COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,577: 26,447 23,398 9,663 6,299 1,597 2,985 20,316 2,294 19,330 8,061 7,232: 1,029 1,380
Old : 70,577: 26,447 23,398 9,663 6,299 1,597 2,985 20,316 2,294 19,330 8,061 7,232: 1,029 1,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 1,361: 237 1,661 257 433 -193 80 -709 43 657 -466 326: -46 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 33.2 13.7 8.9 2.3 4.2 28.8 3.3 27.4 11.4 10.2: 1.5 2.0
Old : 100.0: 37.5 33.2 13.7 8.9 2.3 4.2 28.8 3.3 27.4 11.4 10.2: 1.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 13 14 . 4 4 . 4 . 12 11 15:
Old : 52: 13 14 . 4 4 . 4 . 12 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 : 44.4 59.0 65.6 73.7 33.8 41.7 50.0 51.6
Old : 44.4 59.0 65.6 73.7 33.8 41.7 50.0 51.6
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,706: 2,206 7,510 475 1,541 311 630 1,750 260 7,512 150 594: 718 590
Old : 12,706: 2,206 7,510 475 1,541 311 630 1,750 260 7,512 150 594: 718 590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 277: 40 480 30 -60 -10 -30 -140 70 -25 -190 47: 155 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 59.1 3.7 12.1 2.4 5.0 13.8 2.0 59.1 1.2 4.7: 5.7 4.6
Old : 100.0: 17.4 59.1 3.7 12.1 2.4 5.0 13.8 2.0 59.1 1.2 4.7: 5.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 5 7 . 4 4 . . . 8 . 4:
Old : 25: 5 7 . 4 4 . . . 8 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 54.1 76.6 79.5 49.8 47.1 66.5 62.9
Old : 54.4 54.1 76.6 79.5 49.8 47.1 66.5 62.9
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 811: 187 274 18 26 39 136 120 153 153 74 123: 2 0
Old : 811: 187 274 18 26 39 136 120 153 153 74 123: 2 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 133: 83 9 -10 2 13 -9 36 44 -7 10 19: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 33.8 2.2 3.3 4.8 16.8 14.8 18.9 18.9 9.2 15.2: 0.2 0.0
Old : 100.0: 23.0 33.8 2.2 3.3 4.8 16.8 14.8 18.9 18.9 9.2 15.2: 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 : 25: 7 6 . . . . . 4 5 5 5:
Old : 25: 7 6 . . . . . 4 5 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 : 61.0 51.9 82.7 76.1 34.8 32.1 41.3 40.8
Old : 61.0 51.9 82.7 76.1 34.8 32.1 41.3 40.8
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 150,265: 89,333 93,231 4,682 12,366 18,261 17,224 1,004 2,990 5,425 10,165 12,045: 304 202
Old : 150,265: 89,333 93,231 4,682 12,366 18,261 17,224 1,004 2,990 5,425 10,165 12,045: 304 202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -6,435: -4,428 -1,902 -949 -1,817 167 -1,884 8 214 1,011 -2,347 -783: 216 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 62.0 3.1 8.2 12.2 11.5 0.7 2.0 3.6 6.8 8.0: 0.2 0.1
Old : 100.0: 59.5 62.0 3.1 8.2 12.2 11.5 0.7 2.0 3.6 6.8 8.0: 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 : 72: 40 43 . . 4 6 . 6 7 9 11:
Old : 72: 40 43 . . 4 6 . 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 : 42.2 32.2 58.5 53.2 27.7 24.4 36.4 36.3
Old : 42.2 32.2 58.5 53.2 27.7 24.4 36.4 36.3
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,282: 33,655 41,582 5,912 0 826 186 0 385 2,186 357 2,132: 0 0
Old : 45,282: 33,655 41,582 5,912 0 826 186 0 385 2,186 357 2,132: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 127: -1,156 -88 313 0 -238 -73 0 -26 -211 -1,063 1,542: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 91.8 13.1 0.0 1.8 0.4 0.0 0.9 4.8 0.8 4.7: 0.0 0.0
Old : 100.0: 74.3 91.8 13.1 0.0 1.8 0.4 0.0 0.9 4.8 0.8 4.7: 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 : 37: 25 24 . 0 . . 0 . . . .:
Old : 37: 25 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 : 43.3 51.1 63.6 74.8 39.1 38.9 50.8 52.0
Old : 43.3 51.1 63.6 74.8 39.1 38.9 50.8 52.0
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 386,183: 341,598 283,726 0 63,641 27,864 11,736 0 0 1,253 7,220 3,732: 0 0
Old : 386,183: 341,598 283,726 0 63,641 27,864 11,736 0 0 1,253 7,220 3,732: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -17,648: -9,896 -19,456 0 -448 344 0 0 0 -1,932 7,212 -5,300: -864 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 73.5 0.0 16.5 7.2 3.0 0.0 0.0 0.3 1.9 1.0: 0.0 0.0
Old : 100.0: 88.5 73.5 0.0 16.5 7.2 3.0 0.0 0.0 0.3 1.9 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 21 0 . . . 0 0 . . .:
Old : 33: 19 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 : 62.3 53.0 80.0 75.2 47.9 42.9 55.5 53.6
Old : 62.3 53.0 80.0 75.2 47.9 42.9 55.5 53.6
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,280,150: 1,029,237 1,027,777 140,515 47,611 55,157 4,269 44,742 25,965 22,771 76,662 2,236: 0 0
Old : 1,280,150: 1,029,237 1,027,777 140,515 47,611 55,157 4,269 44,742 25,965 22,771 76,662 2,236: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -67,865: -67,664 -43,537 -1,527 -18,239 2,711 0 -5,280 -352 -283 -2,418 -750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 80.3 11.0 3.7 4.3 0.3 3.5 2.0 1.8 6.0 0.2: 0.0 0.0
Old : 100.0: 80.4 80.3 11.0 3.7 4.3 0.3 3.5 2.0 1.8 6.0 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 : 54: 32 35 . . 4 . . . 4 . .:
Old : 54: 32 35 . . 4 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 44.9 63.7 65.1 33.3 37.0 47.1 48.8
Old : 39.8 44.9 63.7 65.1 33.3 37.0 47.1 48.8
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 63,229: 51,468 37,975 7,440 17,966 1,649 0 2,647 598 1,298 1,618 776: 0 0
Old : 63,229: 51,468 37,975 7,440 17,966 1,649 0 2,647 598 1,298 1,618 776: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -2,073: -1,309 -427 -242 -646 102 0 -509 55 -423 -391 -256: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 60.1 11.8 28.4 2.6 0.0 4.2 0.9 2.1 2.6 1.2: 0.0 0.0
Old : 100.0: 81.4 60.1 11.8 28.4 2.6 0.0 4.2 0.9 2.1 2.6 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 71.7 77.5 84.4 86.7 69.4 67.3 74.7 73.7
Old : 71.7 77.5 84.4 86.7 69.4 67.3 74.7 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 291,003: 243,138 172,507 46,929 104,830 0 0 3,232 0 608 10,106 328: 0 0
Old : 291,003: 243,138 172,507 46,929 104,830 0 0 3,232 0 608 10,106 328: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -12,208: 1,360 -24,488 -576 16,664 -6,328 -5,712 -288 0 -952 2,232 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 59.3 16.1 36.0 0.0 0.0 1.1 0.0 0.2 3.5 0.1: 0.0 0.0
Old : 100.0: 83.6 59.3 16.1 36.0 0.0 0.0 1.1 0.0 0.2 3.5 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 13 . . 0 0 . 0 . 4 .:
Old : 27: 14 13 . . 0 0 . 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.4 76.3 92.6 89.2 78.8 66.8 82.3 78.3
Old : 79.4 76.3 92.6 89.2 78.8 66.8 82.3 78.3
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 285,798: 211,769 234,072 36,343 7,872 29,814 0 6,168 7,872 0 0 0: 0 0
Old : 285,798: 211,769 234,072 36,343 7,872 29,814 0 6,168 7,872 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 28, 2017 :
