COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,216: 26,210 21,737 9,406 5,866 1,790 2,905 21,025 2,251 18,673 8,527 6,906: 1,075 1,114
Old : 69,216: 26,210 21,737 9,406 5,866 1,790 2,905 21,025 2,251 18,673 8,527 6,906: 1,075 1,114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -4,073: -1,449 -409 -599 -526 -168 275 81 -265 -751 -1,330 -1,149: 33 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 31.4 13.6 8.5 2.6 4.2 30.4 3.3 27.0 12.3 10.0: 1.6 1.6
Old : 100.0: 37.9 31.4 13.6 8.5 2.6 4.2 30.4 3.3 27.0 12.3 10.0: 1.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 15 14 . 4 5 . 5 . 11 11 15:
Old : 52: 15 14 . 4 5 . 5 . 11 11 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 61.1 64.2 75.4 33.7 43.7 49.8 53.3
Old : 43.6 61.1 64.2 75.4 33.7 43.7 49.8 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,429: 2,166 7,030 445 1,601 321 660 1,890 190 7,537 340 547: 563 510
Old : 12,429: 2,166 7,030 445 1,601 321 660 1,890 190 7,537 340 547: 563 510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -2,111: -168 -1,169 -83 -391 -20 80 -296 -40 -1,647 65 -280: 47 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 56.6 3.6 12.9 2.6 5.3 15.2 1.5 60.6 2.7 4.4: 4.5 4.1
Old : 100.0: 17.4 56.6 3.6 12.9 2.6 5.3 15.2 1.5 60.6 2.7 4.4: 4.5 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 : 25: 5 7 . 4 4 . . . 8 . .:
Old : 25: 5 7 . 4 4 . . . 8 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 53.6 78.6 79.8 51.0 47.4 68.7 64.4
Old : 56.4 53.6 78.6 79.8 51.0 47.4 68.7 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 TONS) :
: : Positions :
All : 678: 104 265 28 24 26 145 85 109 160 65 104: 2 0
Old : 678: 104 265 28 24 26 145 85 109 160 65 104: 2 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -25: 9 -4 -3 -1 2 8 14 -22 -1 5 -18: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 39.0 4.1 3.6 3.8 21.4 12.5 16.1 23.6 9.6 15.4: 0.3 0.0
Old : 100.0: 15.3 39.0 4.1 3.6 3.8 21.4 12.5 16.1 23.6 9.6 15.4: 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 : 24: 4 6 . . . . . 4 . 7 5:
Old : 24: 4 6 . . . . . 4 . 7 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 53.6 88.0 75.7 44.9 32.3 51.5 46.1
Old : 66.8 53.6 88.0 75.7 44.9 32.3 51.5 46.1
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 156,700: 93,761 95,134 5,631 14,183 18,094 19,108 996 2,776 4,414 12,512 12,829: 88 177
Old : 156,700: 93,761 95,134 5,631 14,183 18,094 19,108 996 2,776 4,414 12,512 12,829: 88 177
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -3,652: -1,232 -186 -271 -314 -664 -31 -126 -451 -21 -992 -1,028: 45 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 60.7 3.6 9.1 11.5 12.2 0.6 1.8 2.8 8.0 8.2: 0.1 0.1
Old : 100.0: 59.8 60.7 3.6 9.1 11.5 12.2 0.6 1.8 2.8 8.0 8.2: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 75: 41 44 . . 4 4 4 6 7 9 11:
Old : 75: 41 44 . . 4 4 4 6 7 9 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 32.7 58.8 53.3 29.0 25.4 38.2 37.4
Old : 42.4 32.7 58.8 53.3 29.0 25.4 38.2 37.4
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,155: 34,810 41,670 5,599 0 1,064 259 0 411 2,397 1,420 590: 24 0
Old : 45,155: 34,810 41,670 5,599 0 1,064 259 0 411 2,397 1,420 590: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,293: 1,671 768 -540 0 130 167 0 -86 115 669 -188: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 92.3 12.4 0.0 2.4 0.6 0.0 0.9 5.3 3.1 1.3: 0.1 0.0
Old : 100.0: 77.1 92.3 12.4 0.0 2.4 0.6 0.0 0.9 5.3 3.1 1.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 23 . 0 . . 0 . . . .:
Old : 37: 25 23 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 50.0 65.3 75.1 38.8 39.2 52.6 52.4
Old : 43.7 50.0 65.3 75.1 38.8 39.2 52.6 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 403,831: 351,494 303,182 0 64,089 27,520 11,736 0 0 3,185 8 9,032: 864 0
Old : 403,831: 351,494 303,182 0 64,089 27,520 11,736 0 0 3,185 8 9,032: 864 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 12,108: 6,290 5,219 0 10,817 -344 944 0 0 2,266 -5,672 2,088: 864 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 75.1 0.0 15.9 6.8 2.9 0.0 0.0 0.8 0.0 2.2: 0.2 0.0
Old : 100.0: 87.0 75.1 0.0 15.9 6.8 2.9 0.0 0.0 0.8 0.0 2.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 21 0 . . . 0 0 . . .:
Old : 35: 20 21 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 52.4 78.4 74.4 48.4 41.9 54.1 52.1
Old : 61.2 52.4 78.4 74.4 48.4 41.9 54.1 52.1
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,348,015: 1,096,901 1,071,314 142,042 65,850 52,446 4,269 50,022 26,317 23,054 79,080 2,986: 0 0
Old : 1,348,015: 1,096,901 1,071,314 142,042 65,850 52,446 4,269 50,022 26,317 23,054 79,080 2,986: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 20,131: 13,998 10,349 4,812 5,743 995 0 1,593 -424 -1,125 0 1,875: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 79.5 10.5 4.9 3.9 0.3 3.7 2.0 1.7 5.9 0.2: 0.0 0.0
Old : 100.0: 81.4 79.5 10.5 4.9 3.9 0.3 3.7 2.0 1.7 5.9 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 : 59: 35 37 . . 4 . . . 4 . .:
Old : 59: 35 37 . . 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 : 39.0 45.0 63.8 64.6 32.9 36.4 47.7 49.5
Old : 39.0 45.0 63.8 64.6 32.9 36.4 47.7 49.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,301: 52,776 38,402 7,682 18,612 1,547 0 3,157 543 1,721 2,009 1,032: 0 0
Old : 65,301: 52,776 38,402 7,682 18,612 1,547 0 3,157 543 1,721 2,009 1,032: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 461: 683 -240 -745 1,733 -201 0 -480 50 748 -327 -74: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 58.8 11.8 28.5 2.4 0.0 4.8 0.8 2.6 3.1 1.6: 0.0 0.0
Old : 100.0: 80.8 58.8 11.8 28.5 2.4 0.0 4.8 0.8 2.6 3.1 1.6: 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 : 39: 22 21 . . . 0 4 . 4 . 4:
Old : 39: 22 21 . . . 0 4 . 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 : 69.4 75.4 81.7 85.1 67.1 66.1 73.2 74.1
Old : 69.4 75.4 81.7 85.1 67.1 66.1 73.2 74.1
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 303,211: 241,778 196,995 47,505 88,166 6,328 5,712 3,520 0 1,560 7,874 328: 0 0
Old : 303,211: 241,778 196,995 47,505 88,166 6,328 5,712 3,520 0 1,560 7,874 328: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 5,961: 5,353 -102 0 4,470 0 0 0 0 608 1,593 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 65.0 15.7 29.1 2.1 1.9 1.2 0.0 0.5 2.6 0.1: 0.0 0.0
Old : 100.0: 79.7 65.0 15.7 29.1 2.1 1.9 1.2 0.0 0.5 2.6 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 : 28: 15 13 . . . . . 0 . . .:
Old : 28: 15 13 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 76.0 88.3 89.7 73.9 65.1 79.6 77.2
Old : 74.4 76.0 88.3 89.7 73.9 65.1 79.6 77.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 312,502: 228,857 259,584 44,063 8,576 30,302 1,056 5,816 8,224 0 0 0: 0 0
Old : 312,502: 228,857 259,584 44,063 8,576 30,302 1,056 5,816 8,224 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 10,489: 10,565 4,951 -5,614 0 5,538 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 83.1 14.1 2.7 9.7 0.3 1.9 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.2 83.1 14.1 2.7 9.7 0.3 1.9 2.6 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 : 35: 20 20 . . . . . . 0 0 0:
