COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,078: 27,391 20,333 10,583 6,738 1,866 100 24,607 2,356 23,409 9,277 6,391: 982 1,510
Old : 73,078: 27,391 20,333 10,583 6,738 1,866 100 24,607 2,356 23,409 9,277 6,391: 982 1,510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -4,628: -1,471 -764 -1,344 -1,803 -64 0 -2,038 -221 -679 905 -1,035: 186 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 27.8 14.5 9.2 2.6 0.1 33.7 3.2 32.0 12.7 8.7: 1.3 2.1
Old : 100.0: 37.5 27.8 14.5 9.2 2.6 0.1 33.7 3.2 32.0 12.7 8.7: 1.3 2.1
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 : 50: 12 14 . 4 5 . 5 4 12 10 11:
Old : 50: 12 14 . 4 5 . 5 4 12 10 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 59.3 67.2 74.3 34.2 40.1 48.8 50.3
Old : 49.1 59.3 67.2 74.3 34.2 40.1 48.8 50.3
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,644: 4,340 8,921 571 1,897 425 0 2,682 0 9,005 355 809: 494 555
Old : 15,644: 4,340 8,921 571 1,897 425 0 2,682 0 9,005 355 809: 494 555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -3,188: -481 -1,668 27 -75 -373 -82 -1,002 -170 -1,969 -54 -151: 11 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 57.0 3.6 12.1 2.7 0.0 17.1 0.0 57.6 2.3 5.2: 3.2 3.5
Old : 100.0: 27.7 57.0 3.6 12.1 2.7 0.0 17.1 0.0 57.6 2.3 5.2: 3.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 7 7 . 4 4 0 . 0 8 . 5:
Old : 25: 7 7 . 4 4 0 . 0 8 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 58.4 77.1 80.0 48.0 45.7 59.9 57.9
Old : 61.2 58.4 77.1 80.0 48.0 45.7 59.9 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 159,473: 88,462 97,794 7,091 14,152 19,625 21,362 1,053 4,533 5,730 9,621 12,191: 479 504
Old : 159,473: 88,462 97,794 7,091 14,152 19,625 21,362 1,053 4,533 5,730 9,621 12,191: 479 504
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -2,319: -1,763 -3,684 356 -450 881 -327 -8 -317 -1,588 686 400: 39 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 61.3 4.4 8.9 12.3 13.4 0.7 2.8 3.6 6.0 7.6: 0.3 0.3
Old : 100.0: 55.5 61.3 4.4 8.9 12.3 13.4 0.7 2.8 3.6 6.0 7.6: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 73: 40 42 . . 4 4 4 7 7 9 12:
Old : 73: 40 42 . . 4 4 4 7 7 9 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 35.1 63.5 56.6 30.2 26.0 38.9 37.6
Old : 46.0 35.1 63.5 56.6 30.2 26.0 38.9 37.6
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,544: 32,876 39,500 3,677 0 3,504 236 0 385 2,791 104 51: 24 0
Old : 43,544: 32,876 39,500 3,677 0 3,504 236 0 385 2,791 104 51: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 475: 596 -92 -747 0 439 34 0 0 105 104 24: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 90.7 8.4 0.0 8.0 0.5 0.0 0.9 6.4 0.2 0.1: 0.1 0.0
Old : 100.0: 75.5 90.7 8.4 0.0 8.0 0.5 0.0 0.9 6.4 0.2 0.1: 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 : 35: 24 22 . 0 . . 0 . 4 . .:
Old : 35: 24 22 . 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 : 51.1 47.4 71.9 78.9 34.5 38.6 46.1 50.4
Old : 51.1 47.4 71.9 78.9 34.5 38.6 46.1 50.4
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 404,698: 362,236 307,259 0 64,968 29,167 10,472 0 0 2,215 2,696 608: 0 0
Old : 404,698: 362,236 307,259 0 64,968 29,167 10,472 0 0 2,215 2,696 608: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,609: 2,215 -160 0 -1,944 0 0 0 0 -2,255 2,064 -1,569: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 75.9 0.0 16.1 7.2 2.6 0.0 0.0 0.5 0.7 0.2: 0.0 0.0
Old : 100.0: 89.5 75.9 0.0 16.1 7.2 2.6 0.0 0.0 0.5 0.7 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 64.2 55.5 79.6 79.0 53.5 44.4 58.9 52.8
Old : 64.2 55.5 79.6 79.0 53.5 44.4 58.9 52.8
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,428,181: 1,125,959 1,140,032 165,548 69,407 59,522 5,039 37,436 44,024 27,353 77,024 736: 0 0
Old : 1,428,181: 1,125,959 1,140,032 165,548 69,407 59,522 5,039 37,436 44,024 27,353 77,024 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -68,213: -60,432 -49,547 12,783 -17,959 -3,672 -2,856 19,793 -14,364 408 -2,384 -80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 79.8 11.6 4.9 4.2 0.4 2.6 3.1 1.9 5.4 0.1: 0.0 0.0
Old : 100.0: 78.8 79.8 11.6 4.9 4.2 0.4 2.6 3.1 1.9 5.4 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 35 34 . . . . . . 4 . .:
Old : 57: 35 34 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 43.7 66.1 65.8 40.5 36.3 53.3 50.4
Old : 44.6 43.7 66.1 65.8 40.5 36.3 53.3 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,972: 43,959 39,943 8,906 9,459 2,880 2 1,456 612 104 2,113 509: 0 0
Old : 56,972: 43,959 39,943 8,906 9,459 2,880 2 1,456 612 104 2,113 509: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -6,270: -2,711 -3,763 -48 2,787 -3,120 -458 -462 560 -104 -1,883 -389: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 70.1 15.6 16.6 5.1 0.0 2.6 1.1 0.2 3.7 0.9: 0.0 0.0
Old : 100.0: 77.2 70.1 15.6 16.6 5.1 0.0 2.6 1.1 0.2 3.7 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 19 . . . . . . . 5 .:
Old : 36: 21 19 . . . . . . . 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 : 70.7 75.9 85.3 86.2 67.5 66.9 75.6 74.9
Old : 70.7 75.9 85.3 86.2 67.5 66.9 75.6 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 347,215: 259,651 293,805 39,658 9,392 34,658 4,264 728 8,632 352 0 0: 0 0
Old : 347,215: 259,651 293,805 39,658 9,392 34,658 4,264 728 8,632 352 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -35,510: -31,177 -33,874 47 0 -1,228 -3,096 0 0 -56 0 0: 0 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 84.6 11.4 2.7 10.0 1.2 0.2 2.5 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 74.8 84.6 11.4 2.7 10.0 1.2 0.2 2.5 0.1 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 : 35: 22 21 . . . . . . . 0 0:
Old : 35: 22 21 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 50.9 69.6 74.8 33.8 44.7 49.2 57.1
Old : 48.2 50.9 69.6 74.8 33.8 44.7 49.2 57.1
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,490: 19,033 22,336 2,310 0 2,638 607 0 0 228 264 0: 674 252
Old : 25,490: 19,033 22,336 2,310 0 2,638 607 0 0 228 264 0: 674 252
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,973: -1,725 -1,859 263 0 -149 -40 0 -42 -24 98 0: -256 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 87.6 9.1 0.0 10.3 2.4 0.0 0.0 0.9 1.0 0.0: 2.6 1.0
Old : 100.0: 74.7 87.6 9.1 0.0 10.3 2.4 0.0 0.0 0.9 1.0 0.0: 2.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 20 . 0 . . 0 0 . . 0:
Old : 32: 18 20 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 55.3 66.6 78.2 37.7 48.1 51.7 61.4
Old : 43.5 55.3 66.6 78.2 37.7 48.1 51.7 61.4
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,140: 36,723 43,377 20,150 14,030 1,565 0 0 0 350 0 0: 352 168