: -26,704: -17,088 -25,512 -7,720 -704 -488 -1,056 352 -352 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 81.9 12.7 2.8 10.4 0.0 2.2 2.8 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 74.1 81.9 12.7 2.8 10.4 0.0 2.2 2.8 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 : 31: 18 19 . . . 0 . . 0 0 0:
Old : 31: 18 19 . . . 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 50.3 75.4 74.3 40.9 46.8 54.4 61.0
Old : 54.2 50.3 75.4 74.3 40.9 46.8 54.4 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,453: 16,483 18,011 2,437 0 2,003 0 91 296 172 69 0: 62 983
Old : 21,453: 16,483 18,011 2,437 0 2,003 0 91 296 172 69 0: 62 983
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -2,480: -1,891 -2,765 -86 0 -360 -399 91 296 40 -220 -40: -40 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 84.0 11.4 0.0 9.3 0.0 0.4 1.4 0.8 0.3 0.0: 0.3 4.6
Old : 100.0: 76.8 84.0 11.4 0.0 9.3 0.0 0.4 1.4 0.8 0.3 0.0: 0.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 18 . 0 . 0 . . . . 0:
Old : 29: 17 18 . 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 : 49.4 61.0 71.4 79.0 40.3 55.4 55.3 61.6
Old : 49.4 61.0 71.4 79.0 40.3 55.4 55.3 61.6
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,621: 28,491 32,191 19,166 13,985 1,355 0 0 0 270 1,850 0: 339 240
Old : 49,621: 28,491 32,191 19,166 13,985 1,355 0 0 0 270 1,850 0: 339 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -4,546: -3,944 -5,411 -442 -805 -110 0 0 0 -40 1,800 0: -10 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 64.9 38.6 28.2 2.7 0.0 0.0 0.0 0.5 3.7 0.0: 0.7 0.5
Old : 100.0: 57.4 64.9 38.6 28.2 2.7 0.0 0.0 0.0 0.5 3.7 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 : 34: 24 22 . . . 0 0 0 . . 0:
Old : 34: 24 22 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 55.5 74.0 74.5 54.1 54.0 64.6 69.7
Old : 57.2 55.5 74.0 74.5 54.1 54.0 64.6 69.7
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,178: 41,748 42,683 22,086 19,655 835 0 0 0 295 1,800 0: 214 205
Old : 65,178: 41,748 42,683 22,086 19,655 835 0 0 0 295 1,800 0: 214 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -8,051: -6,790 -8,326 -1,132 -1,205 -90 0 -50 0 -40 1,650 0: 1 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 65.5 33.9 30.2 1.3 0.0 0.0 0.0 0.5 2.8 0.0: 0.3 0.3
Old : 100.0: 64.1 65.5 33.9 30.2 1.3 0.0 0.0 0.0 0.5 2.8 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 : 36: 25 24 . . . 0 0 0 . . 0:
Old : 36: 25 24 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 58.3 72.1 75.5 52.1 57.1 67.9 72.4
Old : 54.3 58.3 72.1 75.5 52.1 57.1 67.9 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,160: 24,998 27,610 3,250 1,120 3,695 0 0 0 700 550 0: 517 185
Old : 33,160: 24,998 27,610 3,250 1,120 3,695 0 0 0 700 550 0: 517 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 460: -415 1,045 0 -1,200 600 0 0 0 0 0 0: 275 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 83.3 9.8 3.4 11.1 0.0 0.0 0.0 2.1 1.7 0.0: 1.6 0.6
Old : 100.0: 75.4 83.3 9.8 3.4 11.1 0.0 0.0 0.0 2.1 1.7 0.0: 1.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 16 . . . 0 0 0 . . 0:
Old : 28: 19 16 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 73.1 69.9 87.3 43.1 63.1 54.2 67.8
Old : 48.1 73.1 69.9 87.3 43.1 63.1 54.2 67.8
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 289,904: 177,864 273,344 76,496 0 15,120 4,288 0 0 13,288 0 736: 2,112 704
Old : 289,904: 177,864 273,344 76,496 0 15,120 4,288 0 0 13,288 0 736: 2,112 704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -10,072: 544 -10,776 -12,728 0 0 0 0 0 0 0 0: 2,112 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 94.3 26.4 0.0 5.2 1.5 0.0 0.0 4.6 0.0 0.3: 0.7 0.2
Old : 100.0: 61.4 94.3 26.4 0.0 5.2 1.5 0.0 0.0 4.6 0.0 0.3: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 17 . 0 . . 0 0 . 0 .:
Old : 32: 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 : 51.2 72.9 71.0 85.8 46.0 59.9 56.5 68.5
Old : 51.2 72.9 71.0 85.8 46.0 59.9 56.5 68.5
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,084: 6,742 5,253 221 1,311 20 466 0 0 0 777 40: 595 683
Old : 8,084: 6,742 5,253 221 1,311 20 466 0 0 0 777 40: 595 683
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 307: 247 309 0 -64 0 0 0 0 0 0 0: 60 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 65.0 2.7 16.2 0.2 5.8 0.0 0.0 0.0 9.6 0.5: 7.4 8.4
Old : 100.0: 83.4 65.0 2.7 16.2 0.2 5.8 0.0 0.0 0.0 9.6 0.5: 7.4 8.4
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 : 26: 19 17 . . . . 0 0 0 . .:
Old : 26: 19 17 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 48.7 70.4 70.6 43.3 44.4 64.5 60.7
Old : 46.8 48.7 70.4 70.6 43.3 44.4 64.5 60.7
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 38,812: 29,619 33,680 5,325 715 3,605 0 0 0 0 635 0: 263 177
Old : 38,812: 29,619 33,680 5,325 715 3,605 0 0 0 0 635 0: 263 177
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 1,625: 767 1,960 400 -600 200 0 0 0 0 0 0: 258 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 86.8 13.7 1.8 9.3 0.0 0.0 0.0 0.0 1.6 0.0: 0.7 0.5
Old : 100.0: 76.3 86.8 13.7 1.8 9.3 0.0 0.0 0.0 0.0 1.6 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 : 32: 23 21 . . . 0 0 0 0 . 0:
Old : 32: 23 21 . . . 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 : 47.4 71.8 74.0 84.0 46.1 62.8 61.3 69.1
Old : 47.4 71.8 74.0 84.0 46.1 62.8 61.3 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,449: 19,454 20,396 3,015 3,280 2,560 0 0 0 1,100 50 0: 320 163
Old : 26,449: 19,454 20,396 3,015 3,280 2,560 0 0 0 1,100 50 0: 320 163
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 300: 190 292 0 -25 0 0 0 0 0 0 0: 110 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 77.1 11.4 12.4 9.7 0.0 0.0 0.0 4.2 0.2 0.0: 1.2 0.6
Old : 100.0: 73.6 77.1 11.4 12.4 9.7 0.0 0.0 0.0 4.2 0.2 0.0: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 54.8 68.1 73.3 90.6 47.3 59.0 63.3 74.0
Old : 54.8 68.1 73.3 90.6 47.3 59.0 63.3 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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,394: 14,421 15,382 2,409 2,444 1,411 446 0 0 826 40 442: 439 675
Old : 20,394: 14,421 15,382 2,409 2,444 1,411 446 0 0 826 40 442: 439 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 54: 172 476 14 -291 -169 0 0 0 0 0 0: 37 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 75.4 11.8 12.0 6.9 2.2 0.0 0.0 4.1 0.2 2.2: 2.2 3.3
Old : 100.0: 70.7 75.4 11.8 12.0 6.9 2.2 0.0 0.0 4.1 0.2 2.2: 2.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 20 . . . . 0 0 . . .:
Old : 32: 18 20 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 49.4 67.8 74.2 32.4 43.2 49.2 57.2
Old : 43.9 49.4 67.8 74.2 32.4 43.2 49.2 57.2