Old : 35: 20 20 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 50.0 74.7 72.1 40.2 46.7 55.0 59.3
Old : 54.4 50.0 74.7 72.1 40.2 46.7 55.0 59.3
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,933: 18,374 20,776 2,523 0 2,363 399 0 0 132 289 40: 102 465
Old : 23,933: 18,374 20,776 2,523 0 2,363 399 0 0 132 289 40: 102 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 467: 908 445 -463 0 22 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 86.8 10.5 0.0 9.9 1.7 0.0 0.0 0.6 1.2 0.2: 0.4 1.9
Old : 100.0: 76.8 86.8 10.5 0.0 9.9 1.7 0.0 0.0 0.6 1.2 0.2: 0.4 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 : 34: 17 23 . 0 . . 0 0 . . .:
Old : 34: 17 23 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 58.4 70.2 80.5 40.4 53.3 55.8 63.3
Old : 48.1 58.4 70.2 80.5 40.4 53.3 55.8 63.3
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,167: 32,435 37,602 19,608 14,790 1,465 0 0 0 310 50 0: 349 260
Old : 54,167: 32,435 37,602 19,608 14,790 1,465 0 0 0 310 50 0: 349 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -849: -859 -909 -30 0 10 0 0 0 0 50 0: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 69.4 36.2 27.3 2.7 0.0 0.0 0.0 0.6 0.1 0.0: 0.6 0.5
Old : 100.0: 59.9 69.4 36.2 27.3 2.7 0.0 0.0 0.0 0.6 0.1 0.0: 0.6 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 : 38: 26 26 . . . 0 0 0 . . 0:
Old : 38: 26 26 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 53.5 72.9 72.8 52.2 52.1 63.4 66.7
Old : 57.0 53.5 72.9 72.8 52.2 52.1 63.4 66.7
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,229: 48,538 51,009 23,218 20,860 925 0 50 0 335 150 0: 213 235
Old : 73,229: 48,538 51,009 23,218 20,860 925 0 50 0 335 150 0: 213 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 355: 425 295 -70 60 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 69.7 31.7 28.5 1.3 0.0 0.1 0.0 0.5 0.2 0.0: 0.3 0.3
Old : 100.0: 66.3 69.7 31.7 28.5 1.3 0.0 0.1 0.0 0.5 0.2 0.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 26 . . . 0 . 0 . . 0:
Old : 40: 26 26 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 59.9 72.3 76.5 51.2 59.8 67.1 73.6
Old : 54.6 59.9 72.3 76.5 51.2 59.8 67.1 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,700: 25,413 26,565 3,250 2,320 3,095 0 0 0 700 550 0: 242 170
Old : 32,700: 25,413 26,565 3,250 2,320 3,095 0 0 0 700 550 0: 242 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,550: 350 -45 0 395 1,200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 81.2 9.9 7.1 9.5 0.0 0.0 0.0 2.1 1.7 0.0: 0.7 0.5
Old : 100.0: 77.7 81.2 9.9 7.1 9.5 0.0 0.0 0.0 2.1 1.7 0.0: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 15 . . . 0 0 0 . . 0:
Old : 28: 19 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 : 47.1 74.6 68.7 89.0 41.9 64.4 54.2 69.6
Old : 47.1 74.6 68.7 89.0 41.9 64.4 54.2 69.6
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 299,976: 177,320 284,120 89,224 0 15,120 4,288 0 0 13,288 0 736: 0 0
Old : 299,976: 177,320 284,120 89,224 0 15,120 4,288 0 0 13,288 0 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -9,744: 0 -9,744 -9,744 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 94.7 29.7 0.0 5.0 1.4 0.0 0.0 4.4 0.0 0.2: 0.0 0.0
Old : 100.0: 59.1 94.7 29.7 0.0 5.0 1.4 0.0 0.0 4.4 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 : 31: 17 17 . 0 . . 0 0 . 0 .:
Old : 31: 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 : 54.7 72.4 74.0 87.0 49.6 61.8 60.4 71.5
Old : 54.7 72.4 74.0 87.0 49.6 61.8 60.4 71.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,777: 6,495 4,944 221 1,375 20 466 0 0 0 777 40: 535 621
Old : 7,777: 6,495 4,944 221 1,375 20 466 0 0 0 777 40: 535 621
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 496: 496 382 0 137 0 0 0 0 0 -3 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 63.6 2.8 17.7 0.3 6.0 0.0 0.0 0.0 10.0 0.5: 6.9 8.0
Old : 100.0: 83.5 63.6 2.8 17.7 0.3 6.0 0.0 0.0 0.0 10.0 0.5: 6.9 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 : 26: 19 16 . . . . 0 0 0 . .:
Old : 26: 19 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 : 45.5 51.2 69.7 72.6 41.9 46.9 63.0 62.5
Old : 45.5 51.2 69.7 72.6 41.9 46.9 63.0 62.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,860: 12,875 8,540 0 5,465 475 275 0 0 440 0 325: 470 55
Old : 14,860: 12,875 8,540 0 5,465 475 275 0 0 440 0 325: 470 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 75: 50 500 0 -450 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 57.5 0.0 36.8 3.2 1.9 0.0 0.0 3.0 0.0 2.2: 3.2 0.4
Old : 100.0: 86.6 57.5 0.0 36.8 3.2 1.9 0.0 0.0 3.0 0.0 2.2: 3.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 6 13 0 . . . 0 0 . 0 .:
Old : 21: 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 : 78.8 69.8 93.6 87.0 76.1 68.6 86.5 83.8
Old : 78.8 69.8 93.6 87.0 76.1 68.6 86.5 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,187: 28,852 31,720 4,925 1,315 3,405 0 0 0 0 635 0: 5 112
Old : 37,187: 28,852 31,720 4,925 1,315 3,405 0 0 0 0 635 0: 5 112
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,328: 248 -172 -325 95 1,405 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 85.3 13.2 3.5 9.2 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.3
Old : 100.0: 77.6 85.3 13.2 3.5 9.2 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 20 . . . 0 0 0 0 . 0:
Old : 32: 22 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 : 47.0 71.7 73.7 84.1 45.7 62.3 60.8 69.4
Old : 47.0 71.7 73.7 84.1 45.7 62.3 60.8 69.4
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,149: 19,264 20,104 3,015 3,305 2,560 0 0 0 1,100 50 0: 210 130
Old : 26,149: 19,264 20,104 3,015 3,305 2,560 0 0 0 1,100 50 0: 210 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 23: 23 68 0 -50 0 0 0 0 0 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 76.9 11.5 12.6 9.8 0.0 0.0 0.0 4.2 0.2 0.0: 0.8 0.5
Old : 100.0: 73.7 76.9 11.5 12.6 9.8 0.0 0.0 0.0 4.2 0.2 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 : 29: 20 17 . . . 0 0 0 . . 0:
Old : 29: 20 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 : 54.2 68.0 72.8 90.8 46.7 58.8 62.5 74.0
Old : 54.2 68.0 72.8 90.8 46.7 58.8 62.5 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,340: 14,249 14,906 2,395 2,735 1,580 446 0 0 826 40 442: 402 637
Old : 20,340: 14,249 14,906 2,395 2,735 1,580 446 0 0 826 40 442: 402 637
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -10: 103 -75 294 510 -449 0 0 0 61 -23 -39: 20 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 73.3 11.8 13.4 7.8 2.2 0.0 0.0 4.1 0.2 2.2: 2.0 3.1
Old : 100.0: 70.1 73.3 11.8 13.4 7.8 2.2 0.0 0.0 4.1 0.2 2.2: 2.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 17 . . . . 0 0 . . .:
Old : 30: 18 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 : 44.5 53.7 67.8 78.7 34.4 43.0 51.9 61.1
Old : 44.5 53.7 67.8 78.7 34.4 43.0 51.9 61.1
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,431: 53,632 47,284 1,989 3,879 2,071 0 166 0 400 4,490 327: 12 214
