COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,849: 26,997 26,224 8,734 6,030 1,901 2,805 18,618 1,645 19,525 7,505 7,026: 1,216 900
Old : 69,849: 26,997 26,224 8,734 6,030 1,901 2,805 18,618 1,645 19,525 7,505 7,026: 1,216 900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 199: -683 1,068 -458 18 336 610 -1,751 120 -190 144 407: 57 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 37.5 12.5 8.6 2.7 4.0 26.7 2.4 28.0 10.7 10.1: 1.7 1.3
Old : 100.0: 38.7 37.5 12.5 8.6 2.7 4.0 26.7 2.4 28.0 10.7 10.1: 1.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 14 14 . 4 4 . 4 . 15 9 15:
Old : 54: 14 14 . 4 4 . 4 . 15 9 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 55.4 65.7 68.3 31.9 38.8 49.4 49.7
Old : 43.7 55.4 65.7 68.3 31.9 38.8 49.4 49.7
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,665: 1,897 6,860 522 1,540 211 470 1,419 260 7,053 195 650: 602 530
Old : 11,665: 1,897 6,860 522 1,540 211 470 1,419 260 7,053 195 650: 602 530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 251: -46 -116 -10 275 -105 40 -90 20 135 60 192: 25 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 58.8 4.5 13.2 1.8 4.0 12.2 2.2 60.5 1.7 5.6: 5.2 4.5
Old : 100.0: 16.3 58.8 4.5 13.2 1.8 4.0 12.2 2.2 60.5 1.7 5.6: 5.2 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 : 55.3 55.8 75.1 77.3 49.4 46.5 64.7 62.8
Old : 55.3 55.8 75.1 77.3 49.4 46.5 64.7 62.8
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 898: 245 263 58 17 63 117 182 152 136 97 125: 2 0
Old : 898: 245 263 58 17 63 117 182 152 136 97 125: 2 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 5: -10 -21 23 6 3 -12 -6 13 -12 10 -1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 29.2 6.5 1.9 7.0 13.1 20.3 16.9 15.1 10.7 13.9: 0.2 0.0
Old : 100.0: 27.3 29.2 6.5 1.9 7.0 13.1 20.3 16.9 15.1 10.7 13.9: 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 : 26: 7 6 . . . . . 4 5 5 6:
Old : 26: 7 6 . . . . . 4 5 5 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 : 53.7 50.2 75.2 76.5 29.5 32.5 40.6 40.4
Old : 53.7 50.2 75.2 76.5 29.5 32.5 40.6 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 147,507: 89,775 92,326 5,384 12,514 17,509 13,315 1,390 3,450 6,305 8,373 11,360: 408 584
Old : 147,507: 89,775 92,326 5,384 12,514 17,509 13,315 1,390 3,450 6,305 8,373 11,360: 408 584
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -9,126: -5,651 -5,161 643 -1,120 -355 -1,402 -42 32 -929 -647 -606: -858 -1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 62.6 3.7 8.5 11.9 9.0 0.9 2.3 4.3 5.7 7.7: 0.3 0.4
Old : 100.0: 60.9 62.6 3.7 8.5 11.9 9.0 0.9 2.3 4.3 5.7 7.7: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 72: 39 42 . . 4 6 . 7 10 7 13:
Old : 72: 39 42 . . 4 6 . 7 10 7 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 30.9 56.5 50.4 24.4 20.7 34.4 31.2
Old : 39.8 30.9 56.5 50.4 24.4 20.7 34.4 31.2
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,696: 31,729 45,779 7,300 0 2,143 0 14 246 7,120 357 158: 0 0
Old : 48,696: 31,729 45,779 7,300 0 2,143 0 14 246 7,120 357 158: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 1,027: 584 694 -70 0 225 0 -4 4 176 0 108: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 94.0 15.0 0.0 4.4 0.0 0.0 0.5 14.6 0.7 0.3: 0.0 0.0
Old : 100.0: 65.2 94.0 15.0 0.0 4.4 0.0 0.0 0.5 14.6 0.7 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 : 40: 25 25 . 0 . 0 . . 6 . .:
Old : 40: 25 25 . 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 : 43.4 55.3 65.5 77.3 36.8 40.6 51.6 53.9
Old : 43.4 55.3 65.5 77.3 36.8 40.6 51.6 53.9
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 412,990: 358,575 293,165 0 83,610 29,639 11,736 0 0 10,816 4,352 2,224: 0 0
Old : 412,990: 358,575 293,165 0 83,610 29,639 11,736 0 0 10,816 4,352 2,224: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 5,375: 4,255 7,055 0 384 0 0 0 0 2,824 -360 -1,704: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 71.0 0.0 20.2 7.2 2.8 0.0 0.0 2.6 1.1 0.5: 0.0 0.0
Old : 100.0: 86.8 71.0 0.0 20.2 7.2 2.8 0.0 0.0 2.6 1.1 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 20 0 . . . 0 0 . . .:
Old : 34: 22 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 : 56.9 49.0 75.4 75.5 42.2 40.5 49.7 48.8
Old : 56.9 49.0 75.4 75.5 42.2 40.5 49.7 48.8
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,273,960: 1,055,564 990,195 134,451 83,376 42,362 2,769 62,919 14,898 23,180 79,474 736: 0 0
Old : 1,273,960: 1,055,564 990,195 134,451 83,376 42,362 2,769 62,919 14,898 23,180 79,474 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -43,443: -26,061 -40,173 -5,540 4,346 874 0 691 -1,500 1,909 2,444 -1,500: -11,625 -8,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 77.7 10.6 6.5 3.3 0.2 4.9 1.2 1.8 6.2 0.1: 0.0 0.0
Old : 100.0: 82.9 77.7 10.6 6.5 3.3 0.2 4.9 1.2 1.8 6.2 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 30 34 . . 4 . . . . 4 .:
Old : 53: 30 34 . . 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 : 41.4 44.0 67.2 63.9 34.8 32.5 48.9 49.8
Old : 41.4 44.0 67.2 63.9 34.8 32.5 48.9 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,616: 55,467 42,646 7,161 17,517 1,226 0 2,155 921 1,610 1,920 1,231: 0 0
Old : 67,616: 55,467 42,646 7,161 17,517 1,226 0 2,155 921 1,610 1,920 1,231: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,599: -1,909 -1,672 -332 -864 -95 0 47 -188 242 490 -316: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 63.1 10.6 25.9 1.8 0.0 3.2 1.4 2.4 2.8 1.8: 0.0 0.0
Old : 100.0: 82.0 63.1 10.6 25.9 1.8 0.0 3.2 1.4 2.4 2.8 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 22 . . . 0 . . 4 5 5:
Old : 38: 19 22 . . . 0 . . 4 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 : 73.5 71.7 84.0 82.1 71.2 63.9 76.2 71.6
Old : 73.5 71.7 84.0 82.1 71.2 63.9 76.2 71.6
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 295,020: 236,160 182,699 42,123 86,879 15,521 0 2,921 0 1,216 7,000 0: 0 0
Old : 295,020: 236,160 182,699 42,123 86,879 15,521 0 2,921 0 1,216 7,000 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -8,199: -7,905 -7,088 -4,470 -3,438 4,176 0 -311 0 0 -1,538 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 61.9 14.3 29.4 5.3 0.0 1.0 0.0 0.4 2.4 0.0: 0.0 0.0
Old : 100.0: 80.0 61.9 14.3 29.4 5.3 0.0 1.0 0.0 0.4 2.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 14 . . . 0 . 0 . . 0:
Old : 25: 13 14 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 73.5 90.5 87.0 76.3 62.1 79.1 72.4
Old : 78.2 73.5 90.5 87.0 76.3 62.1 79.1 72.4
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 334,933: 229,508 266,693 54,786 7,914 43,125 0 6,918 7,122 392 3,161 0: 0 0
Old : 334,933: 229,508 266,693 54,786 7,914 43,125 0 6,918 7,122 392 3,161 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -27,967: -23,467 -28,128 -708 42 -3,042 0 750 -750 0 3,161 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 79.6 16.4 2.4 12.9 0.0 2.1 2.1 0.1 0.9 0.0: 0.0 0.0
Old : 100.0: 68.5 79.6 16.4 2.4 12.9 0.0 2.1 2.1 0.1 0.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 20 . . . 0 . . . . 0:
Old : 33: 18 20 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 45.4 75.0 72.6 38.5 38.0 50.0 54.7
Old : 57.5 45.4 75.0 72.6 38.5 38.0 50.0 54.7
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,433: 16,826 18,675 2,090 0 2,628 0 177 210 256 86 0: 423 657
Old : 22,433: 16,826 18,675 2,090 0 2,628 0 177 210 256 86 0: 423 657
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,338: -1,943 -2,286 -428 0 83 0 23 -23 -90 17 0: 63 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 83.2 9.3 0.0 11.7 0.0 0.8 0.9 1.1 0.4 0.0: 1.9 2.9
Old : 100.0: 75.0 83.2 9.3 0.0 11.7 0.0 0.8 0.9 1.1 0.4 0.0: 1.9 2.9
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 : 30: 19 17 . 0 . 0 . . . . 0:
Old : 30: 19 17 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 53.6 72.0 78.4 38.9 49.9 50.9 59.4
Old : 50.4 53.6 72.0 78.4 38.9 49.9 50.9 59.4
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,652: 36,074 29,585 21,787 17,650 1,967 0 0 0 535 11,400 50: 239 0
Old : 60,652: 36,074 29,585 21,787 17,650 1,967 0 0 0 535 11,400 50: 239 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -636: 91 -2,151 -962 665 0 0 0 0 265 1,150 50: -80 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 48.8 35.9 29.1 3.2 0.0 0.0 0.0 0.9 18.8 0.1: 0.4 0.0
Old : 100.0: 59.5 48.8 35.9 29.1 3.2 0.0 0.0 0.0 0.9 18.8 0.1: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 24 . . . 0 0 0 . . .:
Old : 37: 24 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 : 57.1 66.8 72.0 80.9 54.3 65.4 64.6 76.5
Old : 57.1 66.8 72.0 80.9 54.3 65.4 64.6 76.5
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 77,713: 50,949 38,846 24,527 25,925 1,377 0 0 0 640 11,400 50: 170 115
Old : 77,713: 50,949 38,846 24,527 25,925 1,377 0 0 0 640 11,400 50: 170 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,056: -1,061 -3,411 -1,042 270 0 0 0 0 295 1,200 50: -298 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 50.0 31.6 33.4 1.8 0.0 0.0 0.0 0.8 14.7 0.1: 0.2 0.1
Old : 100.0: 65.6 50.0 31.6 33.4 1.8 0.0 0.0 0.0 0.8 14.7 0.1: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 24 24 . . . 0 0 0 . . .:
Old : 39: 24 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 : 54.8 66.5 71.8 81.4 53.7 65.6 68.2 78.3
Old : 54.8 66.5 71.8 81.4 53.7 65.6 68.2 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,690: 25,117 27,805 3,930 940 3,745 0 0 0 700 1,050 0: 198 150
Old : 33,690: 25,117 27,805 3,930 940 3,745 0 0 0 700 1,050 0: 198 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,545: -1,523 -1,105 245 -135 -245 0 0 0 0 -50 0: -22 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 82.5 11.7 2.8 11.1 0.0 0.0 0.0 2.1 3.1 0.0: 0.6 0.4
Old : 100.0: 74.6 82.5 11.7 2.8 11.1 0.0 0.0 0.0 2.1 3.1 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 : 28: 20 14 . . . 0 0 0 . . 0:
Old : 28: 20 14 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 73.2 71.6 86.5 40.7 64.9 55.7 68.4
Old : 46.1 73.2 71.6 86.5 40.7 64.9 55.7 68.4
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 266,520: 168,760 251,744 67,120 0 14,040 3,560 0 0 12,304 0 736: 0 0
Old : 266,520: 168,760 251,744 67,120 0 14,040 3,560 0 0 12,304 0 736: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -8,720: -6,800 -8,344 -792 0 -376 -376 0 0 -376 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 94.5 25.2 0.0 5.3 1.3 0.0 0.0 4.6 0.0 0.3: 0.0 0.0
Old : 100.0: 63.3 94.5 25.2 0.0 5.3 1.3 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 : 30: 17 17 . 0 . . 0 0 . 0 .:
Old : 30: 17 17 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 72.3 73.8 84.7 43.9 59.2 57.5 66.9
Old : 51.0 72.3 73.8 84.7 43.9 59.2 57.5 66.9
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,395: 6,391 5,118 213 654 110 533 0 0 126 831 0: 22 682
Old : 7,395: 6,391 5,118 213 654 110 533 0 0 126 831 0: 22 682
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -358: -377 68 -22 -584 88 -24 0 0 0 54 0: -23 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 69.2 2.9 8.8 1.5 7.2 0.0 0.0 1.7 11.2 0.0: 0.3 9.2
Old : 100.0: 86.4 69.2 2.9 8.8 1.5 7.2 0.0 0.0 1.7 11.2 0.0: 0.3 9.2
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 . . . . 0 0 . . 0:
Old : 30: 17 17 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 43.7 71.8 68.8 44.7 39.7 63.5 58.7
Old : 48.2 43.7 71.8 68.8 44.7 39.7 63.5 58.7
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,567: 6,412 4,035 0 2,110 90 900 1,032 0 0 0 0: 165 300
Old : 7,567: 6,412 4,035 0 2,110 90 900 1,032 0 0 0 0: 165 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -305: -200 -205 0 -100 0 -100 0 0 0 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 53.3 0.0 27.9 1.2 11.9 13.6 0.0 0.0 0.0 0.0: 2.2 4.0
Old : 100.0: 84.7 53.3 0.0 27.9 1.2 11.9 13.6 0.0 0.0 0.0 0.0: 2.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 10 0 . . . . 0 0 0 0:
Old : 20: 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 : 62.7 54.9 90.0 83.7 54.9 53.2 72.2 70.4
Old : 62.7 54.9 90.0 83.7 54.9 53.2 72.2 70.4
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,612: 31,957 36,267 5,460 0 4,195 0 0 0 0 1,050 0: 0 100
Old : 41,612: 31,957 36,267 5,460 0 4,195 0 0 0 0 1,050 0: 0 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,191: -2,186 -1,866 265 0 -265 0 0 0 0 -50 0: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 87.2 13.1 0.0 10.1 0.0 0.0 0.0 0.0 2.5 0.0: 0.0 0.2
Old : 100.0: 76.8 87.2 13.1 0.0 10.1 0.0 0.0 0.0 0.0 2.5 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 21 . 0 . 0 0 0 0 . 0:
Old : 29: 21 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 : 41.6 68.7 72.6 83.1 33.6 60.4 50.9 64.7
