COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,469: 26,765 20,297 10,333 6,698 1,823 3,005 24,524 2,354 22,155 10,272 7,061: 974 1,441
Old : 74,469: 26,765 20,297 10,333 6,698 1,823 3,005 24,524 2,354 22,155 10,272 7,061: 974 1,441
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 1,391: -626 -36 -250 -40 -43 2,905 -83 -2 -1,254 995 670: -8 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 27.3 13.9 9.0 2.4 4.0 32.9 3.2 29.8 13.8 9.5: 1.3 1.9
Old : 100.0: 35.9 27.3 13.9 9.0 2.4 4.0 32.9 3.2 29.8 13.8 9.5: 1.3 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 : 50: 12 14 . 4 4 . 4 . 12 10 12:
Old : 50: 12 14 . 4 4 . 4 . 12 10 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 : 43.9 57.9 63.1 73.7 31.1 41.1 46.6 51.4
Old : 43.9 57.9 63.1 73.7 31.1 41.1 46.6 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,277: 3,783 8,688 626 1,738 411 0 2,662 0 9,035 250 968: 454 560
Old : 15,277: 3,783 8,688 626 1,738 411 0 2,662 0 9,035 250 968: 454 560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -367: -557 -233 55 -159 -14 0 -20 0 30 -105 159: -40 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 56.9 4.1 11.4 2.7 0.0 17.4 0.0 59.1 1.6 6.3: 3.0 3.7
Old : 100.0: 24.8 56.9 4.1 11.4 2.7 0.0 17.4 0.0 59.1 1.6 6.3: 3.0 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 : 26: 7 7 . . 5 0 . 0 8 . 4:
Old : 26: 7 7 . . 5 0 . 0 8 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 58.1 78.1 80.1 50.0 45.9 61.8 58.4
Old : 60.6 58.1 78.1 80.1 50.0 45.9 61.8 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 159,446: 89,887 96,839 6,757 13,904 19,750 20,557 1,134 4,467 4,694 10,072 12,897: 439 383
Old : 159,446: 89,887 96,839 6,757 13,904 19,750 20,557 1,134 4,467 4,694 10,072 12,897: 439 383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -27: 1,425 -955 -335 -248 125 -805 81 -66 -1,037 450 707: -41 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 60.7 4.2 8.7 12.4 12.9 0.7 2.8 2.9 6.3 8.1: 0.3 0.2
Old : 100.0: 56.4 60.7 4.2 8.7 12.4 12.9 0.7 2.8 2.9 6.3 8.1: 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 : 73: 40 42 . . 4 4 4 7 7 9 13:
Old : 73: 40 42 . . 4 4 4 7 7 9 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 34.1 62.7 55.8 29.6 25.1 38.1 36.6
Old : 45.1 34.1 62.7 55.8 29.6 25.1 38.1 36.6
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,245: 31,974 39,533 4,385 0 3,072 192 0 385 3,186 204 51: 0 0
Old : 43,245: 31,974 39,533 4,385 0 3,072 192 0 385 3,186 204 51: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -299: -902 33 708 0 -432 -44 0 0 395 100 0: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 91.4 10.1 0.0 7.1 0.4 0.0 0.9 7.4 0.5 0.1: 0.0 0.0
Old : 100.0: 73.9 91.4 10.1 0.0 7.1 0.4 0.0 0.9 7.4 0.5 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 : 35: 25 22 . 0 . . 0 . 4 . .:
Old : 35: 25 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 : 48.2 47.3 70.5 78.2 36.8 34.5 48.4 51.5
Old : 48.2 47.3 70.5 78.2 36.8 34.5 48.4 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 389,130: 346,092 304,603 0 52,056 29,167 10,472 0 0 2,215 2,120 1,184: 0 0
Old : 389,130: 346,092 304,603 0 52,056 29,167 10,472 0 0 2,215 2,120 1,184: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -15,568: -16,144 -2,656 0 -12,912 0 0 0 0 0 -576 576: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 78.3 0.0 13.4 7.5 2.7 0.0 0.0 0.6 0.5 0.3: 0.0 0.0
Old : 100.0: 88.9 78.3 0.0 13.4 7.5 2.7 0.0 0.0 0.6 0.5 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 19 0 . . . 0 0 . . .:
Old : 31: 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 : 62.9 53.8 79.1 78.5 51.7 43.6 57.8 52.4
Old : 62.9 53.8 79.1 78.5 51.7 43.6 57.8 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,440,600: 1,139,557 1,154,963 159,068 65,743 59,522 4,335 32,728 48,828 28,554 78,080 736: 0 0
Old : 1,440,600: 1,139,557 1,154,963 159,068 65,743 59,522 4,335 32,728 48,828 28,554 78,080 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 12,419: 13,598 14,931 -6,480 -3,664 0 -704 -4,708 4,804 1,201 1,056 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 80.2 11.0 4.6 4.1 0.3 2.3 3.4 2.0 5.4 0.1: 0.0 0.0
Old : 100.0: 79.1 80.2 11.0 4.6 4.1 0.3 2.3 3.4 2.0 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 : 58: 35 35 . . 4 . . . 4 . .:
Old : 58: 35 35 . . 4 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 43.7 65.6 66.0 39.4 35.9 52.7 50.6
Old : 43.4 43.7 65.6 66.0 39.4 35.9 52.7 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 57,527: 44,256 40,314 9,034 9,722 2,880 0 1,198 587 422 2,478 348: 0 0
Old : 57,527: 44,256 40,314 9,034 9,722 2,880 0 1,198 587 422 2,478 348: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 556: 298 372 128 263 0 -2 -258 -25 318 365 -161: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 70.1 15.7 16.9 5.0 0.0 2.1 1.0 0.7 4.3 0.6: 0.0 0.0
Old : 100.0: 76.9 70.1 15.7 16.9 5.0 0.0 2.1 1.0 0.7 4.3 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 : 37: 22 20 . . . 0 . . . 4 .:
Old : 37: 22 20 . . . 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 : 69.9 74.6 84.2 84.6 66.4 65.1 74.4 73.1
Old : 69.9 74.6 84.2 84.6 66.4 65.1 74.4 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 298,335: 225,837 205,609 52,993 71,261 17,601 952 3,864 0 952 0 0: 0 0
Old : 298,335: 225,837 205,609 52,993 71,261 17,601 952 3,864 0 952 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 68.9 17.8 23.9 5.9 0.3 1.3 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 75.7 68.9 17.8 23.9 5.9 0.3 1.3 0.0 0.3 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: 14 13 . . . . . 0 . 0 0:
Old : 24: 14 13 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 80.0 88.8 91.9 70.0 65.0 75.5 72.9
Old : 71.4 80.0 88.8 91.9 70.0 65.0 75.5 72.9
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 338,070: 250,506 289,692 45,042 9,392 29,626 3,912 728 8,632 352 0 0: 0 0
Old : 338,070: 250,506 289,692 45,042 9,392 29,626 3,912 728 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 10, 2017 :
: -9,145: -9,145 -4,113 5,384 0 -5,032 -352 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 85.7 13.3 2.8 8.8 1.2 0.2 2.6 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 74.1 85.7 13.3 2.8 8.8 1.2 0.2 2.6 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: 21 22 . . . . . . . 0 0:
Old : 35: 21 22 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 48.7 72.1 70.8 35.1 43.3 51.5 56.9
Old : 49.9 48.7 72.1 70.8 35.1 43.3 51.5 56.9
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,735: 18,904 21,713 2,568 0 2,383 567 0 0 148 344 0: 165 295
Old : 24,735: 18,904 21,713 2,568 0 2,383 567 0 0 148 344 0: 165 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -755: -129 -623 258 0 -255 -40 0 0 -80 80 0: -509 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 87.8 10.4 0.0 9.6 2.3 0.0 0.0 0.6 1.4 0.0: 0.7 1.2
Old : 100.0: 76.4 87.8 10.4 0.0 9.6 2.3 0.0 0.0 0.6 1.4 0.0: 0.7 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 : 33: 18 21 . 0 . . 0 0 . . 0:
Old : 33: 18 21 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 54.2 66.8 76.8 36.5 47.6 52.3 60.7
Old : 44.3 54.2 66.8 76.8 36.5 47.6 52.3 60.7
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,240: 36,823 42,277 20,150 15,230 1,565 0 0 0 350 0 0: 352 168
Old : 59,240: 36,823 42,277 20,150 15,230 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 10, 2017 :
: 100: 100 -1,100 0 1,200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 71.4 34.0 25.7 2.6 0.0 0.0 0.0 0.6 0.0 0.0: 0.6 0.3
Old : 100.0: 62.2 71.4 34.0 25.7 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 25 . . . 0 0 0 . 0 0:
Old : 36: 24 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 : 59.1 51.8 73.5 71.1 57.3 49.1 67.1 64.3
Old : 59.1 51.8 73.5 71.1 57.3 49.1 67.1 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 11,650: 9,650 9,950 1,600 0 0 250 200 0 0 1,450 50: 100 0
Old : 11,650: 9,650 9,950 1,600 0 0 250 200 0 0 1,450 50: 100 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 85.4 13.7 0.0 0.0 2.1 1.7 0.0 0.0 12.4 0.4: 0.9 0.0
Old : 100.0: 82.8 85.4 13.7 0.0 0.0 2.1 1.7 0.0 0.0 12.4 0.4: 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 : 22: 6 13 . 0 0 . . 0 0 . .:
Old : 22: 6 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 : 88.8 56.2 98.7 85.4 83.7 56.2 89.3 82.8
Old : 88.8 56.2 98.7 85.4 83.7 56.2 89.3 82.8
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 77,695: 52,443 55,152 23,640 21,405 1,015 0 0 0 360 0 0: 237 123
Old : 77,695: 52,443 55,152 23,640 21,405 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 10, 2017 :
: 1,115: -135 -85 1,250 1,200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 71.0 30.4 27.6 1.3 0.0 0.0 0.0 0.5 0.0 0.0: 0.3 0.2
Old : 100.0: 67.5 71.0 30.4 27.6 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 26 . . . 0 0 0 . 0 0:
Old : 38: 25 26 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 60.5 71.9 76.0 53.2 60.2 68.2 73.3
Old : 54.6 60.5 71.9 76.0 53.2 60.2 68.2 73.3
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,860: 24,371 25,120 3,250 3,020 1,920 0 0 0 700 600 0: 619 200
Old : 30,860: 24,371 25,120 3,250 3,020 1,920 0 0 0 700 600 0: 619 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 45: 0 -500 0 545 0 0 0 0 0 0 0: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 81.4 10.5 9.8 6.2 0.0 0.0 0.0 2.3 1.9 0.0: 2.0 0.6
Old : 100.0: 79.0 81.4 10.5 9.8 6.2 0.0 0.0 0.0 2.3 1.9 0.0: 2.0 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 13 . . . 0 0 0 . . 0:
Old : 26: 17 13 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 76.5 74.8 89.0 50.2 70.3 63.1 75.6
Old : 54.2 76.5 74.8 89.0 50.2 70.3 63.1 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 320,496: 185,640 305,720 104,808 0 14,040 4,696 0 0 10,576 0 736: 0 0
Old : 320,496: 185,640 305,720 104,808 0 14,040 4,696 0 0 10,576 0 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -848: -352 -848 -1,200 0 0 0 0 0 704 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 95.4 32.7 0.0 4.4 1.5 0.0 0.0 3.3 0.0 0.2: 0.0 0.0
Old : 100.0: 57.9 95.4 32.7 0.0 4.4 1.5 0.0 0.0 3.3 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 17 . 0 . . 0 0 . 0 .:
Old : 30: 17 17 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 73.2 76.7 88.3 52.2 62.3 63.1 71.6
Old : 56.5 73.2 76.7 88.3 52.2 62.3 63.1 71.6
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,918: 5,581 4,648 131 961 63 508 0 0 0 821 82: 553 343
Old : 6,918: 5,581 4,648 131 961 63 508 0 0 0 821 82: 553 343
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 46: 46 -17 0 -23 0 0 0 0 -39 47 39: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 67.2 1.9 13.9 0.9 7.3 0.0 0.0 0.0 11.9 1.2: 8.0 5.0
Old : 100.0: 80.7 67.2 1.9 13.9 0.9 7.3 0.0 0.0 0.0 11.9 1.2: 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 0 . .:
Old : 24: 16 15 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 64.1 69.4 80.1 39.3 62.0 61.7 70.5
Old : 45.1 64.1 69.4 80.1 39.3 62.0 61.7 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,465: 12,530 7,925 0 5,855 300 300 0 0 530 0 325: 480 60
Old : 14,465: 12,530 7,925 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 10, 2017 :
: 720: 720 720 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 54.8 0.0 40.5 2.1 2.1 0.0 0.0 3.7 0.0 2.2: 3.3 0.4
Old : 100.0: 86.6 54.8 0.0 40.5 2.1 2.1 0.0 0.0 3.7 0.0 2.2: 3.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 77.8 66.7 93.5 87.7 75.1 64.4 87.0 85.3
Old : 77.8 66.7 93.5 87.7 75.1 64.4 87.0 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,431: 29,196 31,686 4,855 1,820 2,055 0 0 0 0 750 0: 325 120
Old : 36,431: 29,196 31,686 4,855 1,820 2,055 0 0 0 0 750 0: 325 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -350: -390 -890 -45 500 40 0 0 0 0 0 0: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 87.0 13.3 5.0 5.6 0.0 0.0 0.0 0.0 2.1 0.0: 0.9 0.3
Old : 100.0: 80.1 87.0 13.3 5.0 5.6 0.0 0.0 0.0 0.0 2.1 0.0: 0.9 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 : 30: 19 20 . . . 0 0 0 0 . 0:
Old : 30: 19 20 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 72.7 75.9 85.2 48.0 67.8 67.4 76.1
Old : 50.3 72.7 75.9 85.2 48.0 67.8 67.4 76.1
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,136: 19,686 20,541 2,925 3,225 2,140 0 0 0 1,175 100 0: 210 130
Old : 26,136: 19,686 20,541 2,925 3,225 2,140 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 10, 2017 :