Old : 58,431: 53,632 47,284 1,989 3,879 2,071 0 166 0 400 4,490 327: 12 214
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 633: 551 -247 -2 513 56 0 0 0 25 298 0: 3 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 80.9 3.4 6.6 3.5 0.0 0.3 0.0 0.7 7.7 0.6: 0.0 0.4
Old : 100.0: 91.8 80.9 3.4 6.6 3.5 0.0 0.3 0.0 0.7 7.7 0.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 21 . . . 0 . 0 . . .:
Old : 40: 24 21 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 53.5 74.5 79.3 49.6 47.7 69.8 70.1
Old : 49.6 53.5 74.5 79.3 49.6 47.7 69.8 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,113: 70,951 54,426 2,823 3,757 2,423 216 256 726 557 16,124 1,381: 36 20
Old : 79,113: 70,951 54,426 2,823 3,757 2,423 216 256 726 557 16,124 1,381: 36 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,021: 1,423 162 -594 99 222 0 -70 0 -305 343 265: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 68.8 3.6 4.7 3.1 0.3 0.3 0.9 0.7 20.4 1.7: 0.0 0.0
Old : 100.0: 89.7 68.8 3.6 4.7 3.1 0.3 0.3 0.9 0.7 20.4 1.7: 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 : 55: 31 28 . . . . . . 5 4 7:
Old : 55: 31 28 . . . . . . 5 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 51.5 64.1 75.9 39.4 50.3 54.8 64.9
Old : 44.7 51.5 64.1 75.9 39.4 50.3 54.8 64.9
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,960: 32,750 37,250 8,485 4,905 615 0 0 0 825 0 0: 285 190
Old : 42,960: 32,750 37,250 8,485 4,905 615 0 0 0 825 0 0: 285 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 580: 645 220 -60 360 0 0 0 0 -5 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 86.7 19.8 11.4 1.4 0.0 0.0 0.0 1.9 0.0 0.0: 0.7 0.4
Old : 100.0: 76.2 86.7 19.8 11.4 1.4 0.0 0.0 0.0 1.9 0.0 0.0: 0.7 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 : 25: 19 10 . . . 0 0 0 . 0 0:
Old : 25: 19 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 : 49.6 95.4 74.9 98.9 49.5 93.8 71.3 93.8
Old : 49.6 95.4 74.9 98.9 49.5 93.8 71.3 93.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,715: 37,200 39,990 10,435 6,905 2,420 0 0 0 1,435 2,400 0: 225 0
Old : 51,715: 37,200 39,990 10,435 6,905 2,420 0 0 0 1,435 2,400 0: 225 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,260: 1,350 720 -280 360 180 0 0 0 10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 77.3 20.2 13.4 4.7 0.0 0.0 0.0 2.8 4.6 0.0: 0.4 0.0
Old : 100.0: 71.9 77.3 20.2 13.4 4.7 0.0 0.0 0.0 2.8 4.6 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 11 . . . 0 0 0 . . 0:
Old : 27: 20 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 : 45.4 91.3 73.1 98.4 43.5 87.9 71.2 93.2
Old : 45.4 91.3 73.1 98.4 43.5 87.9 71.2 93.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 290,063: 217,851 263,746 14,460 12,628 10,938 0 0 0 44,513 450 2,301: 0 0
Old : 290,063: 217,851 263,746 14,460 12,628 10,938 0 0 0 44,513 450 2,301: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 8,223: 10,143 6,206 -2,752 -1,175 2,392 0 0 0 -1,935 425 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 90.9 5.0 4.4 3.8 0.0 0.0 0.0 15.3 0.2 0.8: 0.0 0.0
Old : 100.0: 75.1 90.9 5.0 4.4 3.8 0.0 0.0 0.0 15.3 0.2 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 26 . . . 0 0 0 . . .:
Old : 36: 21 26 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 49.7 75.0 70.3 55.0 47.8 69.3 63.5
Old : 58.2 49.7 75.0 70.3 55.0 47.8 69.3 63.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,693: 15,211 21,544 1,172 400 997 0 519 656 6,142 581 681: 834 316
Old : 25,693: 15,211 21,544 1,172 400 997 0 519 656 6,142 581 681: 834 316
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 306: 191 201 187 20 0 0 -14 14 -86 83 0: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 83.8 4.6 1.6 3.9 0.0 2.0 2.6 23.9 2.3 2.7: 3.2 1.2
Old : 100.0: 59.2 83.8 4.6 1.6 3.9 0.0 2.0 2.6 23.9 2.3 2.7: 3.2 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 : 40: 20 26 . . . 0 . . . . .:
Old : 40: 20 26 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 46.5 72.6 60.8 53.3 43.6 64.7 54.8
Old : 56.9 46.5 72.6 60.8 53.3 43.6 64.7 54.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,133: 28,011 37,483 8,799 0 179 516 0 0 447 290 181: 0 0
Old : 38,133: 28,011 37,483 8,799 0 179 516 0 0 447 290 181: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -770: 1,091 -771 -1,816 0 1 108 0 0 -154 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 98.3 23.1 0.0 0.5 1.4 0.0 0.0 1.2 0.8 0.5: 0.0 0.0
Old : 100.0: 73.5 98.3 23.1 0.0 0.5 1.4 0.0 0.0 1.2 0.8 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 : 29: 14 16 . 0 . . 0 0 . . .:
Old : 29: 14 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 : 75.8 84.3 93.7 94.7 71.9 77.8 85.4 85.7
Old : 75.8 84.3 93.7 94.7 71.9 77.8 85.4 85.7
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 310,364: 257,856 215,728 8,576 39,692 36,144 4,680 15,692 3,108 0 0 0: 0 0
Old : 310,364: 257,856 215,728 8,576 39,692 36,144 4,680 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: February 21, 2017 :
: 13,352: 12,552 18,090 0 -5,538 800 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 69.5 2.8 12.8 11.6 1.5 5.1 1.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.1 69.5 2.8 12.8 11.6 1.5 5.1 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: 13 16 . . . . . . 0 0 0:
Old : 26: 13 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 : 74.1 68.4 89.6 87.1 68.7 54.0 75.5 69.0
Old : 74.1 68.4 89.6 87.1 68.7 54.0 75.5 69.0
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,194: 14,181 14,120 344 299 2,009 730 40 1,018 0 606 84: 828 1,018
Old : 19,194: 14,181 14,120 344 299 2,009 730 40 1,018 0 606 84: 828 1,018
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 172: 46 172 0 -126 126 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 73.6 1.8 1.6 10.5 3.8 0.2 5.3 0.0 3.2 0.4: 4.3 5.3
Old : 100.0: 73.9 73.6 1.8 1.6 10.5 3.8 0.2 5.3 0.0 3.2 0.4: 4.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 14 . . . . . . 0 . .:
Old : 25: 12 14 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 61.4 79.9 80.3 53.6 50.5 61.4 59.1
Old : 61.2 61.4 79.9 80.3 53.6 50.5 61.4 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 140,585: 57,218 119,257 83,015 21,328 0 0 0 0 352 0 0: 0 0
Old : 140,585: 57,218 119,257 83,015 21,328 0 0 0 0 352 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 84.8 59.0 15.2 0.0 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 40.7 84.8 59.0 15.2 0.0 0.0 0.0 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 : 20: 9 11 . . 0 0 0 0 . 0 0:
Old : 20: 9 11 . . 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 : 80.6 85.8 96.4 97.8 80.6 85.8 94.2 93.3
Old : 80.6 85.8 96.4 97.8 80.6 85.8 94.2 93.3
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 11,535: 6,729 8,847 3,182 979 60 466 40 0 0 450 80: 1,018 1,079
Old : 11,535: 6,729 8,847 3,182 979 60 466 40 0 0 450 80: 1,018 1,079
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 716: 1,038 693 -342 0 0 0 0 0 0 0 0: 20 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 76.7 27.6 8.5 0.5 4.0 0.3 0.0 0.0 3.9 0.7: 8.8 9.4
