COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,062: 19,856 26,934 4,642 3,581 2,603 6,694 11,524 927 13,695 3,121 7,478: 1,167 894
Old : 57,062: 19,856 26,934 4,642 3,581 2,603 6,694 11,524 927 13,695 3,121 7,478: 1,167 894
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -3,725: -2,048 -794 36 -383 -545 -328 -1,636 135 -683 -614 -369: 77 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 47.2 8.1 6.3 4.6 11.7 20.2 1.6 24.0 5.5 13.1: 2.0 1.6
Old : 100.0: 34.8 47.2 8.1 6.3 4.6 11.7 20.2 1.6 24.0 5.5 13.1: 2.0 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 : 51: 14 14 . 4 4 . 5 6 13 8 15:
Old : 51: 14 14 . 4 4 . 5 6 13 8 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 : 39.2 51.9 66.9 67.2 35.4 36.5 52.6 47.4
Old : 39.2 51.9 66.9 67.2 35.4 36.5 52.6 47.4
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 8,134: 1,670 5,044 697 1,602 0 880 704 240 4,113 16 250: 284 278
Old : 8,134: 1,670 5,044 697 1,602 0 880 704 240 4,113 16 250: 284 278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -944: -150 -414 -53 -51 -22 -45 -286 0 -553 -34 -62: -59 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 62.0 8.6 19.7 0.0 10.8 8.7 3.0 50.6 0.2 3.1: 3.5 3.4
Old : 100.0: 20.5 62.0 8.6 19.7 0.0 10.8 8.7 3.0 50.6 0.2 3.1: 3.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 4 7 . . 0 . . . 8 . 4:
Old : 24: 4 7 . . 0 . . . 8 . 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 59.1 77.2 87.5 52.9 56.0 69.4 73.9
Old : 54.1 59.1 77.2 87.5 52.9 56.0 69.4 73.9
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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: 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,629: 27,311 29,704 2,608 355 2,520 400 325 0 475 425 300: 15 0
Old : 33,629: 27,311 29,704 2,608 355 2,520 400 325 0 475 425 300: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 525: 110 -65 50 100 390 25 75 0 -50 25 25: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 88.3 7.8 1.1 7.5 1.2 1.0 0.0 1.4 1.3 0.9: 0.0 0.0
Old : 100.0: 81.2 88.3 7.8 1.1 7.5 1.2 1.0 0.0 1.4 1.3 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 47.5 50.7 70.5 83.5 39.3 45.6 48.0 52.8
Old : 47.5 50.7 70.5 83.5 39.3 45.6 48.0 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,594: 20,705 16,692 0 4,022 1,665 0 0 0 900 675 300: 24 240
Old : 23,594: 20,705 16,692 0 4,022 1,665 0 0 0 900 675 300: 24 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 675: -100 525 0 25 175 0 0 0 350 -300 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 70.7 0.0 17.0 7.1 0.0 0.0 0.0 3.8 2.9 1.3: 0.1 1.0
Old : 100.0: 87.8 70.7 0.0 17.0 7.1 0.0 0.0 0.0 3.8 2.9 1.3: 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 : 62.7 52.2 79.8 82.4 56.8 43.3 65.6 61.5
Old : 62.7 52.2 79.8 82.4 56.8 43.3 65.6 61.5
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 178,030: 139,040 114,415 21,397 20,867 4,502 6,490 17,848 3,795 2,442 16,265 328: 36 10
Old : 178,030: 139,040 114,415 21,397 20,867 4,502 6,490 17,848 3,795 2,442 16,265 328: 36 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -1,514: -2,134 -2,369 165 650 140 385 25 30 -100 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 64.3 12.0 11.7 2.5 3.6 10.0 2.1 1.4 9.1 0.2: 0.0 0.0
Old : 100.0: 78.1 64.3 12.0 11.7 2.5 3.6 10.0 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 . 4 5 .:
Old : 63: 35 38 . . . . 4 . 4 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 42.2 58.0 71.3 32.0 35.8 47.4 55.4
Old : 36.7 42.2 58.0 71.3 32.0 35.8 47.4 55.4
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,385: 44,529 35,609 8,375 12,934 1,491 686 5,225 675 1,375 1,221 225: 29 5
Old : 57,385: 44,529 35,609 8,375 12,934 1,491 686 5,225 675 1,375 1,221 225: 29 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -84: -233 -375 -50 -330 6 93 50 -25 75 550 50: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 62.1 14.6 22.5 2.6 1.2 9.1 1.2 2.4 2.1 0.4: 0.1 0.0
Old : 100.0: 77.6 62.1 14.6 22.5 2.6 1.2 9.1 1.2 2.4 2.1 0.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 15 20 . . . . . . 4 6 .:
Old : 39: 15 20 . . . . . . 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 : 76.9 75.9 88.9 87.1 74.5 70.1 81.1 78.9
Old : 76.9 75.9 88.9 87.1 74.5 70.1 81.1 78.9
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 58,108: 46,315 41,065 695 2,700 9,893 50 3,225 525 160 25 360: 110 315
Old : 58,108: 46,315 41,065 695 2,700 9,893 50 3,225 525 160 25 360: 110 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 360: -390 510 350 -400 400 0 0 0 150 0 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 70.7 1.2 4.6 17.0 0.1 5.6 0.9 0.3 0.0 0.6: 0.2 0.5
Old : 100.0: 79.7 70.7 1.2 4.6 17.0 0.1 5.6 0.9 0.3 0.0 0.6: 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: 27 26 . . . . . . . . .:
Old : 37: 27 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 : 49.1 45.6 72.6 71.0 25.5 31.1 38.4 44.7