: 240: 240 -40 -180 100 180 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 78.6 11.2 12.3 8.2 0.0 0.0 0.0 4.5 0.4 0.0: 0.8 0.5
Old : 100.0: 75.3 78.6 11.2 12.3 8.2 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 : 55.8 69.2 73.9 89.2 50.6 60.1 66.5 74.4
Old : 55.8 69.2 73.9 89.2 50.6 60.1 66.5 74.4
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,456: 13,919 15,956 2,475 1,887 2,006 549 0 0 768 82 105: 634 420
Old : 20,456: 13,919 15,956 2,475 1,887 2,006 549 0 0 768 82 105: 634 420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -352: -438 -504 -20 172 0 0 -60 0 146 0 0: -40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 78.0 12.1 9.2 9.8 2.7 0.0 0.0 3.8 0.4 0.5: 3.1 2.1
Old : 100.0: 68.0 78.0 12.1 9.2 9.8 2.7 0.0 0.0 3.8 0.4 0.5: 3.1 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 : 29: 15 17 . . . . 0 0 . . .:
Old : 29: 15 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 : 44.9 51.5 71.7 76.8 37.5 40.0 55.5 59.3
Old : 44.9 51.5 71.7 76.8 37.5 40.0 55.5 59.3
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,108: 52,257 45,967 2,201 4,290 1,748 0 172 0 395 4,243 495: 12 193
Old : 57,108: 52,257 45,967 2,201 4,290 1,748 0 172 0 395 4,243 495: 12 193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 239: 645 420 0 -95 -200 0 0 0 0 176 -12: -194 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 80.5 3.9 7.5 3.1 0.0 0.3 0.0 0.7 7.4 0.9: 0.0 0.3
Old : 100.0: 91.5 80.5 3.9 7.5 3.1 0.0 0.3 0.0 0.7 7.4 0.9: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 20 . . . 0 . 0 . . .:
Old : 39: 25 20 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 50.1 72.6 79.6 46.5 48.1 66.6 69.9
Old : 47.7 50.1 72.6 79.6 46.5 48.1 66.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,338: 67,667 52,789 2,549 3,413 2,190 257 1,186 374 1,076 14,069 1,204: 21 113
Old : 75,338: 67,667 52,789 2,549 3,413 2,190 257 1,186 374 1,076 14,069 1,204: 21 113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 1,302: 1,491 897 -255 -180 173 0 -105 0 -15 614 -92: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 70.1 3.4 4.5 2.9 0.3 1.6 0.5 1.4 18.7 1.6: 0.0 0.1
Old : 100.0: 89.8 70.1 3.4 4.5 2.9 0.3 1.6 0.5 1.4 18.7 1.6: 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 : 55: 30 28 . . . . . . 7 4 .:
Old : 55: 30 28 . . . . . . 7 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 47.0 64.9 73.5 39.3 45.6 55.1 63.1
Old : 45.6 47.0 64.9 73.5 39.3 45.6 55.1 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,090: 34,290 40,060 9,330 4,550 480 0 0 0 850 0 0: 140 0
Old : 45,090: 34,290 40,060 9,330 4,550 480 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 10, 2017 :
: 215: -95 745 840 0 -530 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 88.8 20.7 10.1 1.1 0.0 0.0 0.0 1.9 0.0 0.0: 0.3 0.0
Old : 100.0: 76.0 88.8 20.7 10.1 1.1 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 : 51.9 95.9 74.8 99.7 50.8 95.0 71.6 95.1
Old : 51.9 95.9 74.8 99.7 50.8 95.0 71.6 95.1
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,170: 36,990 39,280 9,905 7,230 1,560 0 0 0 1,480 2,100 0: 235 0
Old : 50,170: 36,990 39,280 9,905 7,230 1,560 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 10, 2017 :
: 805: 70 910 840 0 -105 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 78.3 19.7 14.4 3.1 0.0 0.0 0.0 2.9 4.2 0.0: 0.5 0.0
Old : 100.0: 73.7 78.3 19.7 14.4 3.1 0.0 0.0 0.0 2.9 4.2 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 : 48.3 94.5 71.9 98.9 46.9 92.3 70.5 95.2
Old : 48.3 94.5 71.9 98.9 46.9 92.3 70.5 95.2
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 287,272: 217,068 262,522 16,492 9,852 12,947 0 0 0 39,214 400 1,551: 0 0
Old : 287,272: 217,068 262,522 16,492 9,852 12,947 0 0 0 39,214 400 1,551: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 5,825: 5,824 6,193 0 -9 -359 0 0 0 360 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 91.4 5.7 3.4 4.5 0.0 0.0 0.0 13.7 0.1 0.5: 0.0 0.0
Old : 100.0: 75.6 91.4 5.7 3.4 4.5 0.0 0.0 0.0 13.7 0.1 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 : 34: 19 24 . . . 0 0 0 . . .:
Old : 34: 19 24 . . . 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 : 56.2 53.7 76.0 74.8 53.3 49.9 70.6 68.0
Old : 56.2 53.7 76.0 74.8 53.3 49.9 70.6 68.0
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,011: 15,660 19,969 875 446 1,060 0 1,108 857 5,078 500 653: 828 418
Old : 25,011: 15,660 19,969 875 446 1,060 0 1,108 857 5,078 500 653: 828 418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 758: 346 444 130 0 -108 0 26 57 167 278 144: 23 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 79.8 3.5 1.8 4.2 0.0 4.4 3.4 20.3 2.0 2.6: 3.3 1.7
Old : 100.0: 62.6 79.8 3.5 1.8 4.2 0.0 4.4 3.4 20.3 2.0 2.6: 3.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 21 27 . . . 0 . . . . .:
Old : 41: 21 27 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 45.9 70.5 61.5 50.0 42.8 61.5 57.4
Old : 53.6 45.9 70.5 61.5 50.0 42.8 61.5 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,816: 28,723 39,371 10,336 0 0 231 0 0 454 397 48: 24 0
Old : 39,816: 28,723 39,371 10,336 0 0 231 0 0 454 397 48: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 43: -99 -140 96 0 0 -77 0 0 51 135 48: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 98.9 26.0 0.0 0.0 0.6 0.0 0.0 1.1 1.0 0.1: 0.1 0.0
Old : 100.0: 72.1 98.9 26.0 0.0 0.0 0.6 0.0 0.0 1.1 1.0 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 : 27: 15 13 . 0 0 . 0 0 . . .:
Old : 27: 15 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 : 77.3 84.9 94.2 96.8 73.5 78.1 83.4 84.7
Old : 77.3 84.9 94.2 96.8 73.5 78.1 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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 300,652: 251,120 201,543 9,392 46,781 33,528 3,504 15,692 3,108 0 0 0: 0 0
Old : 300,652: 251,120 201,543 9,392 46,781 33,528 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 10, 2017 :
: 4,714: 3,513 4,714 0 -1,201 1,201 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 67.0 3.1 15.6 11.2 1.2 5.2 1.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.5 67.0 3.1 15.6 11.2 1.2 5.2 1.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.2 65.7 91.9 86.3 70.6 55.3 77.5 70.2
Old : 73.2 65.7 91.9 86.3 70.6 55.3 77.5 70.2