Old : 100.0: 58.3 76.7 27.6 8.5 0.5 4.0 0.3 0.0 0.0 3.9 0.7: 8.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 . . . . . 0 0 . .:
Old : 21: 11 12 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 64.7 74.8 82.6 51.1 62.4 65.0 68.8
Old : 52.4 64.7 74.8 82.6 51.1 62.4 65.0 68.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 83,436: 62,153 74,116 14,491 4,288 5,032 704 0 0 1,056 0 0: 0 0
Old : 83,436: 62,153 74,116 14,491 4,288 5,032 704 0 0 1,056 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,875: 1,875 1,875 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 88.8 17.4 5.1 6.0 0.8 0.0 0.0 1.3 0.0 0.0: 0.0 0.0
Old : 100.0: 74.5 88.8 17.4 5.1 6.0 0.8 0.0 0.0 1.3 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: 9 12 . . . . 0 0 . 0 0:
Old : 24: 9 12 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 67.7 90.0 90.1 55.9 67.7 77.5 80.7
Old : 67.5 67.7 90.0 90.1 55.9 67.7 77.5 80.7
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,845: 10,412 10,912 2,244 849 395 0 448 0 286 776 170: 338 295
Old : 13,845: 10,412 10,912 2,244 849 395 0 448 0 286 776 170: 338 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 160: 71 103 3 -69 86 0 0 0 0 20 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 78.8 16.2 6.1 2.9 0.0 3.2 0.0 2.1 5.6 1.2: 2.4 2.1
Old : 100.0: 75.2 78.8 16.2 6.1 2.9 0.0 3.2 0.0 2.1 5.6 1.2: 2.4 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: 17 18 . . . 0 . 0 . . .:
Old : 29: 17 18 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 36.1 79.9 58.3 40.8 26.3 53.5 44.1
Old : 61.4 36.1 79.9 58.3 40.8 26.3 53.5 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 154,754: 119,378 102,902 35,376 43,812 0 0 7,336 0 0 704 0: 0 0
Old : 154,754: 119,378 102,902 35,376 43,812 0 0 7,336 0 0 704 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 694: -106 694 800 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 66.5 22.9 28.3 0.0 0.0 4.7 0.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 77.1 66.5 22.9 28.3 0.0 0.0 4.7 0.0 0.0 0.5 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 : 27: 18 14 . . 0 0 . 0 0 . 0:
Old : 27: 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 : 65.5 57.6 82.6 82.7 57.9 52.2 73.0 70.9
Old : 65.5 57.6 82.6 82.7 57.9 52.2 73.0 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,673: 15,882 13,280 686 3,158 2,676 0 367 1,808 449 332 52: 120 0
Old : 21,673: 15,882 13,280 686 3,158 2,676 0 367 1,808 449 332 52: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -101: -70 -101 0 102 -102 0 25 -25 0 0 0: 96 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 61.3 3.2 14.6 12.3 0.0 1.7 8.3 2.1 1.5 0.2: 0.6 0.0
Old : 100.0: 73.3 61.3 3.2 14.6 12.3 0.0 1.7 8.3 2.1 1.5 0.2: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 12 . . . 0 . . . . .:
Old : 25: 17 12 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 59.4 80.8 84.0 46.4 44.5 59.5 58.8
Old : 53.5 59.4 80.8 84.0 46.4 44.5 59.5 58.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,630: 14,535 16,375 970 0 3,710 220 0 500 280 0 45: 370 0
Old : 20,630: 14,535 16,375 970 0 3,710 220 0 500 280 0 45: 370 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 600: 300 950 595 -55 -295 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 79.4 4.7 0.0 18.0 1.1 0.0 2.4 1.4 0.0 0.2: 1.8 0.0
Old : 100.0: 70.5 79.4 4.7 0.0 18.0 1.1 0.0 2.4 1.4 0.0 0.2: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 13 . 0 . . 0 . . 0 .:
Old : 26: 16 13 . 0 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 81.9 84.9 94.3 51.3 67.1 58.6 68.2
Old : 73.9 81.9 84.9 94.3 51.3 67.1 58.6 68.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,875: 14,870 16,390 710 0 3,900 445 0 300 80 35 250: 320 0
Old : 20,875: 14,870 16,390 710 0 3,900 445 0 300 80 35 250: 320 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 600: 300 950 610 -40 -310 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 78.5 3.4 0.0 18.7 2.1 0.0 1.4 0.4 0.2 1.2: 1.5 0.0
Old : 100.0: 71.2 78.5 3.4 0.0 18.7 2.1 0.0 1.4 0.4 0.2 1.2: 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 : 29: 18 13 . 0 . . 0 . . . .:
Old : 29: 18 13 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 82.3 83.8 93.6 50.5 67.4 58.5 69.2
Old : 72.0 82.3 83.8 93.6 50.5 67.4 58.5 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 516,945: 334,539 214,905 5,243 87,025 88,367 0 37,568 4,691 9,701 10,059 73,280: 1,123 1,049
Old : 516,945: 334,539 214,905 5,243 87,025 88,367 0 37,568 4,691 9,701 10,059 73,280: 1,123 1,049
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 41,498: 34,421 31,297 11 3,830 1,544 0 -158 -167 292 -643 6,054: -657 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 41.6 1.0 16.8 17.1 0.0 7.3 0.9 1.9 1.9 14.2: 0.2 0.2
Old : 100.0: 64.7 41.6 1.0 16.8 17.1 0.0 7.3 0.9 1.9 1.9 14.2: 0.2 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: 14 16 . . . 0 . . . . .:
Old : 24: 14 16 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 51.8 88.2 80.1 28.2 27.5 32.6 32.3
Old : 61.0 51.8 88.2 80.1 28.2 27.5 32.6 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 10,595 6,365 1,350 6,100 415 0 0 0 180 0 0: 340 0
Old : 12,880: 10,595 6,365 1,350 6,100 415 0 0 0 180 0 0: 340 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -100: -75 25 -25 -125 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 49.4 10.5 47.4 3.2 0.0 0.0 0.0 1.4 0.0 0.0: 2.6 0.0
Old : 100.0: 82.3 49.4 10.5 47.4 3.2 0.0 0.0 0.0 1.4 0.0 0.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 9 . . . 0 0 0 . 0 0:
Old : 20: 8 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 : 71.2 78.0 92.5 92.9 64.2 78.0 84.6 89.8
Old : 71.2 78.0 92.5 92.9 64.2 78.0 84.6 89.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,175: 9,279 27,990 22,240 3,755 2,275 0 125 0 50 5 25: 306 0
Old : 34,175: 9,279 27,990 22,240 3,755 2,275 0 125 0 50 5 25: 306 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 6,845: 35 7,490 7,775 25 -670 -300 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 81.9 65.1 11.0 6.7 0.0 0.4 0.0 0.1 0.0 0.1: 0.9 0.0
Old : 100.0: 27.2 81.9 65.1 11.0 6.7 0.0 0.4 0.0 0.1 0.0 0.1: 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 : 28: 15 13 . . 4 0 . 0 . . .:
Old : 28: 15 13 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.3 76.4 93.6 93.9 76.4 70.3 80.5 79.7
Old : 83.3 76.4 93.6 93.9 76.4 70.3 80.5 79.7
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,478: 7,695 24,868 19,545 2,655 3,815 0 125 0 120 0 15: 288 0
Old : 31,478: 7,695 24,868 19,545 2,655 3,815 0 125 0 120 0 15: 288 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 6,885: 465 7,670 7,525 25 -810 -300 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 79.0 62.1 8.4 12.1 0.0 0.4 0.0 0.4 0.0 0.0: 0.9 0.0
Old : 100.0: 24.4 79.0 62.1 8.4 12.1 0.0 0.4 0.0 0.4 0.0 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 12 . . 4 0 . 0 . 0 .:
Old : 27: 15 12 . . 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 : 83.0 77.2 94.0 93.8 74.4 65.5 78.8 77.8
Old : 83.0 77.2 94.0 93.8 74.4 65.5 78.8 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,635: 13,875 16,500 2,715 0 1,500 175 575 0 25 0 0: 345 60