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,319: 49,916 44,421 1,749 3,326 1,928 0 160 0 380 3,975 327: 19 182
Old : 54,319: 49,916 44,421 1,749 3,326 1,928 0 160 0 380 3,975 327: 19 182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -4,112: -3,716 -2,863 -240 -553 -143 0 -6 0 -20 -515 0: 7 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 81.8 3.2 6.1 3.5 0.0 0.3 0.0 0.7 7.3 0.6: 0.0 0.3
Old : 100.0: 91.9 81.8 3.2 6.1 3.5 0.0 0.3 0.0 0.7 7.3 0.6: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 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 : 50.4 54.5 74.5 79.9 50.3 48.2 70.5 71.2
Old : 50.4 54.5 74.5 79.9 50.3 48.2 70.5 71.2
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 74,342: 67,369 50,670 3,054 3,843 1,857 310 612 276 406 15,968 1,047: 23 69
Old : 74,342: 67,369 50,670 3,054 3,843 1,857 310 612 276 406 15,968 1,047: 23 69
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -4,771: -3,582 -3,756 231 86 -566 94 356 -450 -151 -156 -334: -13 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 68.2 4.1 5.2 2.5 0.4 0.8 0.4 0.5 21.5 1.4: 0.0 0.1
Old : 100.0: 90.6 68.2 4.1 5.2 2.5 0.4 0.8 0.4 0.5 21.5 1.4: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 28 27 . . . . . . . 6 5:
Old : 51: 28 27 . . . . . . . 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 53.3 64.6 78.2 40.3 51.2 56.2 66.4
Old : 44.6 53.3 64.6 78.2 40.3 51.2 56.2 66.4
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,725: 29,260 32,350 6,840 4,520 615 0 0 0 735 0 0: 275 240
Old : 37,725: 29,260 32,350 6,840 4,520 615 0 0 0 735 0 0: 275 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -5,235: -3,490 -4,900 -1,645 -385 0 0 0 0 -90 0 0: -10 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 85.8 18.1 12.0 1.6 0.0 0.0 0.0 1.9 0.0 0.0: 0.7 0.6
Old : 100.0: 77.6 85.8 18.1 12.0 1.6 0.0 0.0 0.0 1.9 0.0 0.0: 0.7 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 : 24: 18 8 . . . 0 0 0 . 0 0:
Old : 24: 18 8 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 96.4 75.0 99.1 52.5 93.0 71.7 93.0
Old : 52.5 96.4 75.0 99.1 52.5 93.0 71.7 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,030: 32,795 34,770 9,290 6,440 2,420 0 0 0 1,310 2,400 0: 215 0
Old : 46,030: 32,795 34,770 9,290 6,440 2,420 0 0 0 1,310 2,400 0: 215 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -5,685: -4,405 -5,220 -1,145 -465 0 0 0 0 -125 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 75.5 20.2 14.0 5.3 0.0 0.0 0.0 2.8 5.2 0.0: 0.5 0.0
Old : 100.0: 71.2 75.5 20.2 14.0 5.3 0.0 0.0 0.0 2.8 5.2 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 12 . . . 0 0 0 . . 0:
Old : 27: 20 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 : 46.3 91.0 73.2 98.4 45.2 87.0 70.4 92.3
Old : 46.3 91.0 73.2 98.4 45.2 87.0 70.4 92.3
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 267,600: 198,610 241,635 13,404 13,636 9,578 0 0 0 43,707 450 2,301: 0 0
Old : 267,600: 198,610 241,635 13,404 13,636 9,578 0 0 0 43,707 450 2,301: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -22,463: -19,241 -22,111 -1,056 1,008 -1,360 0 0 0 -806 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 90.3 5.0 5.1 3.6 0.0 0.0 0.0 16.3 0.2 0.9: 0.0 0.0
Old : 100.0: 74.2 90.3 5.0 5.1 3.6 0.0 0.0 0.0 16.3 0.2 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 24 . . . 0 0 0 . . .:
Old : 35: 21 24 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 48.6 76.2 69.6 54.9 46.6 68.7 62.1
Old : 58.3 48.6 76.2 69.6 54.9 46.6 68.7 62.1
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,860: 14,090 19,995 692 383 1,141 0 371 610 6,054 599 485: 788 276
Old : 23,860: 14,090 19,995 692 383 1,141 0 371 610 6,054 599 485: 788 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,833: -1,122 -1,549 -480 -17 144 0 -148 -46 -88 18 -196: -46 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 83.8 2.9 1.6 4.8 0.0 1.6 2.6 25.4 2.5 2.0: 3.3 1.2
Old : 100.0: 59.1 83.8 2.9 1.6 4.8 0.0 1.6 2.6 25.4 2.5 2.0: 3.3 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 : 39: 20 26 . . . 0 . . . . .:
Old : 39: 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 : 58.5 45.6 75.4 59.8 55.4 42.4 67.4 53.9
Old : 58.5 45.6 75.4 59.8 55.4 42.4 67.4 53.9
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,045: 26,764 35,492 8,367 0 155 496 0 0 133 268 130: 0 0
Old : 36,045: 26,764 35,492 8,367 0 155 496 0 0 133 268 130: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -2,088: -1,247 -1,991 -432 0 -24 -20 0 0 -314 -22 -51: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 98.5 23.2 0.0 0.4 1.4 0.0 0.0 0.4 0.7 0.4: 0.0 0.0
Old : 100.0: 74.3 98.5 23.2 0.0 0.4 1.4 0.0 0.0 0.4 0.7 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.6 84.2 93.8 94.8 72.4 78.1 85.3 85.4
Old : 75.6 84.2 93.8 94.8 72.4 78.1 85.3 85.4
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 294,644: 245,656 201,768 7,872 40,748 33,328 4,680 15,692 3,108 0 0 0: 0 0
Old : 294,644: 245,656 201,768 7,872 40,748 33,328 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 28, 2017 :
: -15,720: -12,200 -13,960 -704 1,056 -2,816 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 68.5 2.7 13.8 11.3 1.6 5.3 1.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.4 68.5 2.7 13.8 11.3 1.6 5.3 1.1 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 14 . . . . . . 0 0 0:
Old : 25: 13 14 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 69.0 89.6 88.2 68.5 53.5 74.7 69.7
Old : 73.7 69.0 89.6 88.2 68.5 53.5 74.7 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,383: 13,515 13,489 184 399 1,849 945 0 1,018 0 606 84: 788 938
Old : 18,383: 13,515 13,489 184 399 1,849 945 0 1,018 0 606 84: 788 938
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -811: -666 -631 -160 100 -160 215 -40 0 0 0 0: -40 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 73.4 1.0 2.2 10.1 5.1 0.0 5.5 0.0 3.3 0.5: 4.3 5.1
Old : 100.0: 73.5 73.4 1.0 2.2 10.1 5.1 0.0 5.5 0.0 3.3 0.5: 4.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 13 . . . . 0 . 0 . .:
Old : 23: 13 13 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 63.7 80.4 81.6 53.6 52.2 62.7 59.9
Old : 61.8 63.7 80.4 81.6 53.6 52.2 62.7 59.9
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,584: 9,720 9,691 1,932 975 269 86 408 0 106 306 170: 301 765
Old : 12,584: 9,720 9,691 1,932 975 269 86 408 0 106 306 170: 301 765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,261: -692 -1,221 -312 126 -126 86 -40 0 -180 -470 0: -37 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 77.0 15.4 7.7 2.1 0.7 3.2 0.0 0.8 2.4 1.4: 2.4 6.1
Old : 100.0: 77.2 77.0 15.4 7.7 2.1 0.7 3.2 0.0 0.8 2.4 1.4: 2.4 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 : 28: 14 17 . . . . . 0 . . .:
Old : 28: 14 17 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 42.4 79.8 65.1 39.7 28.4 52.1 46.7
Old : 61.3 42.4 79.8 65.1 39.7 28.4 52.1 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 146,780: 114,220 99,856 32,560 40,644 0 0 6,280 0 0 0 0: 0 0
Old : 146,780: 114,220 99,856 32,560 40,644 0 0 6,280 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -7,974: -5,158 -3,046 -2,816 -3,168 0 0 -1,056 0 0 -704 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 68.0 22.2 27.7 0.0 0.0 4.3 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 77.8 68.0 22.2 27.7 0.0 0.0 4.3 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 14 . . 0 0 . 0 0 0 0:
Old : 26: 16 14 . . 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 : 65.6 58.9 84.0 84.7 57.5 53.7 74.2 73.0
Old : 65.6 58.9 84.0 84.7 57.5 53.7 74.2 73.0
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,047: 15,198 11,389 742 4,096 2,384 0 332 1,510 161 284 52: 0 0
Old : 20,047: 15,198 11,389 742 4,096 2,384 0 332 1,510 161 284 52: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,626: -684 -1,891 56 938 -292 0 -35 -298 -288 -48 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 56.8 3.7 20.4 11.9 0.0 1.7 7.5 0.8 1.4 0.3: 0.0 0.0
Old : 100.0: 75.8 56.8 3.7 20.4 11.9 0.0 1.7 7.5 0.8 1.4 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 11 . . . 0 . . . . .:
Old : 24: 17 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 : 56.3 63.3 81.1 87.6 50.0 50.1 63.7 62.9
Old : 56.3 63.3 81.1 87.6 50.0 50.1 63.7 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 186,472: 137,387 95,583 20,129 58,701 28,956 0 0 0 0 3,232 0: 0 0
Old : 186,472: 137,387 95,583 20,129 58,701 28,956 0 0 0 0 3,232 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 51.3 10.8 31.5 15.5 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 73.7 51.3 10.8 31.5 15.5 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 13 . . . 0 0 0 0 . 0:
Old : 20: 12 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 : 79.6 78.7 93.4 93.2 67.2 61.6 73.4 71.9
Old : 79.6 78.7 93.4 93.2 67.2 61.6 73.4 71.9
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,130: 13,210 15,570 1,270 380 2,835 420 0 300 280 0 45: 770 0
Old : 19,130: 13,210 15,570 1,270 380 2,835 420 0 300 280 0 45: 770 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,500: -1,325 -805 300 380 -875 200 0 -200 0 0 0: 400 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 81.4 6.6 2.0 14.8 2.2 0.0 1.6 1.5 0.0 0.2: 4.0 0.0
Old : 100.0: 69.1 81.4 6.6 2.0 14.8 2.2 0.0 1.6 1.5 0.0 0.2: 4.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 13 . . . . 0 . . 0 .:
Old : 26: 16 13 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 86.8 84.4 96.3 57.6 71.6 64.6 74.6
Old : 73.7 86.8 84.4 96.3 57.6 71.6 64.6 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,380: 13,995 15,735 1,270 380 2,765 420 0 300 130 0 200: 300 0
Old : 19,380: 13,995 15,735 1,270 380 2,765 420 0 300 130 0 200: 300 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,495: -875 -655 560 380 -1,135 -25 0 0 50 -35 -50: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 81.2 6.6 2.0 14.3 2.2 0.0 1.5 0.7 0.0 1.0: 1.5 0.0
Old : 100.0: 72.2 81.2 6.6 2.0 14.3 2.2 0.0 1.5 0.7 0.0 1.0: 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 : 30: 19 14 . . . . 0 . . 0 .:
Old : 30: 19 14 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 85.6 83.9 94.9 56.6 71.6 64.7 74.9
Old : 72.1 85.6 83.9 94.9 56.6 71.6 64.7 74.9
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 526,815: 331,767 212,341 6,071 63,151 102,206 0 63,087 4,738 8,687 7,914 72,314: 1,032 1,062
Old : 526,815: 331,767 212,341 6,071 63,151 102,206 0 63,087 4,738 8,687 7,914 72,314: 1,032 1,062
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 9,870: -2,773 -2,564 827 -23,874 13,839 0 25,519 47 -1,014 -2,145 -965: -91 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 40.3 1.2 12.0 19.4 0.0 12.0 0.9 1.6 1.5 13.7: 0.2 0.2
Old : 100.0: 63.0 40.3 1.2 12.0 19.4 0.0 12.0 0.9 1.6 1.5 13.7: 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 : 59.9 53.0 88.4 80.7 27.6 27.2 31.8 31.5
Old : 59.9 53.0 88.4 80.7 27.6 27.2 31.8 31.5
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,360: 10,015 6,325 1,650 5,820 215 0 0 0 180 0 0: 300 0
Old : 12,360: 10,015 6,325 1,650 5,820 215 0 0 0 180 0 0: 300 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -520: -580 -40 300 -280 -200 0 0 0 0 0 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 51.2 13.3 47.1 1.7 0.0 0.0 0.0 1.5 0.0 0.0: 2.4 0.0
Old : 100.0: 81.0 51.2 13.3 47.1 1.7 0.0 0.0 0.0 1.5 0.0 0.0: 2.4 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 : 22: 9 10 . . . 0 0 0 . 0 0:
Old : 22: 9 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 : 72.3 77.9 92.3 91.4 65.7 77.9 85.7 89.0
Old : 72.3 77.9 92.3 91.4 65.7 77.9 85.7 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,840: 9,282 26,585 21,450 4,325 1,825 0 75 0 0 0 0: 283 30
Old : 32,840: 9,282 26,585 21,450 4,325 1,825 0 75 0 0 0 0: 283 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,335: 3 -1,405 -790 570 -450 0 -50 0 -50 -5 -25: -23 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 81.0 65.3 13.2 5.6 0.0 0.2 0.0 0.0 0.0 0.0: 0.9 0.1
Old : 100.0: 28.3 81.0 65.3 13.2 5.6 0.0 0.2 0.0 0.0 0.0 0.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . . . 0 . 0 0 0 0:
Old : 23: 12 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.8 79.9 92.1 96.3 75.9 75.0 82.8 83.3
Old : 81.8 79.9 92.1 96.3 75.9 75.0 82.8 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 30,680: 8,020 23,850 18,840 3,275 3,465 0 75 0 70 0 15: 270 0
Old : 30,680: 8,020 23,850 18,840 3,275 3,465 0 75 0 70 0 15: 270 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -798: 325 -1,018 -705 620 -350 0 -50 0 -50 0 0: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 77.7 61.4 10.7 11.3 0.0 0.2 0.0 0.2 0.0 0.0: 0.9 0.0
Old : 100.0: 26.1 77.7 61.4 10.7 11.3 0.0 0.2 0.0 0.2 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 : 23: 12 11 . . . 0 . 0 . 0 .:
Old : 23: 12 11 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.0 81.2 93.2 96.7 72.7 70.4 79.6 81.1
Old : 81.0 81.2 93.2 96.7 72.7 70.4 79.6 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,790: 11,740 13,680 2,070 0 1,500 0 550 0 0 0 0: 480 60
Old : 15,790: 11,740 13,680 2,070 0 1,500 0 550 0 0 0 0: 480 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -2,845: -2,135 -2,820 -645 0 0 -175 -25 0 -25 0 0: 135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 86.6 13.1 0.0 9.5 0.0 3.5 0.0 0.0 0.0 0.0: 3.0 0.4
Old : 100.0: 74.4 86.6 13.1 0.0 9.5 0.0 3.5 0.0 0.0 0.0 0.0: 3.0 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 : 21: 9 11 . 0 . 0 . 0 0 0 0:
Old : 21: 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 : 66.2 76.6 90.4 92.3 63.5 74.9 82.1 83.9
Old : 66.2 76.6 90.4 92.3 63.5 74.9 82.1 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,528: 19,173 10,583 0 8,430 175 0 150 0 0 100 75: 105 15
Old : 19,528: 19,173 10,583 0 8,430 175 0 150 0 0 100 75: 105 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -542: -582 23 0 -490 -25 0 -50 0 0 0 0: 65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.2 54.2 0.0 43.2 0.9 0.0 0.8 0.0 0.0 0.5 0.4: 0.5 0.1
Old : 100.0: 98.2 54.2 0.0 43.2 0.9 0.0 0.8 0.0 0.0 0.5 0.4: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 14 0 . . 0 . 0 0 . .:
Old : 23: 10 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 : 81.1 66.1 95.9 89.0 77.3 65.2 87.8 83.0
Old : 81.1 66.1 95.9 89.0 77.3 65.2 87.8 83.0
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,647: 19,858 11,012 0 8,915 530 0 150 0 100 0 25: 134 15
Old : 20,647: 19,858 11,012 0 8,915 530 0 150 0 100 0 25: 134 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -484: -568 -239 0 -245 50 0 -50 0 -25 0 0: 59 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 53.3 0.0 43.2 2.6 0.0 0.7 0.0 0.5 0.0 0.1: 0.6 0.1
Old : 100.0: 96.2 53.3 0.0 43.2 2.6 0.0 0.7 0.0 0.5 0.0 0.1: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 12 0 . . 0 . 0 . 0 .:
Old : 22: 10 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 : 74.9 79.1 92.3 95.5 65.0 61.0 78.0 77.4
Old : 74.9 79.1 92.3 95.5 65.0 61.0 78.0 77.4
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 108,184: 94,514 79,242 4,215 17,160 8,355 270 1,232 480 75 1,585 90: 185 40
Old : 108,184: 94,514 79,242 4,215 17,160 8,355 270 1,232 480 75 1,585 90: 185 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -6,993: -6,673 -4,293 -745 -2,850 505 -25 95 -95 -50 -330 -65: 155 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 73.2 3.9 15.9 7.7 0.2 1.1 0.4 0.1 1.5 0.1: 0.2 0.0
Old : 100.0: 87.4 73.2 3.9 15.9 7.7 0.2 1.1 0.4 0.1 1.5 0.1: 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 : 50: 31 29 . . 4 . . . . 5 .:
Old : 50: 31 29 . . 4 . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 60.8 69.0 86.3 43.6 55.4 60.0 69.2
Old : 44.0 60.8 69.0 86.3 43.6 55.4 60.0 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 126,997: 108,720 93,815 6,045 14,558 10,957 470 5,067 555 0 1,880 160: 90 5
Old : 126,997: 108,720 93,815 6,045 14,558 10,957 470 5,067 555 0 1,880 160: 90 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -8,586: -8,166 -4,368 -205 -2,900 30 -180 -1,083 0 -50 -235 -10: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 73.9 4.8 11.5 8.6 0.4 4.0 0.4 0.0 1.5 0.1: 0.1 0.0
Old : 100.0: 85.6 73.9 4.8 11.5 8.6 0.4 4.0 0.4 0.0 1.5 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 : 50: 33 30 . . 4 . . . 0 4 .:
Old : 50: 33 30 . . 4 . . . 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 : 42.2 58.9 63.6 81.8 42.0 52.4 58.3 69.0
Old : 42.2 58.9 63.6 81.8 42.0 52.4 58.3 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 190,830: 144,480 137,599 16,946 7,943 8,331 5,060 5,270 9,755 3,123 18,856 3,038: 97 38
Old : 190,830: 144,480 137,599 16,946 7,943 8,331 5,060 5,270 9,755 3,123 18,856 3,038: 97 38
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 340: -3,205 -2,097 184 5,418 -1,053 -631 -6,532 5,640 -766 -1,153 131: 40 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 72.1 8.9 4.2 4.4 2.7 2.8 5.1 1.6 9.9 1.6: 0.1 0.0
Old : 100.0: 75.7 72.1 8.9 4.2 4.4 2.7 2.8 5.1 1.6 9.9 1.6: 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 : 71: 36 38 . . 4 . 5 . 4 9 7:
Old : 71: 36 38 . . 4 . 5 . 4 9 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 : 35.1 56.6 55.5 70.9 31.5 50.5 47.5 58.0
Old : 35.1 56.6 55.5 70.9 31.5 50.5 47.5 58.0
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,938: 110,533 90,829 5,554 16,692 3,049 0 3,888 2,105 415 5,110 225: 57 40
Old : 121,938: 110,533 90,829 5,554 16,692 3,049 0 3,888 2,105 415 5,110 225: 57 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -3,712: -4,085 -2,394 -587 -2,226 1,280 -60 350 -250 0 -512 0: -10 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 74.5 4.6 13.7 2.5 0.0 3.2 1.7 0.3 4.2 0.2: 0.0 0.0
Old : 100.0: 90.6 74.5 4.6 13.7 2.5 0.0 3.2 1.7 0.3 4.2 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 : 48: 32 29 . . 4 0 . . . 4 .:
Old : 48: 32 29 . . 4 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 : 37.9 66.1 61.0 81.0 37.8 57.1 55.1 66.7
Old : 37.9 66.1 61.0 81.0 37.8 57.1 55.1 66.7
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,255: 40,325 38,655 3,630 6,385 3,085 180 75 0 885 0 30: 120 25
Old : 48,255: 40,325 38,655 3,630 6,385 3,085 180 75 0 885 0 30: 120 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,850: -1,730 -1,280 685 -30 -445 -150 -75 0 -210 -25 5: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 80.1 7.5 13.2 6.4 0.4 0.2 0.0 1.8 0.0 0.1: 0.2 0.1
Old : 100.0: 83.6 80.1 7.5 13.2 6.4 0.4 0.2 0.0 1.8 0.0 0.1: 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 : 29: 20 9 . . . . . 0 . 0 .:
Old : 29: 20 9 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 94.0 81.7 98.4 59.5 87.3 76.6 89.9
Old : 61.1 94.0 81.7 98.4 59.5 87.3 76.6 89.9
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,925: 37,445 39,575 2,905 1,295 3,835 0 75 0 645 75 0: 95 70
Old : 44,925: 37,445 39,575 2,905 1,295 3,835 0 75 0 645 75 0: 95 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,515: -1,600 -980 660 90 -475 -5 -100 -25 -95 -50 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 88.1 6.5 2.9 8.5 0.0 0.2 0.0 1.4 0.2 0.0: 0.2 0.2
Old : 100.0: 83.4 88.1 6.5 2.9 8.5 0.0 0.2 0.0 1.4 0.2 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 : 29: 20 8 . . . 0 . 0 . . 0:
Old : 29: 20 8 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 94.8 82.4 98.9 60.6 85.9 76.5 89.0
Old : 63.1 94.8 82.4 98.9 60.6 85.9 76.5 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,032: 26,806 19,826 5 8,040 1,856 950 0 250 0 0 0: 165 60
Old : 30,032: 26,806 19,826 5 8,040 1,856 950 0 250 0 0 0: 165 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 685: 1,425 -1,160 -95 2,523 -578 -25 -100 0 -25 0 0: -17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 66.0 0.0 26.8 6.2 3.2 0.0 0.8 0.0 0.0 0.0: 0.5 0.2
Old : 100.0: 89.3 66.0 0.0 26.8 6.2 3.2 0.0 0.8 0.0 0.0 0.0: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 22 . . . . 0 . 0 0 0:
Old : 32: 23 22 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 50.9 69.2 78.6 39.6 44.0 58.1 69.3
Old : 46.5 50.9 69.2 78.6 39.6 44.0 58.1 69.3
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,053: 16,118 18,008 1,370 1,470 2,365 825 0 0 1,375 0 0: 0 210