Old : 41.6 68.7 72.6 83.1 33.6 60.4 50.9 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,556: 19,431 19,436 2,125 3,125 2,995 0 0 0 825 0 0: 180 0
Old : 25,556: 19,431 19,436 2,125 3,125 2,995 0 0 0 825 0 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -755: -340 -690 -265 -90 25 0 0 0 -175 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 76.1 8.3 12.2 11.7 0.0 0.0 0.0 3.2 0.0 0.0: 0.7 0.0
Old : 100.0: 76.0 76.1 8.3 12.2 11.7 0.0 0.0 0.0 3.2 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: 18 19 . . . 0 0 0 . 0 0:
Old : 27: 18 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 : 50.3 67.1 70.4 89.4 41.3 57.3 58.7 68.8
Old : 50.3 67.1 70.4 89.4 41.3 57.3 58.7 68.8
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,122: 14,896 13,886 1,319 2,876 1,301 380 106 0 483 0 422: 321 531
Old : 19,122: 14,896 13,886 1,319 2,876 1,301 380 106 0 483 0 422: 321 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -850: -367 -952 -492 -69 240 -46 0 0 -207 0 0: 22 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 72.6 6.9 15.0 6.8 2.0 0.6 0.0 2.5 0.0 2.2: 1.7 2.8
Old : 100.0: 77.9 72.6 6.9 15.0 6.8 2.0 0.6 0.0 2.5 0.0 2.2: 1.7 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 : 32: 20 16 . . . . . 0 . 0 .:
Old : 32: 20 16 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 52.9 71.3 77.0 35.4 50.3 53.4 63.3
Old : 44.7 52.9 71.3 77.0 35.4 50.3 53.4 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 56,617: 52,194 44,782 1,704 3,532 2,077 0 0 0 280 5,677 285: 77 264
Old : 56,617: 52,194 44,782 1,704 3,532 2,077 0 0 0 280 5,677 285: 77 264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,979: -2,669 -2,480 -40 -551 -205 0 -160 0 -50 405 -60: 45 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 79.1 3.0 6.2 3.7 0.0 0.0 0.0 0.5 10.0 0.5: 0.1 0.5
Old : 100.0: 92.2 79.1 3.0 6.2 3.7 0.0 0.0 0.0 0.5 10.0 0.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 20 . . . 0 0 0 . 4 .:
Old : 38: 25 20 . . . 0 0 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 52.4 75.9 79.7 51.2 47.5 72.3 71.8
Old : 51.3 52.4 75.9 79.7 51.2 47.5 72.3 71.8
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 73,860: 67,332 52,311 2,364 3,922 2,004 504 502 420 671 14,094 531: 34 76
Old : 73,860: 67,332 52,311 2,364 3,922 2,004 504 502 420 671 14,094 531: 34 76
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -5,457: -4,769 -1,974 -320 -316 -341 19 -205 144 195 -2,415 -353: -32 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 70.8 3.2 5.3 2.7 0.7 0.7 0.6 0.9 19.1 0.7: 0.0 0.1
Old : 100.0: 91.2 70.8 3.2 5.3 2.7 0.7 0.7 0.6 0.9 19.1 0.7: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 27 26 . . . . . . 5 4 5:
Old : 51: 27 26 . . . . . . 5 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 : 46.4 52.9 67.1 78.4 45.1 49.6 59.2 68.5
Old : 46.4 52.9 67.1 78.4 45.1 49.6 59.2 68.5
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,575: 35,885 35,045 6,010 7,960 630 300 0 0 1,005 420 300: 445 220
Old : 44,575: 35,885 35,045 6,010 7,960 630 300 0 0 1,005 420 300: 445 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 3,290: 4,175 1,115 425 2,120 -645 300 0 0 -510 420 300: -755 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 78.6 13.5 17.9 1.4 0.7 0.0 0.0 2.3 0.9 0.7: 1.0 0.5
Old : 100.0: 80.5 78.6 13.5 17.9 1.4 0.7 0.0 0.0 2.3 0.9 0.7: 1.0 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 : 24: 17 7 . . . . 0 0 . . .:
Old : 24: 17 7 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 95.7 74.1 99.3 50.5 91.5 74.0 92.2
Old : 50.5 95.7 74.1 99.3 50.5 91.5 74.0 92.2
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,750: 40,420 38,190 8,525 9,820 2,620 300 0 0 1,380 2,820 300: 205 0
Old : 53,750: 40,420 38,190 8,525 9,820 2,620 300 0 0 1,380 2,820 300: 205 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 3,970: 4,850 990 460 2,360 -100 300 0 0 -710 420 300: -1,130 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 71.1 15.9 18.3 4.9 0.6 0.0 0.0 2.6 5.2 0.6: 0.4 0.0
Old : 100.0: 75.2 71.1 15.9 18.3 4.9 0.6 0.0 0.0 2.6 5.2 0.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 21 11 . . . . 0 0 . . .:
Old : 28: 21 11 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 90.5 70.0 97.9 43.3 87.2 68.1 91.2
Old : 43.3 90.5 70.0 97.9 43.3 87.2 68.1 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 285,575: 209,697 259,062 13,029 9,152 15,001 0 0 0 46,688 1,200 1,160: 0 0
Old : 285,575: 209,697 259,062 13,029 9,152 15,001 0 0 0 46,688 1,200 1,160: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -17,740: -10,151 -16,615 -375 -1,861 736 0 0 0 -7,200 750 -750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 90.7 4.6 3.2 5.3 0.0 0.0 0.0 16.3 0.4 0.4: 0.0 0.0
Old : 100.0: 73.4 90.7 4.6 3.2 5.3 0.0 0.0 0.0 16.3 0.4 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 25 . . . 0 0 0 . . .:
Old : 35: 20 25 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 47.2 73.9 65.6 52.5 45.5 66.4 56.9
Old : 56.5 47.2 73.9 65.6 52.5 45.5 66.4 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 23,342: 14,636 19,521 532 380 1,139 0 633 346 5,513 595 455: 722 273
Old : 23,342: 14,636 19,521 532 380 1,139 0 633 346 5,513 595 455: 722 273
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,387: -667 -2,387 -341 -23 20 0 212 -236 -1,255 -89 139: -46 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 83.6 2.3 1.6 4.9 0.0 2.7 1.5 23.6 2.5 1.9: 3.1 1.2
Old : 100.0: 62.7 83.6 2.3 1.6 4.9 0.0 2.7 1.5 23.6 2.5 1.9: 3.1 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 : 37: 18 26 . . . 0 . . . . .:
Old : 37: 18 26 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 41.4 75.1 58.1 53.8 38.3 65.3 52.1
Old : 57.4 41.4 75.1 58.1 53.8 38.3 65.3 52.1
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 36,689: 27,175 35,898 7,855 0 336 465 0 0 531 128 327: 0 0
Old : 36,689: 27,175 35,898 7,855 0 336 465 0 0 531 128 327: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,313: -1,819 -2,016 -434 0 0 -213 0 0 207 -243 -54: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 97.8 21.4 0.0 0.9 1.3 0.0 0.0 1.4 0.3 0.9: 0.0 0.0
Old : 100.0: 74.1 97.8 21.4 0.0 0.9 1.3 0.0 0.0 1.4 0.3 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.8 80.3 91.5 92.3 71.2 73.8 79.7 80.2
