COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,787: 21,904 27,728 4,606 3,964 3,148 7,022 13,160 792 14,378 3,735 7,847: 1,090 413
Old : 60,787: 21,904 27,728 4,606 3,964 3,148 7,022 13,160 792 14,378 3,735 7,847: 1,090 413
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 555: -141 -24 105 -75 -90 950 -75 -214 -435 681 495: -115 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 45.6 7.6 6.5 5.2 11.6 21.6 1.3 23.7 6.1 12.9: 1.8 0.7
Old : 100.0: 36.0 45.6 7.6 6.5 5.2 11.6 21.6 1.3 23.7 6.1 12.9: 1.8 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 : 54: 16 14 . 4 5 . 5 6 10 12 16:
Old : 54: 16 14 . 4 5 . 5 6 10 12 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 : 39.6 50.1 66.6 66.8 33.8 34.5 51.6 46.5
Old : 39.6 50.1 66.6 66.8 33.8 34.5 51.6 46.5
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,078: 1,820 5,458 750 1,653 22 925 990 240 4,666 50 312: 343 353
Old : 9,078: 1,820 5,458 750 1,653 22 925 990 240 4,666 50 312: 343 353
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 327: -65 285 -20 15 2 85 0 0 315 0 25: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 60.1 8.3 18.2 0.2 10.2 10.9 2.6 51.4 0.6 3.4: 3.8 3.9
Old : 100.0: 20.0 60.1 8.3 18.2 0.2 10.2 10.9 2.6 51.4 0.6 3.4: 3.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 5 7 . . . . . . 8 . 5:
Old : 25: 5 7 . . . . . . 8 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 55.6 75.2 85.6 52.1 55.4 68.0 72.8
Old : 52.4 55.6 75.2 85.6 52.1 55.4 68.0 72.8
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,130: 54,870 62,038 4,463 9,221 6,789 14,108 375 515 4,091 5,948 1,883: 411 361
Old : 87,130: 54,870 62,038 4,463 9,221 6,789 14,108 375 515 4,091 5,948 1,883: 411 361
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 172: -83 172 255 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 71.2 5.1 10.6 7.8 16.2 0.4 0.6 4.7 6.8 2.2: 0.5 0.4
Old : 100.0: 63.0 71.2 5.1 10.6 7.8 16.2 0.4 0.6 4.7 6.8 2.2: 0.5 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 : 64: 36 37 . . 4 5 . . 7 6 10:
Old : 64: 36 37 . . 4 5 . . 7 6 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 : 43.3 31.5 59.3 53.8 33.0 25.3 43.4 40.1
Old : 43.3 31.5 59.3 53.8 33.0 25.3 43.4 40.1
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,104: 27,201 29,769 2,558 255 2,130 375 250 0 525 400 275: 40 25
Old : 33,104: 27,201 29,769 2,558 255 2,130 375 250 0 525 400 275: 40 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 1,199: 1,929 954 -820 255 -10 0 -50 0 25 -25 50: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 89.9 7.7 0.8 6.4 1.1 0.8 0.0 1.6 1.2 0.8: 0.1 0.1
Old : 100.0: 82.2 89.9 7.7 0.8 6.4 1.1 0.8 0.0 1.6 1.2 0.8: 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 : 36: 24 18 . . . . . 0 . . .:
Old : 36: 24 18 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 50.8 71.5 82.2 38.9 45.5 48.8 52.5
Old : 48.2 50.8 71.5 82.2 38.9 45.5 48.8 52.5
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,919: 20,805 16,167 0 3,997 1,490 0 0 0 550 975 50: 24 240
Old : 22,919: 20,805 16,167 0 3,997 1,490 0 0 0 550 975 50: 24 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 330: -175 900 0 -1,425 405 0 0 0 100 450 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 70.5 0.0 17.4 6.5 0.0 0.0 0.0 2.4 4.3 0.2: 0.1 1.0
Old : 100.0: 90.8 70.5 0.0 17.4 6.5 0.0 0.0 0.0 2.4 4.3 0.2: 0.1 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 : 30: 20 14 0 . . 0 0 0 . . .:
Old : 30: 20 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 : 66.2 51.5 83.0 83.0 59.5 41.2 69.1 62.9
Old : 66.2 51.5 83.0 83.0 59.5 41.2 69.1 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 179,544: 141,174 116,784 21,232 20,217 4,362 6,105 17,823 3,765 2,542 16,265 328: 36 0
Old : 179,544: 141,174 116,784 21,232 20,217 4,362 6,105 17,823 3,765 2,542 16,265 328: 36 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -642: -390 -617 -310 192 148 -205 50 150 -70 -600 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 65.0 11.8 11.3 2.4 3.4 9.9 2.1 1.4 9.1 0.2: 0.0 0.0
Old : 100.0: 78.6 65.0 11.8 11.3 2.4 3.4 9.9 2.1 1.4 9.1 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 : 63: 35 38 . . . . 4 . 5 5 .:
Old : 63: 35 38 . . . . 4 . 5 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 43.0 59.7 72.6 31.2 35.9 47.5 54.9
Old : 38.7 43.0 59.7 72.6 31.2 35.9 47.5 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,469: 44,762 35,984 8,425 13,264 1,485 593 5,175 700 1,300 671 175: 29 15
Old : 57,469: 44,762 35,984 8,425 13,264 1,485 593 5,175 700 1,300 671 175: 29 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 302: 500 -1,025 -250 75 0 20 1,250 -18 150 125 -100: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 62.6 14.7 23.1 2.6 1.0 9.0 1.2 2.3 1.2 0.3: 0.1 0.0
Old : 100.0: 77.9 62.6 14.7 23.1 2.6 1.0 9.0 1.2 2.3 1.2 0.3: 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 : 35: 15 19 . . . . . . . 4 .:
Old : 35: 15 19 . . . . . . . 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 76.4 89.0 88.0 74.1 70.8 81.0 79.8
Old : 77.0 76.4 89.0 88.0 74.1 70.8 81.0 79.8
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,748: 46,705 40,555 345 3,100 9,493 50 3,225 525 10 25 510: 110 315
Old : 57,748: 46,705 40,555 345 3,100 9,493 50 3,225 525 10 25 510: 110 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -1,458: -3,591 659 220 -3,780 1,663 50 -150 150 0 -50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 70.2 0.6 5.4 16.4 0.1 5.6 0.9 0.0 0.0 0.9: 0.2 0.5
Old : 100.0: 80.9 70.2 0.6 5.4 16.4 0.1 5.6 0.9 0.0 0.0 0.9: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 26 . . . . . . . . .:
Old : 37: 26 26 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 46.4 73.9 71.2 28.2 31.5 41.2 44.4
Old : 51.3 46.4 73.9 71.2 28.2 31.5 41.2 44.4