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,368: 14,100 14,407 902 465 1,731 582 0 1,058 0 562 84: 911 1,061
Old : 19,368: 14,100 14,407 902 465 1,731 582 0 1,058 0 562 84: 911 1,061
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 236: 237 282 -85 0 0 -40 0 40 0 -170 84: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 74.4 4.7 2.4 8.9 3.0 0.0 5.5 0.0 2.9 0.4: 4.7 5.5
Old : 100.0: 72.8 74.4 4.7 2.4 8.9 3.0 0.0 5.5 0.0 2.9 0.4: 4.7 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 . .:
Old : 25: 13 14 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 60.6 80.9 78.8 52.8 52.3 61.6 61.4
Old : 63.4 60.6 80.9 78.8 52.8 52.3 61.6 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,693: 5,267 7,775 3,531 1,021 144 508 82 0 0 387 185: 1,058 1,099
Old : 10,693: 5,267 7,775 3,531 1,021 144 508 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 10, 2017 :
: 275: 275 235 -40 0 40 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 72.7 33.0 9.5 1.3 4.8 0.8 0.0 0.0 3.6 1.7: 9.9 10.3
Old : 100.0: 49.3 72.7 33.0 9.5 1.3 4.8 0.8 0.0 0.0 3.6 1.7: 9.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 13 . . . . . 0 0 . .:
Old : 21: 11 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 : 59.0 60.6 77.2 80.6 56.5 54.2 68.4 70.5
Old : 59.0 60.6 77.2 80.6 56.5 54.2 68.4 70.5
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,188: 58,533 60,940 9,392 9,673 1,575 0 0 0 2,688 0 0: 0 0
Old : 72,188: 58,533 60,940 9,392 9,673 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 10, 2017 :
: -352: -352 -704 0 352 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 84.4 13.0 13.4 2.2 0.0 0.0 0.0 3.7 0.0 0.0: 0.0 0.0
Old : 100.0: 81.1 84.4 13.0 13.4 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 9 . . . 0 0 0 . 0 0:
Old : 22: 9 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 : 66.4 72.7 91.4 95.8 64.9 72.7 89.8 93.6
Old : 66.4 72.7 91.4 95.8 64.9 72.7 89.8 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,731: 9,652 9,424 2,851 1,852 166 0 572 0 600 958 170: 292 589
Old : 13,731: 9,652 9,424 2,851 1,852 166 0 572 0 600 958 170: 292 589
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 252: 189 -46 23 235 20 0 0 0 20 0 0: 0 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 68.6 20.8 13.5 1.2 0.0 4.2 0.0 4.4 7.0 1.2: 2.1 4.3
Old : 100.0: 70.3 68.6 20.8 13.5 1.2 0.0 4.2 0.0 4.4 7.0 1.2: 2.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 17 . . . 0 . 0 . . .:
Old : 28: 15 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 : 60.4 36.3 81.5 57.8 52.3 35.5 68.7 55.9
Old : 60.4 36.3 81.5 57.8 52.3 35.5 68.7 55.9
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 148,295: 113,601 89,490 33,944 48,745 750 0 7,790 0 0 1,520 0: 0 0
Old : 148,295: 113,601 89,490 33,944 48,745 750 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 10, 2017 :
: 5,480: 4,328 800 1,152 4,680 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 60.3 22.9 32.9 0.5 0.0 5.3 0.0 0.0 1.0 0.0: 0.0 0.0
Old : 100.0: 76.6 60.3 22.9 32.9 0.5 0.0 5.3 0.0 0.0 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 70.1 64.0 88.0 86.7 62.5 62.7 78.8 77.8
Old : 70.1 64.0 88.0 86.7 62.5 62.7 78.8 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,406: 15,641 13,938 691 2,904 2,981 49 181 1,994 948 306 102: 0 0
Old : 22,406: 15,641 13,938 691 2,904 2,981 49 181 1,994 948 306 102: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 49: 47 49 25 -26 26 -25 24 -24 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 62.2 3.1 13.0 13.3 0.2 0.8 8.9 4.2 1.4 0.5: 0.0 0.0
Old : 100.0: 69.8 62.2 3.1 13.0 13.3 0.2 0.8 8.9 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 : 51.9 57.7 80.6 82.9 43.3 43.4 58.5 59.4
Old : 51.9 57.7 80.6 82.9 43.3 43.4 58.5 59.4
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,880: 10,525 8,885 1,070 2,400 615 0 980 0 300 0 0: 370 0
Old : 12,880: 10,525 8,885 1,070 2,400 615 0 980 0 300 0 0: 370 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -1,830: -3,000 1,200 600 -2,995 565 0 -600 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 69.0 8.3 18.6 4.8 0.0 7.6 0.0 2.3 0.0 0.0: 2.9 0.0
Old : 100.0: 81.7 69.0 8.3 18.6 4.8 0.0 7.6 0.0 2.3 0.0 0.0: 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 11 . . . 0 . 0 . 0 0:
Old : 20: 12 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 : 66.8 72.5 85.1 95.6 50.1 65.6 65.5 75.2
Old : 66.8 72.5 85.1 95.6 50.1 65.6 65.5 75.2
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,775: 10,360 8,715 1,095 2,535 630 0 680 25 55 0 190: 420 0
Old : 12,775: 10,360 8,715 1,095 2,535 630 0 680 25 55 0 190: 420 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -1,735: -2,950 1,200 575 -2,825 630 0 -850 25 -100 0 85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 68.2 8.6 19.8 4.9 0.0 5.3 0.2 0.4 0.0 1.5: 3.3 0.0
Old : 100.0: 81.1 68.2 8.6 19.8 4.9 0.0 5.3 0.2 0.4 0.0 1.5: 3.3 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 : 21: 13 10 . . . 0 . . . 0 .:
Old : 21: 13 10 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 72.5 83.6 93.7 52.1 67.6 66.6 75.1
Old : 65.4 72.5 83.6 93.7 52.1 67.6 66.6 75.1
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,540: 10,570 13,885 7,010 4,105 1,345 300 175 0 120 0 30: 165 0
Old : 19,540: 10,570 13,885 7,010 4,105 1,345 300 175 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 10, 2017 :
: -90: -90 185 250 -25 -250 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 71.1 35.9 21.0 6.9 1.5 0.9 0.0 0.6 0.0 0.2: 0.8 0.0
Old : 100.0: 54.1 71.1 35.9 21.0 6.9 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 : 73.3 71.4 87.0 90.9 56.2 62.1 65.1 67.3
Old : 73.3 71.4 87.0 90.9 56.2 62.1 65.1 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,923: 7,870 9,473 4,180 3,005 1,240 300 175 0 100 0 0: 233 30
Old : 13,923: 7,870 9,473 4,180 3,005 1,240 300 175 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 10, 2017 :
: -95: -95 180 250 -25 -250 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 68.0 30.0 21.6 8.9 2.2 1.3 0.0 0.7 0.0 0.0: 1.7 0.2
Old : 100.0: 56.5 68.0 30.0 21.6 8.9 2.2 1.3 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 : 72.4 72.7 86.0 92.0 54.7 54.9 63.8 64.7
Old : 72.4 72.7 86.0 92.0 54.7 54.9 63.8 64.7
