COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 69,650: 27,680 25,156 9,192 6,012 1,565 2,195 20,369 1,525 19,715 7,361 6,619: 1,159 1,043
Old : 69,650: 27,680 25,156 9,192 6,012 1,565 2,195 20,369 1,525 19,715 7,361 6,619: 1,159 1,043
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -2,451: -448 -226 -696 -306 -220 455 591 -655 -80 -868 -699: -108 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 36.1 13.2 8.6 2.2 3.2 29.2 2.2 28.3 10.6 9.5: 1.7 1.5
Old : 100.0: 39.7 36.1 13.2 8.6 2.2 3.2 29.2 2.2 28.3 10.6 9.5: 1.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 14 14 . 4 4 . 4 . 13 10 15:
Old : 54: 14 14 . 4 4 . 4 . 13 10 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 : 44.0 58.1 67.0 70.9 33.0 41.7 50.6 52.3
Old : 44.0 58.1 67.0 70.9 33.0 41.7 50.6 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,414: 1,943 6,976 532 1,265 316 430 1,509 240 6,918 135 458: 577 515
Old : 11,414: 1,943 6,976 532 1,265 316 430 1,509 240 6,918 135 458: 577 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -2,011: -177 -953 82 -256 -135 110 -326 -60 -1,619 -180 -106: -106 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 61.1 4.7 11.1 2.8 3.8 13.2 2.1 60.6 1.2 4.0: 5.1 4.5
Old : 100.0: 17.0 61.1 4.7 11.1 2.8 3.8 13.2 2.1 60.6 1.2 4.0: 5.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 5 7 . . . . . . 9 . 5:
Old : 27: 5 7 . . . . . . 9 . 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 : 55.7 56.4 74.3 81.2 48.9 48.0 64.8 65.3
Old : 55.7 56.4 74.3 81.2 48.9 48.0 64.8 65.3
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 893: 255 284 35 11 60 129 188 140 148 86 126: 2 0
Old : 893: 255 284 35 11 60 129 188 140 148 86 126: 2 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 12: 14 14 10 2 -13 9 4 -10 -8 6 9: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 31.8 3.9 1.2 6.7 14.4 21.0 15.6 16.6 9.6 14.1: 0.2 0.0
Old : 100.0: 28.5 31.8 3.9 1.2 6.7 14.4 21.0 15.6 16.6 9.6 14.1: 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 : 25: 7 6 . . . . . 4 . 7 5:
Old : 25: 7 6 . . . . . 4 . 7 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 52.3 77.6 77.2 33.1 34.0 42.7 42.1
Old : 58.2 52.3 77.6 77.2 33.1 34.0 42.7 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 156,633: 95,426 97,487 4,742 13,633 17,864 14,717 1,433 3,418 7,233 9,020 11,966: 1,266 1,811
Old : 156,633: 95,426 97,487 4,742 13,633 17,864 14,717 1,433 3,418 7,233 9,020 11,966: 1,266 1,811
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 3,384: 3,230 1,203 -502 698 173 -1,121 50 284 3 -981 482: 835 1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 62.2 3.0 8.7 11.4 9.4 0.9 2.2 4.6 5.8 7.6: 0.8 1.2
Old : 100.0: 60.9 62.2 3.0 8.7 11.4 9.4 0.9 2.2 4.6 5.8 7.6: 0.8 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 : 74: 40 44 . . 4 5 . 6 10 8 14:
Old : 74: 40 44 . . 4 5 . 6 10 8 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 31.6 55.0 51.6 24.2 22.5 34.9 33.2
Old : 38.7 31.6 55.0 51.6 24.2 22.5 34.9 33.2
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,669: 31,145 45,085 7,370 0 1,918 0 19 241 6,944 357 50: 0 0
Old : 47,669: 31,145 45,085 7,370 0 1,918 0 19 241 6,944 357 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -2,951: -3,359 -2,821 456 0 -154 -92 19 -19 192 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 94.6 15.5 0.0 4.0 0.0 0.0 0.5 14.6 0.7 0.1: 0.0 0.0
Old : 100.0: 65.3 94.6 15.5 0.0 4.0 0.0 0.0 0.5 14.6 0.7 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 27 . 0 . 0 . . 6 . .:
Old : 41: 24 27 . 0 . 0 . . 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 55.3 65.5 77.4 37.4 40.8 52.7 54.8
Old : 43.9 55.3 65.5 77.4 37.4 40.8 52.7 54.8
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 407,615: 354,320 286,110 0 83,226 29,639 11,736 0 0 7,992 4,712 3,928: 0 0
Old : 407,615: 354,320 286,110 0 83,226 29,639 11,736 0 0 7,992 4,712 3,928: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -20,919: -29,451 -15,223 0 -10,197 6,245 0 0 0 4,351 320 -2,064: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 70.2 0.0 20.4 7.3 2.9 0.0 0.0 2.0 1.2 1.0: 0.0 0.0
Old : 100.0: 86.9 70.2 0.0 20.4 7.3 2.9 0.0 0.0 2.0 1.2 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 : 32: 19 20 0 . . . 0 0 . . .:
Old : 32: 19 20 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 49.9 76.6 74.8 45.6 41.3 52.6 49.8
Old : 58.3 49.9 76.6 74.8 45.6 41.3 52.6 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,317,403: 1,081,625 1,030,368 139,991 79,030 41,488 2,769 62,228 16,398 21,271 77,030 2,236: 11,625 8,625
Old : 1,317,403: 1,081,625 1,030,368 139,991 79,030 41,488 2,769 62,228 16,398 21,271 77,030 2,236: 11,625 8,625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 16,467: 21,898 -996 -2,075 16,015 -11,981 -1,500 4,804 0 -1,500 0 0: 11,625 8,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 78.2 10.6 6.0 3.1 0.2 4.7 1.2 1.6 5.8 0.2: 0.9 0.7
Old : 100.0: 82.1 78.2 10.6 6.0 3.1 0.2 4.7 1.2 1.6 5.8 0.2: 0.9 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 : 53: 31 35 . . 4 . . . . . .:
Old : 53: 31 35 . . 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 : 40.5 44.7 67.4 64.9 34.0 33.0 49.3 49.6
Old : 40.5 44.7 67.4 64.9 34.0 33.0 49.3 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,214: 57,376 44,319 7,493 18,380 1,322 0 2,107 1,109 1,368 1,430 1,547: 0 0
Old : 70,214: 57,376 44,319 7,493 18,380 1,322 0 2,107 1,109 1,368 1,430 1,547: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 2,154: 1,383 2,136 488 -272 -293 0 -132 430 -394 -255 540: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 63.1 10.7 26.2 1.9 0.0 3.0 1.6 1.9 2.0 2.2: 0.0 0.0
Old : 100.0: 81.7 63.1 10.7 26.2 1.9 0.0 3.0 1.6 1.9 2.0 2.2: 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 : 38: 21 22 . . . 0 . . . 5 5:
Old : 38: 21 22 . . . 0 . . . 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 : 71.9 73.1 82.7 82.7 69.6 65.5 75.2 72.1
Old : 71.9 73.1 82.7 82.7 69.6 65.5 75.2 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 303,219: 244,065 189,787 46,593 90,317 11,345 0 3,232 0 1,216 8,538 0: 0 0
Old : 303,219: 244,065 189,787 46,593 90,317 11,345 0 3,232 0 1,216 8,538 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 2,272: -3,225 2,256 0 -5,177 5,497 0 0 0 0 -304 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 62.6 15.4 29.8 3.7 0.0 1.1 0.0 0.4 2.8 0.0: 0.0 0.0
Old : 100.0: 80.5 62.6 15.4 29.8 3.7 0.0 1.1 0.0 0.4 2.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 15 . . . 0 . 0 . . 0:
Old : 27: 14 15 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 73.3 89.4 87.8 76.3 61.4 79.4 73.5
Old : 76.8 73.3 89.4 87.8 76.3 61.4 79.4 73.5
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 362,900: 252,975 294,821 55,494 7,872 46,167 0 6,168 7,872 392 0 0: 0 0
