COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,706: 28,862 21,097 11,927 8,541 1,930 100 26,645 2,577 24,088 8,372 7,426: 796 1,118
Old : 77,706: 28,862 21,097 11,927 8,541 1,930 100 26,645 2,577 24,088 8,372 7,426: 796 1,118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 967: 527 -3,433 -265 -70 60 0 4,450 -52 642 -238 -36: 91 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 27.1 15.3 11.0 2.5 0.1 34.3 3.3 31.0 10.8 9.6: 1.0 1.4
Old : 100.0: 37.1 27.1 15.3 11.0 2.5 0.1 34.3 3.3 31.0 10.8 9.6: 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 : 55: 17 16 . 4 5 . 5 4 13 11 13:
Old : 55: 17 16 . 4 5 . 5 4 13 11 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 59.9 66.1 74.7 34.3 41.3 48.1 51.3
Old : 47.9 59.9 66.1 74.7 34.3 41.3 48.1 51.3
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,832: 4,821 10,589 544 1,972 798 82 3,684 170 10,974 409 960: 483 250
Old : 18,832: 4,821 10,589 544 1,972 798 82 3,684 170 10,974 409 960: 483 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 399: 429 -331 0 -5 -15 0 945 -195 35 -130 130: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 56.2 2.9 10.5 4.2 0.4 19.6 0.9 58.3 2.2 5.1: 2.6 1.3
Old : 100.0: 25.6 56.2 2.9 10.5 4.2 0.4 19.6 0.9 58.3 2.2 5.1: 2.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 9 9 . 4 5 . . . 9 4 6:
Old : 33: 9 9 . 4 5 . . . 9 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 : 57.5 58.1 73.1 77.2 47.6 42.2 59.8 56.5
Old : 57.5 58.1 73.1 77.2 47.6 42.2 59.8 56.5
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 161,793: 90,225 101,478 6,735 14,602 18,744 21,689 1,061 4,851 7,318 8,935 11,791: 441 331
Old : 161,793: 90,225 101,478 6,735 14,602 18,744 21,689 1,061 4,851 7,318 8,935 11,791: 441 331
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -1,334: -622 -386 1,171 -197 -817 1,008 -269 -393 -141 2,242 -1,510: -29 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 62.7 4.2 9.0 11.6 13.4 0.7 3.0 4.5 5.5 7.3: 0.3 0.2
Old : 100.0: 55.8 62.7 4.2 9.0 11.6 13.4 0.7 3.0 4.5 5.5 7.3: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 77: 42 42 . . 4 . 5 7 8 9 13:
Old : 77: 42 42 . . 4 . 5 7 8 9 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 35.6 62.0 56.9 30.6 27.3 39.2 38.9
Old : 45.6 35.6 62.0 56.9 30.6 27.3 39.2 38.9
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,069: 32,279 39,592 4,424 0 3,065 203 0 385 2,686 0 27: 0 0
Old : 43,069: 32,279 39,592 4,424 0 3,065 203 0 385 2,686 0 27: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -2,834: -3,269 -2,157 1,237 0 -469 -1 0 -52 -280 -156 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 91.9 10.3 0.0 7.1 0.5 0.0 0.9 6.2 0.0 0.1: 0.0 0.0
Old : 100.0: 74.9 91.9 10.3 0.0 7.1 0.5 0.0 0.9 6.2 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 20 . 0 . . 0 . 4 0 .:
Old : 34: 23 20 . 0 . . 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 : 55.3 47.9 75.0 78.8 38.4 41.7 53.0 57.3
Old : 55.3 47.9 75.0 78.8 38.4 41.7 53.0 57.3
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 406,307: 360,021 307,419 0 66,912 29,167 10,472 0 0 4,470 632 2,177: 0 0
Old : 406,307: 360,021 307,419 0 66,912 29,167 10,472 0 0 4,470 632 2,177: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -30,561: -25,672 -27,270 0 3,304 -4,248 0 0 0 -290 -1,996 -351: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 75.7 0.0 16.5 7.2 2.6 0.0 0.0 1.1 0.2 0.5: 0.0 0.0
Old : 100.0: 88.6 75.7 0.0 16.5 7.2 2.6 0.0 0.0 1.1 0.2 0.5: 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 : 30: 20 19 0 . . . 0 0 . . .:
Old : 30: 20 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 : 66.2 56.8 80.0 80.2 57.9 46.1 64.4 56.9
Old : 66.2 56.8 80.0 80.2 57.9 46.1 64.4 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,496,394: 1,186,391 1,189,579 152,765 87,366 63,194 7,895 17,643 58,388 26,945 79,408 816: 0 0
Old : 1,496,394: 1,186,391 1,189,579 152,765 87,366 63,194 7,895 17,643 58,388 26,945 79,408 816: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -8,198: -5,469 -2,446 832 -6,648 0 0 -3,800 0 -3,561 4,696 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 79.5 10.2 5.8 4.2 0.5 1.2 3.9 1.8 5.3 0.1: 0.0 0.0
Old : 100.0: 79.3 79.5 10.2 5.8 4.2 0.5 1.2 3.9 1.8 5.3 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 : 61: 37 36 . . . . . . 4 5 .:
Old : 61: 37 36 . . . . . . 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 : 43.5 43.4 65.3 64.4 38.9 35.7 50.7 48.6
Old : 43.5 43.4 65.3 64.4 38.9 35.7 50.7 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,242: 46,670 43,706 8,954 6,672 6,000 460 1,918 52 208 3,996 898: 0 0
Old : 63,242: 46,670 43,706 8,954 6,672 6,000 460 1,918 52 208 3,996 898: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 1,134: 1,132 1,364 0 -356 51 0 0 0 0 124 -49: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 69.1 14.2 10.5 9.5 0.7 3.0 0.1 0.3 6.3 1.4: 0.0 0.0
Old : 100.0: 73.8 69.1 14.2 10.5 9.5 0.7 3.0 0.1 0.3 6.3 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 24 . . . . . . . 6 .:
Old : 39: 19 24 . . . . . . . 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 : 68.6 72.3 87.3 85.7 66.0 58.8 73.3 69.7
Old : 68.6 72.3 87.3 85.7 66.0 58.8 73.3 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 310,295: 229,173 210,929 51,353 65,733 29,769 0 3,864 0 0 0 0: 0 0
Old : 310,295: 229,173 210,929 51,353 65,733 29,769 0 3,864 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 2,608: 5,587 1,986 0 3,601 -2,979 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 68.0 16.5 21.2 9.6 0.0 1.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.9 68.0 16.5 21.2 9.6 0.0 1.2 0.0 0.0 0.0 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 : 22: 13 15 . . . 0 . 0 0 0 0:
Old : 22: 13 15 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 80.1 90.9 92.4 66.1 61.7 71.0 69.1
Old : 71.4 80.1 90.9 92.4 66.1 61.7 71.0 69.1
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 382,725: 290,828 327,679 39,611 9,392 35,886 7,360 728 8,632 408 0 0: 0 408
Old : 382,725: 290,828 327,679 39,611 9,392 35,886 7,360 728 8,632 408 0 0: 0 408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -384: 376 -1,576 -1,544 0 784 0 0 0 0 0 0: 0 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 85.6 10.3 2.5 9.4 1.9 0.2 2.3 0.1 0.0 0.0: 0.0 0.1
Old : 100.0: 76.0 85.6 10.3 2.5 9.4 1.9 0.2 2.3 0.1 0.0 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 22 . . . . . . . 0 0:
Old : 40: 25 22 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 54.2 67.7 74.1 32.3 48.2 46.7 60.0
Old : 45.2 54.2 67.7 74.1 32.3 48.2 46.7 60.0
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,463: 20,758 24,195 2,047 0 2,787 647 0 42 252 166 0: 930 273
Old : 27,463: 20,758 24,195 2,047 0 2,787 647 0 42 252 166 0: 930 273
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 306: 114 306 212 0 0 -20 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 88.1 7.5 0.0 10.1 2.4 0.0 0.2 0.9 0.6 0.0: 3.4 1.0
Old : 100.0: 75.6 88.1 7.5 0.0 10.1 2.4 0.0 0.2 0.9 0.6 0.0: 3.4 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 : 35: 21 21 . 0 . . 0 . . . 0:
Old : 35: 21 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 : 41.5 56.3 65.1 79.1 37.9 48.8 52.9 64.1