Old : 73.8 80.3 91.5 92.3 71.2 73.8 79.7 80.2
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 321,078: 272,354 220,635 7,122 51,006 29,821 4,680 16,893 2,331 4,770 392 0: 0 0
Old : 321,078: 272,354 220,635 7,122 51,006 29,821 4,680 16,893 2,331 4,770 392 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -6,089: -4,331 -3,513 -750 375 -3,000 0 1,201 -777 2,769 0 0: 0 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 68.7 2.2 15.9 9.3 1.5 5.3 0.7 1.5 0.1 0.0: 0.0 0.0
Old : 100.0: 84.8 68.7 2.2 15.9 9.3 1.5 5.3 0.7 1.5 0.1 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 : 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 : 67.0 68.2 84.7 86.3 64.8 54.1 73.2 69.7
Old : 67.0 68.2 84.7 86.3 64.8 54.1 73.2 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,089: 14,953 13,897 211 592 1,702 589 0 1,018 87 606 84: 445 1,190
Old : 19,089: 14,953 13,897 211 592 1,702 589 0 1,018 87 606 84: 445 1,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,343: -717 -1,220 27 -208 -124 -230 0 0 87 0 0: -386 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 72.8 1.1 3.1 8.9 3.1 0.0 5.3 0.5 3.2 0.4: 2.3 6.2
Old : 100.0: 78.3 72.8 1.1 3.1 8.9 3.1 0.0 5.3 0.5 3.2 0.4: 2.3 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 15 . . . . 0 . . . .:
Old : 25: 16 15 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 62.2 77.0 80.6 51.7 51.1 60.8 60.1
Old : 56.1 62.2 77.0 80.6 51.7 51.1 60.8 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 13,879: 9,378 10,484 3,153 1,594 20 751 376 176 129 194 147: 125 888
Old : 13,879: 9,378 10,484 3,153 1,594 20 751 376 176 129 194 147: 125 888
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -422: -606 -203 274 86 -46 0 -53 76 23 -112 -23: -120 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 75.5 22.7 11.5 0.1 5.4 2.7 1.3 0.9 1.4 1.1: 0.9 6.4
Old : 100.0: 67.6 75.5 22.7 11.5 0.1 5.4 2.7 1.3 0.9 1.4 1.1: 0.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 17 . . . . . . . . .:
Old : 29: 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 : 55.4 49.1 75.2 67.0 37.1 35.8 51.2 49.3
Old : 55.4 49.1 75.2 67.0 37.1 35.8 51.2 49.3
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 169,263: 105,276 120,642 49,163 42,307 784 14,040 5,530 0 0 0 0: 0 0
Old : 169,263: 105,276 120,642 49,163 42,307 784 14,040 5,530 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -6,221: -2,795 -2,863 -2,710 -3,017 784 0 -750 0 0 0 0: -1,500 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 71.3 29.0 25.0 0.5 8.3 3.3 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 62.2 71.3 29.0 25.0 0.5 8.3 3.3 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 12 . . . . . 0 0 0 0:
Old : 25: 17 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 : 66.2 66.9 83.6 88.2 55.1 58.7 69.7 72.9
Old : 66.2 66.9 83.6 88.2 55.1 58.7 69.7 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,175: 14,843 10,439 864 4,473 2,112 0 537 1,305 0 258 51: 0 0
Old : 19,175: 14,843 10,439 864 4,473 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: April 4, 2017 :
: 26: 26 51 0 -25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 54.4 4.5 23.3 11.0 0.0 2.8 6.8 0.0 1.3 0.3: 0.0 0.0
Old : 100.0: 77.4 54.4 4.5 23.3 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 : 60.6 65.5 82.8 87.3 54.1 52.6 67.1 63.9
Old : 60.6 65.5 82.8 87.3 54.1 52.6 67.1 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 139,680 84,694 16,419 68,484 17,639 0 0 0 0 2,921 0: 0 0
Old : 173,738: 139,680 84,694 16,419 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: April 4, 2017 :
: 0: 608 0 -608 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 48.7 9.5 39.4 10.2 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 80.4 48.7 9.5 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 : 77.2 79.6 93.3 94.2 70.9 67.7 80.0 79.2
Old : 77.2 79.6 93.3 94.2 70.9 67.7 80.0 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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,150: 11,020 14,240 1,690 0 2,665 520 0 200 280 0 45: 730 0
Old : 17,150: 11,020 14,240 1,690 0 2,665 520 0 200 280 0 45: 730 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,935: -2,095 -1,325 570 -55 -270 100 0 -100 0 0 0: -140 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 83.0 9.9 0.0 15.5 3.0 0.0 1.2 1.6 0.0 0.3: 4.3 0.0
Old : 100.0: 64.3 83.0 9.9 0.0 15.5 3.0 0.0 1.2 1.6 0.0 0.3: 4.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 11 . 0 . . 0 . . 0 .:
Old : 27: 18 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 : 67.4 87.8 80.3 95.4 47.4 72.1 58.8 73.1
Old : 67.4 87.8 80.3 95.4 47.4 72.1 58.8 73.1
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,295: 11,930 14,450 1,455 0 2,480 520 0 200 265 0 165: 280 0
Old : 17,295: 11,930 14,450 1,455 0 2,480 520 0 200 265 0 165: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,960: -2,040 -1,200 335 -155 -285 100 0 -100 135 0 -35: -70 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 83.6 8.4 0.0 14.3 3.0 0.0 1.2 1.5 0.0 1.0: 1.6 0.0
Old : 100.0: 69.0 83.6 8.4 0.0 14.3 3.0 0.0 1.2 1.5 0.0 1.0: 1.6 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 : 30: 20 12 . 0 . . 0 . . 0 .:
Old : 30: 20 12 . 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 86.2 77.9 93.8 47.3 72.3 57.8 73.4
Old : 64.7 86.2 77.9 93.8 47.3 72.3 57.8 73.4
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 557,430: 351,214 227,913 6,074 59,273 115,188 0 62,492 4,467 1,602 9,020 77,981: 903 1,096
Old : 557,430: 351,214 227,913 6,074 59,273 115,188 0 62,492 4,467 1,602 9,020 77,981: 903 1,096
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 5,096: 3,868 9,443 -11,342 -7,391 9,008 0 -864 -1,197 1,602 -6,791 3,087: 70 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 40.9 1.1 10.6 20.7 0.0 11.2 0.8 0.3 1.6 14.0: 0.2 0.2
Old : 100.0: 63.0 40.9 1.1 10.6 20.7 0.0 11.2 0.8 0.3 1.6 14.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 17 . . . 0 . . . . .:
Old : 25: 15 17 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 51.9 88.7 80.1 28.1 27.0 30.7 30.6
Old : 61.1 51.9 88.7 80.1 28.1 27.0 30.7 30.6
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,325: 9,435 5,810 1,160 5,225 290 0 0 0 180 0 0: 260 0