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,857: 52,586 40,696 2,115 13,430 4,611 0 1,025 150 985 400 195: 215 350
Old : 60,857: 52,586 40,696 2,115 13,430 4,611 0 1,025 150 985 400 195: 215 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 745: 915 220 0 755 -215 0 0 0 0 0 0: 45 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 66.9 3.5 22.1 7.6 0.0 1.7 0.2 1.6 0.7 0.3: 0.4 0.6
Old : 100.0: 86.4 66.9 3.5 22.1 7.6 0.0 1.7 0.2 1.6 0.7 0.3: 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 : 42: 24 26 . . . 0 . . . . .:
Old : 42: 24 26 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 51.5 66.7 77.5 38.7 44.0 54.5 59.1
Old : 42.0 51.5 66.7 77.5 38.7 44.0 54.5 59.1
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 66,001: 41,749 27,897 19,750 17,390 3,160 0 0 0 890 17,400 0: 452 154
Old : 66,001: 41,749 27,897 19,750 17,390 3,160 0 0 0 890 17,400 0: 452 154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 3,434: 3,667 572 480 3,600 -720 0 0 0 0 0 0: 7 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 42.3 29.9 26.3 4.8 0.0 0.0 0.0 1.3 26.4 0.0: 0.7 0.2
Old : 100.0: 63.3 42.3 29.9 26.3 4.8 0.0 0.0 0.0 1.3 26.4 0.0: 0.7 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 : 38: 25 24 . . . 0 0 0 . . 0:
Old : 38: 25 24 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 73.7 66.4 85.5 44.0 68.0 60.4 76.6
Old : 45.9 73.7 66.4 85.5 44.0 68.0 60.4 76.6
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,740: 58,363 37,925 26,850 24,270 1,620 0 0 0 1,520 24,650 0: 387 275
Old : 88,740: 58,363 37,925 26,850 24,270 1,620 0 0 0 1,520 24,650 0: 387 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 4,486: 4,024 940 1,180 3,255 -720 0 0 0 0 976 0: 2 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 42.7 30.3 27.3 1.8 0.0 0.0 0.0 1.7 27.8 0.0: 0.4 0.3
Old : 100.0: 65.8 42.7 30.3 27.3 1.8 0.0 0.0 0.0 1.7 27.8 0.0: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 21 . . . 0 0 0 . . 0:
Old : 38: 26 21 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 69.4 67.5 83.9 47.5 68.0 65.1 78.2
Old : 48.2 69.4 67.5 83.9 47.5 68.0 65.1 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,979: 23,119 26,994 4,300 0 5,025 0 850 0 425 0 0: 110 110
Old : 32,979: 23,119 26,994 4,300 0 5,025 0 850 0 425 0 0: 110 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 742: 742 742 0 0 0 0 850 0 0 -850 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 81.9 13.0 0.0 15.2 0.0 2.6 0.0 1.3 0.0 0.0: 0.3 0.3
Old : 100.0: 70.1 81.9 13.0 0.0 15.2 0.0 2.6 0.0 1.3 0.0 0.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 17 . 0 . 0 . 0 . 0 0:
Old : 27: 19 17 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 72.3 71.9 84.8 32.9 56.9 47.4 58.2
Old : 43.3 72.3 71.9 84.8 32.9 56.9 47.4 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,666: 27,826 31,356 3,305 1,435 2,525 625 0 0 1,275 0 50: 60 300
Old : 35,666: 27,826 31,356 3,305 1,435 2,525 625 0 0 1,275 0 50: 60 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 790: 815 790 0 25 -25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 87.9 9.3 4.0 7.1 1.8 0.0 0.0 3.6 0.0 0.1: 0.2 0.8
Old : 100.0: 78.0 87.9 9.3 4.0 7.1 1.8 0.0 0.0 3.6 0.0 0.1: 0.2 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 : 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 : 43.2 70.2 65.8 88.2 25.0 52.0 39.6 58.5
Old : 43.2 70.2 65.8 88.2 25.0 52.0 39.6 58.5
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,865: 12,615 11,040 300 2,375 150 0 0 0 800 300 0: 0 0
Old : 13,865: 12,615 11,040 300 2,375 150 0 0 0 800 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 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: 91.0 79.6 2.2 17.1 1.1 0.0 0.0 0.0 5.8 2.2 0.0: 0.0 0.0
Old : 100.0: 91.0 79.6 2.2 17.1 1.1 0.0 0.0 0.0 5.8 2.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 12 . . . 0 0 0 . . 0:
Old : 21: 15 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 : 66.7 60.7 82.7 90.6 66.7 56.4 78.6 80.2
Old : 66.7 60.7 82.7 90.6 66.7 56.4 78.6 80.2
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,937: 17,332 12,919 0 3,385 890 500 1,232 0 1,650 1,856 350: 215 305
Old : 20,937: 17,332 12,919 0 3,385 890 500 1,232 0 1,650 1,856 350: 215 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 455: 455 255 0 200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 61.7 0.0 16.2 4.3 2.4 5.9 0.0 7.9 8.9 1.7: 1.0 1.5
Old : 100.0: 82.8 61.7 0.0 16.2 4.3 2.4 5.9 0.0 7.9 8.9 1.7: 1.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 21 0 . . . . 0 . . .:
Old : 36: 22 21 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 38.3 68.6 60.0 38.7 35.7 56.8 51.8
Old : 44.7 38.3 68.6 60.0 38.7 35.7 56.8 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,047: 6,862 2,820 0 1,660 940 500 1,032 0 0 1,700 600: 145 295
Old : 9,047: 6,862 2,820 0 1,660 940 500 1,032 0 0 1,700 600: 145 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 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: 75.8 31.2 0.0 18.3 10.4 5.5 11.4 0.0 0.0 18.8 6.6: 1.6 3.3
Old : 100.0: 75.8 31.2 0.0 18.3 10.4 5.5 11.4 0.0 0.0 18.8 6.6: 1.6 3.3
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 : 21: 9 9 0 . . . . 0 0 . .:
Old : 21: 9 9 0 . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 52.3 85.8 83.8 53.5 51.6 69.8 65.6
Old : 61.5 52.3 85.8 83.8 53.5 51.6 69.8 65.6
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,085: 8,960 8,835 450 915 785 125 0 75 50 150 300: 340 25
Old : 11,085: 8,960 8,835 450 915 785 125 0 75 50 150 300: 340 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 970: 970 1,570 -150 -150 150 125 -475 -125 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 79.7 4.1 8.3 7.1 1.1 0.0 0.7 0.5 1.4 2.7: 3.1 0.2
Old : 100.0: 80.8 79.7 4.1 8.3 7.1 1.1 0.0 0.7 0.5 1.4 2.7: 3.1 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 : 24: 11 11 . . . . 0 . . . .:
Old : 24: 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 : 66.4 63.6 85.3 88.3 64.6 60.4 73.2 71.3
Old : 66.4 63.6 85.3 88.3 64.6 60.4 73.2 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,047: 28,747 36,127 7,255 0 4,795 650 0 600 0 425 0: 0 100
Old : 42,047: 28,747 36,127 7,255 0 4,795 650 0 600 0 425 0: 0 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 900: 900 900 0 0 0 650 0 600 -650 0 -600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 85.9 17.3 0.0 11.4 1.5 0.0 1.4 0.0 1.0 0.0: 0.0 0.2
Old : 100.0: 68.4 85.9 17.3 0.0 11.4 1.5 0.0 1.4 0.0 1.0 0.0: 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: 22 21 . 0 . . 0 . 0 . 0:
Old : 32: 22 21 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 60.3 71.4 79.2 32.9 52.1 47.1 56.1
Old : 45.3 60.3 71.4 79.2 32.9 52.1 47.1 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,903: 42,283 32,493 1,855 11,650 1,995 0 150 0 1,275 1,350 175: 320 90
Old : 47,903: 42,283 32,493 1,855 11,650 1,995 0 150 0 1,275 1,350 175: 320 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -130: -130 -130 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 67.8 3.9 24.3 4.2 0.0 0.3 0.0 2.7 2.8 0.4: 0.7 0.2
Old : 100.0: 88.3 67.8 3.9 24.3 4.2 0.0 0.3 0.0 2.7 2.8 0.4: 0.7 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 : 42: 23 24 . . . 0 . 0 . 4 .:
Old : 42: 23 24 . . . 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 : 45.1 59.0 66.9 80.0 38.7 54.1 56.6 71.5
Old : 45.1 59.0 66.9 80.0 38.7 54.1 56.6 71.5
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,223: 40,550 39,208 9,218 12,015 620 300 0 0 1,080 0 360: 95 20
Old : 52,223: 40,550 39,208 9,218 12,015 620 300 0 0 1,080 0 360: 95 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 3,345: 3,225 3,345 0 0 0 0 0 0 110 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 75.1 17.7 23.0 1.2 0.6 0.0 0.0 2.1 0.0 0.7: 0.2 0.0
Old : 100.0: 77.6 75.1 17.7 23.0 1.2 0.6 0.0 0.0 2.1 0.0 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 13 . . . . 0 0 . 0 .:
Old : 29: 19 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 : 42.9 93.9 71.0 98.4 38.4 92.7 66.5 93.0
Old : 42.9 93.9 71.0 98.4 38.4 92.7 66.5 93.0
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 59,403: 44,030 41,403 10,638 13,140 2,315 300 0 0 1,780 2,350 175: 165 20
Old : 59,403: 44,030 41,403 10,638 13,140 2,315 300 0 0 1,780 2,350 175: 165 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 2,625: 2,515 2,625 0 0 0 0 0 0 110 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 69.7 17.9 22.1 3.9 0.5 0.0 0.0 3.0 4.0 0.3: 0.3 0.0
Old : 100.0: 74.1 69.7 17.9 22.1 3.9 0.5 0.0 0.0 3.0 4.0 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 : 32: 22 11 . . . . 0 0 . . .:
Old : 32: 22 11 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 90.2 66.5 97.2 35.1 88.2 62.9 91.4
Old : 37.8 90.2 66.5 97.2 35.1 88.2 62.9 91.4
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,742: 69,998 61,301 1,537 6,417 1,970 0 0 0 210 3,726 0: 27 328
Old : 73,742: 69,998 61,301 1,537 6,417 1,970 0 0 0 210 3,726 0: 27 328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 1,191: 1,233 143 -50 160 8 0 0 0 0 890 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 83.1 2.1 8.7 2.7 0.0 0.0 0.0 0.3 5.1 0.0: 0.0 0.4
Old : 100.0: 94.9 83.1 2.1 8.7 2.7 0.0 0.0 0.0 0.3 5.1 0.0: 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 26 . . . 0 0 0 . . 0:
Old : 43: 25 26 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 59.6 76.8 81.6 54.2 56.0 74.8 77.7
Old : 54.2 59.6 76.8 81.6 54.2 56.0 74.8 77.7
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,560: 83,641 82,870 4,029 6,682 2,164 3,270 322 105 2,286 3,386 985: 80 46
Old : 96,560: 83,641 82,870 4,029 6,682 2,164 3,270 322 105 2,286 3,386 985: 80 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 428: 367 1,355 -120 -400 22 10 0 0 -20 -703 164: 5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 85.8 4.2 6.9 2.2 3.4 0.3 0.1 2.4 3.5 1.0: 0.1 0.0
Old : 100.0: 86.6 85.8 4.2 6.9 2.2 3.4 0.3 0.1 2.4 3.5 1.0: 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 : 58: 29 32 . . . . . . 8 . .:
Old : 58: 29 32 . . . . . . 8 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 56.4 68.4 76.2 43.0 50.6 62.0 66.4
Old : 44.5 56.4 68.4 76.2 43.0 50.6 62.0 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,935: 25,075 31,570 6,326 0 365 0 0 0 125 0 0: 44 0
Old : 31,935: 25,075 31,570 6,326 0 365 0 0 0 125 0 0: 44 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 1,975: 1,050 2,000 820 0 25 0 0 0 75 -50 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 98.9 19.8 0.0 1.1 0.0 0.0 0.0 0.4 0.0 0.0: 0.1 0.0
Old : 100.0: 78.5 98.9 19.8 0.0 1.1 0.0 0.0 0.0 0.4 0.0 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 : 23: 13 12 . 0 . 0 0 0 . 0 0:
Old : 23: 13 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 : 79.1 86.6 97.3 97.3 76.5 80.5 81.7 82.8
Old : 79.1 86.6 97.3 97.3 76.5 80.5 81.7 82.8
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,199: 34,065 32,690 4,725 2,745 2,720 0 4,650 0 1,190 25 124: 375 245
Old : 43,199: 34,065 32,690 4,725 2,745 2,720 0 4,650 0 1,190 25 124: 375 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 754: 540 505 -300 -125 300 0 0 0 165 25 49: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 75.7 10.9 6.4 6.3 0.0 10.8 0.0 2.8 0.1 0.3: 0.9 0.6
Old : 100.0: 78.9 75.7 10.9 6.4 6.3 0.0 10.8 0.0 2.8 0.1 0.3: 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 . . .:
Old : 31: 22 16 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 77.4 74.1 92.1 52.6 68.8 68.7 80.1
Old : 53.6 77.4 74.1 92.1 52.6 68.8 68.7 80.1
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,422: 28,726 35,881 6,815 2,080 3,941 1,800 0 1,800 2,050 1,300 120: 170 300