Old : 41.5 56.3 65.1 79.1 37.9 48.8 52.9 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,625: 37,034 46,657 23,323 14,390 1,565 0 0 0 400 0 0: 303 13
Old : 62,625: 37,034 46,657 23,323 14,390 1,565 0 0 0 400 0 0: 303 13
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 750: 475 750 275 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 74.5 37.2 23.0 2.5 0.0 0.0 0.0 0.6 0.0 0.0: 0.5 0.0
Old : 100.0: 59.1 74.5 37.2 23.0 2.5 0.0 0.0 0.0 0.6 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 27 . . . 0 0 0 . 0 0:
Old : 38: 25 27 . . . 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 : 60.2 50.5 74.3 72.1 58.5 48.9 68.5 66.5
Old : 60.2 50.5 74.3 72.1 58.5 48.9 68.5 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 81,241: 54,516 59,882 25,097 20,220 1,015 0 0 0 350 0 0: 263 124
Old : 81,241: 54,516 59,882 25,097 20,220 1,015 0 0 0 350 0 0: 263 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 590: 565 740 25 -150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 73.7 30.9 24.9 1.2 0.0 0.0 0.0 0.4 0.0 0.0: 0.3 0.2
Old : 100.0: 67.1 73.7 30.9 24.9 1.2 0.0 0.0 0.0 0.4 0.0 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 27 . . . 0 0 0 . 0 0:
Old : 40: 25 27 . . . 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 : 54.0 55.8 71.5 76.6 52.7 55.8 67.8 73.6
Old : 54.0 55.8 71.5 76.6 52.7 55.8 67.8 73.6
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,294: 25,836 26,709 3,250 2,685 2,020 0 0 0 750 700 0: 438 180
Old : 32,294: 25,836 26,709 3,250 2,685 2,020 0 0 0 750 700 0: 438 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 1,180: 1,180 880 0 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 82.7 10.1 8.3 6.3 0.0 0.0 0.0 2.3 2.2 0.0: 1.4 0.6
Old : 100.0: 80.0 82.7 10.1 8.3 6.3 0.0 0.0 0.0 2.3 2.2 0.0: 1.4 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 : 28: 17 15 . . . 0 0 0 . . 0:
Old : 28: 17 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 : 55.6 73.6 76.4 88.1 51.7 67.3 65.1 73.0
Old : 55.6 73.6 76.4 88.1 51.7 67.3 65.1 73.0
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 327,760: 196,912 323,080 108,048 0 4,680 5,512 0 0 12,608 0 0: 0 0
Old : 327,760: 196,912 323,080 108,048 0 4,680 5,512 0 0 12,608 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 14,488: 4,712 14,488 4,680 0 0 0 0 0 5,096 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 98.6 33.0 0.0 1.4 1.7 0.0 0.0 3.8 0.0 0.0: 0.0 0.0
Old : 100.0: 60.1 98.6 33.0 0.0 1.4 1.7 0.0 0.0 3.8 0.0 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 : 33: 20 20 . 0 . . 0 0 . 0 0:
Old : 33: 20 20 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 75.6 72.4 89.9 51.4 63.8 63.3 73.7
Old : 53.1 75.6 72.4 89.9 51.4 63.8 63.3 73.7
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,988: 5,296 5,017 131 604 229 546 0 87 166 774 0: 533 277
Old : 6,988: 5,296 5,017 131 604 229 546 0 87 166 774 0: 533 277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 150: 150 150 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 71.8 1.9 8.6 3.3 7.8 0.0 1.2 2.4 11.1 0.0: 7.6 4.0
Old : 100.0: 75.8 71.8 1.9 8.6 3.3 7.8 0.0 1.2 2.4 11.1 0.0: 7.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 17 . . . . 0 . . . 0:
Old : 27: 17 17 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 58.4 63.4 75.7 35.1 52.7 49.8 63.0
Old : 41.9 58.4 63.4 75.7 35.1 52.7 49.8 63.0
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 7,304: 4,980 3,870 0 2,510 90 1,400 0 0 150 0 0: 684 834
Old : 7,304: 4,980 3,870 0 2,510 90 1,400 0 0 150 0 0: 684 834
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 130: 100 50 0 20 30 0 0 0 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 53.0 0.0 34.4 1.2 19.2 0.0 0.0 2.1 0.0 0.0: 9.4 11.4
Old : 100.0: 68.2 53.0 0.0 34.4 1.2 19.2 0.0 0.0 2.1 0.0 0.0: 9.4 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 12 0 . . . 0 0 . 0 0:
Old : 22: 11 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 : 49.7 58.2 75.0 81.1 42.7 47.0 55.0 55.0
Old : 49.7 58.2 75.0 81.1 42.7 47.0 55.0 55.0
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,780: 12,705 8,030 0 5,895 375 275 0 25 480 0 375: 545 80
Old : 14,780: 12,705 8,030 0 5,895 375 275 0 25 480 0 375: 545 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 0: -50 0 0 0 0 0 0 0 0 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 54.3 0.0 39.9 2.5 1.9 0.0 0.2 3.2 0.0 2.5: 3.7 0.5
Old : 100.0: 86.0 54.3 0.0 39.9 2.5 1.9 0.0 0.2 3.2 0.0 2.5: 3.7 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 : 21: 9 11 0 . . . 0 . . 0 .:
Old : 21: 9 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 : 76.5 64.5 92.2 82.4 70.6 62.2 81.9 78.8
Old : 76.5 64.5 92.2 82.4 70.6 62.2 81.9 78.8
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,821: 32,391 35,831 5,410 1,325 1,690 0 0 0 0 925 50: 280 0
Old : 39,821: 32,391 35,831 5,410 1,325 1,690 0 0 0 0 925 50: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 1,310: 1,465 1,165 -300 0 145 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 90.0 13.6 3.3 4.2 0.0 0.0 0.0 0.0 2.3 0.1: 0.7 0.0
Old : 100.0: 81.3 90.0 13.6 3.3 4.2 0.0 0.0 0.0 0.0 2.3 0.1: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 23 . . . 0 0 0 0 . .:
Old : 33: 20 23 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 71.6 75.6 84.1 49.3 66.8 67.9 73.2
Old : 50.2 71.6 75.6 84.1 49.3 66.8 67.9 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,111: 19,896 20,686 3,160 3,180 2,050 0 0 0 750 100 75: 180 20
Old : 26,111: 19,896 20,686 3,160 3,180 2,050 0 0 0 750 100 75: 180 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 10: -275 50 60 35 0 0 0 0 150 -150 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 79.2 12.1 12.2 7.9 0.0 0.0 0.0 2.9 0.4 0.3: 0.7 0.1
Old : 100.0: 76.2 79.2 12.1 12.2 7.9 0.0 0.0 0.0 2.9 0.4 0.3: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 24 20 . . . 0 0 0 . . .:
Old : 32: 24 20 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 67.0 74.2 86.9 51.7 57.6 66.4 71.2
Old : 56.6 67.0 74.2 86.9 51.7 57.6 66.4 71.2
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 20,888: 15,298 16,254 2,663 1,442 1,622 549 0 0 166 1,000 147: 443 423
Old : 20,888: 15,298 16,254 2,663 1,442 1,622 549 0 0 166 1,000 147: 443 423
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -195: -238 294 1 -489 0 0 0 0 -21 -63 63: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 77.8 12.7 6.9 7.8 2.6 0.0 0.0 0.8 4.8 0.7: 2.1 2.0
Old : 100.0: 73.2 77.8 12.7 6.9 7.8 2.6 0.0 0.0 0.8 4.8 0.7: 2.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 16 20 . . . . 0 0 . . .:
Old : 33: 16 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 : 45.1 47.7 70.9 70.4 37.3 38.5 57.8 57.6
Old : 45.1 47.7 70.9 70.4 37.3 38.5 57.8 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 59,687: 53,975 48,000 2,256 4,504 2,101 0 222 0 770 4,112 570: 15 178
Old : 59,687: 53,975 48,000 2,256 4,504 2,101 0 222 0 770 4,112 570: 15 178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 47: 47 -1 0 4 0 0 0 0 0 44 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 80.4 3.8 7.5 3.5 0.0 0.4 0.0 1.3 6.9 1.0: 0.0 0.3
Old : 100.0: 90.4 80.4 3.8 7.5 3.5 0.0 0.4 0.0 1.3 6.9 1.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 23 . . . 0 . 0 . . .:
Old : 40: 25 23 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 51.1 72.5 77.5 47.9 50.3 66.3 70.9
Old : 48.7 51.1 72.5 77.5 47.9 50.3 66.3 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,536: 68,782 52,882 2,603 3,319 2,595 122 2,779 374 1,331 13,784 1,715: 14 88
Old : 77,536: 68,782 52,882 2,603 3,319 2,595 122 2,779 374 1,331 13,784 1,715: 14 88
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 438: 523 -151 -783 411 427 100 -293 0 200 49 -20: -9 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 68.2 3.4 4.3 3.3 0.2 3.6 0.5 1.7 17.8 2.2: 0.0 0.1
Old : 100.0: 88.7 68.2 3.4 4.3 3.3 0.2 3.6 0.5 1.7 17.8 2.2: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 29 30 . . . . . . 7 . 5:
Old : 54: 29 30 . . . . . . 7 . 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 : 44.6 46.8 64.0 69.2 39.6 45.4 55.6 62.7
Old : 44.6 46.8 64.0 69.2 39.6 45.4 55.6 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,455: 37,115 43,695 9,120 3,570 1,190 0 0 0 925 0 0: 105 0
Old : 48,455: 37,115 43,695 9,120 3,570 1,190 0 0 0 925 0 0: 105 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 955: 795 1,255 0 -300 0 0 0 0 60 0 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 90.2 18.8 7.4 2.5 0.0 0.0 0.0 1.9 0.0 0.0: 0.2 0.0
Old : 100.0: 76.6 90.2 18.8 7.4 2.5 0.0 0.0 0.0 1.9 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 24 10 . . . 0 0 0 . 0 0:
Old : 29: 24 10 . . . 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 : 50.4 95.0 72.3 99.6 48.1 93.5 67.2 93.5
Old : 50.4 95.0 72.3 99.6 48.1 93.5 67.2 93.5
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 52,985: 39,495 43,210 9,845 5,740 1,935 0 0 0 1,580 2,100 0: 130 0
Old : 52,985: 39,495 43,210 9,845 5,740 1,935 0 0 0 1,580 2,100 0: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 730: 535 1,430 0 -700 0 0 0 0 70 0 0: 125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 81.6 18.6 10.8 3.7 0.0 0.0 0.0 3.0 4.0 0.0: 0.2 0.0
Old : 100.0: 74.5 81.6 18.6 10.8 3.7 0.0 0.0 0.0 3.0 4.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 23 11 . . . 0 0 0 . . 0:
Old : 30: 23 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 : 44.9 93.7 68.7 98.2 42.9 90.9 66.0 93.5
Old : 44.9 93.7 68.7 98.2 42.9 90.9 66.0 93.5
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 300,117: 224,228 267,181 21,553 9,487 17,418 0 816 0 35,367 3,664 1,551: 0 0
Old : 300,117: 224,228 267,181 21,553 9,487 17,418 0 816 0 35,367 3,664 1,551: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -327: -1,485 -702 1,158 375 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 89.0 7.2 3.2 5.8 0.0 0.3 0.0 11.8 1.2 0.5: 0.0 0.0
Old : 100.0: 74.7 89.0 7.2 3.2 5.8 0.0 0.3 0.0 11.8 1.2 0.5: 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: 19 25 . . . 0 . 0 . . .:
Old : 36: 19 25 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 57.2 72.9 73.3 47.9 56.8 65.0 70.7
Old : 52.2 57.2 72.9 73.3 47.9 56.8 65.0 70.7
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,299: 17,251 21,234 869 423 1,155 78 1,178 939 4,496 600 664: 847 105
Old : 26,299: 17,251 21,234 869 423 1,155 78 1,178 939 4,496 600 664: 847 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -357: -262 -299 -234 -23 108 0 -79 13 94 0 -77: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 80.7 3.3 1.6 4.4 0.3 4.5 3.6 17.1 2.3 2.5: 3.2 0.4
Old : 100.0: 65.6 80.7 3.3 1.6 4.4 0.3 4.5 3.6 17.1 2.3 2.5: 3.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 23 30 . . . . . . 4 . 4:
Old : 44: 23 30 . . . . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 45.7 68.8 59.5 48.1 43.6 58.2 56.6
Old : 50.8 45.7 68.8 59.5 48.1 43.6 58.2 56.6
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,939: 30,768 42,577 11,328 0 0 257 0 0 586 362 0: 0 0
Old : 42,939: 30,768 42,577 11,328 0 0 257 0 0 586 362 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 1,252: 844 1,252 408 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 99.2 26.4 0.0 0.0 0.6 0.0 0.0 1.4 0.8 0.0: 0.0 0.0
Old : 100.0: 71.7 99.2 26.4 0.0 0.0 0.6 0.0 0.0 1.4 0.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 14 . 0 0 . 0 0 . . 0:
Old : 28: 16 14 . 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 : 76.3 85.3 94.3 96.8 72.8 77.8 82.0 83.8
Old : 76.3 85.3 94.3 96.8 72.8 77.8 82.0 83.8
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 311,522: 254,791 216,685 13,595 43,017 32,612 7,008 15,692 3,108 0 408 0: 408 0
Old : 311,522: 254,791 216,685 13,595 43,017 32,612 7,008 15,692 3,108 0 408 0: 408 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 4,341: -729 3,564 1,554 777 0 0 -3,108 3,108 0 0 0: 408 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 69.6 4.4 13.8 10.5 2.2 5.0 1.0 0.0 0.1 0.0: 0.1 0.0
Old : 100.0: 81.8 69.6 4.4 13.8 10.5 2.2 5.0 1.0 0.0 0.1 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 : 29: 13 16 . . . . . . 0 . 0:
Old : 29: 13 16 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 62.1 90.8 82.9 67.1 53.8 75.5 69.1
Old : 72.8 62.1 90.8 82.9 67.1 53.8 75.5 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 20,641: 15,533 15,337 879 404 1,984 783 0 1,039 0 732 0: 423 1,145
Old : 20,641: 15,533 15,337 879 404 1,984 783 0 1,039 0 732 0: 423 1,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -23: 19 -831 -42 0 0 0 0 0 0 0 0: 0 808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 74.3 4.3 2.0 9.6 3.8 0.0 5.0 0.0 3.5 0.0: 2.0 5.5
Old : 100.0: 75.3 74.3 4.3 2.0 9.6 3.8 0.0 5.0 0.0 3.5 0.0: 2.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 15 . . . . 0 . 0 . 0:
Old : 26: 18 15 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 61.6 79.1 79.5 50.7 52.5 59.5 60.5
Old : 62.2 61.6 79.1 79.5 50.7 52.5 59.5 60.5
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,298: 4,404 7,170 3,649 1,645 0 143 0 21 256 0 0: 825 462
Old : 9,298: 4,404 7,170 3,649 1,645 0 143 0 21 256 0 0: 825 462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 88: -58 66 0 0 0 0 0 0 0 0 0: 146 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 77.1 39.2 17.7 0.0 1.5 0.0 0.2 2.8 0.0 0.0: 8.9 5.0
Old : 100.0: 47.4 77.1 39.2 17.7 0.0 1.5 0.0 0.2 2.8 0.0 0.0: 8.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 . . 0 . 0 . . 0 0:
Old : 20: 11 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 : 59.5 71.4 80.0 94.1 59.5 69.1 78.7 86.7
Old : 59.5 71.4 80.0 94.1 59.5 69.1 78.7 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,259: 5,646 8,467 3,656 1,084 145 529 82 0 0 282 290: 993 909
Old : 11,259: 5,646 8,467 3,656 1,084 145 529 82 0 0 282 290: 993 909
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 255: 233 234 -21 0 21 0 0 0 0 0 0: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 75.2 32.5 9.6 1.3 4.7 0.7 0.0 0.0 2.5 2.6: 8.8 8.1
Old : 100.0: 50.1 75.2 32.5 9.6 1.3 4.7 0.7 0.0 0.0 2.5 2.6: 8.8 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 17 . . . . . 0 0 . .:
Old : 25: 13 17 . . . . . 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 56.5 77.2 77.3 55.3 51.8 66.0 68.4
Old : 57.7 56.5 77.2 77.3 55.3 51.8 66.0 68.4
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,908: 67,453 70,564 11,024 11,361 1,575 408 0 0 2,632 0 408: 408 0