Old : 362,900: 252,975 294,821 55,494 7,872 46,167 0 6,168 7,872 392 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 22,379: 3,643 13,395 9,360 0 8,984 0 0 0 392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 81.2 15.3 2.2 12.7 0.0 1.7 2.2 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 69.7 81.2 15.3 2.2 12.7 0.0 1.7 2.2 0.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 21 . . . 0 . . . 0 0:
Old : 34: 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 : 57.5 49.9 73.9 74.6 39.9 40.7 52.1 57.0
Old : 57.5 49.9 73.9 74.6 39.9 40.7 52.1 57.0
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 24,771: 18,769 20,961 2,518 0 2,545 0 154 233 346 69 0: 360 809
Old : 24,771: 18,769 20,961 2,518 0 2,545 0 154 233 346 69 0: 360 809
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,391: 538 796 468 0 404 0 63 -63 44 0 0: 0 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 84.6 10.2 0.0 10.3 0.0 0.6 0.9 1.4 0.3 0.0: 1.5 3.3
Old : 100.0: 75.8 84.6 10.2 0.0 10.3 0.0 0.6 0.9 1.4 0.3 0.0: 1.5 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 : 31: 18 18 . 0 . 0 . . 4 . 0:
Old : 31: 18 18 . 0 . 0 . . 4 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 56.0 70.4 79.4 40.2 51.9 54.0 61.4
Old : 50.6 56.0 70.4 79.4 40.2 51.9 54.0 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,288: 35,983 31,736 22,749 16,985 1,967 0 0 0 270 10,250 0: 319 350
Old : 61,288: 35,983 31,736 22,749 16,985 1,967 0 0 0 270 10,250 0: 319 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 4,275: 3,830 920 570 900 -175 0 0 0 0 2,400 0: 50 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 51.8 37.1 27.7 3.2 0.0 0.0 0.0 0.4 16.7 0.0: 0.5 0.6
Old : 100.0: 58.7 51.8 37.1 27.7 3.2 0.0 0.0 0.0 0.4 16.7 0.0: 0.5 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 : 37: 27 24 . . . 0 0 0 . . 0:
Old : 37: 27 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 : 56.9 61.2 71.1 78.3 53.9 57.6 64.4 70.0
Old : 56.9 61.2 71.1 78.3 53.9 57.6 64.4 70.0
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 79,769: 52,010 42,257 25,569 25,655 1,377 0 0 0 345 10,200 0: 468 280
Old : 79,769: 52,010 42,257 25,569 25,655 1,377 0 0 0 345 10,200 0: 468 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 3,650: 3,096 403 423 900 -128 0 0 0 0 2,400 0: 259 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 53.0 32.1 32.2 1.7 0.0 0.0 0.0 0.4 12.8 0.0: 0.6 0.4
Old : 100.0: 65.2 53.0 32.1 32.2 1.7 0.0 0.0 0.0 0.4 12.8 0.0: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 27 25 . . . 0 0 0 . . 0:
Old : 39: 27 25 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 63.3 71.4 78.8 53.6 61.7 68.4 75.1
Old : 54.6 63.3 71.4 78.8 53.6 61.7 68.4 75.1
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,235: 26,640 28,910 3,685 1,075 3,990 0 0 0 700 1,100 0: 220 160
Old : 35,235: 26,640 28,910 3,685 1,075 3,990 0 0 0 700 1,100 0: 220 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 590: 1,190 -560 -675 1,075 75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 82.0 10.5 3.1 11.3 0.0 0.0 0.0 2.0 3.1 0.0: 0.6 0.5
Old : 100.0: 75.6 82.0 10.5 3.1 11.3 0.0 0.0 0.0 2.0 3.1 0.0: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 15 . . . 0 0 0 . . 0:
Old : 28: 20 15 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 73.7 69.7 87.1 40.8 64.5 53.1 67.3
Old : 45.3 73.7 69.7 87.1 40.8 64.5 53.1 67.3
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 275,240: 175,560 260,088 67,912 0 14,416 3,936 0 0 12,680 0 736: 0 0
Old : 275,240: 175,560 260,088 67,912 0 14,416 3,936 0 0 12,680 0 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 2,416: 1,688 2,416 -72 0 0 0 0 0 800 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 94.5 24.7 0.0 5.2 1.4 0.0 0.0 4.6 0.0 0.3: 0.0 0.0
Old : 100.0: 63.8 94.5 24.7 0.0 5.2 1.4 0.0 0.0 4.6 0.0 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 18 . 0 . . 0 0 . 0 .:
Old : 31: 17 18 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 70.9 72.6 83.9 43.3 58.1 56.6 67.0
Old : 50.2 70.9 72.6 83.9 43.3 58.1 56.6 67.0
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 7,753: 6,768 5,050 235 1,238 22 557 0 0 126 777 0: 45 666
Old : 7,753: 6,768 5,050 235 1,238 22 557 0 0 126 777 0: 45 666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 343: 129 104 18 194 22 131 0 0 126 40 -40: -43 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 65.1 3.0 16.0 0.3 7.2 0.0 0.0 1.6 10.0 0.0: 0.6 8.6
Old : 100.0: 87.3 65.1 3.0 16.0 0.3 7.2 0.0 0.0 1.6 10.0 0.0: 0.6 8.6
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: 19 18 . . . . 0 0 . . 0:
Old : 29: 19 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 : 49.3 48.9 72.4 70.7 46.6 45.1 66.0 62.5
Old : 49.3 48.9 72.4 70.7 46.6 45.1 66.0 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 7,872: 6,612 4,240 0 2,210 90 1,000 1,032 0 0 0 0: 170 300
Old : 7,872: 6,612 4,240 0 2,210 90 1,000 1,032 0 0 0 0: 170 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 53.9 0.0 28.1 1.1 12.7 13.1 0.0 0.0 0.0 0.0: 2.2 3.8
Old : 100.0: 84.0 53.9 0.0 28.1 1.1 12.7 13.1 0.0 0.0 0.0 0.0: 2.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 10 0 . . . . 0 0 0 0:
Old : 21: 11 10 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 55.0 89.1 83.7 54.0 52.5 70.7 69.6
Old : 62.1 55.0 89.1 83.7 54.0 52.5 70.7 69.6
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,803: 34,143 38,133 5,195 0 4,460 0 0 0 0 1,100 0: 5 110
Old : 43,803: 34,143 38,133 5,195 0 4,460 0 0 0 0 1,100 0: 5 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,185: 1,790 90 -1,700 0 1,095 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 87.1 11.9 0.0 10.2 0.0 0.0 0.0 0.0 2.5 0.0: 0.0 0.3
Old : 100.0: 77.9 87.1 11.9 0.0 10.2 0.0 0.0 0.0 0.0 2.5 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 22 21 . 0 . 0 0 0 0 . 0:
Old : 30: 22 21 . 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 : 42.6 67.6 71.4 82.4 34.1 59.6 50.7 64.0
Old : 42.6 67.6 71.4 82.4 34.1 59.6 50.7 64.0
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,311: 19,771 20,126 2,390 3,215 2,970 0 0 0 1,000 0 0: 180 0
Old : 26,311: 19,771 20,126 2,390 3,215 2,970 0 0 0 1,000 0 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 480: 480 480 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 76.5 9.1 12.2 11.3 0.0 0.0 0.0 3.8 0.0 0.0: 0.7 0.0
Old : 100.0: 75.1 76.5 9.1 12.2 11.3 0.0 0.0 0.0 3.8 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 19 . . . 0 0 0 . 0 0:
Old : 27: 19 19 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 66.6 70.2 88.9 42.1 57.2 58.5 69.0
Old : 50.8 66.6 70.2 88.9 42.1 57.2 58.5 69.0
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 19,972: 15,263 14,838 1,811 2,945 1,061 426 106 0 690 0 422: 299 600