Old : 18,635: 13,875 16,500 2,715 0 1,500 175 575 0 25 0 0: 345 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -75: 0 0 0 0 -75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 88.5 14.6 0.0 8.0 0.9 3.1 0.0 0.1 0.0 0.0: 1.9 0.3
Old : 100.0: 74.5 88.5 14.6 0.0 8.0 0.9 3.1 0.0 0.1 0.0 0.0: 1.9 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 : 27: 14 12 4 0 . . . 0 . 0 0:
Old : 27: 14 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 : 64.0 78.8 86.1 92.2 61.6 76.4 78.9 83.3
Old : 64.0 78.8 86.1 92.2 61.6 76.4 78.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,945: 8,665 10,940 2,205 15 1,510 225 300 0 50 0 0: 290 180
Old : 12,945: 8,665 10,940 2,205 15 1,510 225 300 0 50 0 0: 290 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: -125: 0 0 15 15 -140 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 84.5 17.0 0.1 11.7 1.7 2.3 0.0 0.4 0.0 0.0: 2.2 1.4
Old : 100.0: 66.9 84.5 17.0 0.1 11.7 1.7 2.3 0.0 0.4 0.0 0.0: 2.2 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 : 21: 9 9 . . . . . 0 . 0 0:
Old : 21: 9 9 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 77.8 85.6 93.7 53.6 72.2 75.4 78.2
Old : 57.8 77.8 85.6 93.7 53.6 72.2 75.4 78.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,070: 19,755 10,560 0 8,920 200 0 200 0 0 100 75: 40 15
Old : 20,070: 19,755 10,560 0 8,920 200 0 200 0 0 100 75: 40 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,050: 3,365 -310 0 3,975 -2,315 0 -300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.4 52.6 0.0 44.4 1.0 0.0 1.0 0.0 0.0 0.5 0.4: 0.2 0.1
Old : 100.0: 98.4 52.6 0.0 44.4 1.0 0.0 1.0 0.0 0.0 0.5 0.4: 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 : 23: 13 12 0 . . 0 . 0 0 . .:
Old : 23: 13 12 0 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 69.3 95.6 93.8 74.4 68.3 84.7 82.6
Old : 80.8 69.3 95.6 93.8 74.4 68.3 84.7 82.6
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,131: 20,426 11,251 0 9,160 480 0 200 0 125 0 25: 75 15
Old : 21,131: 20,426 11,251 0 9,160 480 0 200 0 125 0 25: 75 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 815: 3,150 -700 0 4,150 -2,335 0 -300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.7 53.2 0.0 43.3 2.3 0.0 0.9 0.0 0.6 0.0 0.1: 0.4 0.1
Old : 100.0: 96.7 53.2 0.0 43.3 2.3 0.0 0.9 0.0 0.6 0.0 0.1: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 11 0 . . 0 . 0 . 0 .:
Old : 23: 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 : 74.5 83.1 92.3 96.9 67.3 67.8 80.4 81.4
Old : 74.5 83.1 92.3 96.9 67.3 67.8 80.4 81.4
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 115,177: 101,187 83,535 4,960 20,010 7,850 295 1,137 575 125 1,915 155: 30 0
Old : 115,177: 101,187 83,535 4,960 20,010 7,850 295 1,137 575 125 1,915 155: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,565: 3,045 -125 -250 2,910 -1,170 0 0 0 -75 -50 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 72.5 4.3 17.4 6.8 0.3 1.0 0.5 0.1 1.7 0.1: 0.0 0.0
Old : 100.0: 87.9 72.5 4.3 17.4 6.8 0.3 1.0 0.5 0.1 1.7 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 : 53: 33 30 . . 5 . . . . 5 .:
Old : 53: 33 30 . . 5 . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 60.3 67.7 84.8 41.5 53.6 59.2 68.0
Old : 42.7 60.3 67.7 84.8 41.5 53.6 59.2 68.0
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 135,583: 116,886 98,183 6,250 17,458 10,927 650 6,150 555 50 2,115 170: 95 25
Old : 135,583: 116,886 98,183 6,250 17,458 10,927 650 6,150 555 50 2,115 170: 95 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 2,347: 4,222 662 -490 3,015 -1,500 100 195 0 0 -25 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 72.4 4.6 12.9 8.1 0.5 4.5 0.4 0.0 1.6 0.1: 0.1 0.0
Old : 100.0: 86.2 72.4 4.6 12.9 8.1 0.5 4.5 0.4 0.0 1.6 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 : 53: 34 31 . . 4 . . . . 5 .:
Old : 53: 34 31 . . 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 : 41.4 58.4 62.5 80.5 40.7 50.8 57.7 67.2
Old : 41.4 58.4 62.5 80.5 40.7 50.8 57.7 67.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 190,490: 147,685 139,696 16,762 2,525 9,384 5,691 11,802 4,115 3,889 20,009 2,907: 57 52
Old : 190,490: 147,685 139,696 16,762 2,525 9,384 5,691 11,802 4,115 3,889 20,009 2,907: 57 52
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 2,679: 1,048 1,214 1,071 594 13 -15 694 -135 221 -176 474: 2 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 73.3 8.8 1.3 4.9 3.0 6.2 2.2 2.0 10.5 1.5: 0.0 0.0
Old : 100.0: 77.5 73.3 8.8 1.3 4.9 3.0 6.2 2.2 2.0 10.5 1.5: 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 : 71: 36 43 . . 4 . 4 . 4 9 8:
Old : 71: 36 43 . . 4 . 4 . 4 9 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 58.2 56.6 69.8 32.7 52.7 49.5 59.9
Old : 36.5 58.2 56.6 69.8 32.7 52.7 49.5 59.9
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,650: 114,618 93,223 6,141 18,918 1,769 60 3,538 2,355 415 5,622 225: 67 0
Old : 125,650: 114,618 93,223 6,141 18,918 1,769 60 3,538 2,355 415 5,622 225: 67 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 408: 671 511 145 284 -397 0 0 0 0 10 0: -11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 74.2 4.9 15.1 1.4 0.0 2.8 1.9 0.3 4.5 0.2: 0.1 0.0
Old : 100.0: 91.2 74.2 4.9 15.1 1.4 0.0 2.8 1.9 0.3 4.5 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 : 52: 33 28 . . 4 . . . . 6 .:
Old : 52: 33 28 . . 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 : 37.9 66.2 60.9 80.9 37.9 58.3 55.1 67.2
Old : 37.9 66.2 60.9 80.9 37.9 58.3 55.1 67.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,105: 42,055 39,935 2,945 6,415 3,530 330 150 0 1,095 25 25: 125 25
Old : 50,105: 42,055 39,935 2,945 6,415 3,530 330 150 0 1,095 25 25: 125 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 4,335: 3,750 1,900 175 2,015 445 0 0 0 -50 -25 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 79.7 5.9 12.8 7.0 0.7 0.3 0.0 2.2 0.0 0.0: 0.2 0.0
Old : 100.0: 83.9 79.7 5.9 12.8 7.0 0.7 0.3 0.0 2.2 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 10 . . . . . 0 . . .:
Old : 31: 22 10 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 92.8 80.5 97.4 58.2 85.9 74.9 88.3
Old : 59.8 92.8 80.5 97.4 58.2 85.9 74.9 88.3
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,440: 39,045 40,555 2,245 1,205 4,310 5 175 25 740 125 0: 70 45
Old : 46,440: 39,045 40,555 2,245 1,205 4,310 5 175 25 740 125 0: 70 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 4,440: 4,275 2,225 -870 1,130 1,115 0 0 0 -50 -75 0: -30 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 87.3 4.8 2.6 9.3 0.0 0.4 0.1 1.6 0.3 0.0: 0.2 0.1
Old : 100.0: 84.1 87.3 4.8 2.6 9.3 0.0 0.4 0.1 1.6 0.3 0.0: 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 : 33: 23 11 . . . . . . . . 0:
Old : 33: 23 11 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 93.2 81.5 97.9 59.9 84.2 74.8 86.9
Old : 62.3 93.2 81.5 97.9 59.9 84.2 74.8 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 29,347: 25,381 20,986 100 5,517 2,434 975 100 250 25 0 0: 182 60