Old : 49.1 45.6 72.6 71.0 25.5 31.1 38.4 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,546: 52,335 40,150 2,115 13,825 4,551 0 1,025 150 1,085 400 95: 215 350
Old : 60,546: 52,335 40,150 2,115 13,825 4,551 0 1,025 150 1,085 400 95: 215 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -311: -251 -546 0 395 -60 0 0 0 100 0 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 66.3 3.5 22.8 7.5 0.0 1.7 0.2 1.8 0.7 0.2: 0.4 0.6
Old : 100.0: 86.4 66.3 3.5 22.8 7.5 0.0 1.7 0.2 1.8 0.7 0.2: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 40.7 52.4 65.8 76.7 38.3 45.0 53.5 57.5
Old : 40.7 52.4 65.8 76.7 38.3 45.0 53.5 57.5
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,891: 42,689 28,817 19,750 17,355 3,160 0 0 0 840 17,400 0: 452 159
Old : 66,891: 42,689 28,817 19,750 17,355 3,160 0 0 0 840 17,400 0: 452 159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 890: 940 920 0 -35 0 0 0 0 -50 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 43.1 29.5 25.9 4.7 0.0 0.0 0.0 1.3 26.0 0.0: 0.7 0.2
Old : 100.0: 63.8 43.1 29.5 25.9 4.7 0.0 0.0 0.0 1.3 26.0 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 : 45.0 72.7 65.6 85.0 42.4 67.0 59.1 76.2
Old : 45.0 72.7 65.6 85.0 42.4 67.0 59.1 76.2
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,325: 59,063 38,540 26,850 24,185 1,620 0 0 0 1,420 24,700 0: 372 280
Old : 89,325: 59,063 38,540 26,850 24,185 1,620 0 0 0 1,420 24,700 0: 372 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 585: 700 615 0 -85 0 0 0 0 -100 50 0: -15 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 43.1 30.1 27.1 1.8 0.0 0.0 0.0 1.6 27.7 0.0: 0.4 0.3
Old : 100.0: 66.1 43.1 30.1 27.1 1.8 0.0 0.0 0.0 1.6 27.7 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 : 39: 27 22 . . . 0 0 0 . . 0:
Old : 39: 27 22 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 68.7 66.6 83.8 46.1 67.3 64.0 78.4
Old : 47.0 68.7 66.6 83.8 46.1 67.3 64.0 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,129: 23,269 27,129 4,285 0 5,040 0 850 0 425 0 0: 110 110
Old : 33,129: 23,269 27,129 4,285 0 5,040 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 22, 2017 :
: 150: 150 135 -15 0 15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 81.9 12.9 0.0 15.2 0.0 2.6 0.0 1.3 0.0 0.0: 0.3 0.3
Old : 100.0: 70.2 81.9 12.9 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: 20 17 . 0 . 0 . 0 . 0 0:
Old : 27: 20 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 : 43.1 72.1 71.5 84.5 32.6 56.7 46.9 57.9
Old : 43.1 72.1 71.5 84.5 32.6 56.7 46.9 57.9
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 37,441: 30,401 33,131 2,705 1,435 2,525 625 0 0 1,075 0 50: 60 300
Old : 37,441: 30,401 33,131 2,705 1,435 2,525 625 0 0 1,075 0 50: 60 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 1,775: 2,575 1,775 -600 0 0 0 0 0 -200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 88.5 7.2 3.8 6.7 1.7 0.0 0.0 2.9 0.0 0.1: 0.2 0.8
Old : 100.0: 81.2 88.5 7.2 3.8 6.7 1.7 0.0 0.0 2.9 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: 20 21 . . . . 0 0 . 0 .:
Old : 32: 20 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 : 42.4 69.3 64.3 88.7 23.6 49.6 38.4 55.7
Old : 42.4 69.3 64.3 88.7 23.6 49.6 38.4 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 21,082: 17,477 13,064 0 3,385 890 500 1,232 0 1,650 1,856 350: 215 305
Old : 21,082: 17,477 13,064 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 22, 2017 :
: 145: 145 145 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 62.0 0.0 16.1 4.2 2.4 5.8 0.0 7.8 8.8 1.7: 1.0 1.4
Old : 100.0: 82.9 62.0 0.0 16.1 4.2 2.4 5.8 0.0 7.8 8.8 1.7: 1.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 44.9 38.0 68.8 59.6 38.9 35.5 57.1 52.2
Old : 44.9 38.0 68.8 59.6 38.9 35.5 57.1 52.2
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,062: 28,762 36,127 7,240 0 4,810 650 0 600 0 425 0: 0 100
Old : 42,062: 28,762 36,127 7,240 0 4,810 650 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 22, 2017 :
: 15: 15 0 -15 0 15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 85.9 17.2 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 17.2 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 : 45.2 60.3 71.3 79.2 32.8 52.2 47.0 56.3
Old : 45.2 60.3 71.3 79.2 32.8 52.2 47.0 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 48,438: 42,953 32,738 1,855 12,200 1,760 0 175 0 1,375 1,300 175: 320 90
Old : 48,438: 42,953 32,738 1,855 12,200 1,760 0 175 0 1,375 1,300 175: 320 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 535: 670 245 0 550 -235 0 25 0 100 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 67.6 3.8 25.2 3.6 0.0 0.4 0.0 2.8 2.7 0.4: 0.7 0.2
Old : 100.0: 88.7 67.6 3.8 25.2 3.6 0.0 0.4 0.0 2.8 2.7 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 4 0 . . .:
Old : 42: 23 24 . . . 0 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 58.8 67.8 80.6 40.6 54.5 58.5 72.1
Old : 46.8 58.8 67.8 80.6 40.6 54.5 58.5 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,148: 41,405 40,073 9,218 12,075 620 300 0 0 1,150 0 360: 95 20
Old : 53,148: 41,405 40,073 9,218 12,075 620 300 0 0 1,150 0 360: 95 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 925: 855 865 0 60 0 0 0 0 70 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 75.4 17.3 22.7 1.2 0.6 0.0 0.0 2.2 0.0 0.7: 0.2 0.0
Old : 100.0: 77.9 75.4 17.3 22.7 1.2 0.6 0.0 0.0 2.2 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 : 42.1 94.1 69.9 98.5 37.7 92.8 65.5 93.2
Old : 42.1 94.1 69.9 98.5 37.7 92.8 65.5 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 60,173: 44,680 42,213 10,638 13,200 2,315 300 0 0 1,900 2,250 175: 165 20
Old : 60,173: 44,680 42,213 10,638 13,200 2,315 300 0 0 1,900 2,250 175: 165 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 770: 650 810 0 60 0 0 0 0 120 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 70.2 17.7 21.9 3.8 0.5 0.0 0.0 3.2 3.7 0.3: 0.3 0.0
Old : 100.0: 74.3 70.2 17.7 21.9 3.8 0.5 0.0 0.0 3.2 3.7 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 : 37.5 90.3 65.8 97.2 34.7 88.3 62.2 91.5
Old : 37.5 90.3 65.8 97.2 34.7 88.3 62.2 91.5
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 74,001: 70,257 62,704 1,507 6,462 2,000 0 0 0 210 2,507 0: 27 328
Old : 74,001: 70,257 62,704 1,507 6,462 2,000 0 0 0 210 2,507 0: 27 328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 259: 259 1,403 -30 45 30 0 0 0 0 -1,219 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 84.7 2.0 8.7 2.7 0.0 0.0 0.0 0.3 3.4 0.0: 0.0 0.4
Old : 100.0: 94.9 84.7 2.0 8.7 2.7 0.0 0.0 0.0 0.3 3.4 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 25 . . . 0 0 0 . . 0:
Old : 43: 25 25 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 60.4 76.7 80.7 54.4 56.7 74.8 76.7
Old : 54.4 60.4 76.7 80.7 54.4 56.7 74.8 76.7
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,913: 83,766 82,248 4,194 6,702 2,324 3,330 272 155 1,906 4,008 1,158: 80 46
Old : 96,913: 83,766 82,248 4,194 6,702 2,324 3,330 272 155 1,906 4,008 1,158: 80 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 353: 125 -622 165 20 160 60 -50 50 -380 622 173: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 84.9 4.3 6.9 2.4 3.4 0.3 0.2 2.0 4.1 1.2: 0.1 0.0
Old : 100.0: 86.4 84.9 4.3 6.9 2.4 3.4 0.3 0.2 2.0 4.1 1.2: 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 . . . . . . 6 5 5:
Old : 58: 29 32 . . . . . . 6 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 : 44.3 57.1 67.8 76.5 42.7 51.2 61.0 66.3
Old : 44.3 57.1 67.8 76.5 42.7 51.2 61.0 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 32,010: 25,125 31,645 6,326 0 365 0 0 0 150 0 0: 44 0
Old : 32,010: 25,125 31,645 6,326 0 365 0 0 0 150 0 0: 44 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 75: 50 75 0 0 0 0 0 0 25 0 0: 0 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 0.5 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 0.5 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 : 78.9 86.6 97.3 97.3 76.3 80.6 81.7 82.8
Old : 78.9 86.6 97.3 97.3 76.3 80.6 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,704: 34,600 33,185 4,725 2,745 2,720 0 4,650 0 1,150 25 134: 375 245
Old : 43,704: 34,600 33,185 4,725 2,745 2,720 0 4,650 0 1,150 25 134: 375 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 505: 535 495 0 0 0 0 0 0 -40 0 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 75.9 10.8 6.3 6.2 0.0 10.6 0.0 2.6 0.1 0.3: 0.9 0.6
Old : 100.0: 79.2 75.9 10.8 6.3 6.2 0.0 10.6 0.0 2.6 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 15 . . . 0 . 0 . . .:
Old : 31: 22 15 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 77.5 74.4 92.2 53.2 69.0 69.4 80.3
Old : 53.8 77.5 74.4 92.2 53.2 69.0 69.4 80.3
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,127: 28,476 35,601 6,815 2,080 3,941 1,800 0 1,800 2,120 1,400 5: 170 300
Old : 45,127: 28,476 35,601 6,815 2,080 3,941 1,800 0 1,800 2,120 1,400 5: 170 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -295: -250 -280 0 0 0 0 0 0 70 100 -115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 78.9 15.1 4.6 8.7 4.0 0.0 4.0 4.7 3.1 0.0: 0.4 0.7
Old : 100.0: 63.1 78.9 15.1 4.6 8.7 4.0 0.0 4.0 4.7 3.1 0.0: 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 63.9 67.5 81.6 32.8 50.7 48.2 61.9
Old : 45.1 63.9 67.5 81.6 32.8 50.7 48.2 61.9
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,731: 19,829 33,606 17,592 1,605 0 0 1,825 165 0 220 20: 125 290
Old : 37,731: 19,829 33,606 17,592 1,605 0 0 1,825 165 0 220 20: 125 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -80: 120 -370 -240 0 0 0 235 40 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 89.1 46.6 4.3 0.0 0.0 4.8 0.4 0.0 0.6 0.1: 0.3 0.8