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,260: 14,920 19,750 4,780 0 1,050 0 300 100 50 0 0: 360 60
Old : 21,260: 14,920 19,750 4,780 0 1,050 0 300 100 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 10, 2017 :
: -2,195: 500 -3,050 -3,600 0 855 0 -50 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 92.9 22.5 0.0 4.9 0.0 1.4 0.5 0.2 0.0 0.0: 1.7 0.3
Old : 100.0: 70.2 92.9 22.5 0.0 4.9 0.0 1.4 0.5 0.2 0.0 0.0: 1.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 12 4 0 . 0 . . . 0 0:
Old : 27: 13 12 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 : 68.2 82.9 87.5 93.1 63.8 79.7 80.3 86.4
Old : 68.2 82.9 87.5 93.1 63.8 79.7 80.3 86.4
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,170: 12,490 10,345 0 1,385 4,575 0 550 0 0 240 10: 95 65
Old : 17,170: 12,490 10,345 0 1,385 4,575 0 550 0 0 240 10: 95 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 285: -75 150 0 -435 420 0 150 0 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 60.3 0.0 8.1 26.6 0.0 3.2 0.0 0.0 1.4 0.1: 0.6 0.4
Old : 100.0: 72.7 60.3 0.0 8.1 26.6 0.0 3.2 0.0 0.0 1.4 0.1: 0.6 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 : 23: 12 10 0 . . 0 . 0 0 . .:
Old : 23: 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 : 68.9 65.3 91.1 91.0 39.4 46.0 52.5 52.1
Old : 68.9 65.3 91.1 91.0 39.4 46.0 52.5 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,576: 13,226 11,531 710 2,225 4,255 0 550 0 330 0 0: 55 15
Old : 18,576: 13,226 11,531 710 2,225 4,255 0 550 0 330 0 0: 55 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 285: -75 150 510 75 -90 0 150 0 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 62.1 3.8 12.0 22.9 0.0 3.0 0.0 1.8 0.0 0.0: 0.3 0.1
Old : 100.0: 71.2 62.1 3.8 12.0 22.9 0.0 3.0 0.0 1.8 0.0 0.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 64.9 81.2 87.9 94.5 37.9 52.6 54.9 58.4
Old : 64.9 81.2 87.9 94.5 37.9 52.6 54.9 58.4
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,595: 92,175 83,963 3,845 10,600 11,205 1,040 1,012 30 195 1,695 75: 30 15
Old : 108,595: 92,175 83,963 3,845 10,600 11,205 1,040 1,012 30 195 1,695 75: 30 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -40: 1,505 135 -675 335 -420 -450 -100 0 0 70 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 77.3 3.5 9.8 10.3 1.0 0.9 0.0 0.2 1.6 0.1: 0.0 0.0
Old : 100.0: 84.9 77.3 3.5 9.8 10.3 1.0 0.9 0.0 0.2 1.6 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 : 49: 30 26 . . 4 . . . . . .:
Old : 49: 30 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 : 46.2 66.6 68.1 86.8 44.9 58.5 59.3 69.1
Old : 46.2 66.6 68.1 86.8 44.9 58.5 59.3 69.1
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 127,712: 105,770 97,417 6,280 9,890 13,660 1,204 3,312 488 100 2,725 185: 25 35
Old : 127,712: 105,770 97,417 6,280 9,890 13,660 1,204 3,312 488 100 2,725 185: 25 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -219: 1,628 248 -705 115 -450 -950 -300 258 0 -30 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 76.3 4.9 7.7 10.7 0.9 2.6 0.4 0.1 2.1 0.1: 0.0 0.0
Old : 100.0: 82.8 76.3 4.9 7.7 10.7 0.9 2.6 0.4 0.1 2.1 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 : 56: 35 30 . . 4 . . . . 6 .:
Old : 56: 35 30 . . 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 : 43.2 65.4 63.0 82.1 40.6 58.6 53.8 66.8
Old : 43.2 65.4 63.0 82.1 40.6 58.6 53.8 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 182,319: 133,809 140,656 19,378 426 9,531 6,004 3,969 6,352 4,981 19,107 2,237: 27 41
Old : 182,319: 133,809 140,656 19,378 426 9,531 6,004 3,969 6,352 4,981 19,107 2,237: 27 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 1,931: 3,537 1,836 -743 121 -642 27 20 -18 -992 -154 763: -1 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 77.1 10.6 0.2 5.2 3.3 2.2 3.5 2.7 10.5 1.2: 0.0 0.0
Old : 100.0: 73.4 77.1 10.6 0.2 5.2 3.3 2.2 3.5 2.7 10.5 1.2: 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 : 73: 36 41 4 . 4 4 . 4 5 10 10:
Old : 73: 36 41 4 . 4 4 . 4 5 10 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 59.4 56.7 71.2 36.9 53.8 53.0 60.6
Old : 38.4 59.4 56.7 71.2 36.9 53.8 53.0 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,104: 104,048 94,321 4,349 12,540 3,758 4,422 700 1,788 430 5,724 225: 84 48
Old : 119,104: 104,048 94,321 4,349 12,540 3,758 4,422 700 1,788 430 5,724 225: 84 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 1,408: 2,760 -20 -387 1,200 -5 -585 0 0 -600 0 225: 0 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 79.2 3.7 10.5 3.2 3.7 0.6 1.5 0.4 4.8 0.2: 0.1 0.0
Old : 100.0: 87.4 79.2 3.7 10.5 3.2 3.7 0.6 1.5 0.4 4.8 0.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 34 29 . . 4 . . . . 5 .:
Old : 51: 34 29 . . 4 . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 63.2 57.5 78.4 35.4 53.0 51.1 63.8
Old : 37.8 63.2 57.5 78.4 35.4 53.0 51.1 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,740: 28,710 26,760 2,165 5,240 1,990 505 625 0 1,195 0 100: 75 25
Old : 34,740: 28,710 26,760 2,165 5,240 1,990 505 625 0 1,195 0 100: 75 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 5: -95 -20 725 920 -695 0 -200 0 70 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 77.0 6.2 15.1 5.7 1.5 1.8 0.0 3.4 0.0 0.3: 0.2 0.1
Old : 100.0: 82.6 77.0 6.2 15.1 5.7 1.5 1.8 0.0 3.4 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 10 . . . . . 0 . 0 .:
Old : 27: 18 10 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 87.7 79.2 95.9 55.1 79.6 72.8 84.5
Old : 59.0 87.7 79.2 95.9 55.1 79.6 72.8 84.5
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,525: 25,340 27,195 1,740 405 2,550 0 295 30 810 50 0: 55 0
Old : 30,525: 25,340 27,195 1,740 405 2,550 0 295 30 810 50 0: 55 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 30: -50 -75 310 405 -300 0 0 0 70 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 89.1 5.7 1.3 8.4 0.0 1.0 0.1 2.7 0.2 0.0: 0.2 0.0
Old : 100.0: 83.0 89.1 5.7 1.3 8.4 0.0 1.0 0.1 2.7 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:
Old : 28: 19 11 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 90.0 81.1 97.5 58.6 81.0 75.3 84.7
Old : 58.7 90.0 81.1 97.5 58.6 81.0 75.3 84.7