Old : 11,325: 9,435 5,810 1,160 5,225 290 0 0 0 180 0 0: 260 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -910: -545 -340 -215 -595 25 0 0 0 0 0 0: -175 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 51.3 10.2 46.1 2.6 0.0 0.0 0.0 1.6 0.0 0.0: 2.3 0.0
Old : 100.0: 83.3 51.3 10.2 46.1 2.6 0.0 0.0 0.0 1.6 0.0 0.0: 2.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 70.9 77.8 91.0 92.0 63.6 77.8 83.2 89.3
Old : 70.9 77.8 91.0 92.0 63.6 77.8 83.2 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,833: 8,507 25,860 19,210 3,905 2,040 1,175 0 0 250 0 0: 651 28
Old : 31,833: 8,507 25,860 19,210 3,905 2,040 1,175 0 0 250 0 0: 651 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -3,955: -1,132 -3,840 -1,960 455 -535 0 0 0 0 0 0: -328 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 81.2 60.3 12.3 6.4 3.7 0.0 0.0 0.8 0.0 0.0: 2.0 0.1
Old : 100.0: 26.7 81.2 60.3 12.3 6.4 3.7 0.0 0.0 0.8 0.0 0.0: 2.0 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 : 23: 13 11 . . . . 0 0 . 0 0:
Old : 23: 13 11 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 78.6 88.9 97.6 71.9 73.9 79.6 84.2
Old : 77.5 78.6 88.9 97.6 71.9 73.9 79.6 84.2
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,214: 6,982 22,720 16,940 2,905 3,565 1,175 0 0 150 0 0: 402 24
Old : 29,214: 6,982 22,720 16,940 2,905 3,565 1,175 0 0 150 0 0: 402 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -3,720: -1,275 -3,790 -1,685 480 -400 0 0 0 -70 0 -15: -275 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 77.8 58.0 9.9 12.2 4.0 0.0 0.0 0.5 0.0 0.0: 1.4 0.1
Old : 100.0: 23.9 77.8 58.0 9.9 12.2 4.0 0.0 0.0 0.5 0.0 0.0: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 . . . . 0 0 . 0 0:
Old : 23: 13 10 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 84.6 91.4 98.2 69.9 72.7 77.3 81.1
Old : 78.5 84.6 91.4 98.2 69.9 72.7 77.3 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,535: 11,480 12,515 1,825 385 1,050 0 425 0 0 0 0: 180 160
Old : 14,535: 11,480 12,515 1,825 385 1,050 0 425 0 0 0 0: 180 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,490: -570 -1,425 -155 385 -385 0 -125 0 0 0 0: -380 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 86.1 12.6 2.6 7.2 0.0 2.9 0.0 0.0 0.0 0.0: 1.2 1.1
Old : 100.0: 79.0 86.1 12.6 2.6 7.2 0.0 2.9 0.0 0.0 0.0 0.0: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 . . . 0 . 0 0 0 0:
Old : 21: 11 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 78.3 90.0 92.4 64.6 76.0 84.9 85.8
Old : 67.0 78.3 90.0 92.4 64.6 76.0 84.9 85.8
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,058: 22,348 10,243 70 10,440 525 0 100 0 0 1,675 75: 40 0
Old : 23,058: 22,348 10,243 70 10,440 525 0 100 0 0 1,675 75: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 2,085: 1,965 -350 70 1,520 50 0 -50 0 0 1,175 0: 0 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.9 44.4 0.3 45.3 2.3 0.0 0.4 0.0 0.0 7.3 0.3: 0.2 0.0
Old : 100.0: 96.9 44.4 0.3 45.3 2.3 0.0 0.4 0.0 0.0 7.3 0.3: 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 : 29: 15 15 . . . 0 . 0 0 . .:
Old : 29: 15 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 : 74.1 68.2 90.0 89.0 71.8 66.1 87.5 86.2
Old : 74.1 68.2 90.0 89.0 71.8 66.1 87.5 86.2
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,336: 24,516 12,421 70 10,705 585 0 100 0 100 1,500 25: 40 0
Old : 25,336: 24,516 12,421 70 10,705 585 0 100 0 100 1,500 25: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 1,629: 1,804 -406 70 1,375 -245 0 -50 0 0 1,200 0: 0 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.8 49.0 0.3 42.3 2.3 0.0 0.4 0.0 0.4 5.9 0.1: 0.2 0.0
Old : 100.0: 96.8 49.0 0.3 42.3 2.3 0.0 0.4 0.0 0.4 5.9 0.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 13 . . . 0 . 0 . . .:
Old : 27: 15 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 74.7 88.3 93.7 64.3 60.0 77.5 77.9
Old : 72.4 74.7 88.3 93.7 64.3 60.0 77.5 77.9
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 104,381: 89,951 77,289 5,460 15,500 8,120 170 1,557 330 295 1,470 30: 25 85
Old : 104,381: 89,951 77,289 5,460 15,500 8,120 170 1,557 330 295 1,470 30: 25 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -3,318: -3,268 -1,128 1,750 -1,445 -395 -100 -50 -150 -75 -160 -15: -1,065 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 74.0 5.2 14.8 7.8 0.2 1.5 0.3 0.3 1.4 0.0: 0.0 0.1
Old : 100.0: 86.2 74.0 5.2 14.8 7.8 0.2 1.5 0.3 0.3 1.4 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 : 47: 30 27 . . 5 . . . . . .:
Old : 47: 30 27 . . 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 : 45.3 63.0 71.4 88.1 44.8 58.1 60.6 71.1
Old : 45.3 63.0 71.4 88.1 44.8 58.1 60.6 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 124,808: 107,083 94,496 6,890 13,905 10,075 245 3,957 255 170 2,045 25: 65 50
Old : 124,808: 107,083 94,496 6,890 13,905 10,075 245 3,957 255 170 2,045 25: 65 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -7,709: -6,242 -4,554 1,430 -270 -1,050 -225 -1,385 -150 25 -235 -60: -1,437 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 75.7 5.5 11.1 8.1 0.2 3.2 0.2 0.1 1.6 0.0: 0.1 0.0
Old : 100.0: 85.8 75.7 5.5 11.1 8.1 0.2 3.2 0.2 0.1 1.6 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 31 29 . . 4 . . . . 4 .:
Old : 52: 31 29 . . 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 : 42.4 58.6 60.8 82.2 40.9 52.9 54.2 69.0
Old : 42.4 58.6 60.8 82.2 40.9 52.9 54.2 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 194,950: 152,917 143,726 13,850 9,473 6,885 5,175 4,167 8,490 3,955 18,686 3,409: 268 114
Old : 194,950: 152,917 143,726 13,850 9,473 6,885 5,175 4,167 8,490 3,955 18,686 3,409: 268 114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -5,668: -3,098 -533 -1,066 1,103 -329 -472 -2,653 -15 -419 -817 111: -379 -2,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 73.7 7.1 4.9 3.5 2.7 2.1 4.4 2.0 9.6 1.7: 0.1 0.1
Old : 100.0: 78.4 73.7 7.1 4.9 3.5 2.7 2.1 4.4 2.0 9.6 1.7: 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 : 72: 37 36 4 . 4 . 5 . 6 8 9:
Old : 72: 37 36 4 . 4 . 5 . 6 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 : 37.4 58.0 58.6 72.7 34.5 53.9 51.4 61.0
Old : 37.4 58.0 58.6 72.7 34.5 53.9 51.4 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 125,532: 115,225 93,550 4,690 19,086 1,565 30 4,088 2,090 1,658 4,898 225: 49 30