Old : 100.0: 52.6 89.1 46.6 4.3 0.0 0.0 4.8 0.4 0.0 0.6 0.1: 0.3 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 : 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 : 61.8 72.0 83.5 86.9 61.8 70.4 80.9 84.3
Old : 61.8 72.0 83.5 86.9 61.8 70.4 80.9 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,978: 16,818 28,805 15,280 1,413 230 0 2,300 190 350 0 0: 110 40
Old : 32,978: 16,818 28,805 15,280 1,413 230 0 2,300 190 350 0 0: 110 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 100: 420 50 -180 240 -205 0 -65 65 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 87.3 46.3 4.3 0.7 0.0 7.0 0.6 1.1 0.0 0.0: 0.3 0.1
Old : 100.0: 51.0 87.3 46.3 4.3 0.7 0.0 7.0 0.6 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 : 68.8 75.8 87.1 88.3 68.3 75.8 85.1 85.7
Old : 68.8 75.8 87.1 88.3 68.3 75.8 85.1 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,603: 20,670 25,239 4,227 378 1,783 75 825 15 1,164 50 258: 411 55
Old : 28,603: 20,670 25,239 4,227 378 1,783 75 825 15 1,164 50 258: 411 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -20: -100 -25 80 0 0 0 0 0 0 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 88.2 14.8 1.3 6.2 0.3 2.9 0.1 4.1 0.2 0.9: 1.4 0.2
Old : 100.0: 72.3 88.2 14.8 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 56.6 69.8 73.9 47.8 56.6 61.8 69.5
Old : 54.1 56.6 69.8 73.9 47.8 56.6 61.8 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,269: 19,389 19,274 1,064 2,068 446 190 0 300 759 0 1: 120 180
Old : 22,269: 19,389 19,274 1,064 2,068 446 190 0 300 759 0 1: 120 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 180: 180 110 0 50 0 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 86.6 4.8 9.3 2.0 0.9 0.0 1.3 3.4 0.0 0.0: 0.5 0.8
Old : 100.0: 87.1 86.6 4.8 9.3 2.0 0.9 0.0 1.3 3.4 0.0 0.0: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 15 . . . . 0 . . 0 .:
Old : 28: 13 15 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 67.4 84.2 85.5 70.4 67.3 81.2 83.8
Old : 70.7 67.4 84.2 85.5 70.4 67.3 81.2 83.8
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,506: 40,918 25,621 1,867 9,305 2,606 1,280 9,248 0 605 626 100: 130 0
Old : 47,506: 40,918 25,621 1,867 9,305 2,606 1,280 9,248 0 605 626 100: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 1,192: 917 872 385 60 -150 0 393 0 25 32 0: 15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 53.9 3.9 19.6 5.5 2.7 19.5 0.0 1.3 1.3 0.2: 0.3 0.0
Old : 100.0: 86.1 53.9 3.9 19.6 5.5 2.7 19.5 0.0 1.3 1.3 0.2: 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 : 44: 28 22 . . . . . 0 4 . .:
Old : 44: 28 22 . . . . . 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 : 53.1 50.1 67.8 69.6 49.7 44.8 58.2 60.1
Old : 53.1 50.1 67.8 69.6 49.7 44.8 58.2 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 33,406: 27,656 19,703 3,680 9,623 585 1,350 3,140 0 35 350 0: 100 5
Old : 33,406: 27,656 19,703 3,680 9,623 585 1,350 3,140 0 35 350 0: 100 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 1,573: 1,215 2,260 345 60 -2 0 -625 0 0 -100 0: 15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 59.0 11.0 28.8 1.8 4.0 9.4 0.0 0.1 1.0 0.0: 0.3 0.0
Old : 100.0: 82.8 59.0 11.0 28.8 1.8 4.0 9.4 0.0 0.1 1.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 26 20 . . . . . 0 . . 0:
Old : 39: 26 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 : 50.2 58.1 70.7 81.6 44.5 53.7 64.6 72.7
Old : 50.2 58.1 70.7 81.6 44.5 53.7 64.6 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,132: 12,675 12,497 4,022 0 3,660 0 3,725 775 0 475 0: 0 0
Old : 21,132: 12,675 12,497 4,022 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 22, 2017 :
: 125: -25 125 150 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 59.1 19.0 0.0 17.3 0.0 17.6 3.7 0.0 2.2 0.0: 0.0 0.0
Old : 100.0: 60.0 59.1 19.0 0.0 17.3 0.0 17.6 3.7 0.0 2.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 69.0 64.2 87.4 87.0 52.6 51.7 66.0 64.5
Old : 69.0 64.2 87.4 87.0 52.6 51.7 66.0 64.5
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 13,000: 10,144 6,650 1,250 4,625 1,600 0 0 0 0 125 0: 6 0
Old : 13,000: 10,144 6,650 1,250 4,625 1,600 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 22, 2017 :
: 75: 0 75 0 -75 75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 51.2 9.6 35.6 12.3 0.0 0.0 0.0 0.0 1.0 0.0: 0.0 0.0
Old : 100.0: 78.0 51.2 9.6 35.6 12.3 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 : 79.4 79.0 93.8 93.8 70.5 63.1 76.1 74.2
Old : 79.4 79.0 93.8 93.8 70.5 63.1 76.1 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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: 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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: 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,760: 6,985 4,835 2,800 5,050 865 0 0 0 15 0 10: 85 0