Old : 19,972: 15,263 14,838 1,811 2,945 1,061 426 106 0 690 0 422: 299 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 621: 511 479 -32 0 122 0 20 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 74.3 9.1 14.7 5.3 2.1 0.5 0.0 3.5 0.0 2.1: 1.5 3.0
Old : 100.0: 76.4 74.3 9.1 14.7 5.3 2.1 0.5 0.0 3.5 0.0 2.1: 1.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 18 . . . . . 0 . 0 .:
Old : 32: 19 18 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 51.4 70.1 73.5 33.6 48.5 51.5 63.0
Old : 44.1 51.4 70.1 73.5 33.6 48.5 51.5 63.0
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 59,596: 54,863 47,262 1,744 4,083 2,282 0 160 0 330 5,272 345: 32 192
Old : 59,596: 54,863 47,262 1,744 4,083 2,282 0 160 0 330 5,272 345: 32 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 2,122: 1,872 825 -5 491 275 0 0 0 0 554 -25: 5 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 79.3 2.9 6.9 3.8 0.0 0.3 0.0 0.6 8.8 0.6: 0.1 0.3
Old : 100.0: 92.1 79.3 2.9 6.9 3.8 0.0 0.3 0.0 0.6 8.8 0.6: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 22 . . . 0 . 0 . . .:
Old : 40: 26 22 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 52.2 75.6 78.2 50.8 45.6 70.9 69.4
Old : 50.9 52.2 75.6 78.2 50.8 45.6 70.9 69.4
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 79,317: 72,101 54,285 2,684 4,238 2,345 485 707 276 476 16,509 884: 66 73
Old : 79,317: 72,101 54,285 2,684 4,238 2,345 485 707 276 476 16,509 884: 66 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,247: 1,096 1,001 377 350 -336 75 75 0 25 155 0: 10 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 68.4 3.4 5.3 3.0 0.6 0.9 0.3 0.6 20.8 1.1: 0.1 0.1
Old : 100.0: 90.9 68.4 3.4 5.3 3.0 0.6 0.9 0.3 0.6 20.8 1.1: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 28 28 . . . . . . 5 5 4:
Old : 53: 28 28 . . . . . . 5 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 53.6 66.6 77.9 43.2 50.9 58.2 66.5
Old : 45.5 53.6 66.6 77.9 43.2 50.9 58.2 66.5
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,285: 31,710 33,930 5,585 5,840 1,275 0 0 0 1,515 0 0: 1,200 240
Old : 41,285: 31,710 33,930 5,585 5,840 1,275 0 0 0 1,515 0 0: 1,200 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,680: 730 900 -35 780 0 0 0 0 60 0 0: 925 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 82.2 13.5 14.1 3.1 0.0 0.0 0.0 3.7 0.0 0.0: 2.9 0.6
Old : 100.0: 76.8 82.2 13.5 14.1 3.1 0.0 0.0 0.0 3.7 0.0 0.0: 2.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 7 . . . 0 0 0 . 0 0:
Old : 25: 18 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 : 49.7 96.7 70.7 99.3 49.7 90.5 69.7 90.6
Old : 49.7 96.7 70.7 99.3 49.7 90.5 69.7 90.6
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,780: 35,570 37,200 8,065 7,460 2,720 0 0 0 2,090 2,400 0: 1,335 0
Old : 49,780: 35,570 37,200 8,065 7,460 2,720 0 0 0 2,090 2,400 0: 1,335 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 2,365: 895 1,635 40 480 250 0 0 0 60 0 0: 1,120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 74.7 16.2 15.0 5.5 0.0 0.0 0.0 4.2 4.8 0.0: 2.7 0.0
Old : 100.0: 71.5 74.7 16.2 15.0 5.5 0.0 0.0 0.0 4.2 4.8 0.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 22 11 . . . 0 0 0 . . 0:
Old : 29: 22 11 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 91.0 66.8 99.0 44.8 87.1 64.5 91.1
Old : 44.8 91.0 66.8 99.0 44.8 87.1 64.5 91.1
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 303,315: 219,848 275,677 13,404 11,013 14,265 0 0 0 53,888 450 1,910: 0 0
Old : 303,315: 219,848 275,677 13,404 11,013 14,265 0 0 0 53,888 450 1,910: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 12,869: 11,360 13,557 0 -1,095 407 0 0 0 1,102 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 90.9 4.4 3.6 4.7 0.0 0.0 0.0 17.8 0.1 0.6: 0.0 0.0
Old : 100.0: 72.5 90.9 4.4 3.6 4.7 0.0 0.0 0.0 17.8 0.1 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.6 45.8 75.1 66.3 55.7 44.5 68.4 59.5
Old : 58.6 45.8 75.1 66.3 55.7 44.5 68.4 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,729: 15,303 21,908 873 403 1,119 0 421 582 6,768 684 316: 768 296
Old : 25,729: 15,303 21,908 873 403 1,119 0 421 582 6,768 684 316: 768 296
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,016: 848 1,191 344 0 -175 0 64 -42 103 0 -42: -20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 85.1 3.4 1.6 4.3 0.0 1.6 2.3 26.3 2.7 1.2: 3.0 1.2
Old : 100.0: 59.5 85.1 3.4 1.6 4.3 0.0 1.6 2.3 26.3 2.7 1.2: 3.0 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 27 . . . 0 . . . . .:
Old : 39: 20 27 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 43.2 74.8 58.4 56.4 40.4 66.1 53.1
Old : 59.4 43.2 74.8 58.4 56.4 40.4 66.1 53.1
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 39,002: 28,994 37,914 8,289 0 336 678 0 0 324 371 381: 0 0
Old : 39,002: 28,994 37,914 8,289 0 336 678 0 0 324 371 381: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 339: 542 133 -335 0 78 104 0 0 -50 128 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 97.2 21.3 0.0 0.9 1.7 0.0 0.0 0.8 1.0 1.0: 0.0 0.0
Old : 100.0: 74.3 97.2 21.3 0.0 0.9 1.7 0.0 0.0 0.8 1.0 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 : 30: 15 16 . 0 . . 0 0 . . .:
Old : 30: 15 16 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 81.4 91.8 91.7 70.1 75.5 81.5 82.0
Old : 74.8 81.4 91.8 91.7 70.1 75.5 81.5 82.0
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 327,167: 276,685 224,148 7,872 50,631 32,821 4,680 15,692 3,108 2,001 392 0: 0 375
Old : 327,167: 276,685 224,148 7,872 50,631 32,821 4,680 15,692 3,108 2,001 392 0: 0 375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 11,426: 9,932 5,963 0 5,203 -507 0 0 0 2,001 392 0: 0 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 68.5 2.4 15.5 10.0 1.4 4.8 0.9 0.6 0.1 0.0: 0.0 0.1
Old : 100.0: 84.6 68.5 2.4 15.5 10.0 1.4 4.8 0.9 0.6 0.1 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 14 . . . . . . . . 0:
Old : 28: 15 14 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 71.7 86.6 88.7 65.7 57.6 74.6 72.2
Old : 70.4 71.7 86.6 88.7 65.7 57.6 74.6 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,432: 15,670 15,117 184 800 1,826 819 0 1,018 0 606 84: 831 981
Old : 20,432: 15,670 15,117 184 800 1,826 819 0 1,018 0 606 84: 831 981
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 981: 980 728 0 126 84 -126 0 0 0 0 0: 43 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 74.0 0.9 3.9 8.9 4.0 0.0 5.0 0.0 3.0 0.4: 4.1 4.8
Old : 100.0: 76.7 74.0 0.9 3.9 8.9 4.0 0.0 5.0 0.0 3.0 0.4: 4.1 4.8
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 : 24: 14 15 . . . . 0 . 0 . .:
Old : 24: 14 15 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 65.8 76.7 82.3 52.3 54.3 62.0 62.8
Old : 57.9 65.8 76.7 82.3 52.3 54.3 62.0 62.8
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 14,301: 9,984 10,687 2,879 1,508 66 751 429 100 106 306 170: 245 1,035