Old : 125,532: 115,225 93,550 4,690 19,086 1,565 30 4,088 2,090 1,658 4,898 225: 49 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,282: -1,334 -736 -143 1,024 -313 30 5 -15 335 -187 0: -842 -2,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 74.5 3.7 15.2 1.2 0.0 3.3 1.7 1.3 3.9 0.2: 0.0 0.0
Old : 100.0: 91.8 74.5 3.7 15.2 1.2 0.0 3.3 1.7 1.3 3.9 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 31 27 . . 4 . . . . 4 .:
Old : 50: 31 27 . . 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 : 39.4 66.7 61.8 81.8 39.2 59.5 56.3 68.9
Old : 39.4 66.7 61.8 81.8 39.2 59.5 56.3 68.9
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,285: 39,635 38,450 4,120 5,515 3,515 180 750 0 680 0 30: 125 25
Old : 48,285: 39,635 38,450 4,120 5,515 3,515 180 750 0 680 0 30: 125 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,800: -1,230 -240 285 -355 -150 0 100 0 -155 0 0: -550 -1,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 79.6 8.5 11.4 7.3 0.4 1.6 0.0 1.4 0.0 0.1: 0.3 0.1
Old : 100.0: 82.1 79.6 8.5 11.4 7.3 0.4 1.6 0.0 1.4 0.0 0.1: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 10 . . . . . 0 . 0 .:
Old : 27: 18 10 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 93.1 82.5 98.1 60.3 85.6 76.4 88.6
Old : 61.7 93.1 82.5 98.1 60.3 85.6 76.4 88.6
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 45,310: 36,945 39,120 3,495 1,295 4,220 0 650 0 550 0 0: 100 25
Old : 45,310: 36,945 39,120 3,495 1,295 4,220 0 650 0 550 0 0: 100 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,385: -850 -55 235 40 -175 0 0 0 -45 -75 0: -550 -1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 86.3 7.7 2.9 9.3 0.0 1.4 0.0 1.2 0.0 0.0: 0.2 0.1
Old : 100.0: 81.5 86.3 7.7 2.9 9.3 0.0 1.4 0.0 1.2 0.0 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 8 . . . 0 . 0 . 0 0:
Old : 26: 18 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 : 65.1 94.2 83.5 98.8 61.7 84.3 76.6 87.7
Old : 65.1 94.2 83.5 98.8 61.7 84.3 76.6 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,044: 25,041 18,768 0 7,341 2,640 975 0 225 0 0 0: 163 70
Old : 29,044: 25,041 18,768 0 7,341 2,640 975 0 225 0 0 0: 163 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -580: -170 -450 0 23 -38 25 0 -25 0 0 0: -372 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 64.6 0.0 25.3 9.1 3.4 0.0 0.8 0.0 0.0 0.0: 0.6 0.2
Old : 100.0: 86.2 64.6 0.0 25.3 9.1 3.4 0.0 0.8 0.0 0.0 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 45.5 50.6 67.6 76.3 37.9 44.3 53.3 62.4
Old : 45.5 50.6 67.6 76.3 37.9 44.3 53.3 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,796: 14,901 15,826 575 1,390 2,520 675 0 0 1,125 0 0: 0 60
Old : 19,796: 14,901 15,826 575 1,390 2,520 675 0 0 1,125 0 0: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,618: -1,173 -1,478 -220 -25 -25 -75 0 0 -125 0 0: 0 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 79.9 2.9 7.0 12.7 3.4 0.0 0.0 5.7 0.0 0.0: 0.0 0.3
Old : 100.0: 75.3 79.9 2.9 7.0 12.7 3.4 0.0 0.0 5.7 0.0 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 15 . . . . 0 0 . 0 0:
Old : 25: 17 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 60.8 63.6 86.4 35.4 52.4 52.5 69.4
Old : 40.3 60.8 63.6 86.4 35.4 52.4 52.5 69.4
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 217,629: 133,969 108,691 0 34,458 59,650 13,666 0 10,261 0 4,498 0: 83 71
Old : 217,629: 133,969 108,691 0 34,458 59,650 13,666 0 10,261 0 4,498 0: 83 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,582: -3,892 -2,217 0 1,789 2,360 3,304 0 -3,357 0 -145 0: 3 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 49.9 0.0 15.8 27.4 6.3 0.0 4.7 0.0 2.1 0.0: 0.0 0.0
Old : 100.0: 61.6 49.9 0.0 15.8 27.4 6.3 0.0 4.7 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 : 57.6 73.5 84.6 88.2 30.7 35.0 35.3 37.1
Old : 57.6 73.5 84.6 88.2 30.7 35.0 35.3 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 5 Megawatt Hours) :
: : Positions :
All : 2,173,428: 1,490,829 1,219,834 0 552,405 341,669 340,930 0 0 0 59,520 0: 0 0
Old : 2,173,428: 1,490,829 1,219,834 0 552,405 341,669 340,930 0 0 0 59,520 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 56.1 0.0 25.4 15.7 15.7 0.0 0.0 0.0 2.7 0.0: 0.0 0.0
Old : 100.0: 68.6 56.1 0.0 25.4 15.7 15.7 0.0 0.0 0.0 2.7 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 10 0 4 . . 0 0 0 . 0:
Old : 20: 12 10 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 : 64.7 82.1 88.5 92.3 53.2 55.8 60.8 61.4
Old : 64.7 82.1 88.5 92.3 53.2 55.8 60.8 61.4
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,542: 26,072 33,342 7,495 225 0 0 0 0 0 0 0: 1,975 1,975
Old : 35,542: 26,072 33,342 7,495 225 0 0 0 0 0 0 0: 1,975 1,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 2,405: 705 2,455 1,710 -25 -50 0 0 0 0 0 0: 40 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 93.8 21.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 5.6
Old : 100.0: 73.4 93.8 21.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 14 . . 0 0 0 0 0 0 0:
Old : 22: 14 14 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.8 66.2 89.7 85.9 65.4 54.3 73.6 69.9
Old : 77.8 66.2 89.7 85.9 65.4 54.3 73.6 69.9
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,775: 22,785 30,215 7,760 225 0 0 0 0 0 0 0: 1,230 1,335
Old : 31,775: 22,785 30,215 7,760 225 0 0 0 0 0 0 0: 1,230 1,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 2,410: 860 2,465 1,560 -25 0 0 0 0 0 0 0: -10 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 95.1 24.4 0.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 4.2
Old : 100.0: 71.7 95.1 24.4 0.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 86.2 67.3 94.6 88.6 71.6 54.5 75.4 71.0
Old : 86.2 67.3 94.6 88.6 71.6 54.5 75.4 71.0
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,954: 16,086 19,323 6,072 3,059 1,587 0 875 0 1,290 1,050 0: 919 60
Old : 25,954: 16,086 19,323 6,072 3,059 1,587 0 875 0 1,290 1,050 0: 919 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,982: -1,198 -1,197 -553 -214 0 -125 -100 0 -49 -50 0: -57 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 74.5 23.4 11.8 6.1 0.0 3.4 0.0 5.0 4.0 0.0: 3.5 0.2
Old : 100.0: 62.0 74.5 23.4 11.8 6.1 0.0 3.4 0.0 5.0 4.0 0.0: 3.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 14 . . . 0 . 0 . . 0:
Old : 29: 16 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 : 49.1 50.2 78.5 71.3 46.9 49.0 68.4 67.9