Old : 59,140: 36,723 43,377 20,150 14,030 1,565 0 0 0 350 0 0: 352 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -3,485: -311 -3,280 -3,173 -360 0 0 0 0 -50 0 0: 49 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 73.3 34.1 23.7 2.6 0.0 0.0 0.0 0.6 0.0 0.0: 0.6 0.3
Old : 100.0: 62.1 73.3 34.1 23.7 2.6 0.0 0.0 0.0 0.6 0.0 0.0: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 24 24 . . . 0 0 0 . 0 0:
Old : 36: 24 24 . . . 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 : 59.0 52.6 73.5 73.1 57.2 51.3 67.0 66.4
Old : 59.0 52.6 73.5 73.1 57.2 51.3 67.0 66.4
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,580: 52,578 55,237 22,390 20,205 1,015 0 0 0 360 0 0: 237 123
Old : 76,580: 52,578 55,237 22,390 20,205 1,015 0 0 0 360 0 0: 237 123
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -4,661: -1,938 -4,645 -2,707 -15 0 0 0 0 10 0 0: -26 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 72.1 29.2 26.4 1.3 0.0 0.0 0.0 0.5 0.0 0.0: 0.3 0.2
Old : 100.0: 68.7 72.1 29.2 26.4 1.3 0.0 0.0 0.0 0.5 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 : 38: 25 25 . . . 0 0 0 . 0 0:
Old : 38: 25 25 . . . 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 : 53.5 60.2 71.1 78.2 52.2 60.2 67.4 75.8
Old : 53.5 60.2 71.1 78.2 52.2 60.2 67.4 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,815: 24,371 25,620 3,250 2,475 1,920 0 0 0 700 600 0: 574 200
Old : 30,815: 24,371 25,620 3,250 2,475 1,920 0 0 0 700 600 0: 574 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,479: -1,465 -1,089 0 -210 -100 0 0 0 -50 -100 0: 136 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 83.1 10.5 8.0 6.2 0.0 0.0 0.0 2.3 1.9 0.0: 1.9 0.6
Old : 100.0: 79.1 83.1 10.5 8.0 6.2 0.0 0.0 0.0 2.3 1.9 0.0: 1.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 13 . . . 0 0 0 . . 0:
Old : 25: 16 13 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 74.8 75.1 89.0 48.6 68.6 62.7 73.9
Old : 54.3 74.8 75.1 89.0 48.6 68.6 62.7 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 321,344: 185,992 306,568 106,008 0 14,040 4,696 0 0 9,872 0 736: 0 0
Old : 321,344: 185,992 306,568 106,008 0 14,040 4,696 0 0 9,872 0 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -6,416: -10,920 -16,512 -2,040 0 9,360 -816 0 0 -2,736 0 736: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 95.4 33.0 0.0 4.4 1.5 0.0 0.0 3.1 0.0 0.2: 0.0 0.0
Old : 100.0: 57.9 95.4 33.0 0.0 4.4 1.5 0.0 0.0 3.1 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 16 . 0 . . 0 0 . 0 .:
Old : 29: 17 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 : 56.8 73.0 76.9 88.0 52.4 62.1 63.3 71.3
Old : 56.8 73.0 76.9 88.0 52.4 62.1 63.3 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,872: 5,535 4,665 131 984 63 508 0 0 39 774 43: 553 343
Old : 6,872: 5,535 4,665 131 984 63 508 0 0 39 774 43: 553 343
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -116: 239 -352 0 380 -166 -38 0 -87 -127 0 43: 20 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 67.9 1.9 14.3 0.9 7.4 0.0 0.0 0.6 11.3 0.6: 8.0 5.0
Old : 100.0: 80.5 67.9 1.9 14.3 0.9 7.4 0.0 0.0 0.6 11.3 0.6: 8.0 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 : 24: 16 15 . . . . 0 0 . . .:
Old : 24: 16 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 64.9 68.6 80.8 38.3 62.7 60.0 71.8
Old : 44.2 64.9 68.6 80.8 38.3 62.7 60.0 71.8
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,745: 11,810 7,205 0 5,855 300 300 0 0 530 0 325: 480 60
Old : 13,745: 11,810 7,205 0 5,855 300 300 0 0 530 0 325: 480 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,035: -895 -825 0 -40 -75 25 0 -25 50 0 -50: -65 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 52.4 0.0 42.6 2.2 2.2 0.0 0.0 3.9 0.0 2.4: 3.5 0.4
Old : 100.0: 85.9 52.4 0.0 42.6 2.2 2.2 0.0 0.0 3.9 0.0 2.4: 3.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 11 0 . . . 0 0 . 0 .:
Old : 21: 8 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 : 76.6 67.3 93.1 85.4 70.3 64.8 82.9 81.0
Old : 76.6 67.3 93.1 85.4 70.3 64.8 82.9 81.0
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,781: 29,586 32,576 4,900 1,320 2,015 0 0 0 0 750 0: 280 120
Old : 36,781: 29,586 32,576 4,900 1,320 2,015 0 0 0 0 750 0: 280 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -3,040: -2,805 -3,255 -510 -5 325 0 0 0 0 -175 -50: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 88.6 13.3 3.6 5.5 0.0 0.0 0.0 0.0 2.0 0.0: 0.8 0.3
Old : 100.0: 80.4 88.6 13.3 3.6 5.5 0.0 0.0 0.0 0.0 2.0 0.0: 0.8 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 : 29: 19 19 . . . 0 0 0 0 . 0:
Old : 29: 19 19 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 73.1 74.4 84.6 46.6 68.2 65.4 73.7
Old : 48.9 73.1 74.4 84.6 46.6 68.2 65.4 73.7
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,896: 19,446 20,581 3,105 3,125 1,960 0 0 0 1,175 100 0: 210 130
Old : 25,896: 19,446 20,581 3,105 3,125 1,960 0 0 0 1,175 100 0: 210 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -215: -450 -105 -55 -55 -90 0 0 0 425 0 -75: 30 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 79.5 12.0 12.1 7.6 0.0 0.0 0.0 4.5 0.4 0.0: 0.8 0.5
Old : 100.0: 75.1 79.5 12.0 12.1 7.6 0.0 0.0 0.0 4.5 0.4 0.0: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 16 . . . 0 0 0 . . 0:
Old : 30: 19 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 : 55.7 69.6 73.9 89.2 51.1 60.4 67.1 75.0
Old : 55.7 69.6 73.9 89.2 51.1 60.4 67.1 75.0
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,808: 14,357 16,460 2,495 1,715 2,006 549 60 0 622 82 105: 674 380
Old : 20,808: 14,357 16,460 2,495 1,715 2,006 549 60 0 622 82 105: 674 380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -80: -941 206 -168 273 384 0 60 0 456 -918 -42: 231 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 79.1 12.0 8.2 9.6 2.6 0.3 0.0 3.0 0.4 0.5: 3.2 1.8
Old : 100.0: 69.0 79.1 12.0 8.2 9.6 2.6 0.3 0.0 3.0 0.4 0.5: 3.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 17 . . . . . 0 . . .:
Old : 30: 13 17 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 49.5 71.6 74.7 36.7 39.2 54.2 57.4
Old : 44.8 49.5 71.6 74.7 36.7 39.2 54.2 57.4
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,869: 51,612 45,547 2,201 4,385 1,948 0 172 0 395 4,067 507: 206 243
Old : 56,869: 51,612 45,547 2,201 4,385 1,948 0 172 0 395 4,067 507: 206 243
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -2,818: -2,363 -2,453 -55 -119 -153 0 -50 0 -375 -45 -63: 191 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 80.1 3.9 7.7 3.4 0.0 0.3 0.0 0.7 7.2 0.9: 0.4 0.4
Old : 100.0: 90.8 80.1 3.9 7.7 3.4 0.0 0.3 0.0 0.7 7.2 0.9: 0.4 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 : 38: 24 19 . . . 0 . 0 . . .:
Old : 38: 24 19 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 49.4 72.6 78.8 46.5 47.4 66.5 69.1
Old : 47.7 49.4 72.6 78.8 46.5 47.4 66.5 69.1
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,036: 66,176 51,892 2,804 3,593 2,017 257 1,291 374 1,091 13,455 1,296: 21 118
Old : 74,036: 66,176 51,892 2,804 3,593 2,017 257 1,291 374 1,091 13,455 1,296: 21 118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -3,500: -2,606 -990 201 274 -578 135 -1,488 0 -240 -329 -419: 7 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 70.1 3.8 4.9 2.7 0.3 1.7 0.5 1.5 18.2 1.8: 0.0 0.2
Old : 100.0: 89.4 70.1 3.8 4.9 2.7 0.3 1.7 0.5 1.5 18.2 1.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 28 26 . . . . . . 6 . .:
Old : 51: 28 26 . . . . . . 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 : 45.6 46.9 65.7 73.5 39.2 45.4 55.6 63.2
Old : 45.6 46.9 65.7 73.5 39.2 45.4 55.6 63.2
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,875: 34,385 39,315 8,490 4,550 1,010 0 0 0 850 0 0: 140 0
Old : 44,875: 34,385 39,315 8,490 4,550 1,010 0 0 0 850 0 0: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -3,580: -2,730 -4,380 -630 980 -180 0 0 0 -75 0 0: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 87.6 18.9 10.1 2.3 0.0 0.0 0.0 1.9 0.0 0.0: 0.3 0.0
Old : 100.0: 76.6 87.6 18.9 10.1 2.3 0.0 0.0 0.0 1.9 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 8 . . . 0 0 0 . 0 0:
Old : 26: 20 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 : 51.5 95.1 74.5 99.7 49.2 94.0 70.1 94.0
Old : 51.5 95.1 74.5 99.7 49.2 94.0 70.1 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,365: 36,920 38,370 9,065 7,230 1,665 0 0 0 1,480 2,100 0: 235 0
Old : 49,365: 36,920 38,370 9,065 7,230 1,665 0 0 0 1,480 2,100 0: 235 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -3,620: -2,575 -4,840 -780 1,490 -270 0 0 0 -100 0 0: 105 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 77.7 18.4 14.6 3.4 0.0 0.0 0.0 3.0 4.3 0.0: 0.5 0.0
Old : 100.0: 74.8 77.7 18.4 14.6 3.4 0.0 0.0 0.0 3.0 4.3 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 : 27: 19 9 . . . 0 0 0 . . 0:
Old : 27: 19 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 : 47.6 94.8 71.6 99.0 47.2 92.5 70.0 95.0
Old : 47.6 94.8 71.6 99.0 47.2 92.5 70.0 95.0
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 281,447: 211,244 256,329 16,492 9,861 13,306 0 0 0 38,854 400 1,551: 0 0
Old : 281,447: 211,244 256,329 16,492 9,861 13,306 0 0 0 38,854 400 1,551: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -18,670: -12,984 -10,852 -5,061 374 -4,112 0 -816 0 3,487 -3,264 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 91.1 5.9 3.5 4.7 0.0 0.0 0.0 13.8 0.1 0.6: 0.0 0.0
Old : 100.0: 75.1 91.1 5.9 3.5 4.7 0.0 0.0 0.0 13.8 0.1 0.6: 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: 19 23 . . . 0 0 0 . . .:
Old : 33: 19 23 . . . 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 : 56.3 53.4 76.2 74.0 52.3 50.9 69.8 66.9
Old : 56.3 53.4 76.2 74.0 52.3 50.9 69.8 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,253: 15,315 19,525 745 446 1,168 0 1,082 800 4,911 222 509: 805 501
Old : 24,253: 15,315 19,525 745 446 1,168 0 1,082 800 4,911 222 509: 805 501
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -2,046: -1,936 -1,710 -124 23 13 -78 -96 -139 415 -378 -155: -42 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 80.5 3.1 1.8 4.8 0.0 4.5 3.3 20.3 0.9 2.1: 3.3 2.1
Old : 100.0: 63.1 80.5 3.1 1.8 4.8 0.0 4.5 3.3 20.3 0.9 2.1: 3.3 2.1
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 : 39: 21 26 . . . 0 . . . . .:
Old : 39: 21 26 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 46.0 70.5 61.7 50.1 42.7 61.9 56.5
Old : 53.1 46.0 70.5 61.7 50.1 42.7 61.9 56.5
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,773: 28,822 39,511 10,240 0 0 308 0 0 403 262 0: 0 0
Old : 39,773: 28,822 39,511 10,240 0 0 308 0 0 403 262 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -3,166: -1,946 -3,066 -1,088 0 0 51 0 0 -183 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 99.3 25.7 0.0 0.0 0.8 0.0 0.0 1.0 0.7 0.0: 0.0 0.0
Old : 100.0: 72.5 99.3 25.7 0.0 0.0 0.8 0.0 0.0 1.0 0.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 13 . 0 0 . 0 0 . . 0:
Old : 26: 15 13 . 0 0 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 86.0 95.1 97.3 73.6 78.9 83.4 84.7
Old : 77.4 86.0 95.1 97.3 73.6 78.9 83.4 84.7
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 295,938: 247,607 196,829 9,392 47,982 32,327 3,504 15,692 3,108 0 0 0: 0 0
Old : 295,938: 247,607 196,829 9,392 47,982 32,327 3,504 15,692 3,108 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -15,584: -7,184 -19,856 -4,203 4,965 -285 -3,504 0 0 0 -408 0: -408 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 66.5 3.2 16.2 10.9 1.2 5.3 1.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.7 66.5 3.2 16.2 10.9 1.2 5.3 1.1 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 : 26: 11 15 . . . . . . 0 0 0:
Old : 26: 11 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 : 73.9 65.6 91.7 86.5 70.2 54.6 77.1 69.7
Old : 73.9 65.6 91.7 86.5 70.2 54.6 77.1 69.7
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 19,132: 13,863 14,125 987 465 1,731 622 0 1,018 0 732 0: 911 1,061
Old : 19,132: 13,863 14,125 987 465 1,731 622 0 1,018 0 732 0: 911 1,061
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,509: -1,670 -1,212 108 61 -253 -161 0 -21 0 0 0: 488 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 73.8 5.2 2.4 9.0 3.3 0.0 5.3 0.0 3.8 0.0: 4.8 5.5
Old : 100.0: 72.5 73.8 5.2 2.4 9.0 3.3 0.0 5.3 0.0 3.8 0.0: 4.8 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: 13 14 . . . . 0 . 0 . 0:
Old : 25: 13 14 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 62.2 81.0 80.6 52.1 54.4 61.9 63.6
Old : 63.3 62.2 81.0 80.6 52.1 54.4 61.9 63.6
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,418: 4,992 7,540 3,571 1,021 104 508 82 0 0 387 185: 1,058 1,099
Old : 10,418: 4,992 7,540 3,571 1,021 104 508 82 0 0 387 185: 1,058 1,099
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -841: -654 -927 -85 -63 -41 -21 0 0 0 105 -105: 65 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 72.4 34.3 9.8 1.0 4.9 0.8 0.0 0.0 3.7 1.8: 10.2 10.5
Old : 100.0: 47.9 72.4 34.3 9.8 1.0 4.9 0.8 0.0 0.0 3.7 1.8: 10.2 10.5
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: 10 13 . . . . . 0 0 . .:
Old : 21: 10 13 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 59.9 79.6 80.5 58.4 55.4 70.4 72.5