Old : 14,301: 9,984 10,687 2,879 1,508 66 751 429 100 106 306 170: 245 1,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 708: -669 -5 473 255 0 751 -14 14 0 0 0: 139 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 74.7 20.1 10.5 0.5 5.3 3.0 0.7 0.7 2.1 1.2: 1.7 7.2
Old : 100.0: 69.8 74.7 20.1 10.5 0.5 5.3 3.0 0.7 0.7 2.1 1.2: 1.7 7.2
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 : 30: 17 17 . . . . . . . . .:
Old : 30: 17 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 46.0 74.9 65.3 38.2 33.2 50.8 48.7
Old : 56.3 46.0 74.9 65.3 38.2 33.2 50.8 48.7
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 175,484: 108,071 123,505 51,873 45,324 0 14,040 6,280 0 0 0 0: 1,500 375
Old : 175,484: 108,071 123,505 51,873 45,324 0 14,040 6,280 0 0 0 0: 1,500 375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 14,504: -11,196 14,129 10,160 0 0 14,040 0 0 0 0 0: 1,500 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 70.4 29.6 25.8 0.0 8.0 3.6 0.0 0.0 0.0 0.0: 0.9 0.2
Old : 100.0: 61.6 70.4 29.6 25.8 0.0 8.0 3.6 0.0 0.0 0.0 0.0: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 13 . . 0 . . 0 0 0 0:
Old : 26: 18 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 : 64.9 61.7 82.4 87.2 54.0 55.0 69.2 71.8
Old : 64.9 61.7 82.4 87.2 54.0 55.0 69.2 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,149: 14,817 10,388 864 4,498 2,112 0 537 1,305 0 258 51: 0 0
Old : 19,149: 14,817 10,388 864 4,498 2,112 0 537 1,305 0 258 51: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -1,384: -817 -1,332 -81 272 -297 0 54 -54 -134 -26 -1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 54.2 4.5 23.5 11.0 0.0 2.8 6.8 0.0 1.3 0.3: 0.0 0.0
Old : 100.0: 77.4 54.2 4.5 23.5 11.0 0.0 2.8 6.8 0.0 1.3 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 : 22: 14 13 . . . 0 . . 0 . .:
Old : 22: 14 13 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 65.9 82.9 87.4 54.1 52.8 67.2 64.0
Old : 60.7 65.9 82.9 87.4 54.1 52.8 67.2 64.0
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 173,738: 139,072 84,694 17,027 68,484 17,639 0 0 0 0 2,921 0: 0 0
Old : 173,738: 139,072 84,694 17,027 68,484 17,639 0 0 0 0 2,921 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -12,734: -1,555 -12,743 -3,102 8,397 -8,077 0 0 0 0 -311 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 48.7 9.8 39.4 10.2 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 80.0 48.7 9.8 39.4 10.2 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 11 . . . 0 0 0 0 . 0:
Old : 20: 12 11 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 79.6 93.3 94.2 71.2 67.7 80.4 79.2
Old : 77.5 79.6 93.3 94.2 71.2 67.7 80.4 79.2
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,085: 13,115 15,565 1,120 55 2,935 420 0 300 280 0 45: 870 185
Old : 19,085: 13,115 15,565 1,120 55 2,935 420 0 300 280 0 45: 870 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 570: 520 435 -50 0 0 50 0 -50 0 0 0: 100 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 81.6 5.9 0.3 15.4 2.2 0.0 1.6 1.5 0.0 0.2: 4.6 1.0
Old : 100.0: 68.7 81.6 5.9 0.3 15.4 2.2 0.0 1.6 1.5 0.0 0.2: 4.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 12 . . . . 0 . . 0 .:
Old : 28: 20 12 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 83.3 81.9 93.7 53.3 70.1 62.2 73.4
Old : 70.0 83.3 81.9 93.7 53.3 70.1 62.2 73.4
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,255: 13,970 15,650 1,120 155 2,765 420 0 300 130 0 200: 350 185
Old : 19,255: 13,970 15,650 1,120 155 2,765 420 0 300 130 0 200: 350 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 490: 490 355 -50 0 0 50 0 -50 0 0 0: 50 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 81.3 5.8 0.8 14.4 2.2 0.0 1.6 0.7 0.0 1.0: 1.8 1.0
Old : 100.0: 72.6 81.3 5.8 0.8 14.4 2.2 0.0 1.6 0.7 0.0 1.0: 1.8 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 : 31: 23 13 . . . . 0 . . 0 .:
Old : 31: 23 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 : 68.8 82.4 81.3 92.7 53.1 70.3 62.8 74.0
Old : 68.8 82.4 81.3 92.7 53.1 70.3 62.8 74.0
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 552,334: 347,347 218,470 17,416 66,664 106,180 0 63,356 5,664 0 15,811 74,894: 833 1,295
Old : 552,334: 347,347 218,470 17,416 66,664 106,180 0 63,356 5,664 0 15,811 74,894: 833 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -876: 1,435 2,195 6,447 2,282 -5,187 0 -405 136 0 3,570 -3,601: -107 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 39.6 3.2 12.1 19.2 0.0 11.5 1.0 0.0 2.9 13.6: 0.2 0.2
Old : 100.0: 62.9 39.6 3.2 12.1 19.2 0.0 11.5 1.0 0.0 2.9 13.6: 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 : 25: 15 17 . . . 0 . . 0 . .:
Old : 25: 15 17 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 52.6 88.7 79.7 29.5 28.7 33.9 32.9
Old : 61.5 52.6 88.7 79.7 29.5 28.7 33.9 32.9
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,235: 9,980 6,150 1,375 5,820 265 0 0 0 180 0 0: 435 0
Old : 12,235: 9,980 6,150 1,375 5,820 265 0 0 0 180 0 0: 435 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 125: -10 -175 0 300 0 0 0 0 0 0 0: 135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 50.3 11.2 47.6 2.2 0.0 0.0 0.0 1.5 0.0 0.0: 3.6 0.0
Old : 100.0: 81.6 50.3 11.2 47.6 2.2 0.0 0.0 0.0 1.5 0.0 0.0: 3.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 10 . . . 0 0 0 . 0 0:
Old : 22: 10 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 : 69.9 78.7 90.1 92.4 62.8 78.7 83.0 89.9
Old : 69.9 78.7 90.1 92.4 62.8 78.7 83.0 89.9
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,788: 9,639 29,700 21,170 3,450 2,575 1,175 0 0 250 0 0: 979 63
Old : 35,788: 9,639 29,700 21,170 3,450 2,575 1,175 0 0 250 0 0: 979 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,313: -93 1,290 595 25 -35 75 0 0 200 0 0: 571 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 83.0 59.2 9.6 7.2 3.3 0.0 0.0 0.7 0.0 0.0: 2.7 0.2
Old : 100.0: 26.9 83.0 59.2 9.6 7.2 3.3 0.0 0.0 0.7 0.0 0.0: 2.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 12 . . . . 0 0 . 0 0:
Old : 24: 14 12 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 77.6 86.5 97.0 69.2 71.3 77.6 83.3
Old : 75.0 77.6 86.5 97.0 69.2 71.3 77.6 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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,934: 8,257 26,510 18,625 2,425 3,965 1,175 0 0 220 0 15: 677 19
Old : 32,934: 8,257 26,510 18,625 2,425 3,965 1,175 0 0 220 0 15: 677 19
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 689: -63 735 510 50 -115 75 0 0 0 0 0: 282 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 80.5 56.6 7.4 12.0 3.6 0.0 0.0 0.7 0.0 0.0: 2.1 0.1
Old : 100.0: 25.1 80.5 56.6 7.4 12.0 3.6 0.0 0.0 0.7 0.0 0.0: 2.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 11 . . . . 0 0 . 0 .:
Old : 25: 14 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 : 75.7 81.0 88.6 97.5 67.4 69.6 76.0 81.7