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,430: 23,946 21,531 5 3,424 3,025 1,025 200 250 50 0 0: 129 0
Old : 28,430: 23,946 21,531 5 3,424 3,025 1,025 200 250 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 10, 2017 :
: -1,420: -1,395 -580 0 -840 0 -25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 75.7 0.0 12.0 10.6 3.6 0.7 0.9 0.2 0.0 0.0: 0.5 0.0
Old : 100.0: 84.2 75.7 0.0 12.0 10.6 3.6 0.7 0.9 0.2 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 23 23 . . . . . . . 0 0:
Old : 36: 23 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 : 45.5 41.2 67.7 67.0 38.6 35.5 55.7 54.4
Old : 45.5 41.2 67.7 67.0 38.6 35.5 55.7 54.4
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,266: 14,861 17,686 2,100 1,480 1,980 900 0 0 1,425 0 0: 0 120
Old : 21,266: 14,861 17,686 2,100 1,480 1,980 900 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 10, 2017 :
: 120: 120 -60 -180 0 180 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 83.2 9.9 7.0 9.3 4.2 0.0 0.0 6.7 0.0 0.0: 0.0 0.6
Old : 100.0: 69.9 83.2 9.9 7.0 9.3 4.2 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 : 41.4 54.1 63.4 83.4 36.9 45.4 53.3 64.5
Old : 41.4 54.1 63.4 83.4 36.9 45.4 53.3 64.5
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 231,311: 141,301 117,255 0 32,442 62,498 10,434 0 17,013 0 2,038 66: 0 0
Old : 231,311: 141,301 117,255 0 32,442 62,498 10,434 0 17,013 0 2,038 66: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -2,451: -3,549 -1,439 0 -2,145 1,163 -50 0 -10 0 -14 -4: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 50.7 0.0 14.0 27.0 4.5 0.0 7.4 0.0 0.9 0.0: 0.0 0.0
Old : 100.0: 61.1 50.7 0.0 14.0 27.0 4.5 0.0 7.4 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 : 57.1 74.5 88.8 92.2 27.9 32.7 33.6 35.6
Old : 57.1 74.5 88.8 92.2 27.9 32.7 33.6 35.6
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,128: 17,454 18,941 5,181 4,139 2,055 1 1,200 25 1,960 710 47: 405 11
Old : 27,128: 17,454 18,941 5,181 4,139 2,055 1 1,200 25 1,960 710 47: 405 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 154: 225 -111 -10 31 80 1 -29 -1 0 335 -150: 9 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 69.8 19.1 15.3 7.6 0.0 4.4 0.1 7.2 2.6 0.2: 1.5 0.0
Old : 100.0: 64.3 69.8 19.1 15.3 7.6 0.0 4.4 0.1 7.2 2.6 0.2: 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 . . . . . . 4 . .:
Old : 34: 16 16 . . . . . . 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 : 44.1 52.3 72.5 76.8 40.9 46.9 62.5 67.6
Old : 44.1 52.3 72.5 76.8 40.9 46.9 62.5 67.6
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,663: 13,599 14,475 2,524 2,840 631 360 0 0 550 25 334: 665 358
Old : 18,663: 13,599 14,475 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 10, 2017 :
: -150: -150 -150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 77.6 13.5 15.2 3.4 1.9 0.0 0.0 2.9 0.1 1.8: 3.6 1.9
Old : 100.0: 72.9 77.6 13.5 15.2 3.4 1.9 0.0 0.0 2.9 0.1 1.8: 3.6 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 : 51.1 51.3 71.8 76.4 46.9 51.3 65.8 73.3
Old : 51.1 51.3 71.8 76.4 46.9 51.3 65.8 73.3
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,000: 28,955 14,232 1,373 13,820 978 125 4,458 0 2,856 957 530: 183 25
Old : 35,000: 28,955 14,232 1,373 13,820 978 125 4,458 0 2,856 957 530: 183 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 68: -61 476 82 -427 50 0 30 0 -5 -63 0: 2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 40.7 3.9 39.5 2.8 0.4 12.7 0.0 8.2 2.7 1.5: 0.5 0.1
Old : 100.0: 82.7 40.7 3.9 39.5 2.8 0.4 12.7 0.0 8.2 2.7 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 : 42: 24 20 . . . . . 0 . . .:
Old : 42: 24 20 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 54.8 67.5 79.3 50.4 52.2 63.4 75.7
Old : 51.0 54.8 67.5 79.3 50.4 52.2 63.4 75.7
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,157: 16,199 12,423 105 4,749 1,940 95 0 5 173 0 10: 630 30
Old : 19,157: 16,199 12,423 105 4,749 1,940 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 10, 2017 :
: 97: 77 225 0 -148 20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 64.8 0.5 24.8 10.1 0.5 0.0 0.0 0.9 0.0 0.1: 3.3 0.2
Old : 100.0: 84.6 64.8 0.5 24.8 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 : 51.0 61.3 72.8 83.1 46.4 55.9 61.5 73.8
Old : 51.0 61.3 72.8 83.1 46.4 55.9 61.5 73.8
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,105: 14,071 17,514 5,553 558 2,214 0 300 0 0 1,434 85: 182 0
Old : 22,105: 14,071 17,514 5,553 558 2,214 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 10, 2017 :
: 50: 40 80 0 -40 10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 79.2 25.1 2.5 10.0 0.0 1.4 0.0 0.0 6.5 0.4: 0.8 0.0
Old : 100.0: 63.7 79.2 25.1 2.5 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 : 27: 15 13 4 . . 0 . 0 0 . .:
Old : 27: 15 13 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 65.8 83.6 83.8 56.4 59.0 77.0 75.6
Old : 56.7 65.8 83.6 83.8 56.4 59.0 77.0 75.6
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,536: 11,300 10,899 445 1,152 1,139 0 0 0 0 0 0: 652 346
Old : 13,536: 11,300 10,899 445 1,152 1,139 0 0 0 0 0 0: 652 346
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -48: 214 103 0 50 -50 0 0 0 0 0 0: -212 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 80.5 3.3 8.5 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 4.8 2.6
Old : 100.0: 83.5 80.5 3.3 8.5 8.4 0.0 0.0 0.0 0.0 0.0 0.0: 4.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 . . . 0 0 0 0 0 0:
Old : 21: 12 10 . . . 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 : 58.8 76.0 81.4 93.9 58.8 72.9 77.0 83.6
Old : 58.8 76.0 81.4 93.9 58.8 72.9 77.0 83.6
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,800: 30,395 23,286 448 7,269 1,545 0 500 0 100 200 0: 312 0
Old : 32,800: 30,395 23,286 448 7,269 1,545 0 500 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 10, 2017 :
: -1,355: -1,386 -405 -9 -940 40 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 71.0 1.4 22.2 4.7 0.0 1.5 0.0 0.3 0.6 0.0: 1.0 0.0
Old : 100.0: 92.7 71.0 1.4 22.2 4.7 0.0 1.5 0.0 0.3 0.6 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 39.4 48.5 65.9 76.6 38.4 44.4 59.6 62.4
Old : 39.4 48.5 65.9 76.6 38.4 44.4 59.6 62.4