Old : 83,908: 67,453 70,564 11,024 11,361 1,575 408 0 0 2,632 0 408: 408 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 0: -408 0 0 0 0 0 0 0 0 0 0: 408 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 84.1 13.1 13.5 1.9 0.5 0.0 0.0 3.1 0.0 0.5: 0.5 0.0
Old : 100.0: 80.4 84.1 13.1 13.5 1.9 0.5 0.0 0.0 3.1 0.0 0.5: 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 : 26: 12 11 . . . . 0 0 . 0 .:
Old : 26: 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 : 63.9 69.5 87.3 92.4 62.1 69.5 82.5 90.6
Old : 63.9 69.5 87.3 92.4 62.1 69.5 82.5 90.6
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,566: 10,260 10,153 3,088 1,871 192 0 761 0 481 1,042 191: 354 356
Old : 14,566: 10,260 10,153 3,088 1,871 192 0 761 0 481 1,042 191: 354 356
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 215: 173 198 149 0 -46 0 0 0 -103 0 0: 42 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 69.7 21.2 12.8 1.3 0.0 5.2 0.0 3.3 7.2 1.3: 2.4 2.4
Old : 100.0: 70.4 69.7 21.2 12.8 1.3 0.0 5.2 0.0 3.3 7.2 1.3: 2.4 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 : 30: 18 20 . . . 0 . 0 . . .:
Old : 30: 18 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 : 57.0 31.9 78.3 53.9 48.9 30.4 64.0 49.7
Old : 57.0 31.9 78.3 53.9 48.9 30.4 64.0 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 153,072: 114,160 84,832 24,557 45,799 11,907 0 7,382 408 2,040 1,520 0: 0 1,224
Old : 153,072: 114,160 84,832 24,557 45,799 11,907 0 7,382 408 2,040 1,520 0: 0 1,224
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -434: -434 768 -1,135 0 1,135 0 0 0 2,040 -1,521 -2,040: 0 1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 55.4 16.0 29.9 7.8 0.0 4.8 0.3 1.3 1.0 0.0: 0.0 0.8
Old : 100.0: 74.6 55.4 16.0 29.9 7.8 0.0 4.8 0.3 1.3 1.0 0.0: 0.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 13 . . . 0 . . . . 0:
Old : 29: 18 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 : 58.4 56.5 77.4 78.7 44.7 50.4 62.9 62.2
Old : 58.4 56.5 77.4 78.7 44.7 50.4 62.9 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :MW :
: : Positions :
All : 5,770: 5,020 4,385 50 850 75 0 50 0 0 120 190: 435 100
Old : 5,770: 5,020 4,385 50 850 75 0 50 0 0 120 190: 435 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 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: 87.0 76.0 0.9 14.7 1.3 0.0 0.9 0.0 0.0 2.1 3.3: 7.5 1.7
Old : 100.0: 87.0 76.0 0.9 14.7 1.3 0.0 0.9 0.0 0.0 2.1 3.3: 7.5 1.7
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 : 20: 10 11 . . . 0 . 0 0 . .:
Old : 20: 10 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 : 64.8 54.9 87.2 83.0 47.3 50.1 66.7 69.6
Old : 64.8 54.9 87.2 83.0 47.3 50.1 66.7 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,200: 6,175 7,615 1,915 0 0 0 250 50 0 280 0: 60 5
Old : 8,200: 6,175 7,615 1,915 0 0 0 250 50 0 280 0: 60 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 92.9 23.4 0.0 0.0 0.0 3.0 0.6 0.0 3.4 0.0: 0.7 0.1
Old : 100.0: 75.3 92.9 23.4 0.0 0.0 0.0 3.0 0.6 0.0 3.4 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . 0 0 0 . . 0 . 0:
Old : 23: 12 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 : 67.1 80.4 89.5 92.6 60.2 70.6 76.9 78.9
Old : 67.1 80.4 89.5 92.6 60.2 70.6 76.9 78.9
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,688: 16,105 15,348 666 2,646 3,239 0 157 1,992 1,686 306 0: 0 0
Old : 23,688: 16,105 15,348 666 2,646 3,239 0 157 1,992 1,686 306 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -992: -344 -735 -21 577 -600 0 0 0 -27 -234 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 64.8 2.8 11.2 13.7 0.0 0.7 8.4 7.1 1.3 0.0: 0.0 0.0
Old : 100.0: 68.0 64.8 2.8 11.2 13.7 0.0 0.7 8.4 7.1 1.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 12 . . . 0 . . . . 0:
Old : 23: 16 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 : 52.7 60.5 82.9 84.9 46.2 46.1 62.6 62.5
Old : 52.7 60.5 82.9 84.9 46.2 46.1 62.6 62.5
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,180: 13,960 7,595 470 5,850 50 0 1,680 0 300 0 0: 400 5
Old : 15,180: 13,960 7,595 470 5,850 50 0 1,680 0 300 0 0: 400 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 725: 720 0 0 725 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 50.0 3.1 38.5 0.3 0.0 11.1 0.0 2.0 0.0 0.0: 2.6 0.0
Old : 100.0: 92.0 50.0 3.1 38.5 0.3 0.0 11.1 0.0 2.0 0.0 0.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 12 . . . 0 . 0 . 0 0:
Old : 21: 12 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 : 78.2 77.9 88.5 96.1 65.0 74.1 74.4 83.6
Old : 78.2 77.9 88.5 96.1 65.0 74.1 74.4 83.6
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,170: 13,935 7,535 520 5,895 0 0 1,630 0 155 0 105: 455 5
Old : 15,170: 13,935 7,535 520 5,895 0 0 1,630 0 155 0 105: 455 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 720: 720 0 0 720 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 49.7 3.4 38.9 0.0 0.0 10.7 0.0 1.0 0.0 0.7: 3.0 0.0
Old : 100.0: 91.9 49.7 3.4 38.9 0.0 0.0 10.7 0.0 1.0 0.0 0.7: 3.0 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: 12 12 . . 0 0 . 0 . 0 .:
Old : 21: 12 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 : 76.4 75.6 88.0 94.8 64.8 74.6 75.9 84.2
Old : 76.4 75.6 88.0 94.8 64.8 74.6 75.9 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 373,865: 248,933 129,184 5,163 75,952 58,104 0 35,372 5,428 168 13,014 55,794: 275 1,016
Old : 373,865: 248,933 129,184 5,163 75,952 58,104 0 35,372 5,428 168 13,014 55,794: 275 1,016
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -885: 8,173 -1,833 -5,832 18,585 -1,277 0 -2,036 -1,552 0 -12,375 -397: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 34.6 1.4 20.3 15.5 0.0 9.5 1.5 0.0 3.5 14.9: 0.1 0.3
Old : 100.0: 66.6 34.6 1.4 20.3 15.5 0.0 9.5 1.5 0.0 3.5 14.9: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 10 . . . 0 . . . . .:
Old : 24: 12 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 56.5 92.3 87.3 39.0 35.4 42.4 42.0
Old : 70.3 56.5 92.3 87.3 39.0 35.4 42.4 42.0
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,310: 11,785 6,300 1,210 7,310 700 0 0 0 180 0 0: 435 0
Old : 14,310: 11,785 6,300 1,210 7,310 700 0 0 0 180 0 0: 435 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 0: -25 0 0 0 0 0 0 0 0 0 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 44.0 8.5 51.1 4.9 0.0 0.0 0.0 1.3 0.0 0.0: 3.0 0.0
Old : 100.0: 82.4 44.0 8.5 51.1 4.9 0.0 0.0 0.0 1.3 0.0 0.0: 3.0 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: 11 10 . . . 0 0 0 . 0 0:
Old : 21: 11 10 . . . 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 : 68.6 80.4 90.5 95.2 62.9 80.4 81.1 89.4
Old : 68.6 80.4 90.5 95.2 62.9 80.4 81.1 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,115: 11,570 14,390 6,565 4,115 2,335 325 225 0 100 0 50: 170 0
Old : 21,115: 11,570 14,390 6,565 4,115 2,335 325 225 0 100 0 50: 170 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 1,750: 375 1,025 1,045 400 325 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 68.2 31.1 19.5 11.1 1.5 1.1 0.0 0.5 0.0 0.2: 0.8 0.0
Old : 100.0: 54.8 68.2 31.1 19.5 11.1 1.5 1.1 0.0 0.5 0.0 0.2: 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 : 31: 17 13 . . 4 . . 0 . 0 .:
Old : 31: 17 13 . . 4 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 71.6 87.1 91.1 53.1 60.1 61.6 66.1
Old : 73.6 71.6 87.1 91.1 53.1 60.1 61.6 66.1