Old : 45,422: 28,726 35,881 6,815 2,080 3,941 1,800 0 1,800 2,050 1,300 120: 170 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -1,105: -1,195 -1,155 -250 0 50 0 0 0 290 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 79.0 15.0 4.6 8.7 4.0 0.0 4.0 4.5 2.9 0.3: 0.4 0.7
Old : 100.0: 63.2 79.0 15.0 4.6 8.7 4.0 0.0 4.0 4.5 2.9 0.3: 0.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 19 . . . . 0 . 4 . .:
Old : 32: 21 19 . . . . 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 : 45.1 65.4 67.6 82.2 32.9 52.3 48.3 62.4
Old : 45.1 65.4 67.6 82.2 32.9 52.3 48.3 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,811: 19,709 33,976 17,832 1,605 0 0 1,590 125 0 220 20: 125 275
Old : 37,811: 19,709 33,976 17,832 1,605 0 0 1,590 125 0 220 20: 125 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 1,533: 728 1,798 1,105 0 -300 0 0 0 0 0 0: 0 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 89.9 47.2 4.2 0.0 0.0 4.2 0.3 0.0 0.6 0.1: 0.3 0.7
Old : 100.0: 52.1 89.9 47.2 4.2 0.0 0.0 4.2 0.3 0.0 0.6 0.1: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 15 4 . 0 0 . . 0 . .:
Old : 29: 17 15 4 . 0 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 72.7 83.7 87.6 61.9 71.1 81.1 85.0
Old : 61.9 72.7 83.7 87.6 61.9 71.1 81.1 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,878: 16,398 28,755 15,460 1,173 435 0 2,365 125 350 0 0: 110 25
Old : 32,878: 16,398 28,755 15,460 1,173 435 0 2,365 125 350 0 0: 110 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 1,255: 725 1,805 1,080 0 -550 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 87.5 47.0 3.6 1.3 0.0 7.2 0.4 1.1 0.0 0.0: 0.3 0.1
Old : 100.0: 49.9 87.5 47.0 3.6 1.3 0.0 7.2 0.4 1.1 0.0 0.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 12 . . . 0 . . . 0 0:
Old : 29: 15 12 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 76.0 86.6 88.4 68.1 76.0 84.6 85.4
Old : 68.7 76.0 86.6 88.4 68.1 76.0 84.6 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,623: 20,770 25,264 4,147 378 1,783 75 825 15 1,164 50 258: 411 50
Old : 28,623: 20,770 25,264 4,147 378 1,783 75 825 15 1,164 50 258: 411 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -1,472: -1,447 -1,697 350 0 -125 0 600 -250 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 88.3 14.5 1.3 6.2 0.3 2.9 0.1 4.1 0.2 0.9: 1.4 0.2
Old : 100.0: 72.6 88.3 14.5 1.3 6.2 0.3 2.9 0.1 4.1 0.2 0.9: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 18 . . 4 . . . . . .:
Old : 34: 18 18 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 56.5 69.4 73.9 47.7 56.5 61.5 69.5
Old : 54.1 56.5 69.4 73.9 47.7 56.5 61.5 69.5
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,089: 19,209 19,164 1,064 2,018 446 190 0 300 759 0 1: 120 160
Old : 22,089: 19,209 19,164 1,064 2,018 446 190 0 300 759 0 1: 120 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 418: 305 355 0 95 13 100 0 0 0 0 0: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 86.8 4.8 9.1 2.0 0.9 0.0 1.4 3.4 0.0 0.0: 0.5 0.7
Old : 100.0: 87.0 86.8 4.8 9.1 2.0 0.9 0.0 1.4 3.4 0.0 0.0: 0.5 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 : 29: 13 16 . . . . 0 . . 0 .:
Old : 29: 13 16 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 66.8 84.8 85.0 70.7 66.8 81.7 83.5
Old : 71.0 66.8 84.8 85.0 70.7 66.8 81.7 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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,314: 40,001 24,749 1,482 9,245 2,756 1,280 8,855 0 580 594 100: 115 15
Old : 46,314: 40,001 24,749 1,482 9,245 2,756 1,280 8,855 0 580 594 100: 115 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 1,951: 1,196 901 154 359 501 0 0 0 240 80 100: -240 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 53.4 3.2 20.0 6.0 2.8 19.1 0.0 1.3 1.3 0.2: 0.2 0.0
Old : 100.0: 86.4 53.4 3.2 20.0 6.0 2.8 19.1 0.0 1.3 1.3 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 : 43: 28 21 . . . . . 0 4 . .:
Old : 43: 28 21 . . . . . 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 : 52.3 50.9 67.2 70.4 48.9 45.8 57.4 59.7
Old : 52.3 50.9 67.2 70.4 48.9 45.8 57.4 59.7
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,833: 26,441 17,443 3,335 9,563 587 1,350 3,765 0 35 450 0: 85 25
Old : 31,833: 26,441 17,443 3,335 9,563 587 1,350 3,765 0 35 450 0: 85 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 1,424: 192 -28 1,135 1,410 72 0 -30 0 35 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 54.8 10.5 30.0 1.8 4.2 11.8 0.0 0.1 1.4 0.0: 0.3 0.1
Old : 100.0: 83.1 54.8 10.5 30.0 1.8 4.2 11.8 0.0 0.1 1.4 0.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 20 . . . . . 0 . . 0:
Old : 38: 24 20 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 60.1 72.2 81.1 44.4 56.7 66.7 72.4
Old : 49.6 60.1 72.2 81.1 44.4 56.7 66.7 72.4
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,007: 12,700 12,372 3,872 0 3,660 0 3,725 775 0 475 0: 0 0
Old : 21,007: 12,700 12,372 3,872 0 3,660 0 3,725 775 0 475 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 474: -51 549 600 0 -75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 58.9 18.4 0.0 17.4 0.0 17.7 3.7 0.0 2.3 0.0: 0.0 0.0
Old : 100.0: 60.5 58.9 18.4 0.0 17.4 0.0 17.7 3.7 0.0 2.3 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 : 26: 17 12 . 0 . 0 . . 0 . 0:
Old : 26: 17 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 : 68.7 64.0 87.2 86.9 52.2 51.7 65.7 64.3
Old : 68.7 64.0 87.2 86.9 52.2 51.7 65.7 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 12,925: 10,144 6,575 1,250 4,700 1,525 0 0 0 0 125 0: 6 0
Old : 12,925: 10,144 6,575 1,250 4,700 1,525 0 0 0 0 125 0: 6 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 50.9 9.7 36.4 11.8 0.0 0.0 0.0 0.0 1.0 0.0: 0.0 0.0
Old : 100.0: 78.5 50.9 9.7 36.4 11.8 0.0 0.0 0.0 0.0 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 . . . 0 0 0 0 . 0:
Old : 20: 12 11 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.3 78.9 93.7 93.8 70.9 63.4 76.5 74.6
Old : 79.3 78.9 93.7 93.8 70.9 63.4 76.5 74.6
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,665: 8,600 16,975 6,575 0 665 400 0 5 225 0 0: 1,195 20
Old : 17,665: 8,600 16,975 6,575 0 665 400 0 5 225 0 0: 1,195 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 10: 0 0 -150 0 10 0 0 0 0 0 0: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 96.1 37.2 0.0 3.8 2.3 0.0 0.0 1.3 0.0 0.0: 6.8 0.1
Old : 100.0: 48.7 96.1 37.2 0.0 3.8 2.3 0.0 0.0 1.3 0.0 0.0: 6.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 9 . 0 . . 0 . . 0 0:
Old : 23: 15 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 : 67.0 89.6 79.1 97.4 59.8 87.9 71.9 87.9
Old : 67.0 89.6 79.1 97.4 59.8 87.9 71.9 87.9
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,575: 10,485 17,500 6,405 0 595 0 100 360 400 0 0: 330 20
Old : 18,575: 10,485 17,500 6,405 0 595 0 100 360 400 0 0: 330 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 135: 355 50 -305 0 85 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 94.2 34.5 0.0 3.2 0.0 0.5 1.9 2.2 0.0 0.0: 1.8 0.1
Old : 100.0: 56.4 94.2 34.5 0.0 3.2 0.0 0.5 1.9 2.2 0.0 0.0: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 10 . 0 . 0 . . . 0 0:
Old : 27: 17 10 . 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 85.2 77.1 95.1 56.6 80.5 68.6 82.9
Old : 63.0 85.2 77.1 95.1 56.6 80.5 68.6 82.9
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,710: 6,685 4,945 880 2,720 1,035 0 0 0 15 0 10: 85 0
Old : 8,710: 6,685 4,945 880 2,720 1,035 0 0 0 15 0 10: 85 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 180: 180 60 -120 70 120 0 0 0 0 0 0: 0 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 56.8 10.1 31.2 11.9 0.0 0.0 0.0 0.2 0.0 0.1: 1.0 0.0
Old : 100.0: 76.8 56.8 10.1 31.2 11.9 0.0 0.0 0.0 0.2 0.0 0.1: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 10 . . . 0 0 0 . 0 .:
Old : 24: 12 10 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 67.6 84.6 89.3 49.5 59.6 68.4 71.9
Old : 62.1 67.6 84.6 89.3 49.5 59.6 68.4 71.9
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,959: 8,656 19,245 15,630 6,440 1,065 650 0 25 360 150 0: 573 34
Old : 26,959: 8,656 19,245 15,630 6,440 1,065 650 0 25 360 150 0: 573 34
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -45: 175 -95 -220 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 71.4 58.0 23.9 4.0 2.4 0.0 0.1 1.3 0.6 0.0: 2.1 0.1
Old : 100.0: 32.1 71.4 58.0 23.9 4.0 2.4 0.0 0.1 1.3 0.6 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 11 . . . . 0 . . . 0:
Old : 30: 16 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 : 74.5 80.7 86.9 94.9 70.4 75.6 78.5 83.3
Old : 74.5 80.7 86.9 94.9 70.4 75.6 78.5 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,720: 7,510 17,260 13,630 5,090 2,170 650 0 25 385 150 0: 350 25
Old : 24,720: 7,510 17,260 13,630 5,090 2,170 650 0 25 385 150 0: 350 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -100: 120 -150 -220 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 69.8 55.1 20.6 8.8 2.6 0.0 0.1 1.6 0.6 0.0: 1.4 0.1
Old : 100.0: 30.4 69.8 55.1 20.6 8.8 2.6 0.0 0.1 1.6 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 8 . . . . 0 . . . 0:
Old : 27: 14 8 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 85.8 86.5 97.1 66.7 74.6 75.1 80.4
Old : 72.9 85.8 86.5 97.1 66.7 74.6 75.1 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,065: 9,060 10,000 1,950 770 810 0 375 0 25 50 0: 220 60
Old : 12,065: 9,060 10,000 1,950 770 810 0 375 0 25 50 0: 220 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 30: 0 0 -120 0 30 0 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 82.9 16.2 6.4 6.7 0.0 3.1 0.0 0.2 0.4 0.0: 1.8 0.5
Old : 100.0: 75.1 82.9 16.2 6.4 6.7 0.0 3.1 0.0 0.2 0.4 0.0: 1.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 11 . . . 0 . 0 . . 0:
Old : 25: 12 11 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 61.1 85.0 85.5 54.1 59.0 77.0 75.8
Old : 59.2 61.1 85.0 85.5 54.1 59.0 77.0 75.8
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,515: 20,096 15,318 895 6,405 2,630 550 0 0 157 100 62: 125 0
Old : 24,515: 20,096 15,318 895 6,405 2,630 550 0 0 157 100 62: 125 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 140: 103 0 100 240 -100 0 0 0 0 0 0: 37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 62.5 3.7 26.1 10.7 2.2 0.0 0.0 0.6 0.4 0.3: 0.5 0.0
Old : 100.0: 82.0 62.5 3.7 26.1 10.7 2.2 0.0 0.0 0.6 0.4 0.3: 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 : 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 : 62.5 72.0 86.3 90.4 55.8 66.9 68.3 74.1
Old : 62.5 72.0 86.3 90.4 55.8 66.9 68.3 74.1
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,297: 21,392 16,760 195 5,470 3,930 550 0 0 181 100 37: 12 0
Old : 26,297: 21,392 16,760 195 5,470 3,930 550 0 0 181 100 37: 12 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 140: 140 0 70 210 -70 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 63.7 0.7 20.8 14.9 2.1 0.0 0.0 0.7 0.4 0.1: 0.0 0.0
Old : 100.0: 81.3 63.7 0.7 20.8 14.9 2.1 0.0 0.0 0.7 0.4 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 16 . . . . 0 0 . . .:
Old : 32: 14 16 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 72.7 86.3 90.6 52.0 58.7 62.5 65.8
Old : 60.1 72.7 86.3 90.6 52.0 58.7 62.5 65.8
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 117,961: 106,441 80,878 5,265 22,919 5,555 0 4,642 55 200 3,500 400: 45 12
Old : 117,961: 106,441 80,878 5,265 22,919 5,555 0 4,642 55 200 3,500 400: 45 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 380: 110 1,190 100 -1,050 170 0 0 0 0 70 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 68.6 4.5 19.4 4.7 0.0 3.9 0.0 0.2 3.0 0.3: 0.0 0.0