Old : 29,347: 25,381 20,986 100 5,517 2,434 975 100 250 25 0 0: 182 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 880: 870 160 70 720 -60 0 0 0 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 71.5 0.3 18.8 8.3 3.3 0.3 0.9 0.1 0.0 0.0: 0.6 0.2
Old : 100.0: 86.5 71.5 0.3 18.8 8.3 3.3 0.3 0.9 0.1 0.0 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 24 24 . . . . . . . 0 0:
Old : 36: 24 24 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 48.2 67.6 73.0 38.6 42.4 56.7 62.5
Old : 45.2 48.2 67.6 73.0 38.6 42.4 56.7 62.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,853: 15,918 18,008 1,370 1,420 2,365 825 0 0 1,375 0 0: 0 60
Old : 21,853: 15,918 18,008 1,370 1,420 2,365 825 0 0 1,375 0 0: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 135: 135 135 -60 0 60 0 0 0 0 0 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 82.4 6.3 6.5 10.8 3.8 0.0 0.0 6.3 0.0 0.0: 0.0 0.3
Old : 100.0: 72.8 82.4 6.3 6.5 10.8 3.8 0.0 0.0 6.3 0.0 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 17 . . . . 0 0 . 0 0:
Old : 27: 18 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 : 42.4 54.7 65.7 83.6 35.9 49.7 53.3 69.7
Old : 42.4 54.7 65.7 83.6 35.9 49.7 53.3 69.7
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 219,848: 138,377 108,324 0 35,872 57,558 9,515 0 14,009 0 3,597 47: 341 441
Old : 219,848: 138,377 108,324 0 35,872 57,558 9,515 0 14,009 0 3,597 47: 341 441
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 5,652: 3,591 6,465 0 -477 2,096 2,518 0 -2,471 -399 -378 -24: 341 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 49.3 0.0 16.3 26.2 4.3 0.0 6.4 0.0 1.6 0.0: 0.2 0.2
Old : 100.0: 62.9 49.3 0.0 16.3 26.2 4.3 0.0 6.4 0.0 1.6 0.0: 0.2 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 : 26: 18 15 0 . . . 0 . 0 . .:
Old : 26: 18 15 0 . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 73.8 83.4 88.8 29.5 36.3 35.2 38.3
Old : 55.9 73.8 83.4 88.8 29.5 36.3 35.2 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,862: 23,257 29,327 6,040 275 0 0 0 0 0 0 0: 1,565 1,260
Old : 30,862: 23,257 29,327 6,040 275 0 0 0 0 0 0 0: 1,565 1,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 485: 185 485 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 95.0 19.6 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.1 4.1
Old : 100.0: 75.4 95.0 19.6 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.1 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 : 21: 11 13 . . 0 0 0 0 0 0 0:
Old : 21: 11 13 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 60.8 92.2 84.8 64.0 58.8 79.0 76.2
Old : 77.0 60.8 92.2 84.8 64.0 58.8 79.0 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,836: 16,523 19,123 7,102 4,438 1,058 175 1,100 0 1,637 1,100 12: 329 5
Old : 26,836: 16,523 19,123 7,102 4,438 1,058 175 1,100 0 1,637 1,100 12: 329 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 716: 618 451 157 385 -120 50 0 0 0 0 0: 11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 71.3 26.5 16.5 3.9 0.7 4.1 0.0 6.1 4.1 0.0: 1.2 0.0
Old : 100.0: 61.6 71.3 26.5 16.5 3.9 0.7 4.1 0.0 6.1 4.1 0.0: 1.2 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 : 37: 18 17 . . . . . 0 4 . .:
Old : 37: 18 17 . . . . . 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 48.6 74.4 74.2 48.2 47.4 69.4 66.5
Old : 48.2 48.6 74.4 74.2 48.2 47.4 69.4 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,966: 14,234 14,632 2,177 3,067 721 330 0 0 691 50 168: 645 328
Old : 18,966: 14,234 14,632 2,177 3,067 721 330 0 0 691 50 168: 645 328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 355: 340 240 0 100 0 0 0 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 77.1 11.5 16.2 3.8 1.7 0.0 0.0 3.6 0.3 0.9: 3.4 1.7
Old : 100.0: 75.1 77.1 11.5 16.2 3.8 1.7 0.0 0.0 3.6 0.3 0.9: 3.4 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 : 28: 15 15 . . . . 0 0 . . .:
Old : 28: 15 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 : 51.0 51.0 70.8 76.1 47.4 50.6 64.0 69.0
Old : 51.0 51.0 70.8 76.1 47.4 50.6 64.0 69.0
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,944: 31,711 16,470 812 13,336 620 0 4,588 0 2,118 410 520: 163 0
Old : 35,944: 31,711 16,470 812 13,336 620 0 4,588 0 2,118 410 520: 163 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 985: 1,231 39 -265 746 35 0 40 0 0 141 -16: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 45.8 2.3 37.1 1.7 0.0 12.8 0.0 5.9 1.1 1.4: 0.5 0.0
Old : 100.0: 88.2 45.8 2.3 37.1 1.7 0.0 12.8 0.0 5.9 1.1 1.4: 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 : 44: 29 23 . . . 0 . 0 4 . .:
Old : 44: 29 23 . . . 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 : 55.3 50.8 70.6 75.3 52.9 49.6 64.5 72.9
Old : 55.3 50.8 70.6 75.3 52.9 49.6 64.5 72.9
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,615: 18,994 14,068 75 5,310 1,222 45 0 5 84 0 10: 180 0
Old : 20,615: 18,994 14,068 75 5,310 1,222 45 0 5 84 0 10: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 507: 732 478 -147 -23 127 0 0 0 0 0 0: -205 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 68.2 0.4 25.8 5.9 0.2 0.0 0.0 0.4 0.0 0.0: 0.9 0.0
Old : 100.0: 92.1 68.2 0.4 25.8 5.9 0.2 0.0 0.0 0.4 0.0 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 18 . 4 . . 0 . . 0 .:
Old : 34: 21 18 . 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 : 53.9 59.7 74.0 80.7 50.8 58.0 68.3 77.8
Old : 53.9 59.7 74.0 80.7 50.8 58.0 68.3 77.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,887: 14,407 19,377 7,077 600 1,152 0 450 0 0 1,223 85: 166 0
Old : 22,887: 14,407 19,377 7,077 600 1,152 0 450 0 0 1,223 85: 166 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 120: -5 780 785 0 -660 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 84.7 30.9 2.6 5.0 0.0 2.0 0.0 0.0 5.3 0.4: 0.7 0.0
Old : 100.0: 62.9 84.7 30.9 2.6 5.0 0.0 2.0 0.0 0.0 5.3 0.4: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 14 4 . . 0 . 0 0 . .:
Old : 29: 18 14 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 : 56.2 66.9 81.8 83.6 51.5 64.8 76.9 79.9
Old : 56.2 66.9 81.8 83.6 51.5 64.8 76.9 79.9
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,626: 11,422 11,881 1,000 529 1,898 0 0 0 0 0 0: 306 318
Old : 14,626: 11,422 11,881 1,000 529 1,898 0 0 0 0 0 0: 306 318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 81.2 6.8 3.6 13.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 2.2
Old : 100.0: 78.1 81.2 6.8 3.6 13.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 2.2
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 : 22: 13 10 . . . 0 0 0 0 0 0:
Old : 22: 13 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 : 58.0 74.5 80.8 94.0 51.7 70.4 70.9 79.5
Old : 58.0 74.5 80.8 94.0 51.7 70.4 70.9 79.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,427: 30,453 22,908 2,093 9,369 1,505 0 475 0 84 100 0: 292 70
Old : 34,427: 30,453 22,908 2,093 9,369 1,505 0 475 0 84 100 0: 292 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 817: 722 70 90 747 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 66.5 6.1 27.2 4.4 0.0 1.4 0.0 0.2 0.3 0.0: 0.8 0.2