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,441: 8,605 8,996 3,000 3,065 2,155 325 175 0 50 0 50: 256 0
Old : 14,441: 8,605 8,996 3,000 3,065 2,155 325 175 0 50 0 50: 256 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 1,250: 75 525 850 400 325 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 62.3 20.8 21.2 14.9 2.3 1.2 0.0 0.3 0.0 0.3: 1.8 0.0
Old : 100.0: 59.6 62.3 20.8 21.2 14.9 2.3 1.2 0.0 0.3 0.0 0.3: 1.8 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 : 26: 16 11 . . . . . 0 . 0 .:
Old : 26: 16 11 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 75.8 85.6 91.3 47.1 49.4 56.2 59.1
Old : 71.4 75.8 85.6 91.3 47.1 49.4 56.2 59.1
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 15,240 23,515 8,475 0 360 0 580 0 50 0 0: 390 60
Old : 24,515: 15,240 23,515 8,475 0 360 0 580 0 50 0 0: 390 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 475: 535 475 -60 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 95.9 34.6 0.0 1.5 0.0 2.4 0.0 0.2 0.0 0.0: 1.6 0.2
Old : 100.0: 62.2 95.9 34.6 0.0 1.5 0.0 2.4 0.0 0.2 0.0 0.0: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 11 4 0 . 0 . 0 . 0 0:
Old : 28: 15 11 4 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 87.2 88.0 94.2 68.9 84.1 84.6 89.9
Old : 70.0 87.2 88.0 94.2 68.9 84.1 84.6 89.9
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,890: 13,085 11,525 95 1,075 4,470 0 435 0 0 310 10: 230 65
Old : 17,890: 13,085 11,525 95 1,075 4,470 0 435 0 0 310 10: 230 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 680: 385 -635 -1,350 -300 1,575 0 0 0 0 0 0: 70 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 64.4 0.5 6.0 25.0 0.0 2.4 0.0 0.0 1.7 0.1: 1.3 0.4
Old : 100.0: 73.1 64.4 0.5 6.0 25.0 0.0 2.4 0.0 0.0 1.7 0.1: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 9 . . . 0 . 0 0 . .:
Old : 22: 12 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 : 65.6 67.5 89.0 92.2 35.1 47.6 49.6 53.1
Old : 65.6 67.5 89.0 92.2 35.1 47.6 49.6 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,225: 14,125 12,400 340 2,100 4,255 0 435 0 310 0 20: 175 15
Old : 19,225: 14,125 12,400 340 2,100 4,255 0 435 0 310 0 20: 175 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 1,030: 960 -235 -1,425 -225 1,500 0 0 0 -5 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 64.5 1.8 10.9 22.1 0.0 2.3 0.0 1.6 0.0 0.1: 0.9 0.1
Old : 100.0: 73.5 64.5 1.8 10.9 22.1 0.0 2.3 0.0 1.6 0.0 0.1: 0.9 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 : 24: 13 9 . . . 0 . 0 . 0 .:
Old : 24: 13 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 : 61.9 82.6 85.9 95.9 39.0 54.5 54.7 60.1
Old : 61.9 82.6 85.9 95.9 39.0 54.5 54.7 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,758: 97,258 92,005 4,805 9,352 12,485 1,625 575 30 400 1,690 75: 80 546
Old : 116,758: 97,258 92,005 4,805 9,352 12,485 1,625 575 30 400 1,690 75: 80 546
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -682: -1,937 -237 1,050 -1,385 840 -670 0 0 0 100 0: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 78.8 4.1 8.0 10.7 1.4 0.5 0.0 0.3 1.4 0.1: 0.1 0.5
Old : 100.0: 83.3 78.8 4.1 8.0 10.7 1.4 0.5 0.0 0.3 1.4 0.1: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 32 27 4 . 5 . . . . . .:
Old : 51: 32 27 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 : 45.3 63.1 67.3 85.6 43.6 53.3 56.5 66.2
Old : 45.3 63.1 67.3 85.6 43.6 53.3 56.5 66.2
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 137,996: 111,829 105,700 7,115 8,677 15,393 2,834 3,975 280 200 3,160 260: 85 551
Old : 137,996: 111,829 105,700 7,115 8,677 15,393 2,834 3,975 280 200 3,160 260: 85 551
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 1,239: -340 -56 350 -110 1,620 -581 -355 105 0 45 0: 85 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 76.6 5.2 6.3 11.2 2.1 2.9 0.2 0.1 2.3 0.2: 0.1 0.4
Old : 100.0: 81.0 76.6 5.2 6.3 11.2 2.1 2.9 0.2 0.1 2.3 0.2: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 39 33 4 . 4 . . . . 6 4:
Old : 59: 39 33 4 . 4 . . . . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 61.7 61.7 80.1 38.4 53.0 50.8 63.8
Old : 41.4 61.7 61.7 80.1 38.4 53.0 50.8 63.8
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 186,973: 138,010 140,426 15,821 2,331 12,132 6,056 4,405 6,320 6,251 19,210 2,109: 274 40
Old : 186,973: 138,010 140,426 15,821 2,331 12,132 6,056 4,405 6,320 6,251 19,210 2,109: 274 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -3,266: -1,985 -1,058 -688 -2,265 -141 -53 -463 98 -933 368 195: 241 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 75.1 8.5 1.2 6.5 3.2 2.4 3.4 3.3 10.3 1.1: 0.1 0.0
Old : 100.0: 73.8 75.1 8.5 1.2 6.5 3.2 2.4 3.4 3.3 10.3 1.1: 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 : 77: 41 44 4 . 4 . 4 . 7 9 10:
Old : 77: 41 44 4 . 4 . 4 . 7 9 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 : 38.5 57.6 55.8 70.1 36.9 50.5 51.9 56.6
Old : 38.5 57.6 55.8 70.1 36.9 50.5 51.9 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,578: 105,648 98,708 5,477 12,567 3,046 5,057 689 1,799 1,106 5,512 252: 193 5
Old : 122,578: 105,648 98,708 5,477 12,567 3,046 5,057 689 1,799 1,106 5,512 252: 193 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 753: 615 -505 5 55 -122 120 -100 0 0 1,425 0: 135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 80.5 4.5 10.3 2.5 4.1 0.6 1.5 0.9 4.5 0.2: 0.2 0.0
Old : 100.0: 86.2 80.5 4.5 10.3 2.5 4.1 0.6 1.5 0.9 4.5 0.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 37 30 . . 4 . . . . 5 .:
Old : 53: 37 30 . . 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 : 37.7 62.5 57.7 77.8 35.5 53.3 50.5 64.3
Old : 37.7 62.5 57.7 77.8 35.5 53.3 50.5 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,580: 31,550 28,965 1,390 4,615 2,685 565 1,150 0 1,280 50 80: 30 35
Old : 37,580: 31,550 28,965 1,390 4,615 2,685 565 1,150 0 1,280 50 80: 30 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -205: -105 50 -450 -640 350 0 0 0 0 0 0: 0 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 77.1 3.7 12.3 7.1 1.5 3.1 0.0 3.4 0.1 0.2: 0.1 0.1
Old : 100.0: 84.0 77.1 3.7 12.3 7.1 1.5 3.1 0.0 3.4 0.1 0.2: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 12 . . . . . 0 . . .:
Old : 31: 20 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 : 57.9 85.2 76.8 94.9 54.1 77.0 69.0 83.0
Old : 57.9 85.2 76.8 94.9 54.1 77.0 69.0 83.0
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,415: 27,190 28,655 990 160 3,265 0 295 30 875 0 0: 65 10
Old : 32,415: 27,190 28,655 990 160 3,265 0 295 30 875 0 0: 65 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -310: 0 -1,010 -940 160 530 0 0 0 100 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 88.4 3.1 0.5 10.1 0.0 0.9 0.1 2.7 0.0 0.0: 0.2 0.0
Old : 100.0: 83.9 88.4 3.1 0.5 10.1 0.0 0.9 0.1 2.7 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 12 . . . 0 . . . 0 0:
Old : 28: 19 12 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 89.4 80.8 97.6 59.6 80.2 73.4 83.0
Old : 60.2 89.4 80.8 97.6 59.6 80.2 73.4 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 mwh :
: : Positions :
All : 31,376: 26,662 23,561 0 4,235 3,125 1,050 200 250 100 0 0: 189 5