Old : 22,053: 16,118 18,008 1,370 1,470 2,365 825 0 0 1,375 0 0: 0 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 200: 200 0 0 50 0 0 0 0 0 0 0: 0 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 81.7 6.2 6.7 10.7 3.7 0.0 0.0 6.2 0.0 0.0: 0.0 1.0
Old : 100.0: 73.1 81.7 6.2 6.7 10.7 3.7 0.0 0.0 6.2 0.0 0.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 42.9 55.2 66.0 83.7 36.7 50.0 54.0 69.8
Old : 42.9 55.2 66.0 83.7 36.7 50.0 54.0 69.8
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 214,017: 134,575 107,568 0 34,847 55,665 9,576 0 14,086 0 1,779 0: 116 72
Old : 214,017: 134,575 107,568 0 34,847 55,665 9,576 0 14,086 0 1,779 0: 116 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -5,831: -3,803 -755 0 -1,025 -1,894 61 0 77 0 -1,818 -47: -225 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 50.3 0.0 16.3 26.0 4.5 0.0 6.6 0.0 0.8 0.0: 0.1 0.0
Old : 100.0: 62.9 50.3 0.0 16.3 26.0 4.5 0.0 6.6 0.0 0.8 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 15 0 . . . 0 . 0 . 0:
Old : 26: 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 : 56.5 74.0 84.5 89.8 29.5 35.5 34.7 37.6
Old : 56.5 74.0 84.5 89.8 29.5 35.5 34.7 37.6
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,057: 22,022 27,637 5,540 250 0 0 0 0 0 0 0: 1,495 1,170
Old : 29,057: 22,022 27,637 5,540 250 0 0 0 0 0 0 0: 1,495 1,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,805: -1,235 -1,690 -500 -25 0 0 0 0 0 0 0: -70 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 95.1 19.1 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.1 4.0
Old : 100.0: 75.8 95.1 19.1 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 76.7 60.9 92.0 85.5 62.9 57.4 77.0 74.5
Old : 76.7 60.9 92.0 85.5 62.9 57.4 77.0 74.5
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,880: 16,285 19,463 7,142 3,774 1,267 125 1,000 0 1,339 1,100 0: 722 276
Old : 26,880: 16,285 19,463 7,142 3,774 1,267 125 1,000 0 1,339 1,100 0: 722 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 44: -238 340 40 -664 209 -50 -100 0 -298 0 -12: 393 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 72.4 26.6 14.0 4.7 0.5 3.7 0.0 5.0 4.1 0.0: 2.7 1.0
Old : 100.0: 60.6 72.4 26.6 14.0 4.7 0.5 3.7 0.0 5.0 4.1 0.0: 2.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 14 . . . . . 0 . . 0:
Old : 30: 15 14 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 50.8 78.6 74.6 48.4 49.7 68.7 68.3
Old : 50.2 50.8 78.6 74.6 48.4 49.7 68.7 68.3
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,765: 13,646 13,756 1,610 3,017 690 300 0 0 852 0 7: 660 295
Old : 17,765: 13,646 13,756 1,610 3,017 690 300 0 0 852 0 7: 660 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,201: -588 -876 -567 -50 -31 -30 0 0 161 -50 -161: 15 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 77.4 9.1 17.0 3.9 1.7 0.0 0.0 4.8 0.0 0.0: 3.7 1.7
Old : 100.0: 76.8 77.4 9.1 17.0 3.9 1.7 0.0 0.0 4.8 0.0 0.0: 3.7 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 : 26: 14 14 . . . . 0 0 . 0 .:
Old : 26: 14 14 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 52.4 70.9 77.4 45.7 51.6 63.4 70.4
Old : 50.9 52.4 70.9 77.4 45.7 51.6 63.4 70.4
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,425: 28,881 14,549 608 12,542 750 0 3,632 0 1,532 425 455: 199 72
Old : 32,425: 28,881 14,549 608 12,542 750 0 3,632 0 1,532 425 455: 199 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -3,519: -2,830 -1,921 -204 -794 130 0 -956 0 -586 15 -65: 36 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 44.9 1.9 38.7 2.3 0.0 11.2 0.0 4.7 1.3 1.4: 0.6 0.2
Old : 100.0: 89.1 44.9 1.9 38.7 2.3 0.0 11.2 0.0 4.7 1.3 1.4: 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 : 38: 25 19 . . . 0 . 0 4 . .:
Old : 38: 25 19 . . . 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 : 57.0 51.7 72.4 77.5 53.3 49.9 65.8 74.7
Old : 57.0 51.7 72.4 77.5 53.3 49.9 65.8 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,776: 18,271 13,367 0 5,079 1,210 45 0 5 0 0 0: 245 115
Old : 19,776: 18,271 13,367 0 5,079 1,210 45 0 5 0 0 0: 245 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -839: -723 -701 -75 -231 -12 0 0 0 -84 0 -10: 65 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 67.6 0.0 25.7 6.1 0.2 0.0 0.0 0.0 0.0 0.0: 1.2 0.6
Old : 100.0: 92.4 67.6 0.0 25.7 6.1 0.2 0.0 0.0 0.0 0.0 0.0: 1.2 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 : 30: 19 14 0 4 . . 0 . 0 0 0:
Old : 30: 19 14 0 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 : 55.3 59.4 74.9 81.7 52.6 57.5 69.5 77.7
Old : 55.3 59.4 74.9 81.7 52.6 57.5 69.5 77.7
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,090: 13,051 17,823 6,341 660 1,092 0 425 0 0 1,005 85: 521 0
Old : 21,090: 13,051 17,823 6,341 660 1,092 0 425 0 0 1,005 85: 521 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,797: -1,356 -1,554 -736 60 -60 0 -25 0 0 -218 0: 355 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 84.5 30.1 3.1 5.2 0.0 2.0 0.0 0.0 4.8 0.4: 2.5 0.0
Old : 100.0: 61.9 84.5 30.1 3.1 5.2 0.0 2.0 0.0 0.0 4.8 0.4: 2.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 14 4 . . 0 . 0 0 . .:
Old : 28: 16 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 : 57.4 67.4 82.7 83.8 52.1 65.0 77.4 79.5
Old : 57.4 67.4 82.7 83.8 52.1 65.0 77.4 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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,496: 30,941 21,479 2,040 10,982 1,215 0 450 0 0 0 0: 300 370
Old : 34,496: 30,941 21,479 2,040 10,982 1,215 0 450 0 0 0 0: 300 370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 69: 488 -1,429 -53 1,613 -290 0 -25 0 -84 -100 0: 8 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 62.3 5.9 31.8 3.5 0.0 1.3 0.0 0.0 0.0 0.0: 0.9 1.1
Old : 100.0: 89.7 62.3 5.9 31.8 3.5 0.0 1.3 0.0 0.0 0.0 0.0: 0.9 1.1
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: 24 19 . . . 0 . 0 0 0 0:
Old : 30: 24 19 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 54.7 63.3 79.7 37.7 49.6 60.0 69.6
Old : 38.7 54.7 63.3 79.7 37.7 49.6 60.0 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,356: 12,529 15,044 2,945 1,010 1,930 0 0 0 505 0 8: 439 364
Old : 18,356: 12,529 15,044 2,945 1,010 1,930 0 0 0 505 0 8: 439 364
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -806: -944 -92 45 -785 -35 0 0 0 13 0 -13: 128 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 82.0 16.0 5.5 10.5 0.0 0.0 0.0 2.8 0.0 0.0: 2.4 2.0
Old : 100.0: 68.3 82.0 16.0 5.5 10.5 0.0 0.0 0.0 2.8 0.0 0.0: 2.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 13 . . . 0 0 0 . 0 .:
Old : 22: 17 13 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 77.8 71.2 92.1 37.1 65.0 51.5 66.1
Old : 45.9 77.8 71.2 92.1 37.1 65.0 51.5 66.1
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,275: 7,025 9,910 1,535 0 3,320 0 0 0 665 0 0: 730 45