Old : 100.0: 88.5 66.5 6.1 27.2 4.4 0.0 1.4 0.0 0.2 0.3 0.0: 0.8 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: 26 22 . . . 0 . 0 . . 0:
Old : 38: 26 22 . . . 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 : 38.3 53.9 61.8 78.8 37.5 48.5 58.3 67.3
Old : 38.3 53.9 61.8 78.8 37.5 48.5 58.3 67.3
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,162: 13,473 15,136 2,900 1,795 1,965 0 0 0 492 0 21: 311 245
Old : 19,162: 13,473 15,136 2,900 1,795 1,965 0 0 0 492 0 21: 311 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,257: 115 1,260 1,080 0 0 0 0 0 65 0 -3: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 79.0 15.1 9.4 10.3 0.0 0.0 0.0 2.6 0.0 0.1: 1.6 1.3
Old : 100.0: 70.3 79.0 15.1 9.4 10.3 0.0 0.0 0.0 2.6 0.0 0.1: 1.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 18 14 . . . 0 0 0 . 0 .:
Old : 23: 18 14 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 77.3 71.6 91.3 38.8 66.8 53.0 68.5
Old : 46.9 77.3 71.6 91.3 38.8 66.8 53.0 68.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,957: 8,462 10,054 1,430 538 3,365 0 0 0 640 0 0: 60 0
Old : 13,957: 8,462 10,054 1,430 538 3,365 0 0 0 640 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 945: 420 1,142 700 0 -100 0 0 0 -10 0 0: -65 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 72.0 10.2 3.9 24.1 0.0 0.0 0.0 4.6 0.0 0.0: 0.4 0.0
Old : 100.0: 60.6 72.0 10.2 3.9 24.1 0.0 0.0 0.0 4.6 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 19 13 . . . 0 0 0 . 0 0:
Old : 24: 19 13 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 67.6 70.3 88.7 28.4 42.5 45.5 52.6
Old : 48.1 67.6 70.3 88.7 28.4 42.5 45.5 52.6
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,648: 24,832 31,487 12,380 4,715 0 0 0 0 0 850 0: 4,436 4,596
Old : 41,648: 24,832 31,487 12,380 4,715 0 0 0 0 0 850 0: 4,436 4,596
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 75.6 29.7 11.3 0.0 0.0 0.0 0.0 0.0 2.0 0.0: 10.7 11.0
Old : 100.0: 59.6 75.6 29.7 11.3 0.0 0.0 0.0 0.0 0.0 2.0 0.0: 10.7 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 19 . . 0 0 0 0 0 . 0:
Old : 24: 12 19 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 47.0 88.4 70.9 78.3 46.0 79.8 66.3
Old : 79.2 47.0 88.4 70.9 78.3 46.0 79.8 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,008: 23,263 28,713 11,340 4,880 0 0 0 0 0 850 0: 4,405 4,565
Old : 39,008: 23,263 28,713 11,340 4,880 0 0 0 0 0 850 0: 4,405 4,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 0: 0 50 50 0 0 0 0 0 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 73.6 29.1 12.5 0.0 0.0 0.0 0.0 0.0 2.2 0.0: 11.3 11.7
Old : 100.0: 59.6 73.6 29.1 12.5 0.0 0.0 0.0 0.0 0.0 2.2 0.0: 11.3 11.7
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 : 24: 10 19 . . 0 0 0 0 0 . 0:
Old : 24: 10 19 . . 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 : 80.7 45.1 87.8 68.5 77.0 45.1 78.1 64.1
Old : 80.7 45.1 87.8 68.5 77.0 45.1 78.1 64.1
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,275: 39,140 7,530 850 7,965 530 0 13,005 300 275 12,145 105: 2,075 1,695
Old : 43,275: 39,140 7,530 850 7,965 530 0 13,005 300 275 12,145 105: 2,075 1,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 3,665: 2,605 -520 850 375 50 0 0 0 0 3,600 0: 160 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 17.4 2.0 18.4 1.2 0.0 30.1 0.7 0.6 28.1 0.2: 4.8 3.9
Old : 100.0: 90.4 17.4 2.0 18.4 1.2 0.0 30.1 0.7 0.6 28.1 0.2: 4.8 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 : 29: 17 15 . . . 0 . . . . .:
Old : 29: 17 15 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 76.6 85.5 87.4 70.2 75.1 79.8 80.8
Old : 74.7 76.6 85.5 87.4 70.2 75.1 79.8 80.8
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,595: 36,880 8,400 600 9,135 580 0 12,555 710 175 7,835 0: 1,650 1,380
Old : 40,595: 36,880 8,400 600 9,135 580 0 12,555 710 175 7,835 0: 1,650 1,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 3,075: 2,340 -485 600 475 100 0 0 0 0 2,950 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 20.7 1.5 22.5 1.4 0.0 30.9 1.7 0.4 19.3 0.0: 4.1 3.4
Old : 100.0: 90.8 20.7 1.5 22.5 1.4 0.0 30.9 1.7 0.4 19.3 0.0: 4.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 16 . . . 0 . . . . 0:
Old : 29: 16 16 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 74.0 85.0 86.6 71.9 71.4 80.6 79.2
Old : 74.6 74.0 85.0 86.6 71.9 71.4 80.6 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,088: 16,837 27,625 10,592 855 4,398 945 0 340 2,300 2,335 95: 1,581 1,440
Old : 37,088: 16,837 27,625 10,592 855 4,398 945 0 340 2,300 2,335 95: 1,581 1,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,265: 915 2,200 1,230 -120 -955 -900 0 40 900 200 0: 35 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 74.5 28.6 2.3 11.9 2.5 0.0 0.9 6.2 6.3 0.3: 4.3 3.9
Old : 100.0: 45.4 74.5 28.6 2.3 11.9 2.5 0.0 0.9 6.2 6.3 0.3: 4.3 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: 15 9 . . . . 0 . . . .:
Old : 26: 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 : 64.3 76.8 84.6 92.1 54.7 68.7 72.8 76.1
Old : 64.3 76.8 84.6 92.1 54.7 68.7 72.8 76.1
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,213: 14,480 25,708 10,935 480 3,560 995 0 340 2,300 2,710 95: 1,508 1,320
Old : 34,213: 14,480 25,708 10,935 480 3,560 995 0 340 2,300 2,710 95: 1,508 1,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 2,540: 640 2,895 2,530 -70 -1,125 -900 0 40 900 500 0: 455 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 75.1 32.0 1.4 10.4 2.9 0.0 1.0 6.7 7.9 0.3: 4.4 3.9
Old : 100.0: 42.3 75.1 32.0 1.4 10.4 2.9 0.0 1.0 6.7 7.9 0.3: 4.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 9 . . . . 0 . . . .:
Old : 25: 14 9 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 74.7 85.7 91.8 55.9 67.3 74.0 76.2
Old : 64.4 74.7 85.7 91.8 55.9 67.3 74.0 76.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,430: 24,615 21,800 12,705 400 2,765 0 14,435 0 0 800 0: 345 230
Old : 40,430: 24,615 21,800 12,705 400 2,765 0 14,435 0 0 800 0: 345 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 620: 720 0 -720 0 620 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 53.9 31.4 1.0 6.8 0.0 35.7 0.0 0.0 2.0 0.0: 0.9 0.6
Old : 100.0: 60.9 53.9 31.4 1.0 6.8 0.0 35.7 0.0 0.0 2.0 0.0: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 12 . . . 0 . 0 0 . 0:
Old : 27: 14 12 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.9 86.8 91.7 93.0 72.8 82.6 84.1 87.4
Old : 78.9 86.8 91.7 93.0 72.8 82.6 84.1 87.4
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,890: 20,545 17,700 11,150 500 2,615 0 13,560 0 0 50 0: 580 465
Old : 34,890: 20,545 17,700 11,150 500 2,615 0 13,560 0 0 50 0: 580 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 620: 720 0 -720 0 620 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 50.7 32.0 1.4 7.5 0.0 38.9 0.0 0.0 0.1 0.0: 1.7 1.3
Old : 100.0: 58.9 50.7 32.0 1.4 7.5 0.0 38.9 0.0 0.0 0.1 0.0: 1.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 10 . . . 0 . 0 0 . 0:
Old : 25: 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 : 79.2 90.4 91.4 96.4 72.1 84.7 84.4 88.2
Old : 79.2 90.4 91.4 96.4 72.1 84.7 84.4 88.2