Old : 31,376: 26,662 23,561 0 4,235 3,125 1,050 200 250 100 0 0: 189 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 310: 100 360 0 -210 160 0 0 0 0 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 75.1 0.0 13.5 10.0 3.3 0.6 0.8 0.3 0.0 0.0: 0.6 0.0
Old : 100.0: 85.0 75.1 0.0 13.5 10.0 3.3 0.6 0.8 0.3 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 26 0 . . . . . . 0 0:
Old : 39: 25 26 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 44.9 68.1 68.2 39.5 37.5 56.3 55.2
Old : 45.7 44.9 68.1 68.2 39.5 37.5 56.3 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 Mwh :
: : Positions :
All : 21,726: 15,221 18,186 2,265 1,580 1,840 900 0 0 1,500 0 0: 0 120
Old : 21,726: 15,221 18,186 2,265 1,580 1,840 900 0 0 1,500 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 835: -890 835 300 0 0 0 0 0 1,425 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 83.7 10.4 7.3 8.5 4.1 0.0 0.0 6.9 0.0 0.0: 0.0 0.6
Old : 100.0: 70.1 83.7 10.4 7.3 8.5 4.1 0.0 0.0 6.9 0.0 0.0: 0.0 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 : 28: 18 16 . . . . 0 0 . 0 0:
Old : 28: 18 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 : 41.5 54.1 62.3 83.6 36.8 45.1 52.5 64.3
Old : 41.5 54.1 62.3 83.6 36.8 45.1 52.5 64.3
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 231,900: 139,836 122,696 0 32,014 64,486 15,811 0 11,707 0 938 60: 0 0
Old : 231,900: 139,836 122,696 0 32,014 64,486 15,811 0 11,707 0 938 60: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -11,270: -19,335 3,207 0 -29,060 9,519 -5,488 0 4,163 -91 938 -36: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 52.9 0.0 13.8 27.8 6.8 0.0 5.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 60.3 52.9 0.0 13.8 27.8 6.8 0.0 5.0 0.0 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 16 0 . . . 0 . 0 . .:
Old : 28: 17 16 0 . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 77.5 88.2 92.6 28.2 33.8 34.2 36.3
Old : 59.1 77.5 88.2 92.6 28.2 33.8 34.2 36.3
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,112: 20,542 25,647 5,000 300 0 0 0 0 0 0 0: 1,570 1,165
Old : 27,112: 20,542 25,647 5,000 300 0 0 0 0 0 0 0: 1,570 1,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 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 94.6 18.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.8 4.3
Old : 100.0: 75.8 94.6 18.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 14 . . 0 0 0 0 0 0 0:
Old : 20: 11 14 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 63.5 90.0 84.1 72.3 61.0 83.3 77.2
Old : 74.3 63.5 90.0 84.1 72.3 61.0 83.3 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,241: 18,117 19,367 4,692 4,515 2,294 95 1,325 0 2,361 216 331: 351 193
Old : 28,241: 18,117 19,367 4,692 4,515 2,294 95 1,325 0 2,361 216 331: 351 193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -45: 133 -119 -212 -40 52 0 -65 0 -25 0 7: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 68.6 16.6 16.0 8.1 0.3 4.7 0.0 8.4 0.8 1.2: 1.2 0.7
Old : 100.0: 64.2 68.6 16.6 16.0 8.1 0.3 4.7 0.0 8.4 0.8 1.2: 1.2 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 : 37: 20 18 . . . . . 0 4 . .:
Old : 37: 20 18 . . . . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 51.5 70.5 74.7 39.5 44.4 59.8 65.5
Old : 43.2 51.5 70.5 74.7 39.5 44.4 59.8 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,315: 14,667 15,495 3,108 3,310 690 410 0 0 931 0 309: 200 511
Old : 20,315: 14,667 15,495 3,108 3,310 690 410 0 0 931 0 309: 200 511
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -9: 75 75 120 0 -204 0 0 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 76.3 15.3 16.3 3.4 2.0 0.0 0.0 4.6 0.0 1.5: 1.0 2.5
Old : 100.0: 72.2 76.3 15.3 16.3 3.4 2.0 0.0 0.0 4.6 0.0 1.5: 1.0 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 : 30: 16 17 . . . . 0 0 . 0 .:
Old : 30: 16 17 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 51.3 71.7 74.9 46.1 51.3 63.2 71.6
Old : 49.6 51.3 71.7 74.9 46.1 51.3 63.2 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,196: 31,306 16,537 1,968 14,493 868 30 4,353 75 2,868 1,215 655: 426 0
Old : 38,196: 31,306 16,537 1,968 14,493 868 30 4,353 75 2,868 1,215 655: 426 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -60: -255 8 -73 -287 -2 30 -25 25 10 246 -10: 215 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 43.3 5.2 37.9 2.3 0.1 11.4 0.2 7.5 3.2 1.7: 1.1 0.0
Old : 100.0: 82.0 43.3 5.2 37.9 2.3 0.1 11.4 0.2 7.5 3.2 1.7: 1.1 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 : 42: 24 21 . . . . . . . . 4:
Old : 42: 24 21 . . . . . . . . 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 : 49.2 51.4 65.5 78.2 47.7 49.3 61.4 73.6
Old : 49.2 51.4 65.5 78.2 47.7 49.3 61.4 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,993: 17,969 12,987 105 5,368 2,221 25 0 75 91 250 92: 415 0
Old : 20,993: 17,969 12,987 105 5,368 2,221 25 0 75 91 250 92: 415 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 245: 40 200 0 45 0 0 0 0 0 0 0: 205 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 61.9 0.5 25.6 10.6 0.1 0.0 0.4 0.4 1.2 0.4: 2.0 0.0
Old : 100.0: 85.6 61.9 0.5 25.6 10.6 0.1 0.0 0.4 0.4 1.2 0.4: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 19 . 4 . . 0 . . . .:
Old : 34: 23 19 . 4 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 55.5 72.0 78.1 45.4 47.1 58.0 68.6
Old : 50.6 55.5 72.0 78.1 45.4 47.1 58.0 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,775: 15,136 18,771 5,948 683 2,219 100 370 0 60 1,502 85: 227 145
Old : 23,775: 15,136 18,771 5,948 683 2,219 100 370 0 60 1,502 85: 227 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -20: 0 -170 -22 8 2 0 0 0 0 -5 0: 0 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 79.0 25.0 2.9 9.3 0.4 1.6 0.0 0.3 6.3 0.4: 1.0 0.6
Old : 100.0: 63.7 79.0 25.0 2.9 9.3 0.4 1.6 0.0 0.3 6.3 0.4: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 15 4 . . . . 0 . . .:
Old : 29: 16 15 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 : 56.0 63.6 82.6 82.3 55.7 57.8 76.2 74.7
Old : 56.0 63.6 82.6 82.3 55.7 57.8 76.2 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,713: 11,647 11,483 1,302 1,458 327 0 25 0 0 25 0: 437 395
Old : 13,713: 11,647 11,483 1,302 1,458 327 0 25 0 0 25 0: 437 395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -80: 16 -210 -96 0 0 0 0 0 0 0 0: 0 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 83.7 9.5 10.6 2.4 0.0 0.2 0.0 0.0 0.2 0.0: 3.2 2.9
Old : 100.0: 84.9 83.7 9.5 10.6 2.4 0.0 0.2 0.0 0.0 0.2 0.0: 3.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 10 . . 4 0 . 0 0 . 0:
Old : 25: 16 10 . . 4 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 : 61.8 78.5 83.6 92.5 61.8 77.1 81.3 90.0
Old : 61.8 78.5 83.6 92.5 61.8 77.1 81.3 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,565: 31,986 25,104 620 7,239 1,505 0 465 35 100 200 0: 319 17
Old : 34,565: 31,986 25,104 620 7,239 1,505 0 465 35 100 200 0: 319 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 55: -120 270 0 -390 175 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 72.6 1.8 20.9 4.4 0.0 1.3 0.1 0.3 0.6 0.0: 0.9 0.0
Old : 100.0: 92.5 72.6 1.8 20.9 4.4 0.0 1.3 0.1 0.3 0.6 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 24 . . . 0 . . . . 0:
Old : 38: 26 24 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 47.6 68.3 74.2 39.1 43.7 59.2 63.8