Old : 13,275: 7,025 9,910 1,535 0 3,320 0 0 0 665 0 0: 730 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -682: -1,437 -144 105 -538 -45 0 0 0 25 0 0: 670 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 74.7 11.6 0.0 25.0 0.0 0.0 0.0 5.0 0.0 0.0: 5.5 0.3
Old : 100.0: 52.9 74.7 11.6 0.0 25.0 0.0 0.0 0.0 5.0 0.0 0.0: 5.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 16 12 . 0 . 0 0 0 . 0 0:
Old : 21: 16 12 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 64.7 72.3 87.7 28.6 41.4 39.6 49.9
Old : 51.0 64.7 72.3 87.7 28.6 41.4 39.6 49.9
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,480: 23,497 29,897 11,855 4,580 0 0 0 0 0 725 0: 4,128 4,278
Old : 39,480: 23,497 29,897 11,855 4,580 0 0 0 0 0 725 0: 4,128 4,278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -2,168: -1,335 -1,590 -525 -135 0 0 0 0 0 -125 0: -308 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 75.7 30.0 11.6 0.0 0.0 0.0 0.0 0.0 1.8 0.0: 10.5 10.8
Old : 100.0: 59.5 75.7 30.0 11.6 0.0 0.0 0.0 0.0 0.0 1.8 0.0: 10.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 18 . . 0 0 0 0 0 . 0:
Old : 23: 12 18 . . 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 : 79.1 47.4 88.7 71.8 78.2 47.1 79.6 67.5
Old : 79.1 47.4 88.7 71.8 78.2 47.1 79.6 67.5
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,976: 21,938 27,318 11,005 4,750 0 0 0 0 0 725 0: 4,033 4,183
Old : 36,976: 21,938 27,318 11,005 4,750 0 0 0 0 0 725 0: 4,033 4,183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -2,032: -1,325 -1,395 -335 -130 0 0 0 0 0 -125 0: -372 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 73.9 29.8 12.8 0.0 0.0 0.0 0.0 0.0 2.0 0.0: 10.9 11.3
Old : 100.0: 59.3 73.9 29.8 12.8 0.0 0.0 0.0 0.0 0.0 2.0 0.0: 10.9 11.3
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: 10 18 . . 0 0 0 0 0 . 0:
Old : 23: 10 18 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.8 46.3 88.3 69.5 77.2 46.3 78.2 65.2
Old : 81.8 46.3 88.3 69.5 77.2 46.3 78.2 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 42,015: 37,985 7,305 900 7,095 480 0 12,900 300 175 12,110 105: 2,070 1,720
Old : 42,015: 37,985 7,305 900 7,095 480 0 12,900 300 175 12,110 105: 2,070 1,720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,260: -1,155 -225 50 -870 -50 0 -105 0 -100 -35 0: -5 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 17.4 2.1 16.9 1.1 0.0 30.7 0.7 0.4 28.8 0.2: 4.9 4.1
Old : 100.0: 90.4 17.4 2.1 16.9 1.1 0.0 30.7 0.7 0.4 28.8 0.2: 4.9 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 : 29: 15 15 . . . 0 . . . . .:
Old : 29: 15 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 : 75.2 76.7 85.8 87.7 71.1 75.1 80.4 81.3
Old : 75.2 76.7 85.8 87.7 71.1 75.1 80.4 81.3
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,590: 36,170 7,780 650 8,855 530 0 12,675 510 75 7,835 0: 1,655 1,405
Old : 39,590: 36,170 7,780 650 8,855 530 0 12,675 510 75 7,835 0: 1,655 1,405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,005: -710 -620 50 -280 -50 0 120 -200 -100 0 0: 5 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 19.7 1.6 22.4 1.3 0.0 32.0 1.3 0.2 19.8 0.0: 4.2 3.5
Old : 100.0: 91.4 19.7 1.6 22.4 1.3 0.0 32.0 1.3 0.2 19.8 0.0: 4.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 14 . . . 0 . . . . 0:
Old : 29: 15 14 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 75.0 85.9 87.8 73.9 72.4 83.2 80.6
Old : 75.2 75.0 85.9 87.8 73.9 72.4 83.2 80.6
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,798: 16,235 27,075 10,977 875 4,013 690 0 340 2,025 2,085 95: 1,423 1,315
Old : 35,798: 16,235 27,075 10,977 875 4,013 690 0 340 2,025 2,085 95: 1,423 1,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,290: -602 -550 385 20 -385 -255 0 0 -275 -250 0: -158 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 75.6 30.7 2.4 11.2 1.9 0.0 0.9 5.7 5.8 0.3: 4.0 3.7
Old : 100.0: 45.4 75.6 30.7 2.4 11.2 1.9 0.0 0.9 5.7 5.8 0.3: 4.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 9 . . . . 0 . . . .:
Old : 24: 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 : 65.5 77.5 85.8 92.6 56.5 68.8 73.3 76.4
Old : 65.5 77.5 85.8 92.6 56.5 68.8 73.3 76.4
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,485: 14,350 25,760 11,410 450 3,135 740 0 340 2,025 2,460 95: 1,390 1,245
Old : 33,485: 14,350 25,760 11,410 450 3,135 740 0 340 2,025 2,460 95: 1,390 1,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -728: -130 52 475 -30 -425 -255 0 0 -275 -250 0: -118 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 76.9 34.1 1.3 9.4 2.2 0.0 1.0 6.0 7.3 0.3: 4.2 3.7
Old : 100.0: 42.9 76.9 34.1 1.3 9.4 2.2 0.0 1.0 6.0 7.3 0.3: 4.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 . . . . 0 . . . .:
Old : 23: 13 9 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 75.6 86.9 92.3 57.3 67.3 73.8 76.0
Old : 65.5 75.6 86.9 92.3 57.3 67.3 73.8 76.0
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,020: 23,970 19,230 9,930 325 2,765 0 13,705 0 0 750 0: 355 245
Old : 37,020: 23,970 19,230 9,930 325 2,765 0 13,705 0 0 750 0: 355 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -3,410: -645 -2,570 -2,775 -75 0 0 -730 0 0 -50 0: 10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 51.9 26.8 0.9 7.5 0.0 37.0 0.0 0.0 2.0 0.0: 1.0 0.7
Old : 100.0: 64.7 51.9 26.8 0.9 7.5 0.0 37.0 0.0 0.0 2.0 0.0: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 8 . . . 0 . 0 0 . 0:
Old : 24: 13 8 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 89.6 91.2 95.9 71.0 84.9 83.1 89.1
Old : 77.6 89.6 91.2 95.9 71.0 84.9 83.1 89.1
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,805: 19,750 16,485 9,855 475 2,615 0 12,755 0 0 0 0: 585 475
Old : 32,805: 19,750 16,485 9,855 475 2,615 0 12,755 0 0 0 0: 585 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -2,085: -795 -1,215 -1,295 -25 0 0 -805 0 0 -50 0: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 50.3 30.0 1.4 8.0 0.0 38.9 0.0 0.0 0.0 0.0: 1.8 1.4
Old : 100.0: 60.2 50.3 30.0 1.4 8.0 0.0 38.9 0.0 0.0 0.0 0.0: 1.8 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: 12 7 . . . 0 . 0 0 0 0:
Old : 21: 12 7 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 92.5 91.2 98.0 71.2 86.3 83.7 88.8
Old : 78.7 92.5 91.2 98.0 71.2 86.3 83.7 88.8
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,010: 20,925 18,020 150 3,995 2,810 75 130 50 1,025 15 255: 1,720 1,735
Old : 27,010: 20,925 18,020 150 3,995 2,810 75 130 50 1,025 15 255: 1,720 1,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,205: -925 -1,550 0 675 -300 -50 -50 0 25 -15 -25: 70 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 66.7 0.6 14.8 10.4 0.3 0.5 0.2 3.8 0.1 0.9: 6.4 6.4
Old : 100.0: 77.5 66.7 0.6 14.8 10.4 0.3 0.5 0.2 3.8 0.1 0.9: 6.4 6.4