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,480: 12,369 12,683 1,075 1,260 2,245 0 0 0 419 0 42: 330 250
Old : 16,480: 12,369 12,683 1,075 1,260 2,245 0 0 0 419 0 42: 330 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 55: 75 50 0 0 0 0 0 0 0 0 0: -20 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 77.0 6.5 7.6 13.6 0.0 0.0 0.0 2.5 0.0 0.3: 2.0 1.5
Old : 100.0: 75.1 77.0 6.5 7.6 13.6 0.0 0.0 0.0 2.5 0.0 0.3: 2.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 46.6 81.0 68.9 92.4 43.1 69.5 59.1 72.3
Old : 46.6 81.0 68.9 92.4 43.1 69.5 59.1 72.3
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,399: 9,174 8,924 435 1,436 3,035 0 0 0 755 0 0: 0 4
Old : 13,399: 9,174 8,924 435 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 10, 2017 :
: -25: -25 -25 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 66.6 3.2 10.7 22.7 0.0 0.0 0.0 5.6 0.0 0.0: 0.0 0.0
Old : 100.0: 68.5 66.6 3.2 10.7 22.7 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 : 47.2 68.8 74.2 91.3 38.5 47.0 56.0 60.6
Old : 47.2 68.8 74.2 91.3 38.5 47.0 56.0 60.6
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,832: 24,037 30,412 11,930 4,410 40 0 0 0 0 850 0: 2,825 3,120
Old : 38,832: 24,037 30,412 11,930 4,410 40 0 0 0 0 850 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 10, 2017 :
: 250: 0 -440 250 440 0 0 0 0 0 250 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 78.3 30.7 11.4 0.1 0.0 0.0 0.0 0.0 2.2 0.0: 7.3 8.0
Old : 100.0: 61.9 78.3 30.7 11.4 0.1 0.0 0.0 0.0 0.0 2.2 0.0: 7.3 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 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 : 78.4 50.0 91.2 76.2 78.3 49.9 85.2 75.7
Old : 78.4 50.0 91.2 76.2 78.3 49.9 85.2 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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,085: 21,143 26,278 10,850 4,570 0 0 0 0 0 850 0: 3,092 3,387
Old : 35,085: 21,143 26,278 10,850 4,570 0 0 0 0 0 850 0: 3,092 3,387
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 200: 0 -440 250 440 0 0 0 0 0 250 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 74.9 30.9 13.0 0.0 0.0 0.0 0.0 0.0 2.4 0.0: 8.8 9.7
Old : 100.0: 60.3 74.9 30.9 13.0 0.0 0.0 0.0 0.0 0.0 2.4 0.0: 8.8 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 77.6 48.8 90.3 75.7 77.4 48.8 86.3 75.7
Old : 77.6 48.8 90.3 75.7 77.4 48.8 86.3 75.7
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,345: 31,050 3,815 0 5,210 405 0 14,140 0 0 8,295 105: 1,785 1,375
Old : 33,345: 31,050 3,815 0 5,210 405 0 14,140 0 0 8,295 105: 1,785 1,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -3,000: -3,105 -755 0 -2,650 0 0 -300 0 0 600 0: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 11.4 0.0 15.6 1.2 0.0 42.4 0.0 0.0 24.9 0.3: 5.4 4.1
Old : 100.0: 93.1 11.4 0.0 15.6 1.2 0.0 42.4 0.0 0.0 24.9 0.3: 5.4 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 : 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 : 69.6 79.4 86.1 88.1 66.1 78.4 82.3 85.8
Old : 69.6 79.4 86.1 88.1 66.1 78.4 82.3 85.8
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,395: 28,185 4,670 0 6,665 0 0 13,090 510 0 4,050 0: 1,700 1,410
Old : 30,395: 28,185 4,670 0 6,665 0 0 13,090 510 0 4,050 0: 1,700 1,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -3,025: -3,060 -685 0 -2,700 0 0 -275 150 0 600 0: -115 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 15.4 0.0 21.9 0.0 0.0 43.1 1.7 0.0 13.3 0.0: 5.6 4.6
Old : 100.0: 92.7 15.4 0.0 21.9 0.0 0.0 43.1 1.7 0.0 13.3 0.0: 5.6 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 : 70.7 76.5 84.4 86.8 66.0 73.8 77.4 81.8
Old : 70.7 76.5 84.4 86.8 66.0 73.8 77.4 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,538: 17,023 16,060 292 775 5,783 1,100 400 100 1,675 2,935 0: 1,565 1,485
Old : 27,538: 17,023 16,060 292 775 5,783 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 10, 2017 :
: -130: -130 -30 100 0 -100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 58.3 1.1 2.8 21.0 4.0 1.5 0.4 6.1 10.7 0.0: 5.7 5.4
Old : 100.0: 61.8 58.3 1.1 2.8 21.0 4.0 1.5 0.4 6.1 10.7 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 : 52.3 79.0 76.4 90.2 39.0 59.3 57.8 64.2
Old : 52.3 79.0 76.4 90.2 39.0 59.3 57.8 64.2
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,663: 14,302 13,110 45 805 5,045 1,100 400 100 1,675 2,960 0: 1,396 1,243
Old : 23,663: 14,302 13,110 45 805 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 10, 2017 :
: -130: -130 -30 0 -100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 55.4 0.2 3.4 21.3 4.6 1.7 0.4 7.1 12.5 0.0: 5.9 5.3
Old : 100.0: 60.4 55.4 0.2 3.4 21.3 4.6 1.7 0.4 7.1 12.5 0.0: 5.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 52.6 79.5 78.6 90.5 39.4 56.4 57.7 61.9
Old : 52.6 79.5 78.6 90.5 39.4 56.4 57.7 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,545: 22,920 24,150 17,275 25 1,870 0 15,840 0 0 300 0: 480 360
Old : 42,545: 22,920 24,150 17,275 25 1,870 0 15,840 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 10, 2017 :
: -3,650: -1,250 -3,600 -2,400 0 0 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 56.8 40.6 0.1 4.4 0.0 37.2 0.0 0.0 0.7 0.0: 1.1 0.8
Old : 100.0: 53.9 56.8 40.6 0.1 4.4 0.0 37.2 0.0 0.0 0.7 0.0: 1.1 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 11 . . . 0 . 0 0 . 0:
Old : 25: 13 11 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.2 84.9 93.0 92.8 74.8 83.0 85.4 89.6
Old : 80.2 84.9 93.0 92.8 74.8 83.0 85.4 89.6
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,480: 19,800 18,695 14,240 0 1,820 0 15,065 0 0 400 0: 620 500
Old : 36,480: 19,800 18,695 14,240 0 1,820 0 15,065 0 0 400 0: 620 500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -3,560: -1,370 -3,570 -2,225 0 25 0 -25 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 51.2 39.0 0.0 5.0 0.0 41.3 0.0 0.0 1.1 0.0: 1.7 1.4
Old : 100.0: 54.3 51.2 39.0 0.0 5.0 0.0 41.3 0.0 0.0 1.1 0.0: 1.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 10 . 0 . 0 . 0 0 . 0:
Old : 24: 12 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 : 78.0 87.7 91.9 94.7 72.0 84.9 83.6 89.6
Old : 78.0 87.7 91.9 94.7 72.0 84.9 83.6 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,840: 26,390 19,695 150 6,435 360 100 1,360 0 1,200 320 280: 1,360 1,390