Old : 60.5 59.9 79.6 80.5 58.4 55.4 70.4 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,540: 58,885 61,644 9,392 9,321 1,575 0 0 0 2,688 0 0: 0 0
Old : 72,540: 58,885 61,644 9,392 9,321 1,575 0 0 0 2,688 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -11,368: -8,568 -8,920 -1,632 -2,040 0 -408 0 0 56 0 -408: -408 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 85.0 12.9 12.8 2.2 0.0 0.0 0.0 3.7 0.0 0.0: 0.0 0.0
Old : 100.0: 81.2 85.0 12.9 12.8 2.2 0.0 0.0 0.0 3.7 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: 9 8 . . . 0 0 0 . 0 0:
Old : 22: 9 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 : 66.6 73.8 91.4 96.3 65.0 73.8 89.8 94.1
Old : 66.6 73.8 91.4 96.3 65.0 73.8 89.8 94.1
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,479: 9,463 9,470 2,828 1,617 146 0 572 0 580 958 170: 292 546
Old : 13,479: 9,463 9,470 2,828 1,617 146 0 572 0 580 958 170: 292 546
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,087: -797 -683 -260 -254 -46 0 -189 0 99 -84 -21: -62 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 70.3 21.0 12.0 1.1 0.0 4.2 0.0 4.3 7.1 1.3: 2.2 4.1
Old : 100.0: 70.2 70.3 21.0 12.0 1.1 0.0 4.2 0.0 4.3 7.1 1.3: 2.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 17 . . . 0 . 0 . . .:
Old : 28: 16 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 : 59.0 35.3 80.5 57.0 50.8 34.5 67.4 55.2
Old : 59.0 35.3 80.5 57.0 50.8 34.5 67.4 55.2
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 142,815: 109,273 88,690 32,792 44,065 750 0 7,790 0 0 1,520 0: 0 0
Old : 142,815: 109,273 88,690 32,792 44,065 750 0 7,790 0 0 1,520 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -10,257: -4,887 3,858 8,235 -1,734 -11,157 0 408 -408 -2,040 0 0: 0 -1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 62.1 23.0 30.9 0.5 0.0 5.5 0.0 0.0 1.1 0.0: 0.0 0.0
Old : 100.0: 76.5 62.1 23.0 30.9 0.5 0.0 5.5 0.0 0.0 1.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 10 . . . 0 . 0 0 . 0:
Old : 26: 16 10 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 62.6 87.3 86.2 60.8 61.2 77.8 76.7
Old : 68.7 62.6 87.3 86.2 60.8 61.2 77.8 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,357: 15,594 13,889 666 2,930 2,955 74 157 2,018 948 306 102: 0 0
Old : 22,357: 15,594 13,889 666 2,930 2,955 74 157 2,018 948 306 102: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,331: -511 -1,459 0 284 -284 74 0 26 -738 0 102: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 62.1 3.0 13.1 13.2 0.3 0.7 9.0 4.2 1.4 0.5: 0.0 0.0
Old : 100.0: 69.7 62.1 3.0 13.1 13.2 0.3 0.7 9.0 4.2 1.4 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 : 25: 17 12 . . . . . . . . .:
Old : 25: 17 12 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 57.7 81.5 83.1 44.5 43.8 59.6 60.5
Old : 52.9 57.7 81.5 83.1 44.5 43.8 59.6 60.5
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,710: 13,525 7,685 470 5,395 50 0 1,580 0 300 0 0: 365 0
Old : 14,710: 13,525 7,685 470 5,395 50 0 1,580 0 300 0 0: 365 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -470: -435 90 0 -455 0 0 -100 0 0 0 0: -35 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 52.2 3.2 36.7 0.3 0.0 10.7 0.0 2.0 0.0 0.0: 2.5 0.0
Old : 100.0: 91.9 52.2 3.2 36.7 0.3 0.0 10.7 0.0 2.0 0.0 0.0: 2.5 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 : 20: 12 10 . . . 0 . 0 . 0 0:
Old : 20: 12 10 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.9 78.8 89.1 97.6 68.4 76.8 77.7 86.2
Old : 78.9 78.8 89.1 97.6 68.4 76.8 77.7 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,510: 13,310 7,515 520 5,360 0 0 1,530 0 155 0 105: 420 0
Old : 14,510: 13,310 7,515 520 5,360 0 0 1,530 0 155 0 105: 420 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -660: -625 -20 0 -535 0 0 -100 0 0 0 0: -35 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 51.8 3.6 36.9 0.0 0.0 10.5 0.0 1.1 0.0 0.7: 2.9 0.0
Old : 100.0: 91.7 51.8 3.6 36.9 0.0 0.0 10.5 0.0 1.1 0.0 0.7: 2.9 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 : 20: 12 10 . . 0 0 . 0 . 0 .:
Old : 20: 12 10 . . 0 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 77.7 88.4 96.4 68.3 77.6 79.5 87.3
Old : 76.7 77.7 88.4 96.4 68.3 77.6 79.5 87.3
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,630: 10,660 13,700 6,760 4,130 1,595 300 175 0 120 0 30: 165 0
Old : 19,630: 10,660 13,700 6,760 4,130 1,595 300 175 0 120 0 30: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,485: -910 -690 195 15 -740 -25 -50 0 20 0 -20: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 69.8 34.4 21.0 8.1 1.5 0.9 0.0 0.6 0.0 0.2: 0.8 0.0
Old : 100.0: 54.3 69.8 34.4 21.0 8.1 1.5 0.9 0.0 0.6 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 : 29: 17 12 . . 4 . . 0 . 0 .:
Old : 29: 17 12 . . 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 : 73.7 71.2 87.3 90.8 55.3 60.9 64.2 66.4
Old : 73.7 71.2 87.3 90.8 55.3 60.9 64.2 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,018: 7,965 9,293 3,930 3,030 1,490 300 175 0 100 0 0: 233 30
Old : 14,018: 7,965 9,293 3,930 3,030 1,490 300 175 0 100 0 0: 233 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -423: -640 297 930 -35 -665 -25 0 0 50 0 -50: -23 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 66.3 28.0 21.6 10.6 2.1 1.2 0.0 0.7 0.0 0.0: 1.7 0.2
Old : 100.0: 56.8 66.3 28.0 21.6 10.6 2.1 1.2 0.0 0.7 0.0 0.0: 1.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 10 . . . . . 0 . 0 0:
Old : 24: 16 10 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 71.8 86.4 92.0 52.9 52.6 61.9 62.8
Old : 72.9 71.8 86.4 92.0 52.9 52.6 61.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,455: 14,420 22,800 8,380 0 195 0 350 50 50 0 0: 360 60
Old : 23,455: 14,420 22,800 8,380 0 195 0 350 50 50 0 0: 360 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,060: -820 -715 -95 0 -165 0 -230 50 0 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 97.2 35.7 0.0 0.8 0.0 1.5 0.2 0.2 0.0 0.0: 1.5 0.3
Old : 100.0: 61.5 97.2 35.7 0.0 0.8 0.0 1.5 0.2 0.2 0.0 0.0: 1.5 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 : 26: 13 11 4 0 . 0 . . . 0 0:
Old : 26: 13 11 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 : 70.9 88.3 88.9 95.7 70.4 85.2 86.0 91.4
Old : 70.9 88.3 88.9 95.7 70.4 85.2 86.0 91.4
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,885: 12,565 10,195 0 1,820 4,155 0 400 0 0 240 10: 155 65
Old : 16,885: 12,565 10,195 0 1,820 4,155 0 400 0 0 240 10: 155 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,005: -520 -1,330 -95 745 -315 0 -35 0 0 -70 0: -75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 60.4 0.0 10.8 24.6 0.0 2.4 0.0 0.0 1.4 0.1: 0.9 0.4
Old : 100.0: 74.4 60.4 0.0 10.8 24.6 0.0 2.4 0.0 0.0 1.4 0.1: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 9 0 . . 0 . 0 0 . .:
Old : 22: 12 9 0 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 66.5 89.7 92.7 40.1 46.4 53.4 55.5
Old : 67.2 66.5 89.7 92.7 40.1 46.4 53.4 55.5
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,291: 13,301 11,381 200 2,150 4,345 0 400 0 330 0 0: 115 15
Old : 18,291: 13,301 11,381 200 2,150 4,345 0 400 0 330 0 0: 115 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -934: -824 -1,019 -140 50 90 0 -35 0 20 0 -20: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 62.2 1.1 11.8 23.8 0.0 2.2 0.0 1.8 0.0 0.0: 0.6 0.1
Old : 100.0: 72.7 62.2 1.1 11.8 23.8 0.0 2.2 0.0 1.8 0.0 0.0: 0.6 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 0:
Old : 24: 13 9 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 82.6 86.6 96.1 38.5 53.0 53.7 58.1
Old : 63.2 82.6 86.6 96.1 38.5 53.0 53.7 58.1
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,635: 90,670 83,828 4,520 10,265 11,625 1,490 1,112 30 195 1,625 75: 30 75
Old : 108,635: 90,670 83,828 4,520 10,265 11,625 1,490 1,112 30 195 1,625 75: 30 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -8,123: -6,588 -8,177 -285 913 -860 -135 537 0 -205 -65 0: -50 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 77.2 4.2 9.4 10.7 1.4 1.0 0.0 0.2 1.5 0.1: 0.0 0.1
Old : 100.0: 83.5 77.2 4.2 9.4 10.7 1.4 1.0 0.0 0.2 1.5 0.1: 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 : 49: 31 26 . . 4 . . . . . .:
Old : 49: 31 26 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 66.8 68.6 86.4 44.3 58.3 58.1 68.3
Old : 46.3 66.8 68.6 86.4 44.3 58.3 58.1 68.3
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 127,931: 104,142 97,169 6,985 9,775 14,110 2,154 3,612 230 100 2,755 185: 25 95
Old : 127,931: 104,142 97,169 6,985 9,775 14,110 2,154 3,612 230 100 2,755 185: 25 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -10,065: -7,687 -8,531 -130 1,098 -1,283 -680 -363 -50 -100 -405 -75: -60 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 76.0 5.5 7.6 11.0 1.7 2.8 0.2 0.1 2.2 0.1: 0.0 0.1
Old : 100.0: 81.4 76.0 5.5 7.6 11.0 1.7 2.8 0.2 0.1 2.2 0.1: 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 : 56: 34 29 . . 4 . . . . 6 .:
Old : 56: 34 29 . . 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 : 43.0 65.6 62.8 81.9 39.8 58.5 52.2 67.0
Old : 43.0 65.6 62.8 81.9 39.8 58.5 52.2 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 180,388: 130,272 138,820 20,121 305 10,173 5,977 3,949 6,370 5,973 19,261 1,474: 28 36
Old : 180,388: 130,272 138,820 20,121 305 10,173 5,977 3,949 6,370 5,973 19,261 1,474: 28 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -6,584: -7,737 -1,606 4,299 -2,026 -1,958 -79 -456 50 -278 51 -635: -246 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 77.0 11.2 0.2 5.6 3.3 2.2 3.5 3.3 10.7 0.8: 0.0 0.0
Old : 100.0: 72.2 77.0 11.2 0.2 5.6 3.3 2.2 3.5 3.3 10.7 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 73: 36 40 4 . 4 4 . . 5 10 9:
Old : 73: 36 40 4 . 4 4 . . 5 10 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 58.4 57.1 70.8 36.8 52.9 53.4 59.8
Old : 38.3 58.4 57.1 70.8 36.8 52.9 53.4 59.8
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 117,696: 101,288 94,341 4,736 11,340 3,763 5,007 700 1,788 1,030 5,724 0: 84 40
Old : 117,696: 101,288 94,341 4,736 11,340 3,763 5,007 700 1,788 1,030 5,724 0: 84 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -4,882: -4,360 -4,367 -741 -1,227 717 -50 11 -11 -76 212 -252: -109 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 80.2 4.0 9.6 3.2 4.3 0.6 1.5 0.9 4.9 0.0: 0.1 0.0
Old : 100.0: 86.1 80.2 4.0 9.6 3.2 4.3 0.6 1.5 0.9 4.9 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 : 51: 34 30 . . 4 . . . . 5 0:
Old : 51: 34 30 . . 4 . . . . 5 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 62.0 57.6 78.0 34.6 52.0 50.7 63.1
Old : 37.3 62.0 57.6 78.0 34.6 52.0 50.7 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,735: 28,805 26,780 1,440 4,320 2,685 505 825 0 1,125 0 100: 75 25
Old : 34,735: 28,805 26,780 1,440 4,320 2,685 505 825 0 1,125 0 100: 75 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -2,845: -2,745 -2,185 50 -295 0 -60 -325 0 -155 -50 20: 45 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 77.1 4.1 12.4 7.7 1.5 2.4 0.0 3.2 0.0 0.3: 0.2 0.1
Old : 100.0: 82.9 77.1 4.1 12.4 7.7 1.5 2.4 0.0 3.2 0.0 0.3: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 9 . . . . . 0 . 0 .:
Old : 27: 18 9 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 86.7 79.1 95.6 55.3 77.2 70.8 82.8
Old : 59.2 86.7 79.1 95.6 55.3 77.2 70.8 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,495: 25,390 27,270 1,430 0 2,850 0 295 30 740 50 0: 55 0
Old : 30,495: 25,390 27,270 1,430 0 2,850 0 295 30 740 50 0: 55 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,920: -1,800 -1,385 440 -160 -415 0 0 0 -135 50 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 89.4 4.7 0.0 9.3 0.0 1.0 0.1 2.4 0.2 0.0: 0.2 0.0
Old : 100.0: 83.3 89.4 4.7 0.0 9.3 0.0 1.0 0.1 2.4 0.2 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 11 . 0 . 0 . . . . 0:
Old : 28: 19 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 : 60.1 89.3 81.4 97.5 58.9 81.4 73.3 83.9
Old : 60.1 89.3 81.4 97.5 58.9 81.4 73.3 83.9
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,850: 25,341 22,111 5 4,264 3,025 1,050 200 250 50 0 0: 129 0
Old : 29,850: 25,341 22,111 5 4,264 3,025 1,050 200 250 50 0 0: 129 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,526: -1,321 -1,450 5 29 -100 0 0 0 -50 0 0: -60 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 74.1 0.0 14.3 10.1 3.5 0.7 0.8 0.2 0.0 0.0: 0.4 0.0
Old : 100.0: 84.9 74.1 0.0 14.3 10.1 3.5 0.7 0.8 0.2 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 23 . . . . . . . 0 0:
Old : 36: 22 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 : 46.2 45.7 68.2 70.1 39.6 39.5 57.0 56.2
Old : 46.2 45.7 68.2 70.1 39.6 39.5 57.0 56.2
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,146: 14,741 17,746 2,280 1,480 1,800 900 0 0 1,425 0 0: 0 120
Old : 21,146: 14,741 17,746 2,280 1,480 1,800 900 0 0 1,425 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -580: -480 -440 15 -100 -40 0 0 0 -75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 83.9 10.8 7.0 8.5 4.3 0.0 0.0 6.7 0.0 0.0: 0.0 0.6
Old : 100.0: 69.7 83.9 10.8 7.0 8.5 4.3 0.0 0.0 6.7 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 : 26: 17 15 . . . . 0 0 . 0 0:
Old : 26: 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 : 41.7 54.7 62.9 84.2 37.1 45.3 53.6 64.9
Old : 41.7 54.7 62.9 84.2 37.1 45.3 53.6 64.9