Old : 75.7 81.0 88.6 97.5 67.4 69.6 76.0 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,025: 12,050 13,940 1,980 0 1,435 0 550 0 0 0 0: 560 100
Old : 16,025: 12,050 13,940 1,980 0 1,435 0 550 0 0 0 0: 560 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 190: -310 260 250 0 -110 0 0 0 0 0 0: 360 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 87.0 12.4 0.0 9.0 0.0 3.4 0.0 0.0 0.0 0.0: 3.5 0.6
Old : 100.0: 75.2 87.0 12.4 0.0 9.0 0.0 3.4 0.0 0.0 0.0 0.0: 3.5 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 : 21: 11 11 . 0 . 0 . 0 0 0 0:
Old : 21: 11 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 : 64.1 77.4 88.0 92.8 61.9 75.7 80.0 84.2
Old : 64.1 77.4 88.0 92.8 61.9 75.7 80.0 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,973: 20,383 10,593 0 8,920 475 0 150 0 0 500 75: 40 260
Old : 20,973: 20,383 10,593 0 8,920 475 0 150 0 0 500 75: 40 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 680: 680 -125 0 550 0 0 0 0 0 0 0: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.2 50.5 0.0 42.5 2.3 0.0 0.7 0.0 0.0 2.4 0.4: 0.2 1.2
Old : 100.0: 97.2 50.5 0.0 42.5 2.3 0.0 0.7 0.0 0.0 2.4 0.4: 0.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 15 0 . . 0 . 0 0 . .:
Old : 28: 14 15 0 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 69.1 92.1 87.8 74.5 66.8 88.8 83.6
Old : 77.0 69.1 92.1 87.8 74.5 66.8 88.8 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,707: 22,712 12,827 0 9,330 830 0 150 0 100 300 25: 40 245
Old : 23,707: 22,712 12,827 0 9,330 830 0 150 0 100 300 25: 40 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,625: 1,625 835 0 550 0 0 0 0 0 0 0: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 54.1 0.0 39.4 3.5 0.0 0.6 0.0 0.4 1.3 0.1: 0.2 1.0
Old : 100.0: 95.8 54.1 0.0 39.4 3.5 0.0 0.6 0.0 0.4 1.3 0.1: 0.2 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 : 26: 14 13 0 . . 0 . 0 . . .:
Old : 26: 14 13 0 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 76.8 89.0 93.0 65.3 59.8 76.4 74.2
Old : 73.7 76.8 89.0 93.0 65.3 59.8 76.4 74.2
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,699: 93,219 78,417 3,710 16,945 8,515 270 1,607 480 370 1,630 45: 1,090 60
Old : 107,699: 93,219 78,417 3,710 16,945 8,515 270 1,607 480 370 1,630 45: 1,090 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 890: 195 840 240 535 -545 0 50 -50 0 0 0: 1,050 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 72.8 3.4 15.7 7.9 0.3 1.5 0.4 0.3 1.5 0.0: 1.0 0.1
Old : 100.0: 86.6 72.8 3.4 15.7 7.9 0.3 1.5 0.4 0.3 1.5 0.0: 1.0 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 : 52: 31 30 . . 5 . . . . 4 .:
Old : 52: 31 30 . . 5 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 63.2 69.4 86.0 44.1 58.8 60.4 69.3
Old : 44.6 63.2 69.4 86.0 44.1 58.8 60.4 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 132,517: 113,325 99,050 5,460 14,175 11,125 470 5,342 405 145 2,280 85: 1,502 55
Old : 132,517: 113,325 99,050 5,460 14,175 11,125 470 5,342 405 145 2,280 85: 1,502 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 4,615: 3,190 3,625 275 347 -132 0 300 0 -65 550 -125: 1,472 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 74.7 4.1 10.7 8.4 0.4 4.0 0.3 0.1 1.7 0.1: 1.1 0.0
Old : 100.0: 85.5 74.7 4.1 10.7 8.4 0.4 4.0 0.3 0.1 1.7 0.1: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 34 30 . . 4 . . . . 5 .:
Old : 53: 34 30 . . 4 . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 57.3 59.8 80.6 40.1 51.9 53.9 66.7
Old : 41.6 57.3 59.8 80.6 40.1 51.9 53.9 66.7
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 200,617: 156,015 144,258 14,916 8,370 7,214 5,647 6,820 8,505 4,375 19,503 3,298: 647 2,649
Old : 200,617: 156,015 144,258 14,916 8,370 7,214 5,647 6,820 8,505 4,375 19,503 3,298: 647 2,649
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 5,027: 5,013 124 -302 1,479 -612 437 -178 -50 77 1,805 -133: 597 2,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 71.9 7.4 4.2 3.6 2.8 3.4 4.2 2.2 9.7 1.6: 0.3 1.3
Old : 100.0: 77.8 71.9 7.4 4.2 3.6 2.8 3.4 4.2 2.2 9.7 1.6: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 72: 37 39 4 . 4 . 5 . 5 8 9:
Old : 72: 37 39 4 . 4 . 5 . 5 8 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 57.6 57.1 72.1 34.2 52.4 50.3 60.1
Old : 37.1 57.6 57.1 72.1 34.2 52.4 50.3 60.1
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 127,814: 116,559 94,286 4,833 18,062 1,878 0 4,083 2,105 1,323 5,085 225: 891 2,090
Old : 127,814: 116,559 94,286 4,833 18,062 1,878 0 4,083 2,105 1,323 5,085 225: 891 2,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,351: 1,724 -539 -440 825 -1,075 0 90 0 300 0 0: 842 2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 73.8 3.8 14.1 1.5 0.0 3.2 1.6 1.0 4.0 0.2: 0.7 1.6
Old : 100.0: 91.2 73.8 3.8 14.1 1.5 0.0 3.2 1.6 1.0 4.0 0.2: 0.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 31 30 . . 4 0 4 . . 4 .:
Old : 50: 31 30 . . 4 0 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 65.0 61.4 79.3 38.8 57.4 56.1 66.6
Old : 39.0 65.0 61.4 79.3 38.8 57.4 56.1 66.6
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,085: 40,865 38,690 3,835 5,870 3,665 180 650 0 835 0 30: 675 1,180
Old : 50,085: 40,865 38,690 3,835 5,870 3,665 180 650 0 835 0 30: 675 1,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 490: -475 -1,055 305 210 105 0 75 0 0 0 0: 555 1,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 77.2 7.7 11.7 7.3 0.4 1.3 0.0 1.7 0.0 0.1: 1.3 2.4
Old : 100.0: 81.6 77.2 7.7 11.7 7.3 0.4 1.3 0.0 1.7 0.0 0.1: 1.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 10 . . . . . 0 . 0 .:
Old : 28: 19 10 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 90.7 80.0 95.5 57.8 83.2 73.9 85.9
Old : 59.2 90.7 80.0 95.5 57.8 83.2 73.9 85.9
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,695: 37,795 39,175 3,260 1,255 4,395 0 650 0 595 75 0: 650 1,145
Old : 46,695: 37,795 39,175 3,260 1,255 4,395 0 650 0 595 75 0: 650 1,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 460: -500 -1,000 305 210 100 0 75 0 0 0 0: 555 1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 83.9 7.0 2.7 9.4 0.0 1.4 0.0 1.3 0.2 0.0: 1.4 2.5
Old : 100.0: 80.9 83.9 7.0 2.7 9.4 0.0 1.4 0.0 1.3 0.2 0.0: 1.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 8 . . . 0 . 0 . . 0:
Old : 27: 19 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 : 63.0 91.6 81.0 96.3 59.3 81.7 74.1 84.8
Old : 63.0 91.6 81.0 96.3 59.3 81.7 74.1 84.8
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 29,624: 25,211 19,218 0 7,318 2,678 950 0 250 0 0 0: 535 160
Old : 29,624: 25,211 19,218 0 7,318 2,678 950 0 250 0 0 0: 535 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -337: -1,285 -790 0 -215 578 0 0 0 0 0 0: 370 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 64.9 0.0 24.7 9.0 3.2 0.0 0.8 0.0 0.0 0.0: 1.8 0.5