Old : 10,760: 6,985 4,835 2,800 5,050 865 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 22, 2017 :
: 2,050: 300 -110 1,920 2,330 -170 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 44.9 26.0 46.9 8.0 0.0 0.0 0.0 0.1 0.0 0.1: 0.8 0.0
Old : 100.0: 64.9 44.9 26.0 46.9 8.0 0.0 0.0 0.0 0.1 0.0 0.1: 0.8 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: 13 10 . . . 0 0 0 . 0 .:
Old : 24: 13 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 : 66.1 75.0 84.3 90.9 58.3 67.1 73.7 77.0
Old : 66.1 75.0 84.3 90.9 58.3 67.1 73.7 77.0
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,909: 8,706 19,195 15,480 6,440 1,065 650 25 50 385 100 0: 573 34
Old : 26,909: 8,706 19,195 15,480 6,440 1,065 650 25 50 385 100 0: 573 34
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -50: 50 -50 -150 0 0 0 25 25 25 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 71.3 57.5 23.9 4.0 2.4 0.1 0.2 1.4 0.4 0.0: 2.1 0.1
Old : 100.0: 32.4 71.3 57.5 23.9 4.0 2.4 0.1 0.2 1.4 0.4 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 12 . . . . . . . . 0:
Old : 30: 16 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 : 74.1 79.6 86.2 94.6 70.0 74.3 77.5 82.9
Old : 74.1 79.6 86.2 94.6 70.0 74.3 77.5 82.9
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,660: 7,600 17,200 13,430 5,090 2,170 650 25 50 410 100 0: 350 25
Old : 24,660: 7,600 17,200 13,430 5,090 2,170 650 25 50 410 100 0: 350 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -60: 90 -60 -200 0 0 0 25 25 25 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 69.7 54.5 20.6 8.8 2.6 0.1 0.2 1.7 0.4 0.0: 1.4 0.1
Old : 100.0: 30.8 69.7 54.5 20.6 8.8 2.6 0.1 0.2 1.7 0.4 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 9 . . . . . . . . 0:
Old : 27: 14 9 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 84.3 85.9 96.7 66.1 73.2 73.9 79.9
Old : 72.4 84.3 85.9 96.7 66.1 73.2 73.9 79.9
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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: 75.1 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 6,430 2,605 600 0 0 132 100 62: 125 0
Old : 24,515: 20,096 15,318 895 6,430 2,605 600 0 0 132 100 62: 125 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 0: 0 0 0 25 -25 50 0 0 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 62.5 3.7 26.2 10.6 2.4 0.0 0.0 0.5 0.4 0.3: 0.5 0.0
Old : 100.0: 82.0 62.5 3.7 26.2 10.6 2.4 0.0 0.0 0.5 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 : 31: 13 14 . . . . 0 0 . . .:
Old : 31: 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 86.2 90.4 55.8 67.0 68.3 74.2
Old : 62.5 72.0 86.2 90.4 55.8 67.0 68.3 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 3,930 600 0 0 131 100 37: 12 0
Old : 26,297: 21,392 16,760 195 5,470 3,930 600 0 0 131 100 37: 12 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 0: 0 0 0 0 0 50 0 0 -50 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 2.3 0.0 0.0 0.5 0.4 0.1: 0.0 0.0
Old : 100.0: 81.3 63.7 0.7 20.8 14.9 2.3 0.0 0.0 0.5 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,716: 106,051 80,928 5,110 22,069 3,855 25 4,642 130 150 3,730 350: 45 12
Old : 115,716: 106,051 80,928 5,110 22,069 3,855 25 4,642 130 150 3,730 350: 45 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -2,245: -390 50 -155 -850 -1,700 25 0 75 -50 230 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 69.9 4.4 19.1 3.3 0.0 4.0 0.1 0.1 3.2 0.3: 0.0 0.0
Old : 100.0: 91.6 69.9 4.4 19.1 3.3 0.0 4.0 0.1 0.1 3.2 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 32 26 . . 5 . 4 . . 6 .:
Old : 56: 32 26 . . 5 . 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 : 49.3 58.8 67.9 82.5 49.3 52.0 66.0 71.7
Old : 49.3 58.8 67.9 82.5 49.3 52.0 66.0 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 129,758: 121,797 92,851 3,415 23,617 3,391 250 5,032 395 75 4,085 375: 60 12
Old : 129,758: 121,797 92,851 3,415 23,617 3,391 250 5,032 395 75 4,085 375: 60 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -1,539: 55 385 -55 -615 -1,539 250 0 50 -275 205 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 71.6 2.6 18.2 2.6 0.2 3.9 0.3 0.1 3.1 0.3: 0.0 0.0
Old : 100.0: 93.9 71.6 2.6 18.2 2.6 0.2 3.9 0.3 0.1 3.1 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 35 34 . . 4 . 5 . . 6 .:
Old : 61: 35 34 . . 4 . 5 . . 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 : 49.1 54.7 65.2 80.9 49.0 48.1 62.5 72.0
Old : 49.1 54.7 65.2 80.9 49.0 48.1 62.5 72.0
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 227,661: 156,343 148,064 5,150 13,645 14,626 28,014 7,169 10,280 6,794 27,335 6,449: 5 93
Old : 227,661: 156,343 148,064 5,150 13,645 14,626 28,014 7,169 10,280 6,794 27,335 6,449: 5 93
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 3,465: 3,265 419 -505 131 165 733 1,152 240 -820 965 420: -33 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 65.0 2.3 6.0 6.4 12.3 3.1 4.5 3.0 12.0 2.8: 0.0 0.0