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 233,762: 144,849 118,694 0 34,587 61,335 10,484 0 17,023 0 2,052 70: 0 0
Old : 233,762: 144,849 118,694 0 34,587 61,335 10,484 0 17,023 0 2,052 70: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 1,862: 5,014 -4,002 0 2,574 -3,150 -5,328 0 5,317 0 1,114 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 50.8 0.0 14.8 26.2 4.5 0.0 7.3 0.0 0.9 0.0: 0.0 0.0
Old : 100.0: 62.0 50.8 0.0 14.8 26.2 4.5 0.0 7.3 0.0 0.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 16 0 . . . 0 . 0 . .:
Old : 29: 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 : 57.0 74.9 88.1 92.3 26.9 32.9 33.7 35.8
Old : 57.0 74.9 88.1 92.3 26.9 32.9 33.7 35.8
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,974: 17,229 19,052 5,191 4,108 1,975 0 1,229 26 1,960 375 197: 396 12
Old : 26,974: 17,229 19,052 5,191 4,108 1,975 0 1,229 26 1,960 375 197: 396 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,267: -888 -315 499 -407 -319 -95 -96 26 -401 159 -134: 45 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 70.6 19.2 15.2 7.3 0.0 4.6 0.1 7.3 1.4 0.7: 1.5 0.0
Old : 100.0: 63.9 70.6 19.2 15.2 7.3 0.0 4.6 0.1 7.3 1.4 0.7: 1.5 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 : 34: 16 16 . . . 0 . . 4 . .:
Old : 34: 16 16 . . . 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 : 43.8 53.0 72.6 77.8 40.8 47.1 62.5 68.5
Old : 43.8 53.0 72.6 77.8 40.8 47.1 62.5 68.5
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,813: 13,749 14,625 2,524 2,840 631 360 0 0 550 25 334: 665 358
Old : 18,813: 13,749 14,625 2,524 2,840 631 360 0 0 550 25 334: 665 358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,502: -918 -870 -584 -470 -59 -50 0 0 -381 25 25: 465 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 77.7 13.4 15.1 3.4 1.9 0.0 0.0 2.9 0.1 1.8: 3.5 1.9
Old : 100.0: 73.1 77.7 13.4 15.1 3.4 1.9 0.0 0.0 2.9 0.1 1.8: 3.5 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 15 . . . . 0 0 . . .:
Old : 28: 16 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 50.9 72.0 75.8 46.4 50.4 65.2 72.8
Old : 51.4 50.9 72.0 75.8 46.4 50.4 65.2 72.8
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,932: 29,016 13,756 1,291 14,247 928 125 4,428 0 2,861 1,020 530: 181 23
Old : 34,932: 29,016 13,756 1,291 14,247 928 125 4,428 0 2,861 1,020 530: 181 23
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -3,264: -2,290 -2,781 -677 -246 60 95 75 -75 -7 -195 -125: -245 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 39.4 3.7 40.8 2.7 0.4 12.7 0.0 8.2 2.9 1.5: 0.5 0.1
Old : 100.0: 83.1 39.4 3.7 40.8 2.7 0.4 12.7 0.0 8.2 2.9 1.5: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 19 . . . . . 0 . . .:
Old : 41: 23 19 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 55.9 66.7 80.0 50.0 53.5 63.0 76.4
Old : 50.6 55.9 66.7 80.0 50.0 53.5 63.0 76.4
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,060: 16,122 12,198 105 4,897 1,920 95 0 5 173 0 10: 630 30
Old : 19,060: 16,122 12,198 105 4,897 1,920 95 0 5 173 0 10: 630 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,933: -1,847 -789 0 -471 -301 70 0 -70 82 -250 -82: 215 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 64.0 0.6 25.7 10.1 0.5 0.0 0.0 0.9 0.0 0.1: 3.3 0.2
Old : 100.0: 84.6 64.0 0.6 25.7 10.1 0.5 0.0 0.0 0.9 0.0 0.1: 3.3 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 : 31: 19 15 . 4 . . 0 . . 0 .:
Old : 31: 19 15 . 4 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 60.8 72.4 83.4 45.8 55.4 61.1 73.6
Old : 50.6 60.8 72.4 83.4 45.8 55.4 61.1 73.6
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,055: 14,031 17,434 5,553 598 2,204 0 300 0 0 1,434 85: 182 0
Old : 22,055: 14,031 17,434 5,553 598 2,204 0 300 0 0 1,434 85: 182 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,720: -1,105 -1,337 -395 -85 -15 -100 -70 0 -60 -68 0: -45 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 79.0 25.2 2.7 10.0 0.0 1.4 0.0 0.0 6.5 0.4: 0.8 0.0
Old : 100.0: 63.6 79.0 25.2 2.7 10.0 0.0 1.4 0.0 0.0 6.5 0.4: 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 : 26: 15 11 4 . . 0 . 0 0 . .:
Old : 26: 15 11 4 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 64.9 83.6 84.3 56.7 58.6 77.2 76.0
Old : 56.7 64.9 83.6 84.3 56.7 58.6 77.2 76.0
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,584: 11,086 10,796 445 1,102 1,189 0 0 0 0 0 0: 864 497
Old : 13,584: 11,086 10,796 445 1,102 1,189 0 0 0 0 0 0: 864 497
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -129: -561 -687 -857 -356 862 0 -25 0 0 -25 0: 427 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 79.5 3.3 8.1 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 3.7
Old : 100.0: 81.6 79.5 3.3 8.1 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 3.7
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: 11 9 . . . 0 0 0 0 0 0:
Old : 20: 11 9 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 75.3 81.4 93.8 58.6 72.2 76.3 83.2
Old : 58.6 75.3 81.4 93.8 58.6 72.2 76.3 83.2
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,155: 31,781 23,691 457 8,209 1,505 0 550 0 100 200 0: 312 0
Old : 34,155: 31,781 23,691 457 8,209 1,505 0 550 0 100 200 0: 312 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -410: -205 -1,413 -163 970 0 0 85 -35 0 0 0: -7 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 69.4 1.3 24.0 4.4 0.0 1.6 0.0 0.3 0.6 0.0: 0.9 0.0
Old : 100.0: 93.0 69.4 1.3 24.0 4.4 0.0 1.6 0.0 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 : 36: 25 21 . . . 0 . 0 . . 0:
Old : 36: 25 21 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 50.6 66.7 77.3 39.9 44.5 60.1 63.6
Old : 40.7 50.6 66.7 77.3 39.9 44.5 60.1 63.6
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,425: 12,294 12,633 1,075 1,260 2,245 0 0 0 419 0 42: 350 245
Old : 16,425: 12,294 12,633 1,075 1,260 2,245 0 0 0 419 0 42: 350 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -900: -2,080 -558 55 -1,260 785 0 0 0 12 -50 -12: 340 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 76.9 6.5 7.7 13.7 0.0 0.0 0.0 2.6 0.0 0.3: 2.1 1.5
Old : 100.0: 74.8 76.9 6.5 7.7 13.7 0.0 0.0 0.0 2.6 0.0 0.3: 2.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 18 13 . . . 0 0 0 . 0 .:
Old : 23: 18 13 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 81.0 69.2 92.4 43.3 69.4 59.3 72.2
Old : 46.8 81.0 69.2 92.4 43.3 69.4 59.3 72.2
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,424: 9,199 8,949 435 1,436 3,035 0 0 0 755 0 0: 0 4
Old : 13,424: 9,199 8,949 435 1,436 3,035 0 0 0 755 0 0: 0 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 360: -640 665 -50 -1,298 1,010 0 0 0 66 0 -21: -5 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 66.7 3.2 10.7 22.6 0.0 0.0 0.0 5.6 0.0 0.0: 0.0 0.0