Old : 49.1 50.2 78.5 71.3 46.9 49.0 68.4 67.9
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,103: 13,366 13,474 1,297 2,662 690 270 0 0 848 0 7: 625 270
Old : 17,103: 13,366 13,474 1,297 2,662 690 270 0 0 848 0 7: 625 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -862: -650 -827 -68 80 0 -30 0 0 -4 0 0: -110 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 78.8 7.6 15.6 4.0 1.6 0.0 0.0 5.0 0.0 0.0: 3.7 1.6
Old : 100.0: 78.2 78.8 7.6 15.6 4.0 1.6 0.0 0.0 5.0 0.0 0.0: 3.7 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 : 26: 13 14 . . . . 0 0 . 0 .:
Old : 26: 13 14 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 52.3 74.7 75.5 48.1 52.2 66.2 74.2
Old : 52.7 52.3 74.7 75.5 48.1 52.2 66.2 74.2
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,053: 30,499 16,610 445 11,798 980 0 3,857 0 1,540 350 395: 194 63
Old : 34,053: 30,499 16,610 445 11,798 980 0 3,857 0 1,540 350 395: 194 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,704: -1,398 33 42 -800 -86 0 -350 0 -2 -125 0: -260 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 48.8 1.3 34.6 2.9 0.0 11.3 0.0 4.5 1.0 1.2: 0.6 0.2
Old : 100.0: 89.6 48.8 1.3 34.6 2.9 0.0 11.3 0.0 4.5 1.0 1.2: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 17 . . . 0 . 0 4 . .:
Old : 40: 22 17 . . . 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 : 56.1 53.0 71.6 78.4 50.3 50.9 62.3 75.3
Old : 56.1 53.0 71.6 78.4 50.3 50.9 62.3 75.3
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,442: 21,052 16,334 0 4,719 1,275 50 0 0 0 0 0: 65 114
Old : 22,442: 21,052 16,334 0 4,719 1,275 50 0 0 0 0 0: 65 114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -967: -842 -125 0 -513 40 5 0 -5 0 0 0: -165 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 72.8 0.0 21.0 5.7 0.2 0.0 0.0 0.0 0.0 0.0: 0.3 0.5
Old : 100.0: 93.8 72.8 0.0 21.0 5.7 0.2 0.0 0.0 0.0 0.0 0.0: 0.3 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 : 31: 21 16 0 4 . . 0 0 0 0 0:
Old : 31: 21 16 0 4 . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 59.3 75.7 78.9 52.7 56.5 69.5 72.5
Old : 56.0 59.3 75.7 78.9 52.7 56.5 69.5 72.5
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,831: 13,241 17,559 6,323 590 1,062 0 575 0 0 960 85: 120 0
Old : 20,831: 13,241 17,559 6,323 590 1,062 0 575 0 0 960 85: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,339: -636 -1,159 -377 30 -30 0 -25 0 0 -45 0: -296 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 84.3 30.4 2.8 5.1 0.0 2.8 0.0 0.0 4.6 0.4: 0.6 0.0
Old : 100.0: 63.6 84.3 30.4 2.8 5.1 0.0 2.8 0.0 0.0 4.6 0.4: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 13 4 . . 0 . 0 0 . .:
Old : 29: 17 13 4 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 70.5 81.7 85.7 53.5 67.9 76.6 80.9
Old : 58.6 70.5 81.7 85.7 53.5 67.9 76.6 80.9
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,778: 30,568 20,430 1,887 11,428 1,020 0 525 0 180 0 5: 118 370
Old : 33,778: 30,568 20,430 1,887 11,428 1,020 0 525 0 180 0 5: 118 370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,544: -1,167 -1,116 0 -234 -30 0 0 0 0 0 0: -347 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 60.5 5.6 33.8 3.0 0.0 1.6 0.0 0.5 0.0 0.0: 0.3 1.1
Old : 100.0: 90.5 60.5 5.6 33.8 3.0 0.0 1.6 0.0 0.5 0.0 0.0: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 20 . . . 0 . 0 . 0 .:
Old : 32: 23 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 : 41.4 54.7 62.9 77.9 40.1 50.7 56.8 66.6
Old : 41.4 54.7 62.9 77.9 40.1 50.7 56.8 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,885: 12,698 15,720 3,605 1,130 1,745 0 0 0 633 0 0: 204 290
Old : 18,885: 12,698 15,720 3,605 1,130 1,745 0 0 0 633 0 0: 204 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 5: -324 85 530 30 0 0 0 0 -172 0 -8: -21 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 83.2 19.1 6.0 9.2 0.0 0.0 0.0 3.4 0.0 0.0: 1.1 1.5
Old : 100.0: 67.2 83.2 19.1 6.0 9.2 0.0 0.0 0.0 3.4 0.0 0.0: 1.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 15 . . . 0 0 0 . 0 0:
Old : 26: 19 15 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 78.4 66.1 92.5 38.4 68.8 50.9 69.3
Old : 48.2 78.4 66.1 92.5 38.4 68.8 50.9 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,225: 8,885 11,628 1,510 32 3,015 0 0 0 985 0 0: 830 550
Old : 15,225: 8,885 11,628 1,510 32 3,015 0 0 0 985 0 0: 830 550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -280: -160 -155 80 -8 -80 0 0 0 -40 0 0: -80 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 76.4 9.9 0.2 19.8 0.0 0.0 0.0 6.5 0.0 0.0: 5.5 3.6
Old : 100.0: 58.4 76.4 9.9 0.2 19.8 0.0 0.0 0.0 6.5 0.0 0.0: 5.5 3.6
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 : 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 : 44.7 60.3 68.8 81.0 27.9 37.5 42.9 50.1
Old : 44.7 60.3 68.8 81.0 27.9 37.5 42.9 50.1
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,622: 22,017 27,382 10,770 4,805 0 0 0 0 0 600 0: 3,835 3,835
Old : 36,622: 22,017 27,382 10,770 4,805 0 0 0 0 0 600 0: 3,835 3,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,698: -1,480 -2,215 -785 225 0 0 0 0 0 -125 0: -433 -583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 74.8 29.4 13.1 0.0 0.0 0.0 0.0 0.0 1.6 0.0: 10.5 10.5
Old : 100.0: 60.1 74.8 29.4 13.1 0.0 0.0 0.0 0.0 0.0 1.6 0.0: 10.5 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 19 . . 0 0 0 0 0 . 0:
Old : 24: 13 19 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 50.5 88.2 72.3 76.4 50.5 80.9 71.6
Old : 78.8 50.5 88.2 72.3 76.4 50.5 80.9 71.6
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,540: 20,728 24,918 10,010 3,880 0 0 0 0 0 600 0: 3,802 5,142
Old : 34,540: 20,728 24,918 10,010 3,880 0 0 0 0 0 600 0: 3,802 5,142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,276: -1,210 -2,100 -695 -870 0 0 0 0 0 -125 0: -371 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 72.1 29.0 11.2 0.0 0.0 0.0 0.0 0.0 1.7 0.0: 11.0 14.9
Old : 100.0: 60.0 72.1 29.0 11.2 0.0 0.0 0.0 0.0 0.0 1.7 0.0: 11.0 14.9
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 : 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 : 82.2 46.4 88.6 66.4 77.5 46.4 80.9 65.4
Old : 82.2 46.4 88.6 66.4 77.5 46.4 80.9 65.4
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,265: 36,110 7,915 825 6,665 480 0 12,215 200 75 10,535 70: 1,505 1,185