Old : 100.0: 68.7 65.0 2.3 6.0 6.4 12.3 3.1 4.5 3.0 12.0 2.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 89: 43 42 4 . 5 5 8 4 8 11 15:
Old : 89: 43 42 4 . 5 5 8 4 8 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 : 33.8 31.2 53.4 48.1 27.1 24.7 41.0 34.8
Old : 33.8 31.2 53.4 48.1 27.1 24.7 41.0 34.8
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,330: 36,005 39,065 6,305 5,605 3,220 1,465 300 115 960 0 0: 260 25
Old : 48,330: 36,005 39,065 6,305 5,605 3,220 1,465 300 115 960 0 0: 260 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 75: 0 100 0 80 -105 0 75 0 180 -75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 80.8 13.0 11.6 6.7 3.0 0.6 0.2 2.0 0.0 0.0: 0.5 0.1
Old : 100.0: 74.5 80.8 13.0 11.6 6.7 3.0 0.6 0.2 2.0 0.0 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 0:
Old : 33: 23 12 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 90.6 79.3 97.3 60.7 82.0 74.8 86.0
Old : 61.7 90.6 79.3 97.3 60.7 82.0 74.8 86.0
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,765: 33,465 37,960 4,360 1,675 3,700 1,105 275 130 770 0 0: 235 25
Old : 43,765: 33,465 37,960 4,360 1,675 3,700 1,105 275 130 770 0 0: 235 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 75: 0 0 0 180 -105 0 50 0 180 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 86.7 10.0 3.8 8.5 2.5 0.6 0.3 1.8 0.0 0.0: 0.5 0.1
Old : 100.0: 76.5 86.7 10.0 3.8 8.5 2.5 0.6 0.3 1.8 0.0 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 0:
Old : 31: 20 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 : 62.9 91.7 80.6 97.4 62.3 81.2 74.9 86.2
Old : 62.9 91.7 80.6 97.4 62.3 81.2 74.9 86.2
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 139,609: 88,178 99,291 0 8,944 28,218 19,534 0 2,756 840 400 0: 83 0
Old : 139,609: 88,178 99,291 0 8,944 28,218 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 22, 2017 :
: 2,706: 2,118 3,000 0 -882 588 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 71.1 0.0 6.4 20.2 14.0 0.0 2.0 0.6 0.3 0.0: 0.1 0.0
Old : 100.0: 63.2 71.1 0.0 6.4 20.2 14.0 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 15 0 . . . 0 . . . 0:
Old : 26: 16 15 0 . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 67.9 81.1 88.6 33.7 31.7 38.3 38.4
Old : 50.1 67.9 81.1 88.6 33.7 31.7 38.3 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,697: 27,712 32,167 4,830 455 650 0 0 0 0 0 0: 3,505 3,425
Old : 36,697: 27,712 32,167 4,830 455 650 0 0 0 0 0 0: 3,505 3,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 850: 850 -50 -900 0 170 0 0 0 0 0 0: 730 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 87.7 13.2 1.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 9.6 9.3
Old : 100.0: 75.5 87.7 13.2 1.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 9.6 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 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 : 81.4 61.4 87.2 80.3 67.6 51.2 72.0 68.8
Old : 81.4 61.4 87.2 80.3 67.6 51.2 72.0 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,375: 25,735 30,215 4,830 455 495 0 0 0 0 0 0: 3,315 3,210
Old : 34,375: 25,735 30,215 4,830 455 495 0 0 0 0 0 0: 3,315 3,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 850: 850 -50 -900 0 15 0 0 0 0 0 0: 885 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 87.9 14.1 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 9.6 9.3
Old : 100.0: 74.9 87.9 14.1 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 9.6 9.3
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: 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 : 83.5 62.6 88.7 81.7 68.7 51.6 72.2 68.1
Old : 83.5 62.6 88.7 81.7 68.7 51.6 72.2 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 0 500 0 0 500 0: 3,654 3,674
Old : 32,022: 18,508 23,703 8,900 2,685 960 0 500 0 0 500 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 22, 2017 :
: 0: 0 0 0 0 0 0 500 0 0 -500 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 1.6 0.0 0.0 1.6 0.0: 11.4 11.5
Old : 100.0: 57.8 74.0 27.8 8.4 3.0 0.0 1.6 0.0 0.0 1.6 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:
Old : 23: 10 15 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 0 500 0 0 500 0: 2,788 2,908
Old : 30,443: 17,930 22,395 8,765 3,180 960 0 500 0 0 500 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 22, 2017 :
: 0: 0 0 0 0 0 0 500 0 0 -500 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 1.6 0.0 0.0 1.6 0.0: 9.2 9.6
Old : 100.0: 58.9 73.6 28.8 10.4 3.2 0.0 1.6 0.0 0.0 1.6 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:
Old : 23: 9 16 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,005: 34,165 11,005 1,225 10,385 70 100 10,825 0 200 3,745 0: 4,245 3,975