Old : 100.0: 90.2 68.6 4.5 19.4 4.7 0.0 3.9 0.0 0.2 3.0 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 32 26 . . 5 0 4 . . 6 .:
Old : 56: 32 26 . . 5 0 4 . . 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 : 48.9 58.2 67.1 83.4 48.9 50.1 65.2 71.4
Old : 48.9 58.2 67.1 83.4 48.9 50.1 65.2 71.4
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 131,297: 121,742 92,466 3,470 24,232 4,930 0 5,032 345 350 3,880 400: 60 12
Old : 131,297: 121,742 92,466 3,470 24,232 4,930 0 5,032 345 350 3,880 400: 60 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 644: 594 2,349 50 -1,605 0 0 0 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 70.4 2.6 18.5 3.8 0.0 3.8 0.3 0.3 3.0 0.3: 0.0 0.0
Old : 100.0: 92.7 70.4 2.6 18.5 3.8 0.0 3.8 0.3 0.3 3.0 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 34 34 . . 4 0 5 . . 6 4:
Old : 61: 34 34 . . 4 0 5 . . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 53.9 64.6 81.3 48.7 46.1 62.0 71.4
Old : 48.8 53.9 64.6 81.3 48.7 46.1 62.0 71.4
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 224,196: 153,078 147,645 5,655 13,514 14,461 27,281 6,017 10,040 7,614 26,370 6,029: 38 120
Old : 224,196: 153,078 147,645 5,655 13,514 14,461 27,281 6,017 10,040 7,614 26,370 6,029: 38 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 2,721: 330 5,002 239 -2,453 -55 1,150 130 60 225 -607 747: 25 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 65.9 2.5 6.0 6.5 12.2 2.7 4.5 3.4 11.8 2.7: 0.0 0.1
Old : 100.0: 68.3 65.9 2.5 6.0 6.5 12.2 2.7 4.5 3.4 11.8 2.7: 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 : 88: 43 41 4 . 4 4 7 5 9 11 15:
Old : 88: 43 41 4 . 4 4 7 5 9 11 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 32.3 53.8 50.2 27.6 25.7 41.9 36.6
Old : 34.0 32.3 53.8 50.2 27.6 25.7 41.9 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,255: 36,005 38,965 6,305 5,525 3,325 1,465 225 115 780 75 0: 260 25
Old : 48,255: 36,005 38,965 6,305 5,525 3,325 1,465 225 115 780 75 0: 260 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 0: 50 -50 -600 -500 550 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 80.7 13.1 11.4 6.9 3.0 0.5 0.2 1.6 0.2 0.0: 0.5 0.1
Old : 100.0: 74.6 80.7 13.1 11.4 6.9 3.0 0.5 0.2 1.6 0.2 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 12 . . . . . . . . 0:
Old : 33: 23 12 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 90.6 79.6 97.3 60.8 81.7 74.9 85.8
Old : 61.8 90.6 79.6 97.3 60.8 81.7 74.9 85.8
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,690: 33,465 37,960 4,360 1,495 3,805 1,105 225 130 590 50 0: 235 25
Old : 43,690: 33,465 37,960 4,360 1,495 3,805 1,105 225 130 590 50 0: 235 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 50: 50 0 -600 -550 600 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 86.9 10.0 3.4 8.7 2.5 0.5 0.3 1.4 0.1 0.0: 0.5 0.1
Old : 100.0: 76.6 86.9 10.0 3.4 8.7 2.5 0.5 0.3 1.4 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: 20 10 . . . . . . . . 0:
Old : 31: 20 10 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 91.6 81.0 97.4 62.4 80.9 75.1 86.0
Old : 63.0 91.6 81.0 97.4 62.4 80.9 75.1 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 136,903: 86,060 96,291 0 9,826 27,630 19,534 0 2,756 840 400 0: 83 0
Old : 136,903: 86,060 96,291 0 9,826 27,630 19,534 0 2,756 840 400 0: 83 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 70.3 0.0 7.2 20.2 14.3 0.0 2.0 0.6 0.3 0.0: 0.1 0.0
Old : 100.0: 62.9 70.3 0.0 7.2 20.2 14.3 0.0 2.0 0.6 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 : 26: 16 16 0 . . . 0 . . . 0:
Old : 26: 16 16 0 . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 69.0 82.9 88.2 32.5 32.6 37.5 39.1
Old : 51.2 69.0 82.9 88.2 32.5 32.6 37.5 39.1
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,847: 26,862 32,217 5,730 455 480 0 0 0 0 0 0: 2,775 2,695
Old : 35,847: 26,862 32,217 5,730 455 480 0 0 0 0 0 0: 2,775 2,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -300: -300 -300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 89.9 16.0 1.3 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 7.7 7.5
Old : 100.0: 74.9 89.9 16.0 1.3 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 7.7 7.5
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 : 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 : 83.0 63.0 88.9 82.3 69.3 52.5 73.8 70.5
Old : 83.0 63.0 88.9 82.3 69.3 52.5 73.8 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,525: 24,885 30,265 5,730 455 480 0 0 0 0 0 0: 2,430 2,325
Old : 33,525: 24,885 30,265 5,730 455 480 0 0 0 0 0 0: 2,430 2,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -75: -75 -225 -150 0 0 0 0 0 0 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 90.3 17.1 1.4 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 7.2 6.9
Old : 100.0: 74.2 90.3 17.1 1.4 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 7.2 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 : 23: 13 17 . . . 0 0 0 0 0 0:
Old : 23: 13 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 : 85.8 64.4 91.0 83.9 70.6 53.0 74.2 69.9
Old : 85.8 64.4 91.0 83.9 70.6 53.0 74.2 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,022: 18,508 23,703 8,900 2,685 960 0 0 0 0 1,000 0: 3,654 3,674
Old : 32,022: 18,508 23,703 8,900 2,685 960 0 0 0 0 1,000 0: 3,654 3,674
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 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: 57.8 74.0 27.8 8.4 3.0 0.0 0.0 0.0 0.0 3.1 0.0: 11.4 11.5
Old : 100.0: 57.8 74.0 27.8 8.4 3.0 0.0 0.0 0.0 0.0 3.1 0.0: 11.4 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 : 73.4 48.1 86.7 71.4 72.2 45.1 76.1 63.7
Old : 73.4 48.1 86.7 71.4 72.2 45.1 76.1 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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,443: 17,930 22,395 8,765 3,180 960 0 0 0 0 1,000 0: 2,788 2,908