Old : 100.0: 68.5 66.7 3.2 10.7 22.6 0.0 0.0 0.0 5.6 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 : 24: 18 14 . . . 0 0 0 . 0 0:
Old : 24: 18 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 : 47.1 68.9 74.3 91.3 38.5 47.1 56.1 60.7
Old : 47.1 68.9 74.3 91.3 38.5 47.1 56.1 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,582: 24,037 30,852 11,680 3,970 40 0 0 0 0 600 0: 2,825 3,120
Old : 38,582: 24,037 30,852 11,680 3,970 40 0 0 0 0 600 0: 2,825 3,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -2,262: -3,170 -1,855 1,150 -245 0 0 0 0 0 -100 0: -242 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 80.0 30.3 10.3 0.1 0.0 0.0 0.0 0.0 1.6 0.0: 7.3 8.1
Old : 100.0: 62.3 80.0 30.3 10.3 0.1 0.0 0.0 0.0 0.0 1.6 0.0: 7.3 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 : 22: 11 15 . . . 0 0 0 0 . 0:
Old : 22: 11 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 : 78.3 49.9 91.1 76.1 78.1 49.8 84.6 75.7
Old : 78.3 49.9 91.1 76.1 78.1 49.8 84.6 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,885: 21,143 26,718 10,600 4,130 0 0 0 0 0 600 0: 3,142 3,437
Old : 34,885: 21,143 26,718 10,600 4,130 0 0 0 0 0 600 0: 3,142 3,437
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -2,125: -3,050 -1,745 1,160 -245 0 0 0 0 0 -100 0: -235 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 76.6 30.4 11.8 0.0 0.0 0.0 0.0 0.0 1.7 0.0: 9.0 9.9
Old : 100.0: 60.6 76.6 30.4 11.8 0.0 0.0 0.0 0.0 0.0 1.7 0.0: 9.0 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 15 . . 0 0 0 0 0 . 0:
Old : 22: 9 15 . . 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 : 77.3 48.5 90.1 75.5 77.2 48.5 85.5 75.5
Old : 77.3 48.5 90.1 75.5 77.2 48.5 85.5 75.5
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,345: 34,155 4,570 0 7,860 405 0 14,440 0 0 7,695 105: 1,680 1,270
Old : 36,345: 34,155 4,570 0 7,860 405 0 14,440 0 0 7,695 105: 1,680 1,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 20: 305 -585 0 1,375 -175 0 -70 0 0 -425 0: -110 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 12.6 0.0 21.6 1.1 0.0 39.7 0.0 0.0 21.2 0.3: 4.6 3.5
Old : 100.0: 94.0 12.6 0.0 21.6 1.1 0.0 39.7 0.0 0.0 21.2 0.3: 4.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.2 81.1 88.4 89.5 72.0 80.2 85.2 86.5
Old : 75.2 81.1 88.4 89.5 72.0 80.2 85.2 86.5
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,420: 31,245 5,355 0 9,365 0 0 13,365 360 0 3,450 0: 1,815 1,525
Old : 33,420: 31,245 5,355 0 9,365 0 0 13,365 360 0 3,450 0: 1,815 1,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 295: 455 -560 0 1,250 -50 0 -70 0 0 -175 0: -110 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 16.0 0.0 28.0 0.0 0.0 40.0 1.1 0.0 10.3 0.0: 5.4 4.6
Old : 100.0: 93.5 16.0 0.0 28.0 0.0 0.0 40.0 1.1 0.0 10.3 0.0: 5.4 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 : 25: 13 11 0 . 0 0 . . 0 . 0:
Old : 25: 13 11 0 . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 77.8 86.8 87.7 72.6 76.1 80.4 82.2
Old : 76.9 77.8 86.8 87.7 72.6 76.1 80.4 82.2
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,668: 17,153 16,090 192 775 5,883 1,100 400 100 1,675 2,935 0: 1,565 1,485
Old : 27,668: 17,153 16,090 192 775 5,883 1,100 400 100 1,675 2,935 0: 1,565 1,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,245: -893 -490 122 -676 -147 5 175 -5 -75 150 -150: -102 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 58.2 0.7 2.8 21.3 4.0 1.4 0.4 6.1 10.6 0.0: 5.7 5.4
Old : 100.0: 62.0 58.2 0.7 2.8 21.3 4.0 1.4 0.4 6.1 10.6 0.0: 5.7 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 : 25: 15 9 . . . . . . . . 0:
Old : 25: 15 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 : 52.1 79.1 76.6 90.3 38.8 58.8 57.6 63.7
Old : 52.1 79.1 76.6 90.3 38.8 58.8 57.6 63.7
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,793: 14,432 13,140 45 905 5,045 1,100 400 100 1,675 2,960 0: 1,396 1,243
Old : 23,793: 14,432 13,140 45 905 5,045 1,100 400 100 1,675 2,960 0: 1,396 1,243
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,360: -793 -363 -25 -1,083 0 -110 175 0 -275 50 0: -157 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 55.2 0.2 3.8 21.2 4.6 1.7 0.4 7.0 12.4 0.0: 5.9 5.2
Old : 100.0: 60.7 55.2 0.2 3.8 21.2 4.6 1.7 0.4 7.0 12.4 0.0: 5.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 . . . . . . . . 0:
Old : 23: 13 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 : 52.3 79.6 78.4 90.5 39.4 56.1 57.5 61.7
Old : 52.3 79.6 78.4 90.5 39.4 56.1 57.5 61.7
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,195: 24,170 27,750 19,675 25 1,870 0 15,890 0 0 300 0: 480 360
Old : 46,195: 24,170 27,750 19,675 25 1,870 0 15,890 0 0 300 0: 480 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -595: 270 75 -520 -65 -80 0 -335 0 -200 -125 0: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 60.1 42.6 0.1 4.0 0.0 34.4 0.0 0.0 0.6 0.0: 1.0 0.8
Old : 100.0: 52.3 60.1 42.6 0.1 4.0 0.0 34.4 0.0 0.0 0.6 0.0: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 10 . . . 0 . 0 0 . 0:
Old : 25: 13 10 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.7 87.3 93.5 94.7 77.0 85.6 87.2 91.8
Old : 81.7 87.3 93.5 94.7 77.0 85.6 87.2 91.8
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,040: 21,170 22,265 16,465 0 1,795 0 15,090 0 0 400 0: 610 490
Old : 40,040: 21,170 22,265 16,465 0 1,795 0 15,090 0 0 400 0: 610 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -400: 345 100 -620 0 0 0 -360 0 0 0 0: -125 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 55.6 41.1 0.0 4.5 0.0 37.7 0.0 0.0 1.0 0.0: 1.5 1.2
Old : 100.0: 52.9 55.6 41.1 0.0 4.5 0.0 37.7 0.0 0.0 1.0 0.0: 1.5 1.2
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 : 23: 12 9 . 0 . 0 . 0 0 . 0:
Old : 23: 12 9 . 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 90.4 92.6 96.7 74.0 87.9 85.9 91.7
Old : 79.2 90.4 92.6 96.7 74.0 87.9 85.9 91.7
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,090: 26,640 19,945 150 6,435 360 100 1,360 0 1,200 320 280: 1,360 1,390
Old : 30,090: 26,640 19,945 150 6,435 360 100 1,360 0 1,200 320 280: 1,360 1,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,540: -1,225 -885 25 5 -5 100 25 -125 0 -275 0: -310 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 66.3 0.5 21.4 1.2 0.3 4.5 0.0 4.0 1.1 0.9: 4.5 4.6
Old : 100.0: 88.5 66.3 0.5 21.4 1.2 0.3 4.5 0.0 4.0 1.1 0.9: 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 : 26: 16 5 . . . . . 0 . . .:
Old : 26: 16 5 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 83.4 85.7 94.6 71.4 79.6 81.4 86.3