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: 13 7 . . . . . . . . .:
Old : 25: 13 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 : 67.8 81.2 84.4 91.9 62.9 70.4 72.3 75.5
Old : 67.8 81.2 84.4 91.9 62.9 70.4 72.3 75.5
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,840: 19,605 17,240 150 4,025 2,425 75 130 50 1,580 0 420: 1,535 1,550
Old : 25,840: 19,605 17,240 150 4,025 2,425 75 130 50 1,580 0 420: 1,535 1,550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,605: -1,360 -1,530 0 280 -240 -50 -150 0 0 0 0: 45 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 66.7 0.6 15.6 9.4 0.3 0.5 0.2 6.1 0.0 1.6: 5.9 6.0
Old : 100.0: 75.9 66.7 0.6 15.6 9.4 0.3 0.5 0.2 6.1 0.0 1.6: 5.9 6.0
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: 14 5 . . . . . . 4 0 .:
Old : 26: 14 5 . . . . . . 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 : 68.3 81.9 82.7 93.0 63.3 72.1 71.3 76.6
Old : 68.3 81.9 82.7 93.0 63.3 72.1 71.3 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,139: 27,020 15,474 0 15,916 275 4,795 275 600 900 1,075 0: 1,549 1,524
Old : 35,139: 27,020 15,474 0 15,916 275 4,795 275 600 900 1,075 0: 1,549 1,524
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -2,260: -1,730 -545 0 -1,605 100 -150 175 -175 -250 -150 0: -55 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 44.0 0.0 45.3 0.8 13.6 0.8 1.7 2.6 3.1 0.0: 4.4 4.3
Old : 100.0: 76.9 44.0 0.0 45.3 0.8 13.6 0.8 1.7 2.6 3.1 0.0: 4.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 8 0 . . . . . . . 0:
Old : 27: 16 8 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 80.2 81.3 91.5 59.0 73.7 73.5 81.6
Old : 62.9 80.2 81.3 91.5 59.0 73.7 73.5 81.6
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,025: 22,695 13,310 0 9,670 960 1,070 475 60 150 815 0: 2,090 1,735
Old : 27,025: 22,695 13,310 0 9,670 960 1,070 475 60 150 815 0: 2,090 1,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,705: -2,085 -565 0 -1,070 0 450 150 -200 -200 0 0: 330 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 49.3 0.0 35.8 3.6 4.0 1.8 0.2 0.6 3.0 0.0: 7.7 6.4
Old : 100.0: 84.0 49.3 0.0 35.8 3.6 4.0 1.8 0.2 0.6 3.0 0.0: 7.7 6.4
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: 14 9 0 . . . . . . . 0:
Old : 25: 14 9 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 75.4 74.4 88.2 52.5 64.9 68.1 74.0
Old : 56.4 75.4 74.4 88.2 52.5 64.9 68.1 74.0
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 120,698: 48,684 108,598 29,789 945 2,825 22,260 0 255 9,035 200 25: 7,825 7,850
Old : 120,698: 48,684 108,598 29,789 945 2,825 22,260 0 255 9,035 200 25: 7,825 7,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -6,405: -4,165 -5,235 -1,035 -175 -45 -400 0 -75 50 -150 -135: -600 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 90.0 24.7 0.8 2.3 18.4 0.0 0.2 7.5 0.2 0.0: 6.5 6.5
Old : 100.0: 40.3 90.0 24.7 0.8 2.3 18.4 0.0 0.2 7.5 0.2 0.0: 6.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 23 . . . . 0 . . . .:
Old : 39: 18 23 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 56.7 81.3 75.8 61.7 56.1 76.2 69.4
Old : 64.3 56.7 81.3 75.8 61.7 56.1 76.2 69.4
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,810: 46,355 98,370 24,215 1,870 1,755 24,810 0 375 5,005 0 0: 5,295 5,440
Old : 107,810: 46,355 98,370 24,215 1,870 1,755 24,810 0 375 5,005 0 0: 5,295 5,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -6,010: -2,990 -4,865 -1,335 -145 0 -975 0 -225 175 -125 -50: -610 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 91.2 22.5 1.7 1.6 23.0 0.0 0.3 4.6 0.0 0.0: 4.9 5.0
Old : 100.0: 43.0 91.2 22.5 1.7 1.6 23.0 0.0 0.3 4.6 0.0 0.0: 4.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 21 . . . . 0 . 4 0 0:
Old : 36: 16 21 . . . . 0 . 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 : 69.8 58.2 85.8 77.4 67.3 58.0 80.3 72.7
Old : 69.8 58.2 85.8 77.4 67.3 58.0 80.3 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,310: 17,920 9,080 0 8,195 75 0 675 0 0 0 0: 2,315 2,285
Old : 20,310: 17,920 9,080 0 8,195 75 0 675 0 0 0 0: 2,315 2,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -900: -740 -365 0 -310 -65 0 -100 0 -50 0 0: -45 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 44.7 0.0 40.3 0.4 0.0 3.3 0.0 0.0 0.0 0.0: 11.4 11.3
Old : 100.0: 88.2 44.7 0.0 40.3 0.4 0.0 3.3 0.0 0.0 0.0 0.0: 11.4 11.3
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 : 22: 17 12 0 . . 0 . 0 0 0 0:
Old : 22: 17 12 0 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 66.0 72.6 79.4 42.0 54.0 56.6 61.5
Old : 48.4 66.0 72.6 79.4 42.0 54.0 56.6 61.5
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,000: 16,505 8,500 0 8,985 820 0 75 0 900 0 0: 775 620
Old : 19,000: 16,505 8,500 0 8,985 820 0 75 0 900 0 0: 775 620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,395: -660 -925 0 360 -735 0 -75 0 0 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 44.7 0.0 47.3 4.3 0.0 0.4 0.0 4.7 0.0 0.0: 4.1 3.3
Old : 100.0: 86.9 44.7 0.0 47.3 4.3 0.0 0.4 0.0 4.7 0.0 0.0: 4.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 17 10 0 . . 0 . 0 . 0 0:
Old : 23: 17 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 : 53.6 78.8 73.1 90.4 36.2 62.6 55.8 66.7
Old : 53.6 78.8 73.1 90.4 36.2 62.6 55.8 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,470: 31,195 24,905 0 2,675 2,175 0 3,115 0 0 500 0: 6,100 6,100
Old : 39,470: 31,195 24,905 0 2,675 2,175 0 3,115 0 0 500 0: 6,100 6,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -745: 165 -275 0 405 -400 0 -85 0 0 0 0: -510 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 63.1 0.0 6.8 5.5 0.0 7.9 0.0 0.0 1.3 0.0: 15.5 15.5
Old : 100.0: 79.0 63.1 0.0 6.8 5.5 0.0 7.9 0.0 0.0 1.3 0.0: 15.5 15.5
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: 14 15 0 . . 0 . 0 0 . 0:
Old : 28: 14 15 0 . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 39.6 78.1 59.1 56.5 34.2 64.6 51.0
Old : 64.6 39.6 78.1 59.1 56.5 34.2 64.6 51.0
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, March 07, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,275: 21,210 18,560 65 490 4,790 0 2,225 0 0 0 0: 4,210 4,210
Old : 30,275: 21,210 18,560 65 490 4,790 0 2,225 0 0 0 0: 4,210 4,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: -1,545: -745 -815 -160 -65 0 -50 -75 0 0 0 0: -590 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 61.3 0.2 1.6 15.8 0.0 7.3 0.0 0.0 0.0 0.0: 13.9 13.9
Old : 100.0: 70.1 61.3 0.2 1.6 15.8 0.0 7.3 0.0 0.0 0.0 0.0: 13.9 13.9
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 16 . . . 0 . 0 0 0 0:
Old : 26: 15 16 . . . 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 : 46.9 44.6 72.2 64.9 39.3 34.0 50.0 46.8
Old : 46.9 44.6 72.2 64.9 39.3 34.0 50.0 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2017