Old : 100.0: 85.1 64.9 0.0 24.7 9.0 3.2 0.0 0.8 0.0 0.0 0.0: 1.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 22 0 . . . 0 . 0 0 0:
Old : 32: 23 22 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 : 45.9 49.9 68.0 76.4 39.2 44.1 54.2 64.5
Old : 45.9 49.9 68.0 76.4 39.2 44.1 54.2 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 21,414: 16,074 17,304 795 1,415 2,545 750 0 0 1,250 0 0: 0 150
Old : 21,414: 16,074 17,304 795 1,415 2,545 750 0 0 1,250 0 0: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 445: 445 445 0 -30 0 0 0 0 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 80.8 3.7 6.6 11.9 3.5 0.0 0.0 5.8 0.0 0.0: 0.0 0.7
Old : 100.0: 75.1 80.8 3.7 6.6 11.9 3.5 0.0 0.0 5.8 0.0 0.0: 0.0 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 : 26: 18 15 . . . . 0 0 . 0 0:
Old : 26: 18 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 57.6 63.9 85.8 36.6 51.3 53.6 70.6
Old : 41.3 57.6 63.9 85.8 36.6 51.3 53.6 70.6
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 219,211: 137,861 110,909 0 32,669 57,289 10,362 0 13,618 0 4,643 0: 80 83
Old : 219,211: 137,861 110,909 0 32,669 57,289 10,362 0 13,618 0 4,643 0: 80 83
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -1,307: -1,493 -2,008 0 775 96 802 0 -692 0 516 0: -20 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 50.6 0.0 14.9 26.1 4.7 0.0 6.2 0.0 2.1 0.0: 0.0 0.0
Old : 100.0: 62.9 50.6 0.0 14.9 26.1 4.7 0.0 6.2 0.0 2.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 16 0 . . . 0 . 0 . 0:
Old : 25: 18 16 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 70.9 84.2 88.1 29.1 33.2 33.7 35.2
Old : 55.5 70.9 84.2 88.1 29.1 33.2 33.7 35.2
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,137: 25,367 30,887 5,785 250 50 0 0 0 0 0 0: 1,935 1,950
Old : 33,137: 25,367 30,887 5,785 250 50 0 0 0 0 0 0: 1,935 1,950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,800: 1,085 1,310 225 0 0 0 0 0 0 0 0: 490 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 93.2 17.5 0.8 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 5.8 5.9
Old : 100.0: 76.6 93.2 17.5 0.8 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 5.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 14 . . . 0 0 0 0 0 0:
Old : 22: 14 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 : 75.8 63.3 89.3 84.2 63.6 54.7 73.0 69.1
Old : 75.8 63.3 89.3 84.2 63.6 54.7 73.0 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,365: 21,925 27,750 6,200 250 0 0 0 0 0 0 0: 1,240 1,365
Old : 29,365: 21,925 27,750 6,200 250 0 0 0 0 0 0 0: 1,240 1,365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,195: 920 1,145 225 0 0 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 94.5 21.1 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 4.6
Old : 100.0: 74.7 94.5 21.1 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 15 . . 0 0 0 0 0 0 0:
Old : 20: 12 15 . . 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 : 84.5 64.0 94.1 86.9 70.3 54.5 74.7 69.6
Old : 84.5 64.0 94.1 86.9 70.3 54.5 74.7 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,936: 17,284 20,520 6,625 3,273 1,587 125 975 0 1,339 1,100 0: 976 481
Old : 27,936: 17,284 20,520 6,625 3,273 1,587 125 975 0 1,339 1,100 0: 976 481
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -440: -639 -330 -65 -325 10 0 0 0 0 0 0: 254 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 73.5 23.7 11.7 5.7 0.4 3.5 0.0 4.8 3.9 0.0: 3.5 1.7
Old : 100.0: 61.9 73.5 23.7 11.7 5.7 0.4 3.5 0.0 4.8 3.9 0.0: 3.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 15 . . . . . 0 . . 0:
Old : 30: 16 15 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 49.1 78.3 70.4 47.2 48.0 68.3 66.5
Old : 50.0 49.1 78.3 70.4 47.2 48.0 68.3 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,965: 14,016 14,301 1,365 2,582 690 300 0 0 852 0 7: 735 385
Old : 17,965: 14,016 14,301 1,365 2,582 690 300 0 0 852 0 7: 735 385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 0: -70 170 -5 -260 0 0 0 0 0 0 0: 75 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 79.6 7.6 14.4 3.8 1.7 0.0 0.0 4.7 0.0 0.0: 4.1 2.1
Old : 100.0: 78.0 79.6 7.6 14.4 3.8 1.7 0.0 0.0 4.7 0.0 0.0: 4.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.9 52.0 71.7 75.0 46.4 51.9 62.4 70.6
Old : 51.9 52.0 71.7 75.0 46.4 51.9 62.4 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,757: 31,897 16,577 403 12,598 1,066 0 4,207 0 1,542 475 395: 454 439
Old : 35,757: 31,897 16,577 403 12,598 1,066 0 4,207 0 1,542 475 395: 454 439
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 654: 194 -172 -250 -506 510 0 480 0 -25 0 -25: 250 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 46.4 1.1 35.2 3.0 0.0 11.8 0.0 4.3 1.3 1.1: 1.3 1.2
Old : 100.0: 89.2 46.4 1.1 35.2 3.0 0.0 11.8 0.0 4.3 1.3 1.1: 1.3 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 : 40: 24 18 . . . 0 . 0 4 . .:
Old : 40: 24 18 . . . 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 : 56.5 52.8 71.5 77.2 51.6 50.1 63.2 74.1
Old : 56.5 52.8 71.5 77.2 51.6 50.1 63.2 74.1
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,409: 21,894 16,459 0 5,232 1,235 45 0 5 0 0 0: 230 478
Old : 23,409: 21,894 16,459 0 5,232 1,235 45 0 5 0 0 0: 230 478
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,170: 1,090 1,358 0 -481 -70 0 0 0 0 0 0: 150 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 70.3 0.0 22.4 5.3 0.2 0.0 0.0 0.0 0.0 0.0: 1.0 2.0
Old : 100.0: 93.5 70.3 0.0 22.4 5.3 0.2 0.0 0.0 0.0 0.0 0.0: 1.0 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 : 32: 22 16 0 4 . . 0 . 0 0 0:
Old : 32: 22 16 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 : 55.0 57.5 74.4 77.1 51.7 55.1 68.3 71.6
Old : 55.0 57.5 74.4 77.1 51.7 55.1 68.3 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,170: 13,877 18,718 6,700 560 1,092 0 600 0 0 1,005 85: 416 110
Old : 22,170: 13,877 18,718 6,700 560 1,092 0 600 0 0 1,005 85: 416 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 80: 50 -50 -241 20 0 0 0 0 0 0 0: 271 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 84.4 30.2 2.5 4.9 0.0 2.7 0.0 0.0 4.5 0.4: 1.9 0.5
Old : 100.0: 62.6 84.4 30.2 2.5 4.9 0.0 2.7 0.0 0.0 4.5 0.4: 1.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 14 4 . . 0 . 0 0 . .:
Old : 29: 18 14 4 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 69.8 80.5 85.4 52.6 67.4 75.5 80.8
Old : 57.6 69.8 80.5 85.4 52.6 67.4 75.5 80.8
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,322: 31,735 21,546 1,887 11,662 1,050 0 525 0 180 0 5: 465 534
Old : 35,322: 31,735 21,546 1,887 11,662 1,050 0 525 0 180 0 5: 465 534
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -110: -452 -654 -153 235 150 0 0 0 130 0 5: 210 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 61.0 5.3 33.0 3.0 0.0 1.5 0.0 0.5 0.0 0.0: 1.3 1.5
