686 0 2,100 13,165 0 665 4,080 475 815: 11,375 11,400 Old : 117,135: 58,249 101,680 26,686 0 2,100 13,165 0 665 4,080 475 815: 11,375 11,400 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 1,140: 175 1,070 1,120 0 0 -325 0 175 150 50 0: -155 -155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.7 86.8 22.8 0.0 1.8 11.2 0.0 0.6 3.5 0.4 0.7: 9.7 9.7 Old : 100.0: 49.7 86.8 22.8 0.0 1.8 11.2 0.0 0.6 3.5 0.4 0.7: 9.7 9.7 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 : 42: 21 23 . 0 . . 0 . . . .: Old : 42: 21 23 . 0 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 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 57.7 73.4 70.4 54.1 54.7 65.9 65.7 Old : 60.5 57.7 73.4 70.4 54.1 54.7 65.9 65.7 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 103,400: 52,405 89,120 20,080 675 1,820 14,985 0 665 2,895 525 250: 10,300 10,345 Old : 103,400: 52,405 89,120 20,080 675 1,820 14,985 0 665 2,895 525 250: 10,300 10,345 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 685: -555 690 1,245 0 0 -300 0 175 325 25 -15: -190 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.7 86.2 19.4 0.7 1.8 14.5 0.0 0.6 2.8 0.5 0.2: 10.0 10.0 Old : 100.0: 50.7 86.2 19.4 0.7 1.8 14.5 0.0 0.6 2.8 0.5 0.2: 10.0 10.0 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: 19 24 . . . . 0 . . . .: Old : 40: 19 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 : 63.9 55.4 78.6 69.6 60.6 53.8 74.1 67.2 Old : 63.9 55.4 78.6 69.6 60.6 53.8 74.1 67.2 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 20,410: 16,460 9,475 0 7,025 875 0 700 0 650 0 0: 2,425 2,335 Old : 20,410: 16,460 9,475 0 7,025 875 0 700 0 650 0 0: 2,425 2,335 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.6 46.4 0.0 34.4 4.3 0.0 3.4 0.0 3.2 0.0 0.0: 11.9 11.4 Old : 100.0: 80.6 46.4 0.0 34.4 4.3 0.0 3.4 0.0 3.2 0.0 0.0: 11.9 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 13 0 . . 0 . 0 . 0 0: Old : 25: 15 13 0 . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 60.5 70.3 77.2 37.4 52.5 54.8 62.7 Old : 49.5 60.5 70.3 77.2 37.4 52.5 54.8 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 20,020: 15,995 10,975 0 7,755 465 0 0 0 2,525 0 0: 1,035 825 Old : 20,020: 15,995 10,975 0 7,755 465 0 0 0 2,525 0 0: 1,035 825 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 54.8 0.0 38.7 2.3 0.0 0.0 0.0 12.6 0.0 0.0: 5.2 4.1 Old : 100.0: 79.9 54.8 0.0 38.7 2.3 0.0 0.0 0.0 12.6 0.0 0.0: 5.2 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 : 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 : 62.4 72.3 79.7 88.5 41.9 55.6 58.8 64.5 Old : 62.4 72.3 79.7 88.5 41.9 55.6 58.8 64.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Futures Only, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 15,995: 8,020 11,975 655 800 390 5,350 0 0 0 1,250 0: 1,580 1,580 Old : 15,995: 8,020 11,975 655 800 390 5,350 0 0 0 1,250 0: 1,580 1,580 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 0: -200 40 240 0 -140 0 0 0 0 0 0: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.1 74.9 4.1 5.0 2.4 33.4 0.0 0.0 0.0 7.8 0.0: 9.9 9.9 Old : 100.0: 50.1 74.9 4.1 5.0 2.4 33.4 0.0 0.0 0.0 7.8 0.0: 9.9 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 : 20: 11 10 . . . . 0 0 0 . 0: Old : 20: 11 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 : 68.7 70.2 84.0 83.6 64.7 65.1 72.1 72.5 Old : 68.7 70.2 84.0 83.6 64.7 65.1 72.1 72.5 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 48,910: 37,285 31,350 1,545 3,675 2,960 0 3,950 150 50 25 0: 6,920 6,800 Old : 48,910: 37,285 31,350 1,545 3,675 2,960 0 3,950 150 50 25 0: 6,920 6,800 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : -60: -60 0 0 -60 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 64.1 3.2 7.5 6.1 0.0 8.1 0.3 0.1 0.1 0.0: 14.1 13.9 Old : 100.0: 76.2 64.1 3.2 7.5 6.1 0.0 8.1 0.3 0.1 0.1 0.0: 14.1 13.9 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 : 30: 17 18 . . . 0 . . . . 0: Old : 30: 17 18 . . . 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 45.4 77.5 65.8 58.5 40.4 64.5 56.4 Old : 59.0 45.4 77.5 65.8 58.5 40.4 64.5 56.4 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, August 01, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 35,025: 24,870 21,115 1,130 3,235 3,040 0 2,250 0 600 0 0: 5,385 5,385 Old : 35,025: 24,870 21,115 1,130 3,235 3,040 0 2,250 0 600 0 0: 5,385 5,385 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 25, 2017 : : 590: 290 350 300 240 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.0 60.3 3.2 9.2 8.7 0.0 6.4 0.0 1.7 0.0 0.0: 15.4 15.4 Old : 100.0: 71.0 60.3 3.2 9.2 8.7 0.0 6.4 0.0 1.7 0.0 0.0: 15.4 15.4 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: 17 17 . . . 0 . 0 . 0 0: Old : 27: 17 17 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 40.6 67.8 61.6 29.0 27.4 37.5 36.4 Old : 46.0 40.6 67.8 61.6 29.0 27.4 37.5 36.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2017