Old : 29,840: 26,390 19,695 150 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 10, 2017 :
: -250: -250 -250 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 66.0 0.5 21.6 1.2 0.3 4.6 0.0 4.0 1.1 0.9: 4.6 4.7
Old : 100.0: 88.4 66.0 0.5 21.6 1.2 0.3 4.6 0.0 4.0 1.1 0.9: 4.6 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 72.1 83.2 85.5 94.6 70.0 80.3 80.1 85.3
Old : 72.1 83.2 85.5 94.6 70.0 80.3 80.1 85.3
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,405: 25,810 19,145 150 6,705 315 100 1,560 0 1,380 0 520: 1,130 1,160
Old : 29,405: 25,810 19,145 150 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 10, 2017 :
: -210: -210 -210 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 65.1 0.5 22.8 1.1 0.3 5.3 0.0 4.7 0.0 1.8: 3.8 3.9
Old : 100.0: 87.8 65.1 0.5 22.8 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 : 71.3 83.5 83.9 95.5 68.3 78.3 76.3 82.1
Old : 71.3 83.5 83.9 95.5 68.3 78.3 76.3 82.1
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,759: 20,495 15,539 0 8,366 3,339 4,795 475 500 450 1,375 150: 2,030 2,015
Old : 31,759: 20,495 15,539 0 8,366 3,339 4,795 475 500 450 1,375 150: 2,030 2,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 95: 200 -80 0 430 -310 150 0 0 0 0 0: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 48.9 0.0 26.3 10.5 15.1 1.5 1.6 1.4 4.3 0.5: 6.4 6.3
Old : 100.0: 64.5 48.9 0.0 26.3 10.5 15.1 1.5 1.6 1.4 4.3 0.5: 6.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 9 0 . . . . . . . .:
Old : 26: 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 : 58.3 74.0 77.7 87.4 46.9 56.0 60.1 65.4
Old : 58.3 74.0 77.7 87.4 46.9 56.0 60.1 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,635: 16,230 13,045 0 2,950 4,200 745 475 200 350 865 150: 1,760 1,750
Old : 23,635: 16,230 13,045 0 2,950 4,200 745 475 200 350 865 150: 1,760 1,750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -90: 120 -80 0 260 -200 0 0 0 0 -60 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 55.2 0.0 12.5 17.8 3.2 2.0 0.8 1.5 3.7 0.6: 7.4 7.4
Old : 100.0: 68.7 55.2 0.0 12.5 17.8 3.2 2.0 0.8 1.5 3.7 0.6: 7.4 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 : 56.0 68.9 73.3 86.1 38.8 40.8 49.9 56.7
Old : 56.0 68.9 73.3 86.1 38.8 40.8 49.9 56.7
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,722: 46,909 101,468 19,559 1,710 4,959 27,140 0 0 9,575 0 270: 7,310 7,315
Old : 115,722: 46,909 101,468 19,559 1,710 4,959 27,140 0 0 9,575 0 270: 7,310 7,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 2,250: -1,330 3,250 4,430 -50 -1,710 -500 0 0 600 0 0: 760 760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 87.7 16.9 1.5 4.3 23.5 0.0 0.0 8.3 0.0 0.2: 6.3 6.3
Old : 100.0: 40.5 87.7 16.9 1.5 4.3 23.5 0.0 0.0 8.3 0.0 0.2: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.8 56.4 78.9 72.5 51.8 55.3 68.1 67.9
Old : 59.8 56.4 78.9 72.5 51.8 55.3 68.1 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,500: 40,865 90,410 18,075 2,760 3,220 29,415 0 175 4,845 0 100: 5,805 5,835
Old : 102,500: 40,865 90,410 18,075 2,760 3,220 29,415 0 175 4,845 0 100: 5,805 5,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 600: -2,355 1,920 3,960 -75 -1,675 -300 0 25 540 0 0: 405 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 88.2 17.6 2.7 3.1 28.7 0.0 0.2 4.7 0.0 0.1: 5.7 5.7
Old : 100.0: 39.9 88.2 17.6 2.7 3.1 28.7 0.0 0.2 4.7 0.0 0.1: 5.7 5.7
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 : 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 : 67.2 59.5 83.8 73.7 61.5 59.1 74.8 71.1
Old : 67.2 59.5 83.8 73.7 61.5 59.1 74.8 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,860: 15,280 10,260 2,445 7,290 0 0 275 0 100 0 0: 1,035 1,035
Old : 18,860: 15,280 10,260 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 10, 2017 :
: 500: 500 500 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 54.4 13.0 38.7 0.0 0.0 1.5 0.0 0.5 0.0 0.0: 5.5 5.5
Old : 100.0: 81.0 54.4 13.0 38.7 0.0 0.0 1.5 0.0 0.5 0.0 0.0: 5.5 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: 17 11 . . 0 0 . 0 . 0 0:
Old : 25: 17 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 : 54.5 76.5 78.5 89.0 54.5 65.9 71.7 74.3
Old : 54.5 76.5 78.5 89.0 54.5 65.9 71.7 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,760: 13,505 9,000 2,295 7,590 135 0 225 0 900 0 0: 925 810
Old : 17,760: 13,505 9,000 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 10, 2017 :
: 675: 675 675 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 50.7 12.9 42.7 0.8 0.0 1.3 0.0 5.1 0.0 0.0: 5.2 4.6
Old : 100.0: 76.0 50.7 12.9 42.7 0.8 0.0 1.3 0.0 5.1 0.0 0.0: 5.2 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 : 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 : 51.1 77.2 75.9 90.4 43.3 69.5 67.1 78.1
Old : 51.1 77.2 75.9 90.4 43.3 69.5 67.1 78.1
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 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,180: 30,265 25,585 1,515 3,245 1,280 0 2,450 0 0 500 0: 4,120 4,120
Old : 37,180: 30,265 25,585 1,515 3,245 1,280 0 2,450 0 0 500 0: 4,120 4,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 400: 270 370 0 -100 0 0 0 0 0 0 0: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 68.8 4.1 8.7 3.4 0.0 6.6 0.0 0.0 1.3 0.0: 11.1 11.1
Old : 100.0: 81.4 68.8 4.1 8.7 3.4 0.0 6.6 0.0 0.0 1.3 0.0: 11.1 11.1
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: 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 43.8 81.8 68.0 67.3 38.0 77.9 62.3
Old : 67.7 43.8 81.8 68.0 67.3 38.0 77.9 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,490: 18,185 16,570 1,785 1,825 2,490 100 1,675 0 0 0 0: 3,930 3,930
Old : 26,490: 18,185 16,570 1,785 1,825 2,490 100 1,675 0 0 0 0: 3,930 3,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 325: 250 400 0 -150 0 0 0 0 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 62.6 6.7 6.9 9.4 0.4 6.3 0.0 0.0 0.0 0.0: 14.8 14.8
Old : 100.0: 68.6 62.6 6.7 6.9 9.4 0.4 6.3 0.0 0.0 0.0 0.0: 14.8 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 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 : 46.6 44.7 67.1 65.1 39.9 32.3 52.4 51.2
Old : 46.6 44.7 67.1 65.1 39.9 32.3 52.4 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2017