Old : 100.0: 89.8 61.0 5.3 33.0 3.0 0.0 1.5 0.0 0.5 0.0 0.0: 1.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 24 20 . . . 0 . 0 . 0 .:
Old : 32: 24 20 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 53.6 62.0 77.5 39.0 49.8 55.8 67.2
Old : 40.5 53.6 62.0 77.5 39.0 49.8 55.8 67.2
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,880: 13,022 15,635 3,075 1,100 1,745 0 0 0 805 0 8: 225 392
Old : 18,880: 13,022 15,635 3,075 1,100 1,745 0 0 0 805 0 8: 225 392
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 430: -40 648 15 -270 0 0 0 0 300 0 0: 155 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 82.8 16.3 5.8 9.2 0.0 0.0 0.0 4.3 0.0 0.0: 1.2 2.1
Old : 100.0: 69.0 82.8 16.3 5.8 9.2 0.0 0.0 0.0 4.3 0.0 0.0: 1.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 15 . . . 0 0 0 . 0 .:
Old : 25: 18 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 : 43.6 77.8 64.5 91.5 34.3 66.0 48.9 66.7
Old : 43.6 77.8 64.5 91.5 34.3 66.0 48.9 66.7
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,505: 9,045 11,783 1,430 40 3,095 0 0 0 1,025 0 0: 910 587
Old : 15,505: 9,045 11,783 1,430 40 3,095 0 0 0 1,025 0 0: 910 587
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 1,240: 785 1,368 -195 -270 80 0 0 0 330 0 0: 240 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 76.0 9.2 0.3 20.0 0.0 0.0 0.0 6.6 0.0 0.0: 5.9 3.8
Old : 100.0: 58.3 76.0 9.2 0.3 20.0 0.0 0.0 0.0 6.6 0.0 0.0: 5.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 13 . . . 0 0 0 . 0 0:
Old : 22: 17 13 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 60.5 69.2 81.7 27.5 37.3 41.6 48.8
Old : 44.3 60.5 69.2 81.7 27.5 37.3 41.6 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,320: 23,497 29,597 11,555 4,580 0 0 0 0 0 725 0: 4,268 4,418
Old : 39,320: 23,497 29,597 11,555 4,580 0 0 0 0 0 725 0: 4,268 4,418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 75.3 29.4 11.6 0.0 0.0 0.0 0.0 0.0 1.8 0.0: 10.9 11.2
Old : 100.0: 59.8 75.3 29.4 11.6 0.0 0.0 0.0 0.0 0.0 1.8 0.0: 10.9 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 78.7 46.8 88.3 70.8 77.7 46.7 79.1 67.3
Old : 78.7 46.8 88.3 70.8 77.7 46.7 79.1 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,816: 21,938 27,018 10,705 4,750 0 0 0 0 0 725 0: 4,173 4,323
Old : 36,816: 21,938 27,018 10,705 4,750 0 0 0 0 0 725 0: 4,173 4,323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 73.4 29.1 12.9 0.0 0.0 0.0 0.0 0.0 2.0 0.0: 11.3 11.7
Old : 100.0: 59.6 73.4 29.1 12.9 0.0 0.0 0.0 0.0 0.0 2.0 0.0: 11.3 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 81.3 45.9 87.9 68.4 76.7 45.9 77.8 64.9
Old : 81.3 45.9 87.9 68.4 76.7 45.9 77.8 64.9
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,845: 38,215 7,975 900 6,515 480 0 12,900 300 75 12,150 105: 1,770 1,420
Old : 41,845: 38,215 7,975 900 6,515 480 0 12,900 300 75 12,150 105: 1,770 1,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 350: 350 -280 0 450 0 0 0 0 0 180 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 19.1 2.2 15.6 1.1 0.0 30.8 0.7 0.2 29.0 0.3: 4.2 3.4
Old : 100.0: 91.3 19.1 2.2 15.6 1.1 0.0 30.8 0.7 0.2 29.0 0.3: 4.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 16 . . . 0 . . . . .:
Old : 29: 15 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 : 71.8 75.3 84.8 88.1 69.9 74.1 80.5 81.8
Old : 71.8 75.3 84.8 88.1 69.9 74.1 80.5 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,425: 36,380 8,430 650 8,275 530 0 12,675 510 0 7,900 0: 1,355 1,105
Old : 39,425: 36,380 8,430 650 8,275 530 0 12,675 510 0 7,900 0: 1,355 1,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 530: 530 -100 0 450 0 0 0 0 0 180 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 21.4 1.6 21.0 1.3 0.0 32.1 1.3 0.0 20.0 0.0: 3.4 2.8
Old : 100.0: 92.3 21.4 1.6 21.0 1.3 0.0 32.1 1.3 0.0 20.0 0.0: 3.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 14 . . . 0 . . 0 4 0:
Old : 29: 15 14 . . . 0 . . 0 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 74.1 85.3 88.7 73.6 71.3 84.2 82.0
Old : 74.1 74.1 85.3 88.7 73.6 71.3 84.2 82.0
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,573: 20,915 33,370 10,522 875 4,013 2,590 0 40 1,975 1,805 45: 1,473 1,425
Old : 41,573: 20,915 33,370 10,522 875 4,013 2,590 0 40 1,975 1,805 45: 1,473 1,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 2,475: 375 2,600 975 0 25 1,000 0 -150 100 -150 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 80.3 25.3 2.1 9.7 6.2 0.0 0.1 4.8 4.3 0.1: 3.5 3.4
Old : 100.0: 50.3 80.3 25.3 2.1 9.7 6.2 0.0 0.1 4.8 4.3 0.1: 3.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 10 . . . . 0 . . . .:
Old : 28: 16 10 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 81.7 80.7 93.7 50.8 72.9 72.3 79.1
Old : 58.6 81.7 80.7 93.7 50.8 72.9 72.3 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,390: 18,570 32,095 11,355 450 3,265 2,640 0 40 1,875 1,980 45: 1,600 1,515
Old : 39,390: 18,570 32,095 11,355 450 3,265 2,640 0 40 1,875 1,980 45: 1,600 1,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 2,540: 475 2,600 975 0 -125 1,000 0 -150 0 -150 0: 365 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 81.5 28.8 1.1 8.3 6.7 0.0 0.1 4.8 5.0 0.1: 4.1 3.8
Old : 100.0: 47.1 81.5 28.8 1.1 8.3 6.7 0.0 0.1 4.8 5.0 0.1: 4.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 10 . . . . 0 . . . .:
Old : 27: 16 10 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 80.5 82.2 93.6 52.7 73.7 71.9 78.2
Old : 59.8 80.5 82.2 93.6 52.7 73.7 71.9 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,390: 24,280 20,490 9,860 325 2,765 0 12,805 0 0 750 0: 485 255
Old : 37,390: 24,280 20,490 9,860 325 2,765 0 12,805 0 0 750 0: 485 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 600: 600 1,200 0 0 0 0 -600 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 54.8 26.4 0.9 7.4 0.0 34.2 0.0 0.0 2.0 0.0: 1.3 0.7
Old : 100.0: 64.9 54.8 26.4 0.9 7.4 0.0 34.2 0.0 0.0 2.0 0.0: 1.3 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 : 23: 13 8 . . . 0 . 0 0 . 0:
Old : 23: 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 : 78.3 90.5 90.9 96.7 71.7 85.8 83.5 89.7
Old : 78.3 90.5 90.9 96.7 71.7 85.8 83.5 89.7
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,680: 20,395 17,960 10,085 475 2,615 0 12,155 0 0 0 0: 585 475
Old : 33,680: 20,395 17,960 10,085 475 2,615 0 12,155 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: March 28, 2017 :
: 600: 600 1,200 0 0 0 0 -600 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 53.3 29.9 1.4 7.8 0.0 36.1 0.0 0.0 0.0 0.0: 1.7 1.4
Old : 100.0: 60.6 53.3 29.9 1.4 7.8 0.0 36.1 0.0 0.0 0.0 0.0: 1.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 7 . . . 0 . 0 0 0 0:
Old : 21: 13 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 : 79.1 92.7 91.3 98.0 71.8 86.4 84.0 89.3
Old : 79.1 92.7 91.3 98.0 71.8 86.4 84.0 89.3