Old : 41.3 47.6 68.3 74.2 39.1 43.7 59.2 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,325: 14,374 13,191 1,020 2,520 1,460 0 0 0 407 50 54: 10 50
Old : 17,325: 14,374 13,191 1,020 2,520 1,460 0 0 0 407 50 54: 10 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -30: -40 235 10 -290 0 0 0 0 0 0 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 76.1 5.9 14.5 8.4 0.0 0.0 0.0 2.3 0.3 0.3: 0.1 0.3
Old : 100.0: 83.0 76.1 5.9 14.5 8.4 0.0 0.0 0.0 2.3 0.3 0.3: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 21 19 . . . 0 0 0 . . .:
Old : 28: 21 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 : 44.1 77.7 64.8 90.3 42.6 69.0 59.5 73.4
Old : 44.1 77.7 64.8 90.3 42.6 69.0 59.5 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,064: 9,839 8,284 485 2,734 2,025 0 0 0 689 0 21: 5 0
Old : 13,064: 9,839 8,284 485 2,734 2,025 0 0 0 689 0 21: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 110: 120 410 0 -300 0 0 0 0 -10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 63.4 3.7 20.9 15.5 0.0 0.0 0.0 5.3 0.0 0.2: 0.0 0.0
Old : 100.0: 75.3 63.4 3.7 20.9 15.5 0.0 0.0 0.0 5.3 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 18 . . . 0 0 0 . 0 .:
Old : 26: 19 18 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 69.3 69.9 88.7 39.4 46.5 56.1 61.4
Old : 46.3 69.3 69.9 88.7 39.4 46.5 56.1 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,246: 4,151 8,946 0 1,060 300 6,260 0 1,225 0 225 0: 1,310 1,490
Old : 13,246: 4,151 8,946 0 1,060 300 6,260 0 1,225 0 225 0: 1,310 1,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 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: 31.3 67.5 0.0 8.0 2.3 47.3 0.0 9.2 0.0 1.7 0.0: 9.9 11.2
Old : 100.0: 31.3 67.5 0.0 8.0 2.3 47.3 0.0 9.2 0.0 1.7 0.0: 9.9 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 12 0 . . . 0 . 0 . 0:
Old : 21: 8 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 : 80.4 45.8 89.2 71.9 57.9 31.3 58.1 47.8
Old : 80.4 45.8 89.2 71.9 57.9 31.3 58.1 47.8
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,844: 27,207 32,707 10,530 4,215 40 0 0 0 0 700 0: 3,067 3,182
Old : 40,844: 27,207 32,707 10,530 4,215 40 0 0 0 0 700 0: 3,067 3,182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 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: 66.6 80.1 25.8 10.3 0.1 0.0 0.0 0.0 0.0 1.7 0.0: 7.5 7.8
Old : 100.0: 66.6 80.1 25.8 10.3 0.1 0.0 0.0 0.0 0.0 1.7 0.0: 7.5 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 17 . . . 0 0 0 0 . 0:
Old : 25: 15 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 : 78.0 49.2 90.6 75.5 75.8 49.0 83.7 74.3
Old : 78.0 49.2 90.6 75.5 75.8 49.0 83.7 74.3
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,010: 24,193 28,463 9,440 4,375 0 0 0 0 0 700 0: 3,377 3,472
Old : 37,010: 24,193 28,463 9,440 4,375 0 0 0 0 0 700 0: 3,377 3,472
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 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: 65.4 76.9 25.5 11.8 0.0 0.0 0.0 0.0 0.0 1.9 0.0: 9.1 9.4
Old : 100.0: 65.4 76.9 25.5 11.8 0.0 0.0 0.0 0.0 0.0 1.9 0.0: 9.1 9.4
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: 12 17 . . 0 0 0 0 0 . 0:
Old : 24: 12 17 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 47.9 89.5 75.0 74.7 47.8 83.2 74.0
Old : 77.0 47.9 89.5 75.0 74.7 47.8 83.2 74.0
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,325: 33,850 5,155 0 6,485 580 0 14,510 0 0 8,120 105: 1,790 1,370
Old : 36,325: 33,850 5,155 0 6,485 580 0 14,510 0 0 8,120 105: 1,790 1,370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 120: 120 -180 0 300 -145 0 0 0 0 0 0: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 14.2 0.0 17.9 1.6 0.0 39.9 0.0 0.0 22.4 0.3: 4.9 3.8
Old : 100.0: 93.2 14.2 0.0 17.9 1.6 0.0 39.9 0.0 0.0 22.4 0.3: 4.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 10 0 . . 0 . 0 0 4 .:
Old : 26: 14 10 0 . . 0 . 0 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 79.0 87.0 88.9 69.1 77.6 82.7 84.0
Old : 73.4 79.0 87.0 88.9 69.1 77.6 82.7 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,125: 30,790 5,915 0 8,115 50 0 13,435 360 0 3,625 0: 1,925 1,625
Old : 33,125: 30,790 5,915 0 8,115 50 0 13,435 360 0 3,625 0: 1,925 1,625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 120: 120 -180 0 300 -145 0 0 0 0 0 0: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 17.9 0.0 24.5 0.2 0.0 40.6 1.1 0.0 10.9 0.0: 5.8 4.9
Old : 100.0: 93.0 17.9 0.0 24.5 0.2 0.0 40.6 1.1 0.0 10.9 0.0: 5.8 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 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 : 75.0 76.7 85.6 87.1 69.4 73.5 77.9 79.8
Old : 75.0 76.7 85.6 87.1 69.4 73.5 77.9 79.8
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,913: 18,046 16,580 70 1,451 6,030 1,095 225 105 1,750 2,785 150: 1,667 1,587
Old : 28,913: 18,046 16,580 70 1,451 6,030 1,095 225 105 1,750 2,785 150: 1,667 1,587
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 225: 225 0 0 225 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 57.3 0.2 5.0 20.9 3.8 0.8 0.4 6.1 9.6 0.5: 5.8 5.5
Old : 100.0: 62.4 57.3 0.2 5.0 20.9 3.8 0.8 0.4 6.1 9.6 0.5: 5.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 8 . . . . . . . . .:
Old : 25: 16 8 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 80.6 76.3 90.5 38.6 57.6 57.2 63.3
Old : 50.9 80.6 76.3 90.5 38.6 57.6 57.2 63.3
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,153: 15,225 13,503 70 1,988 5,045 1,210 225 100 1,950 2,910 0: 1,553 1,382
Old : 25,153: 15,225 13,503 70 1,988 5,045 1,210 225 100 1,950 2,910 0: 1,553 1,382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 225: 225 0 0 225 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 53.7 0.3 7.9 20.1 4.8 0.9 0.4 7.8 11.6 0.0: 6.2 5.5
Old : 100.0: 60.5 53.7 0.3 7.9 20.1 4.8 0.9 0.4 7.8 11.6 0.0: 6.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 8 . . . . . . . . 0:
Old : 23: 14 8 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 81.7 77.7 91.1 39.5 58.4 57.5 62.8
Old : 50.0 81.7 77.7 91.1 39.5 58.4 57.5 62.8
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,790: 23,900 27,675 20,195 90 1,950 0 16,225 0 200 425 0: 545 425
Old : 46,790: 23,900 27,675 20,195 90 1,950 0 16,225 0 200 425 0: 545 425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -30: -75 -75 0 0 0 0 0 0 0 0 0: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 59.1 43.2 0.2 4.2 0.0 34.7 0.0 0.4 0.9 0.0: 1.2 0.9
Old : 100.0: 51.1 59.1 43.2 0.2 4.2 0.0 34.7 0.0 0.4 0.9 0.0: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 10 . . . 0 . 0 . . 0:
Old : 27: 13 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 : 80.6 87.7 92.8 94.8 75.4 85.9 87.2 92.0
Old : 80.6 87.7 92.8 94.8 75.4 85.9 87.2 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,440: 20,825 22,165 17,085 0 1,795 0 15,450 0 0 400 0: 735 630
Old : 40,440: 20,825 22,165 17,085 0 1,795 0 15,450 0 0 400 0: 735 630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 175: -75 25 100 0 0 0 0 0 0 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 54.8 42.2 0.0 4.4 0.0 38.2 0.0 0.0 1.0 0.0: 1.8 1.6
Old : 100.0: 51.5 54.8 42.2 0.0 4.4 0.0 38.2 0.0 0.0 1.0 0.0: 1.8 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 : 23: 12 8 . 0 . 0 . 0 0 . 0:
Old : 23: 12 8 . 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 : 78.3 91.1 92.1 96.8 72.9 88.7 86.7 92.6
Old : 78.3 91.1 92.1 96.8 72.9 88.7 86.7 92.6
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,630: 27,865 20,830 125 6,430 365 0 1,335 125 1,200 595 280: 1,670 1,670
Old : 31,630: 27,865 20,830 125 6,430 365 0 1,335 125 1,200 595 280: 1,670 1,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -90: -390 10 0 -100 60 0 0 0 0 0 0: 240 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 65.9 0.4 20.3 1.2 0.0 4.2 0.4 3.8 1.9 0.9: 5.3 5.3
Old : 100.0: 88.1 65.9 0.4 20.3 1.2 0.0 4.2 0.4 3.8 1.9 0.9: 5.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 8 . . . 0 . . . . .:
Old : 29: 15 8 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 81.6 85.3 92.8 70.9 78.4 80.4 84.2
Old : 72.4 81.6 85.3 92.8 70.9 78.4 80.4 84.2
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,320: 27,660 20,305 150 7,215 315 0 1,545 115 1,255 0 645: 1,180 1,180
Old : 31,320: 27,660 20,305 150 7,215 315 0 1,545 115 1,255 0 645: 1,180 1,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -90: -390 10 0 -100 100 0 0 0 0 0 0: 200 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 64.8 0.5 23.0 1.0 0.0 4.9 0.4 4.0 0.0 2.1: 3.8 3.8
Old : 100.0: 88.3 64.8 0.5 23.0 1.0 0.0 4.9 0.4 4.0 0.0 2.1: 3.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 8 . . . 0 . . . 0 .:
Old : 28: 16 8 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 83.2 84.3 94.9 70.6 77.6 78.3 82.6
Old : 72.8 83.2 84.3 94.9 70.6 77.6 78.3 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,539: 22,460 16,289 25 10,021 3,649 5,050 650 425 690 1,270 355: 1,885 1,880
Old : 34,539: 22,460 16,289 25 10,021 3,649 5,050 650 425 690 1,270 355: 1,885 1,880
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 425: 0 -50 0 350 75 200 0 0 100 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 47.2 0.1 29.0 10.6 14.6 1.9 1.2 2.0 3.7 1.0: 5.5 5.4
Old : 100.0: 65.0 47.2 0.1 29.0 10.6 14.6 1.9 1.2 2.0 3.7 1.0: 5.5 5.4
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: 17 10 . . . . . . . . .:
Old : 29: 17 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 : 56.7 75.5 76.4 88.1 45.4 56.4 58.7 65.4
Old : 56.7 75.5 76.4 88.1 45.4 56.4 58.7 65.4
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,585: 18,130 14,145 0 3,435 4,400 650 675 195 390 925 150: 1,670 1,660
Old : 25,585: 18,130 14,145 0 3,435 4,400 650 675 195 390 925 150: 1,670 1,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 150: -25 0 0 75 75 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 55.3 0.0 13.4 17.2 2.5 2.6 0.8 1.5 3.6 0.6: 6.5 6.5
Old : 100.0: 70.9 55.3 0.0 13.4 17.2 2.5 2.6 0.8 1.5 3.6 0.6: 6.5 6.5
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 : 27: 18 9 0 . . . . . . . .:
Old : 27: 18 9 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 70.4 72.2 86.5 37.1 42.3 48.6 57.6
Old : 54.4 70.4 72.2 86.5 37.1 42.3 48.6 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,614: 54,114 106,251 16,477 1,555 7,974 27,875 0 140 9,340 0 400: 6,294 6,294
Old : 122,614: 54,114 106,251 16,477 1,555 7,974 27,875 0 140 9,340 0 400: 6,294 6,294
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -1,015: -1,315 -540 1,175 250 -700 -50 0 0 200 0 100: -425 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 86.7 13.4 1.3 6.5 22.7 0.0 0.1 7.6 0.0 0.3: 5.1 5.1
Old : 100.0: 44.1 86.7 13.4 1.3 6.5 22.7 0.0 0.1 7.6 0.0 0.3: 5.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 18 26 . . . . 0 . 4 0 .:
Old : 40: 18 26 . . . . 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 : 61.6 56.6 80.6 73.7 50.9 55.6 69.7 68.3
Old : 61.6 56.6 80.6 73.7 50.9 55.6 69.7 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,739: 49,265 96,557 14,998 2,630 6,250 30,395 0 150 4,565 0 100: 5,016 5,052
Old : 110,739: 49,265 96,557 14,998 2,630 6,250 30,395 0 150 4,565 0 100: 5,016 5,052
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -620: -700 -100 1,250 250 -870 0 0 0 -100 0 100: -300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 87.2 13.5 2.4 5.6 27.4 0.0 0.1 4.1 0.0 0.1: 4.5 4.6
Old : 100.0: 44.5 87.2 13.5 2.4 5.6 27.4 0.0 0.1 4.1 0.0 0.1: 4.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 17 26 . . . . 0 . . 0 .:
Old : 37: 17 26 . . . . 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 : 66.3 59.7 85.6 75.3 56.9 59.3 75.7 71.1
Old : 66.3 59.7 85.6 75.3 56.9 59.3 75.7 71.1
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,045: 15,885 11,540 3,095 7,280 10 0 250 25 100 0 0: 930 940
Old : 20,045: 15,885 11,540 3,095 7,280 10 0 250 25 100 0 0: 930 940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 57.6 15.4 36.3 0.0 0.0 1.2 0.1 0.5 0.0 0.0: 4.6 4.7
Old : 100.0: 79.2 57.6 15.4 36.3 0.0 0.0 1.2 0.1 0.5 0.0 0.0: 4.6 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 12 . . . 0 . . . 0 0:
Old : 26: 20 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 : 55.9 76.7 80.0 88.4 55.9 68.4 72.7 76.2
Old : 55.9 76.7 80.0 88.4 55.9 68.4 72.7 76.2
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,810: 13,890 10,170 3,180 7,590 45 0 250 0 950 0 0: 745 755
Old : 18,810: 13,890 10,170 3,180 7,590 45 0 250 0 950 0 0: 745 755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 300: 300 -150 -450 0 0 0 0 0 0 0 0: 450 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 54.1 16.9 40.4 0.2 0.0 1.3 0.0 5.1 0.0 0.0: 4.0 4.0
Old : 100.0: 73.8 54.1 16.9 40.4 0.2 0.0 1.3 0.0 5.1 0.0 0.0: 4.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 11 . . . 0 . 0 . 0 0:
Old : 25: 18 11 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 77.2 77.8 89.0 47.4 73.2 71.0 80.8
Old : 53.3 77.2 77.8 89.0 47.4 73.2 71.0 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,585: 31,805 25,870 1,475 4,255 1,340 0 2,625 0 0 530 0: 3,965 3,965
Old : 38,585: 31,805 25,870 1,475 4,255 1,340 0 2,625 0 0 530 0: 3,965 3,965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 820: 1,470 1,120 -350 0 0 0 0 0 0 0 0: -300 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 67.0 3.8 11.0 3.5 0.0 6.8 0.0 0.0 1.4 0.0: 10.3 10.3
Old : 100.0: 82.4 67.0 3.8 11.0 3.5 0.0 6.8 0.0 0.0 1.4 0.0: 10.3 10.3
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 : 32: 17 17 . . . 0 . 0 0 . 0:
Old : 32: 17 17 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 43.7 79.4 68.1 63.8 38.4 73.9 60.3
Old : 64.8 43.7 79.4 68.1 63.8 38.4 73.9 60.3
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 - Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,025: 20,150 17,775 1,650 2,975 2,125 100 1,150 0 0 0 0: 4,000 4,000
Old : 28,025: 20,150 17,775 1,650 2,975 2,125 100 1,150 0 0 0 0: 4,000 4,000
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 1,120: 1,120 1,120 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 63.4 5.9 10.6 7.6 0.4 4.1 0.0 0.0 0.0 0.0: 14.3 14.3
Old : 100.0: 71.9 63.4 5.9 10.6 7.6 0.4 4.1 0.0 0.0 0.0 0.0: 14.3 14.3
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: 16 15 . . . . . 0 0 0 0:
Old : 27: 16 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 : 44.2 46.5 63.6 64.8 37.3 33.3 49.5 49.8
Old : 44.2 46.5 63.6 64.8 37.3 33.3 49.5 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2017