Old : 72.3 83.4 85.7 94.6 71.4 79.6 81.4 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,615: 26,020 19,355 150 6,705 315 100 1,560 0 1,380 0 520: 1,130 1,160
Old : 29,615: 26,020 19,355 150 6,705 315 100 1,560 0 1,380 0 520: 1,130 1,160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,705: -1,640 -950 0 -510 0 100 15 -115 125 0 -125: -50 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 65.4 0.5 22.6 1.1 0.3 5.3 0.0 4.7 0.0 1.8: 3.8 3.9
Old : 100.0: 87.9 65.4 0.5 22.6 1.1 0.3 5.3 0.0 4.7 0.0 1.8: 3.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 5 . . . . . 0 . 0 .:
Old : 26: 16 5 . . . . . 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 : 71.6 83.7 84.0 95.5 69.8 77.8 77.8 82.9
Old : 71.6 83.7 84.0 95.5 69.8 77.8 77.8 82.9
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,664: 20,295 15,619 0 7,936 3,649 4,645 475 500 450 1,375 150: 1,975 1,960
Old : 31,664: 20,295 15,619 0 7,936 3,649 4,645 475 500 450 1,375 150: 1,975 1,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -2,875: -2,165 -670 -25 -2,085 0 -405 -175 75 -240 105 -205: 90 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 49.3 0.0 25.1 11.5 14.7 1.5 1.6 1.4 4.3 0.5: 6.2 6.2
Old : 100.0: 64.1 49.3 0.0 25.1 11.5 14.7 1.5 1.6 1.4 4.3 0.5: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 9 0 . . . . . . . .:
Old : 26: 16 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 : 59.0 74.1 78.4 87.6 46.5 55.4 59.8 64.8
Old : 59.0 74.1 78.4 87.6 46.5 55.4 59.8 64.8
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,725: 16,110 13,125 0 2,690 4,400 745 475 200 350 925 150: 1,770 1,760
Old : 23,725: 16,110 13,125 0 2,690 4,400 745 475 200 350 925 150: 1,770 1,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,860: -2,020 -1,020 0 -745 0 95 -200 5 -40 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 55.3 0.0 11.3 18.5 3.1 2.0 0.8 1.5 3.9 0.6: 7.5 7.4
Old : 100.0: 67.9 55.3 0.0 11.3 18.5 3.1 2.0 0.8 1.5 3.9 0.6: 7.5 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 9 0 . . . . . . . .:
Old : 27: 17 9 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 68.8 73.8 86.1 38.7 40.4 49.7 56.4
Old : 56.6 68.8 73.8 86.1 38.7 40.4 49.7 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,472: 48,239 98,218 15,129 1,760 6,669 27,640 0 0 8,975 0 270: 6,550 6,555
Old : 113,472: 48,239 98,218 15,129 1,760 6,669 27,640 0 0 8,975 0 270: 6,550 6,555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -9,142: -5,875 -8,033 -1,348 205 -1,305 -235 0 -140 -365 0 -130: 256 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 86.6 13.3 1.6 5.9 24.4 0.0 0.0 7.9 0.0 0.2: 5.8 5.8
Old : 100.0: 42.5 86.6 13.3 1.6 5.9 24.4 0.0 0.0 7.9 0.0 0.2: 5.8 5.8
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 : 38: 17 24 . . . . 0 0 4 0 .:
Old : 38: 17 24 . . . . 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 : 59.9 57.4 79.7 73.4 50.6 56.3 69.9 69.2
Old : 59.9 57.4 79.7 73.4 50.6 56.3 69.9 69.2
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,900: 43,220 88,490 14,115 2,835 4,895 29,715 0 150 4,305 0 100: 5,400 5,430
Old : 101,900: 43,220 88,490 14,115 2,835 4,895 29,715 0 150 4,305 0 100: 5,400 5,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -8,839: -6,045 -8,067 -883 205 -1,355 -680 0 0 -260 0 0: 384 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 86.8 13.9 2.8 4.8 29.2 0.0 0.1 4.2 0.0 0.1: 5.3 5.3
Old : 100.0: 42.4 86.8 13.9 2.8 4.8 29.2 0.0 0.1 4.2 0.0 0.1: 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 : 36: 17 23 . . . . 0 . . 0 .:
Old : 36: 17 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 : 66.1 60.0 84.7 74.6 58.8 59.6 76.0 71.7
Old : 66.1 60.0 84.7 74.6 58.8 59.6 76.0 71.7
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,360: 14,780 9,760 2,445 7,290 0 0 275 0 100 0 0: 1,035 1,035
Old : 18,360: 14,780 9,760 2,445 7,290 0 0 275 0 100 0 0: 1,035 1,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,685: -1,105 -1,780 -650 10 -10 0 25 -25 0 0 0: 105 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 53.2 13.3 39.7 0.0 0.0 1.5 0.0 0.5 0.0 0.0: 5.6 5.6
Old : 100.0: 80.5 53.2 13.3 39.7 0.0 0.0 1.5 0.0 0.5 0.0 0.0: 5.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 10 . . 0 0 . 0 . 0 0:
Old : 25: 16 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 : 56.0 76.4 80.6 89.2 56.0 68.8 73.7 77.4
Old : 56.0 76.4 80.6 89.2 56.0 68.8 73.7 77.4
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 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,085: 12,830 8,325 2,295 7,590 135 0 225 0 900 0 0: 925 810
Old : 17,085: 12,830 8,325 2,295 7,590 135 0 225 0 900 0 0: 925 810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,725: -1,060 -1,845 -885 0 90 0 -25 0 -50 0 0: 180 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 48.7 13.4 44.4 0.8 0.0 1.3 0.0 5.3 0.0 0.0: 5.4 4.7
Old : 100.0: 75.1 48.7 13.4 44.4 0.8 0.0 1.3 0.0 5.3 0.0 0.0: 5.4 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 : 23: 15 9 . . . 0 . 0 . 0 0:
Old : 23: 15 9 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 77.3 78.3 90.0 46.4 74.6 72.1 83.5
Old : 52.6 77.3 78.3 90.0 46.4 74.6 72.1 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,780: 29,995 25,215 1,515 3,345 1,280 0 2,450 0 0 500 0: 3,990 3,990
Old : 36,780: 29,995 25,215 1,515 3,345 1,280 0 2,450 0 0 500 0: 3,990 3,990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,805: -1,810 -655 40 -910 -60 0 -175 0 0 -30 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 68.6 4.1 9.1 3.5 0.0 6.7 0.0 0.0 1.4 0.0: 10.8 10.8
Old : 100.0: 81.6 68.6 4.1 9.1 3.5 0.0 6.7 0.0 0.0 1.4 0.0: 10.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 16 . . . 0 . 0 0 . 0:
Old : 28: 12 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 : 67.7 43.7 81.9 68.2 67.5 37.8 78.2 62.4
Old : 67.7 43.7 81.9 68.2 67.5 37.8 78.2 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 10, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,165: 17,935 16,170 1,785 1,975 2,490 100 1,675 0 0 0 0: 3,855 3,855
Old : 26,165: 17,935 16,170 1,785 1,975 2,490 100 1,675 0 0 0 0: 3,855 3,855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: -1,860: -2,215 -1,605 135 -1,000 365 0 525 0 0 0 0: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 61.8 6.8 7.5 9.5 0.4 6.4 0.0 0.0 0.0 0.0: 14.7 14.7
Old : 100.0: 68.5 61.8 6.8 7.5 9.5 0.4 6.4 0.0 0.0 0.0 0.0: 14.7 14.7
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: 14 15 . . . . . 0 0 0 0:
Old : 26: 14 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 : 45.7 47.3 67.0 67.1 40.4 35.8 54.1 55.3
Old : 45.7 47.3 67.0 67.1 40.4 35.8 54.1 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2017