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,370: 22,925 17,120 150 6,995 2,010 125 130 50 1,060 0 220: 1,830 1,845
Old : 28,370: 22,925 17,120 150 6,995 2,010 125 130 50 1,060 0 220: 1,830 1,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -125: -125 -725 0 600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 60.3 0.5 24.7 7.1 0.4 0.5 0.2 3.7 0.0 0.8: 6.5 6.5
Old : 100.0: 80.8 60.3 0.5 24.7 7.1 0.4 0.5 0.2 3.7 0.0 0.8: 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 : 25: 12 8 . . . . . . . 0 .:
Old : 25: 12 8 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 80.4 85.0 90.7 62.0 73.4 74.1 77.5
Old : 68.3 80.4 85.0 90.7 62.0 73.4 74.1 77.5
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,755: 22,290 16,725 150 7,125 1,925 125 130 50 1,430 0 370: 1,415 1,430
Old : 27,755: 22,290 16,725 150 7,125 1,925 125 130 50 1,430 0 370: 1,415 1,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: -75: -75 -675 0 600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 60.3 0.5 25.7 6.9 0.5 0.5 0.2 5.2 0.0 1.3: 5.1 5.2
Old : 100.0: 80.3 60.3 0.5 25.7 6.9 0.5 0.5 0.2 5.2 0.0 1.3: 5.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 7 . . . . . . 4 0 .:
Old : 26: 13 7 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 81.9 85.1 92.4 63.6 74.9 73.5 78.8
Old : 70.3 81.9 85.1 92.4 63.6 74.9 73.5 78.8
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,164: 27,420 16,824 0 14,821 410 5,320 775 500 900 1,125 0: 1,614 1,709
Old : 36,164: 27,420 16,824 0 14,821 410 5,320 775 500 900 1,125 0: 1,614 1,709
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 712: 100 1,150 0 -895 135 475 200 -100 0 0 0: 102 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 46.5 0.0 41.0 1.1 14.7 2.1 1.4 2.5 3.1 0.0: 4.5 4.7
Old : 100.0: 75.8 46.5 0.0 41.0 1.1 14.7 2.1 1.4 2.5 3.1 0.0: 4.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.8 75.7 80.7 89.9 58.8 70.9 72.9 80.4
Old : 62.8 75.7 80.7 89.9 58.8 70.9 72.9 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,455: 22,295 14,660 0 7,650 1,415 1,320 875 110 150 815 0: 2,165 1,930
Old : 27,455: 22,295 14,660 0 7,650 1,415 1,320 875 110 150 815 0: 2,165 1,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 800: 200 1,250 0 -970 255 300 100 0 0 0 0: 45 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 53.4 0.0 27.9 5.2 4.8 3.2 0.4 0.5 3.0 0.0: 7.9 7.0
Old : 100.0: 81.2 53.4 0.0 27.9 5.2 4.8 3.2 0.4 0.5 3.0 0.0: 7.9 7.0
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: 15 9 0 . . . . . . . 0:
Old : 25: 15 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 : 52.9 68.5 72.6 86.6 48.7 56.3 64.7 69.8
Old : 52.9 68.5 72.6 86.6 48.7 56.3 64.7 69.8
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,693: 53,819 112,803 30,194 1,295 2,650 20,885 0 275 9,375 150 25: 8,470 8,495
Old : 125,693: 53,819 112,803 30,194 1,295 2,650 20,885 0 275 9,375 150 25: 8,470 8,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 920: 1,775 510 -170 0 0 -975 0 -80 -20 100 0: 390 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 89.7 24.0 1.0 2.1 16.6 0.0 0.2 7.5 0.1 0.0: 6.7 6.8
Old : 100.0: 42.8 89.7 24.0 1.0 2.1 16.6 0.0 0.2 7.5 0.1 0.0: 6.7 6.8
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 : 40: 19 23 . . . . 0 . . . .:
Old : 40: 19 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 : 64.2 57.9 81.0 73.9 61.2 57.1 75.1 70.4
Old : 64.2 57.9 81.0 73.9 61.2 57.1 75.1 70.4
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 110,370: 49,725 100,075 23,215 2,195 1,605 23,910 0 425 5,445 0 0: 6,045 6,070
Old : 110,370: 49,725 100,075 23,215 2,195 1,605 23,910 0 425 5,445 0 0: 6,045 6,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 305: 1,140 -25 -245 0 0 -900 0 0 -20 0 0: 330 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 90.7 21.0 2.0 1.5 21.7 0.0 0.4 4.9 0.0 0.0: 5.5 5.5
Old : 100.0: 45.1 90.7 21.0 2.0 1.5 21.7 0.0 0.4 4.9 0.0 0.0: 5.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 17 23 . . . . 0 . 4 0 0:
Old : 37: 17 23 . . . . 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 : 68.9 60.0 85.1 74.9 66.4 59.3 79.2 72.8
Old : 68.9 60.0 85.1 74.9 66.4 59.3 79.2 72.8
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,185: 18,770 9,380 0 8,795 75 0 625 25 0 0 0: 2,315 2,285
Old : 21,185: 18,770 9,380 0 8,795 75 0 625 25 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: March 28, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 44.3 0.0 41.5 0.4 0.0 3.0 0.1 0.0 0.0 0.0: 10.9 10.8
Old : 100.0: 88.6 44.3 0.0 41.5 0.4 0.0 3.0 0.1 0.0 0.0 0.0: 10.9 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 : 22: 17 12 0 . . 0 . . 0 0 0:
Old : 22: 17 12 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 67.1 73.7 80.5 43.8 54.5 58.8 62.8
Old : 49.0 67.1 73.7 80.5 43.8 54.5 58.8 62.8
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,300: 17,055 9,200 0 9,435 875 0 75 0 1,500 0 0: 870 715
Old : 20,300: 17,055 9,200 0 9,435 875 0 75 0 1,500 0 0: 870 715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 45.3 0.0 46.5 4.3 0.0 0.4 0.0 7.4 0.0 0.0: 4.3 3.5
Old : 100.0: 84.0 45.3 0.0 46.5 4.3 0.0 0.4 0.0 7.4 0.0 0.0: 4.3 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 : 23: 17 11 0 . . 0 . 0 . 0 0:
Old : 23: 17 11 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 79.2 74.9 90.4 38.9 61.7 55.6 65.7
Old : 54.1 79.2 74.9 90.4 38.9 61.7 55.6 65.7
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, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,745: 32,045 24,755 215 2,590 2,310 0 4,415 25 0 500 0: 6,150 6,150
Old : 40,745: 32,045 24,755 215 2,590 2,310 0 4,415 25 0 500 0: 6,150 6,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 700: 700 0 0 0 0 0 700 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 60.8 0.5 6.4 5.7 0.0 10.8 0.1 0.0 1.2 0.0: 15.1 15.1
Old : 100.0: 78.6 60.8 0.5 6.4 5.7 0.0 10.8 0.1 0.0 1.2 0.0: 15.1 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 15 . . . 0 . . 0 . 0:
Old : 28: 14 15 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 42.3 78.6 61.2 57.2 37.0 65.0 53.3
Old : 64.7 42.3 78.6 61.2 57.2 37.0 65.0 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, April 04, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,450: 21,335 17,585 665 1,590 4,165 0 2,825 0 0 0 0: 4,285 4,285
Old : 30,450: 21,335 17,585 665 1,590 4,165 0 2,825 0 0 0 0: 4,285 4,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 80: 0 -150 0 150 -150 0 0 0 0 0 0: 230 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 57.8 2.2 5.2 13.7 0.0 9.3 0.0 0.0 0.0 0.0: 14.1 14.1
Old : 100.0: 70.1 57.8 2.2 5.2 13.7 0.0 9.3 0.0 0.0 0.0 0.0: 14.1 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 44.7 44.2 72.1 64.3 36.4 30.1 47.6 45.5
Old : 44.7 44.2 72.1 64.3 36.4 30.1 47.6 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 7, 2017