Old : 30,443: 17,930 22,395 8,765 3,180 960 0 0 0 0 1,000 0: 2,788 2,908
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 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: 58.9 73.6 28.8 10.4 3.2 0.0 0.0 0.0 0.0 3.3 0.0: 9.2 9.6
Old : 100.0: 58.9 73.6 28.8 10.4 3.2 0.0 0.0 0.0 0.0 3.3 0.0: 9.2 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 79.8 50.5 89.9 71.9 74.5 47.4 76.6 64.2
Old : 79.8 50.5 89.9 71.9 74.5 47.4 76.6 64.2
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,945: 34,105 11,005 1,225 10,325 130 0 10,825 0 300 3,745 0: 4,185 3,915
Old : 39,945: 34,105 11,005 1,225 10,325 130 0 10,825 0 300 3,745 0: 4,185 3,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 165: 0 0 0 -60 -50 0 0 0 0 180 0: 215 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 27.6 3.1 25.8 0.3 0.0 27.1 0.0 0.8 9.4 0.0: 10.5 9.8
Old : 100.0: 85.4 27.6 3.1 25.8 0.3 0.0 27.1 0.0 0.8 9.4 0.0: 10.5 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 : 32: 16 13 . . . 0 . 0 . . 0:
Old : 32: 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 : 61.5 67.0 74.1 83.1 57.6 66.7 69.7 81.6
Old : 61.5 67.0 74.1 83.1 57.6 66.7 69.7 81.6
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,185: 34,575 11,520 1,050 12,435 130 0 9,750 0 300 2,490 25: 4,105 3,835
Old : 40,185: 34,575 11,520 1,050 12,435 130 0 9,750 0 300 2,490 25: 4,105 3,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 165: 0 0 0 -60 -50 0 0 0 0 180 0: 215 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 28.7 2.6 30.9 0.3 0.0 24.3 0.0 0.7 6.2 0.1: 10.2 9.5
Old : 100.0: 86.0 28.7 2.6 30.9 0.3 0.0 24.3 0.0 0.7 6.2 0.1: 10.2 9.5
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 : 30: 16 13 . . . 0 . 0 . . .:
Old : 30: 16 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 72.6 74.8 84.7 59.6 72.3 70.6 81.8
Old : 63.0 72.6 74.8 84.7 59.6 72.3 70.6 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,795: 17,640 38,715 23,005 1,125 685 725 0 500 150 1,680 0: 1,090 1,090
Old : 43,795: 17,640 38,715 23,005 1,125 685 725 0 500 150 1,680 0: 1,090 1,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 25: -25 50 50 0 0 0 0 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 88.4 52.5 2.6 1.6 1.7 0.0 1.1 0.3 3.8 0.0: 2.5 2.5
Old : 100.0: 40.3 88.4 52.5 2.6 1.6 1.7 0.0 1.1 0.3 3.8 0.0: 2.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 76.1 84.7 88.7 93.7 75.7 82.9 88.0 90.4
Old : 76.1 84.7 88.7 93.7 75.7 82.9 88.0 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,975: 15,540 35,920 21,765 550 595 750 0 500 150 1,755 0: 675 655
Old : 39,975: 15,540 35,920 21,765 550 595 750 0 500 150 1,755 0: 675 655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 100: 50 125 50 0 0 0 0 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 89.9 54.4 1.4 1.5 1.9 0.0 1.3 0.4 4.4 0.0: 1.7 1.6
Old : 100.0: 38.9 89.9 54.4 1.4 1.5 1.9 0.0 1.3 0.4 4.4 0.0: 1.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 10 . . . . 0 . . . 0:
Old : 26: 13 10 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 87.6 88.9 95.4 75.1 84.9 87.8 91.0
Old : 75.6 87.6 88.9 95.4 75.1 84.9 87.8 91.0
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,370: 19,045 17,910 8,220 425 1,155 0 9,065 0 50 0 0: 900 815
Old : 29,370: 19,045 17,910 8,220 425 1,155 0 9,065 0 50 0 0: 900 815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 61.0 28.0 1.4 3.9 0.0 30.9 0.0 0.2 0.0 0.0: 3.1 2.8
Old : 100.0: 64.8 61.0 28.0 1.4 3.9 0.0 30.9 0.0 0.2 0.0 0.0: 3.1 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 : 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 : 75.5 81.3 88.0 91.4 72.0 79.6 82.2 85.5
Old : 75.5 81.3 88.0 91.4 72.0 79.6 82.2 85.5
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,355: 16,555 17,030 9,020 500 1,030 0 7,930 0 0 200 0: 750 665
Old : 27,355: 16,555 17,030 9,020 500 1,030 0 7,930 0 0 200 0: 750 665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 62.3 33.0 1.8 3.8 0.0 29.0 0.0 0.0 0.7 0.0: 2.7 2.4
Old : 100.0: 60.5 62.3 33.0 1.8 3.8 0.0 29.0 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 : 77.3 84.1 88.3 94.0 73.8 81.5 83.7 87.5
Old : 77.3 84.1 88.3 94.0 73.8 81.5 83.7 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,515: 18,865 11,105 0 8,610 0 0 130 50 525 145 230: 2,845 2,245
Old : 22,515: 18,865 11,105 0 8,610 0 0 130 50 525 145 230: 2,845 2,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 100: 100 0 0 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 49.3 0.0 38.2 0.0 0.0 0.6 0.2 2.3 0.6 1.0: 12.6 10.0
Old : 100.0: 83.8 49.3 0.0 38.2 0.0 0.0 0.6 0.2 2.3 0.6 1.0: 12.6 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 : 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 : 70.9 68.3 82.1 87.2 63.2 68.3 74.4 79.3
Old : 70.9 68.3 82.1 87.2 63.2 68.3 74.4 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,645: 18,225 10,905 0 8,095 0 0 130 50 405 25 295: 2,670 2,145
Old : 21,645: 18,225 10,905 0 8,095 0 0 130 50 405 25 295: 2,670 2,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 100: 100 0 0 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 50.4 0.0 37.4 0.0 0.0 0.6 0.2 1.9 0.1 1.4: 12.3 9.9
Old : 100.0: 84.2 50.4 0.0 37.4 0.0 0.0 0.6 0.2 1.9 0.1 1.4: 12.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 0 . 0 0 . . . . .:
Old : 23: 12 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 : 72.3 69.8 81.6 87.1 65.7 69.8 74.9 80.6
Old : 72.3 69.8 81.6 87.1 65.7 69.8 74.9 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,890: 26,690 15,862 0 19,083 100 8,930 650 225 425 475 0: 1,520 1,495
Old : 37,890: 26,690 15,862 0 19,083 100 8,930 650 225 425 475 0: 1,520 1,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 360: 165 355 0 -210 0 -20 0 0 0 0 0: 215 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 41.9 0.0 50.4 0.3 23.6 1.7 0.6 1.1 1.3 0.0: 4.0 3.9