Old : 40,005: 34,165 11,005 1,225 10,385 70 100 10,825 0 200 3,745 0: 4,245 3,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 60: 60 0 0 60 -60 100 0 0 -100 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 27.5 3.1 26.0 0.2 0.2 27.1 0.0 0.5 9.4 0.0: 10.6 9.9
Old : 100.0: 85.4 27.5 3.1 26.0 0.2 0.2 27.1 0.0 0.5 9.4 0.0: 10.6 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 : 32: 16 13 . . . . . 0 . . 0:
Old : 32: 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 : 61.4 66.9 74.0 83.0 57.5 66.8 69.6 81.7
Old : 61.4 66.9 74.0 83.0 57.5 66.8 69.6 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,245: 34,635 11,520 1,050 12,495 70 100 9,750 0 200 2,490 25: 4,165 3,895
Old : 40,245: 34,635 11,520 1,050 12,495 70 100 9,750 0 200 2,490 25: 4,165 3,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 60: 60 0 0 60 -60 100 0 0 -100 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 28.6 2.6 31.0 0.2 0.2 24.2 0.0 0.5 6.2 0.1: 10.3 9.7
Old : 100.0: 86.1 28.6 2.6 31.0 0.2 0.2 24.2 0.0 0.5 6.2 0.1: 10.3 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 13 . . . . . 0 . . .:
Old : 30: 16 13 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 72.5 74.8 84.6 59.5 72.3 70.5 81.8
Old : 62.9 72.5 74.8 84.6 59.5 72.3 70.5 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,105: 17,555 39,005 23,380 1,125 685 725 0 500 150 1,680 0: 1,110 1,110
Old : 44,105: 17,555 39,005 23,380 1,125 685 725 0 500 150 1,680 0: 1,110 1,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 310: -85 290 375 0 0 0 0 0 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 88.4 53.0 2.6 1.6 1.6 0.0 1.1 0.3 3.8 0.0: 2.5 2.5
Old : 100.0: 39.8 88.4 53.0 2.6 1.6 1.6 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 : 29: 12 14 . . . . 0 . . . 0:
Old : 29: 12 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 : 76.4 83.6 88.9 92.6 76.0 81.9 88.2 89.8
Old : 76.4 83.6 88.9 92.6 76.0 81.9 88.2 89.8
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,485: 15,650 36,430 22,165 550 595 750 0 500 150 1,755 0: 675 655
Old : 40,485: 15,650 36,430 22,165 550 595 750 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 22, 2017 :
: 510: 110 510 400 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 90.0 54.7 1.4 1.5 1.9 0.0 1.2 0.4 4.3 0.0: 1.7 1.6
Old : 100.0: 38.7 90.0 54.7 1.4 1.5 1.9 0.0 1.2 0.4 4.3 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 : 27: 13 12 . . . . 0 . . . 0:
Old : 27: 13 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 : 75.6 86.5 89.2 94.2 75.1 83.3 87.6 89.9
Old : 75.6 86.5 89.2 94.2 75.1 83.3 87.6 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 18,860 11,105 0 8,560 0 25 130 50 500 195 230: 2,850 2,245
Old : 22,515: 18,860 11,105 0 8,560 0 25 130 50 500 195 230: 2,850 2,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 0: -5 0 0 -50 0 25 0 0 -25 50 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 49.3 0.0 38.0 0.0 0.1 0.6 0.2 2.2 0.9 1.0: 12.7 10.0
Old : 100.0: 83.8 49.3 0.0 38.0 0.0 0.1 0.6 0.2 2.2 0.9 1.0: 12.7 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 . . . . . .:
Old : 22: 11 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 : 70.9 68.1 82.1 87.2 63.2 68.1 74.4 79.3
Old : 70.9 68.1 82.1 87.2 63.2 68.1 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,775: 18,525 10,905 0 8,355 0 25 130 50 375 70 300: 2,500 1,965
Old : 21,775: 18,525 10,905 0 8,355 0 25 130 50 375 70 300: 2,500 1,965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 130: 300 0 0 260 0 25 0 0 -30 45 5: -170 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 50.1 0.0 38.4 0.0 0.1 0.6 0.2 1.7 0.3 1.4: 11.5 9.0
Old : 100.0: 85.1 50.1 0.0 38.4 0.0 0.1 0.6 0.2 1.7 0.3 1.4: 11.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 0 . 0 . . . . . .:
Old : 23: 12 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 : 73.3 70.6 82.5 88.0 66.7 70.6 75.8 81.3
Old : 73.3 70.6 82.5 88.0 66.7 70.6 75.8 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,365: 26,690 15,862 0 19,558 100 9,555 650 225 275 475 0: 1,520 1,495
Old : 38,365: 26,690 15,862 0 19,558 100 9,555 650 225 275 475 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 22, 2017 :
: 475: 0 0 0 475 0 625 0 0 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 41.3 0.0 51.0 0.3 24.9 1.7 0.6 0.7 1.2 0.0: 4.0 3.9
Old : 100.0: 69.6 41.3 0.0 51.0 0.3 24.9 1.7 0.6 0.7 1.2 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 : 69.9 80.2 85.7 91.8 66.2 79.1 81.4 86.7
Old : 69.9 80.2 85.7 91.8 66.2 79.1 81.4 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,730: 21,740 14,600 0 11,795 0 5,400 675 175 275 370 0: 2,140 2,115
Old : 29,730: 21,740 14,600 0 11,795 0 5,400 675 175 275 370 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 22, 2017 :
: 475: 0 0 0 475 0 525 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 49.1 0.0 39.7 0.0 18.2 2.3 0.6 0.9 1.2 0.0: 7.2 7.1