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,215: 21,850 19,570 150 3,320 3,110 125 180 50 1,000 30 280: 1,650 1,675
Old : 28,215: 21,850 19,570 150 3,320 3,110 125 180 50 1,000 30 280: 1,650 1,675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,675: -320 2,005 0 -1,425 1,875 0 -900 50 0 0 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 69.4 0.5 11.8 11.0 0.4 0.6 0.2 3.5 0.1 1.0: 5.8 5.9
Old : 100.0: 77.4 69.4 0.5 11.8 11.0 0.4 0.6 0.2 3.5 0.1 1.0: 5.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 8 . . . . . . . . .:
Old : 27: 16 8 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 81.2 83.5 91.6 60.7 69.5 70.3 73.9
Old : 66.6 81.2 83.5 91.6 60.7 69.5 70.3 73.9
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,445: 20,965 18,770 150 3,745 2,665 125 280 50 1,580 0 420: 1,490 1,515
Old : 27,445: 20,965 18,770 150 3,745 2,665 125 280 50 1,580 0 420: 1,490 1,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,920: -325 1,975 0 -1,100 1,535 0 -900 50 300 0 0: 360 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 68.4 0.5 13.6 9.7 0.5 1.0 0.2 5.8 0.0 1.5: 5.4 5.5
Old : 100.0: 76.4 68.4 0.5 13.6 9.7 0.5 1.0 0.2 5.8 0.0 1.5: 5.4 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 : 28: 17 7 . . . . . . 4 0 .:
Old : 28: 17 7 . . . . . . 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 : 65.6 81.9 80.2 92.9 59.7 69.6 67.6 73.5
Old : 65.6 81.9 80.2 92.9 59.7 69.6 67.6 73.5
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,399: 28,750 16,019 0 17,521 175 4,945 100 775 1,150 1,225 0: 1,604 1,584
Old : 37,399: 28,750 16,019 0 17,521 175 4,945 100 775 1,150 1,225 0: 1,604 1,584
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,440: 1,750 400 0 1,750 -434 125 -200 200 50 -25 0: -251 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 42.8 0.0 46.8 0.5 13.2 0.3 2.1 3.1 3.3 0.0: 4.3 4.2
Old : 100.0: 76.9 42.8 0.0 46.8 0.5 13.2 0.3 2.1 3.1 3.3 0.0: 4.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 8 0 . . . . . . . 0:
Old : 29: 18 8 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 80.3 79.2 91.9 56.5 75.5 71.0 83.6
Old : 60.6 80.3 79.2 91.9 56.5 75.5 71.0 83.6
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,730: 24,780 13,875 0 10,740 960 620 325 260 350 815 0: 1,760 1,755
Old : 28,730: 24,780 13,875 0 10,740 960 620 325 260 350 815 0: 1,760 1,755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 960: 1,300 500 0 850 -70 0 0 0 50 0 0: -320 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 48.3 0.0 37.4 3.3 2.2 1.1 0.9 1.2 2.8 0.0: 6.1 6.1
Old : 100.0: 86.3 48.3 0.0 37.4 3.3 2.2 1.1 0.9 1.2 2.8 0.0: 6.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 10 0 . . . . . . . 0:
Old : 29: 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 : 55.2 76.0 72.8 88.8 50.5 65.9 64.9 74.6
Old : 55.2 76.0 72.8 88.8 50.5 65.9 64.9 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 127,103: 52,849 113,833 30,824 1,120 2,870 22,660 0 330 8,985 350 160: 8,425 8,440
Old : 127,103: 52,849 113,833 30,824 1,120 2,870 22,660 0 330 8,985 350 160: 8,425 8,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 3,715: 1,785 2,690 2,400 1,120 -575 -325 0 30 0 25 0: 400 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 89.6 24.3 0.9 2.3 17.8 0.0 0.3 7.1 0.3 0.1: 6.6 6.6
Old : 100.0: 41.6 89.6 24.3 0.9 2.3 17.8 0.0 0.3 7.1 0.3 0.1: 6.6 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 18 25 . . . . 0 . 4 . .:
Old : 42: 18 25 . . . . 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 : 62.8 56.2 80.6 74.2 59.5 53.5 72.9 67.2
Old : 62.8 56.2 80.6 74.2 59.5 53.5 72.9 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 113,820: 49,345 103,235 25,550 2,015 1,755 25,785 0 600 4,830 125 50: 5,905 6,040
Old : 113,820: 49,345 103,235 25,550 2,015 1,755 25,785 0 600 4,830 125 50: 5,905 6,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 3,375: 2,805 1,865 205 1,125 -350 0 0 0 100 0 0: 615 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 90.7 22.4 1.8 1.5 22.7 0.0 0.5 4.2 0.1 0.0: 5.2 5.3
Old : 100.0: 43.4 90.7 22.4 1.8 1.5 22.7 0.0 0.5 4.2 0.1 0.0: 5.2 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 : 39: 19 24 . . . . 0 . . . .:
Old : 39: 19 24 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 55.8 85.4 75.9 65.7 55.6 78.2 70.2
Old : 68.9 55.8 85.4 75.9 65.7 55.6 78.2 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,210: 18,660 9,445 0 8,505 140 0 775 0 50 0 0: 2,360 2,345
Old : 21,210: 18,660 9,445 0 8,505 140 0 775 0 50 0 0: 2,360 2,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 775: 675 -25 0 700 35 0 0 0 0 0 0: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 44.5 0.0 40.1 0.7 0.0 3.7 0.0 0.2 0.0 0.0: 11.1 11.1
Old : 100.0: 88.0 44.5 0.0 40.1 0.7 0.0 3.7 0.0 0.2 0.0 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 : 25: 17 13 0 . . 0 . 0 . 0 0:
Old : 25: 17 13 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 65.0 71.8 78.6 41.7 53.5 57.1 60.9
Old : 48.6 65.0 71.8 78.6 41.7 53.5 57.1 60.9
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,395: 17,165 9,425 0 8,625 1,555 0 150 0 900 0 0: 775 640
Old : 20,395: 17,165 9,425 0 8,625 1,555 0 150 0 900 0 0: 775 640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 500: 150 500 0 -350 200 0 0 0 0 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 46.2 0.0 42.3 7.6 0.0 0.7 0.0 4.4 0.0 0.0: 3.8 3.1
Old : 100.0: 84.2 46.2 0.0 42.3 7.6 0.0 0.7 0.0 4.4 0.0 0.0: 3.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 51.4 77.1 73.4 89.5 33.7 58.5 52.8 63.3
Old : 51.4 77.1 73.4 89.5 33.7 58.5 52.8 63.3
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,215: 31,030 25,180 0 2,270 2,575 0 3,200 0 0 500 0: 6,610 6,490
Old : 40,215: 31,030 25,180 0 2,270 2,575 0 3,200 0 0 500 0: 6,610 6,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 1,400: -250 150 0 -1,400 1,150 0 1,000 0 0 0 0: 500 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 62.6 0.0 5.6 6.4 0.0 8.0 0.0 0.0 1.2 0.0: 16.4 16.1
Old : 100.0: 77.2 62.6 0.0 5.6 6.4 0.0 8.0 0.0 0.0 1.2 0.0: 16.4 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 18 0 . . 0 . 0 0 . 0:
Old : 32: 14 18 0 . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 39.5 76.8 59.5 56.3 33.4 63.9 50.6
Old : 62.3 39.5 76.8 59.5 56.3 33.4 63.9 50.6
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, February 28, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,820: 21,955 19,375 225 555 4,790 50 2,300 0 0 0 0: 4,800 4,800
Old : 31,820: 21,955 19,375 225 555 4,790 50 2,300 0 0 0 0: 4,800 4,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 745: 70 420 0 -350 350 0 0 0 0 0 0: 325 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 60.9 0.7 1.7 15.1 0.2 7.2 0.0 0.0 0.0 0.0: 15.1 15.1
Old : 100.0: 69.0 60.9 0.7 1.7 15.1 0.2 7.2 0.0 0.0 0.0 0.0: 15.1 15.1
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: 16 18 . . . . . 0 0 0 0:
Old : 29: 16 18 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 44.3 70.6 64.2 38.6 34.4 49.5 46.8
Old : 45.9 44.3 70.6 64.2 38.6 34.4 49.5 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2017