Old : 100.0: 70.4 41.9 0.0 50.4 0.3 23.6 1.7 0.6 1.1 1.3 0.0: 4.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 9 0 . . . . . . . 0:
Old : 29: 18 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 : 69.6 80.0 85.5 91.7 65.7 78.8 81.1 86.5
Old : 69.6 80.0 85.5 91.7 65.7 78.8 81.1 86.5
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,255: 21,740 14,600 0 11,320 0 4,875 675 175 325 370 0: 2,140 2,115
Old : 29,255: 21,740 14,600 0 11,320 0 4,875 675 175 325 370 0: 2,140 2,115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 530: 125 425 0 -75 0 200 0 0 25 0 0: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 49.9 0.0 38.7 0.0 16.7 2.3 0.6 1.1 1.3 0.0: 7.3 7.2
Old : 100.0: 74.3 49.9 0.0 38.7 0.0 16.7 2.3 0.6 1.1 1.3 0.0: 7.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 10 0 . 0 . . . . . 0:
Old : 29: 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 : 64.8 71.2 81.0 87.2 58.1 68.3 72.7 78.1
Old : 64.8 71.2 81.0 87.2 58.1 68.3 72.7 78.1
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,110: 54,602 95,495 25,173 0 2,075 11,820 0 665 4,575 650 425: 10,775 10,800
Old : 110,110: 54,602 95,495 25,173 0 2,075 11,820 0 665 4,575 650 425: 10,775 10,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 25: 125 80 -220 0 0 20 0 0 155 0 -135: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 86.7 22.9 0.0 1.9 10.7 0.0 0.6 4.2 0.6 0.4: 9.8 9.8
Old : 100.0: 49.6 86.7 22.9 0.0 1.9 10.7 0.0 0.6 4.2 0.6 0.4: 9.8 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 21 24 . 0 . . 0 . . . .:
Old : 44: 21 24 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 58.8 72.4 71.7 54.0 56.0 65.9 66.9
Old : 59.5 58.8 72.4 71.7 54.0 56.0 65.9 66.9
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,720: 50,780 84,760 18,310 330 1,870 13,255 0 665 3,315 525 225: 9,300 9,345
Old : 97,720: 50,780 84,760 18,310 330 1,870 13,255 0 665 3,315 525 225: 9,300 9,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -500: -65 -295 -185 -25 50 -200 0 0 155 25 -125: -130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 86.7 18.7 0.3 1.9 13.6 0.0 0.7 3.4 0.5 0.2: 9.5 9.6
Old : 100.0: 52.0 86.7 18.7 0.3 1.9 13.6 0.0 0.7 3.4 0.5 0.2: 9.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 19 25 . . . . 0 . . . .:
Old : 42: 19 25 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 56.5 77.6 70.0 60.6 54.5 73.2 67.2
Old : 62.6 56.5 77.6 70.0 60.6 54.5 73.2 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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,580: 15,760 8,980 0 6,685 775 0 750 0 550 0 0: 2,495 2,390
Old : 19,580: 15,760 8,980 0 6,685 775 0 750 0 550 0 0: 2,495 2,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 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: 80.5 45.9 0.0 34.1 4.0 0.0 3.8 0.0 2.8 0.0 0.0: 12.7 12.2
Old : 100.0: 80.5 45.9 0.0 34.1 4.0 0.0 3.8 0.0 2.8 0.0 0.0: 12.7 12.2
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 : 25: 17 13 0 . . 0 . 0 . 0 0:
Old : 25: 17 13 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 58.8 68.8 75.4 37.3 50.9 54.7 61.8
Old : 48.7 58.8 68.8 75.4 37.3 50.9 54.7 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,200: 15,240 10,335 0 7,435 410 0 0 0 2,325 0 0: 1,225 1,020
Old : 19,200: 15,240 10,335 0 7,435 410 0 0 0 2,325 0 0: 1,225 1,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 70: 20 120 0 -100 0 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 53.8 0.0 38.7 2.1 0.0 0.0 0.0 12.1 0.0 0.0: 6.4 5.3
Old : 100.0: 79.4 53.8 0.0 38.7 2.1 0.0 0.0 0.0 12.1 0.0 0.0: 6.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 17 12 0 . . 0 0 0 . 0 0:
Old : 23: 17 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 70.3 78.8 88.1 42.6 54.9 58.5 65.2
Old : 62.4 70.3 78.8 88.1 42.6 54.9 58.5 65.2
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 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 7,260 11,550 210 270 1,795 5,200 0 0 0 850 0: 1,530 1,530
Old : 15,995: 7,260 11,550 210 270 1,795 5,200 0 0 0 850 0: 1,530 1,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 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: 45.4 72.2 1.3 1.7 11.2 32.5 0.0 0.0 0.0 5.3 0.0: 9.6 9.6
Old : 100.0: 45.4 72.2 1.3 1.7 11.2 32.5 0.0 0.0 0.0 5.3 0.0: 9.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.3 72.2 83.6 85.3 61.0 60.5 65.2 65.8
Old : 65.3 72.2 83.6 85.3 61.0 60.5 65.2 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,835: 39,035 34,255 850 2,350 4,195 0 3,425 250 50 25 0: 7,455 7,335
Old : 51,835: 39,035 34,255 850 2,350 4,195 0 3,425 250 50 25 0: 7,455 7,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 745: 370 970 0 -300 175 0 -300 125 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 66.1 1.6 4.5 8.1 0.0 6.6 0.5 0.1 0.0 0.0: 14.4 14.2
Old : 100.0: 75.3 66.1 1.6 4.5 8.1 0.0 6.6 0.5 0.1 0.0 0.0: 14.4 14.2
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 : 30: 17 16 . . . 0 . . . . 0:
Old : 30: 17 16 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 45.8 78.1 64.2 56.5 39.4 63.6 53.7
Old : 57.3 45.8 78.1 64.2 56.5 39.4 63.6 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,355: 24,950 21,100 15 2,510 3,540 0 1,775 0 300 0 0: 5,550 5,430
Old : 34,355: 24,950 21,100 15 2,510 3,540 0 1,775 0 300 0 0: 5,550 5,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 700: 650 550 0 100 0 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 61.4 0.0 7.3 10.3 0.0 5.2 0.0 0.9 0.0 0.0: 16.2 15.8
Old : 100.0: 72.6 61.4 0.0 7.3 10.3 0.0 5.2 0.0 0.9 0.0 0.0: 16.2 15.8
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: 18 19 . . . 0 . 0 . 0 0:
Old : 28: 18 19 . . . 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 36.9 68.3 57.4 30.8 23.8 37.4 34.7
Old : 46.0 36.9 68.3 57.4 30.8 23.8 37.4 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 25, 2017