Old : 100.0: 73.1 49.1 0.0 39.7 0.0 18.2 2.3 0.6 0.9 1.2 0.0: 7.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.4 71.6 81.3 87.4 58.8 68.8 73.2 78.4
Old : 65.4 71.6 81.3 87.4 58.8 68.8 73.2 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, August 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,455: 55,047 95,625 25,283 0 2,075 11,345 300 665 4,625 350 425: 10,990 11,015
Old : 110,455: 55,047 95,625 25,283 0 2,075 11,345 300 665 4,625 350 425: 10,990 11,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 345: 445 130 110 0 0 -475 300 0 50 -300 0: 215 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 86.6 22.9 0.0 1.9 10.3 0.3 0.6 4.2 0.3 0.4: 9.9 10.0
Old : 100.0: 49.8 86.6 22.9 0.0 1.9 10.3 0.3 0.6 4.2 0.3 0.4: 9.9 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 : 44: 21 24 . 0 . . . . . . .:
Old : 44: 21 24 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 58.8 72.3 71.7 53.7 56.1 65.8 66.9
Old : 59.0 58.8 72.3 71.7 53.7 56.1 65.8 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,570: 50,940 84,890 18,705 330 1,870 12,780 175 665 3,365 350 225: 9,020 9,065
Old : 97,570: 50,940 84,890 18,705 330 1,870 12,780 175 665 3,365 350 225: 9,020 9,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -150: 160 130 395 0 0 -475 175 0 50 -175 0: -280 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 87.0 19.2 0.3 1.9 13.1 0.2 0.7 3.4 0.4 0.2: 9.2 9.3
Old : 100.0: 52.2 87.0 19.2 0.3 1.9 13.1 0.2 0.7 3.4 0.4 0.2: 9.2 9.3
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 : 42: 19 25 . . . . . . . . .:
Old : 42: 19 25 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 56.8 78.1 70.4 60.6 55.2 73.7 67.9
Old : 62.6 56.8 78.1 70.4 60.6 55.2 73.7 67.9
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 50 750 0 500 0 0: 2,495 2,390
Old : 19,580: 15,760 8,980 0 6,685 775 50 750 0 500 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 22, 2017 :
: 0: 0 0 0 0 0 50 0 0 -50 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 0.3 3.8 0.0 2.6 0.0 0.0: 12.7 12.2
Old : 100.0: 80.5 45.9 0.0 34.1 4.0 0.3 3.8 0.0 2.6 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:
Old : 25: 17 13 0 . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 14,990 10,335 0 7,235 460 50 0 0 2,325 0 0: 1,375 1,170
Old : 19,200: 14,990 10,335 0 7,235 460 50 0 0 2,325 0 0: 1,375 1,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 0: -250 0 0 -200 50 50 0 0 0 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 53.8 0.0 37.7 2.4 0.3 0.0 0.0 12.1 0.0 0.0: 7.2 6.1
Old : 100.0: 78.1 53.8 0.0 37.7 2.4 0.3 0.0 0.0 12.1 0.0 0.0: 7.2 6.1
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: 17 12 0 . . . 0 0 . 0 0:
Old : 23: 17 12 0 . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 69.6 77.7 87.3 41.6 54.9 57.5 64.1
Old : 61.3 69.6 77.7 87.3 41.6 54.9 57.5 64.1
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,085: 7,300 11,590 210 270 1,795 5,200 50 0 0 800 0: 1,580 1,580
Old : 16,085: 7,300 11,590 210 270 1,795 5,200 50 0 0 800 0: 1,580 1,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 90: 40 40 0 0 0 0 50 0 0 -50 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 72.1 1.3 1.7 11.2 32.3 0.3 0.0 0.0 5.0 0.0: 9.8 9.8
Old : 100.0: 45.4 72.1 1.3 1.7 11.2 32.3 0.3 0.0 0.0 5.0 0.0: 9.8 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . . . . . 0 0 . 0:
Old : 20: 11 10 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 71.5 83.5 84.6 60.6 60.1 64.9 64.7
Old : 64.9 71.5 83.5 84.6 60.6 60.1 64.9 64.7
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,715: 38,860 34,380 850 2,350 4,195 0 3,125 375 50 25 0: 7,385 7,265
Old : 51,715: 38,860 34,380 850 2,350 4,195 0 3,125 375 50 25 0: 7,385 7,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -120: -175 125 0 0 0 0 -300 125 0 0 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 66.5 1.6 4.5 8.1 0.0 6.0 0.7 0.1 0.0 0.0: 14.3 14.0
Old : 100.0: 75.1 66.5 1.6 4.5 8.1 0.0 6.0 0.7 0.1 0.0 0.0: 14.3 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 57.7 45.6 77.9 64.1 56.7 38.9 63.2 53.2
Old : 57.7 45.6 77.9 64.1 56.7 38.9 63.2 53.2
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 29, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,705: 25,000 21,450 15 2,510 3,840 0 1,475 75 300 0 0: 5,475 5,355
Old : 34,705: 25,000 21,450 15 2,510 3,840 0 1,475 75 300 0 0: 5,475 5,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 350: 50 350 0 0 300 0 -300 75 0 0 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 61.8 0.0 7.2 11.1 0.0 4.3 0.2 0.9 0.0 0.0: 15.8 15.4
Old : 100.0: 72.0 61.8 0.0 7.2 11.1 0.0 4.3 0.2 0.9 0.0 0.0: 15.8 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 19 . . . 0 . . . 0 0:
Old : 29: 18 19 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 36.8 68.3 56.4 29.6 22.4 36.5 34.1
Old : 45.5 36.8 68.3 56.4 29.6 22.4 36.5 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 1, 2017