Old : 39,265: 36,110 7,915 825 6,665 480 0 12,215 200 75 10,535 70: 1,505 1,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,580: -2,105 -60 -75 150 0 0 -685 -100 0 -1,615 -35: -265 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 20.2 2.1 17.0 1.2 0.0 31.1 0.5 0.2 26.8 0.2: 3.8 3.0
Old : 100.0: 92.0 20.2 2.1 17.0 1.2 0.0 31.1 0.5 0.2 26.8 0.2: 3.8 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 : 28: 13 15 . . . 0 . . . . .:
Old : 28: 13 15 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 73.7 86.2 88.4 72.5 72.2 84.1 81.8
Old : 73.3 73.7 86.2 88.4 72.5 72.2 84.1 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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,450: 34,765 9,370 600 7,960 530 0 12,065 340 0 6,200 0: 1,215 985
Old : 37,450: 34,765 9,370 600 7,960 530 0 12,065 340 0 6,200 0: 1,215 985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,975: -1,615 940 -50 -315 0 0 -610 -170 0 -1,700 0: -140 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 25.0 1.6 21.3 1.4 0.0 32.2 0.9 0.0 16.6 0.0: 3.2 2.6
Old : 100.0: 92.8 25.0 1.6 21.3 1.4 0.0 32.2 0.9 0.0 16.6 0.0: 3.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 13 . . . 0 . . 0 4 0:
Old : 28: 13 13 . . . 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 : 75.4 71.8 87.0 89.6 74.8 68.7 86.4 84.3
Old : 75.4 71.8 87.0 89.6 74.8 68.7 86.4 84.3
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,875: 20,830 32,560 12,560 925 3,800 710 0 590 1,175 1,820 30: 1,180 1,150
Old : 40,875: 20,830 32,560 12,560 925 3,800 710 0 590 1,175 1,820 30: 1,180 1,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -698: -85 -810 2,038 50 -213 -1,880 0 550 -800 15 -15: -293 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 79.7 30.7 2.3 9.3 1.7 0.0 1.4 2.9 4.5 0.1: 2.9 2.8
Old : 100.0: 51.0 79.7 30.7 2.3 9.3 1.7 0.0 1.4 2.9 4.5 0.1: 2.9 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 : 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 : 63.9 81.7 84.6 93.1 56.3 72.0 73.0 77.2
Old : 63.9 81.7 84.6 93.1 56.3 72.0 73.0 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,295: 18,140 29,990 12,050 400 2,905 760 0 590 1,375 1,995 30: 1,445 1,385
Old : 37,295: 18,140 29,990 12,050 400 2,905 760 0 590 1,375 1,995 30: 1,445 1,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,095: -430 -2,105 695 -50 -360 -1,880 0 550 -500 15 -15: -155 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 80.4 32.3 1.1 7.8 2.0 0.0 1.6 3.7 5.3 0.1: 3.9 3.7
Old : 100.0: 48.6 80.4 32.3 1.1 7.8 2.0 0.0 1.6 3.7 5.3 0.1: 3.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 10 . . . . 0 . . . .:
Old : 26: 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 : 63.5 80.8 84.2 92.6 56.4 74.5 72.3 77.4
Old : 63.5 80.8 84.2 92.6 56.4 74.5 72.3 77.4
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,410: 23,080 20,310 9,170 275 2,790 0 11,025 0 0 750 0: 370 260
Old : 35,410: 23,080 20,310 9,170 275 2,790 0 11,025 0 0 750 0: 370 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,980: -1,200 -180 -690 -50 25 0 -1,780 0 0 0 0: -115 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 57.4 25.9 0.8 7.9 0.0 31.1 0.0 0.0 2.1 0.0: 1.0 0.7
Old : 100.0: 65.2 57.4 25.9 0.8 7.9 0.0 31.1 0.0 0.0 2.1 0.0: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 8 . . . 0 . 0 0 . 0:
Old : 24: 14 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 : 78.9 90.1 90.9 96.6 72.0 85.0 84.0 89.0
Old : 78.9 90.1 90.9 96.6 72.0 85.0 84.0 89.0
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,375: 19,715 18,145 9,395 400 2,665 0 10,425 0 0 250 0: 600 490
Old : 32,375: 19,715 18,145 9,395 400 2,665 0 10,425 0 0 250 0: 600 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,305: -680 185 -690 -75 50 0 -1,730 0 0 250 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 56.0 29.0 1.2 8.2 0.0 32.2 0.0 0.0 0.8 0.0: 1.9 1.5
Old : 100.0: 60.9 56.0 29.0 1.2 8.2 0.0 32.2 0.0 0.0 0.8 0.0: 1.9 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 : 22: 13 7 . . . 0 . 0 0 . 0:
Old : 22: 13 7 . . . 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 : 79.3 91.9 91.6 97.7 71.8 85.6 84.0 89.1
Old : 79.3 91.9 91.6 97.7 71.8 85.6 84.0 89.1
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,080: 22,775 15,235 0 8,635 1,190 100 130 50 1,125 0 155: 1,685 1,685
Old : 27,080: 22,775 15,235 0 8,635 1,190 100 130 50 1,125 0 155: 1,685 1,685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,290: -150 -1,885 -150 1,640 -820 -25 0 0 65 0 -65: -145 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 56.3 0.0 31.9 4.4 0.4 0.5 0.2 4.2 0.0 0.6: 6.2 6.2
Old : 100.0: 84.1 56.3 0.0 31.9 4.4 0.4 0.5 0.2 4.2 0.0 0.6: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 10 0 . . . . . . 0 .:
Old : 27: 13 10 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 79.2 83.9 89.0 64.3 75.2 77.9 81.1
Old : 69.0 79.2 83.9 89.0 64.3 75.2 77.9 81.1
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,375: 22,320 15,015 0 8,520 1,100 100 130 50 1,245 0 255: 1,305 1,305
Old : 26,375: 22,320 15,015 0 8,520 1,100 100 130 50 1,245 0 255: 1,305 1,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,380: 30 -1,710 -150 1,395 -825 -25 0 0 -185 0 -115: -110 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 56.9 0.0 32.3 4.2 0.4 0.5 0.2 4.7 0.0 1.0: 4.9 4.9
Old : 100.0: 84.6 56.9 0.0 32.3 4.2 0.4 0.5 0.2 4.7 0.0 1.0: 4.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 9 0 . . . . . 4 0 .:
Old : 28: 14 9 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 : 71.7 80.3 83.8 90.3 66.9 76.5 77.3 82.5
Old : 71.7 80.3 83.8 90.3 66.9 76.5 77.3 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,937: 26,325 15,834 0 14,276 385 4,935 775 450 600 1,000 0: 1,242 1,217
Old : 33,937: 26,325 15,834 0 14,276 385 4,935 775 450 600 1,000 0: 1,242 1,217
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,227: -1,095 -990 0 -545 -25 -385 0 -50 -300 -125 0: -372 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 46.7 0.0 42.1 1.1 14.5 2.3 1.3 1.8 2.9 0.0: 3.7 3.6
Old : 100.0: 77.6 46.7 0.0 42.1 1.1 14.5 2.3 1.3 1.8 2.9 0.0: 3.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 8 0 . . . . . . . 0:
Old : 28: 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 : 63.6 76.5 82.3 90.7 60.5 71.1 74.9 80.7
Old : 63.6 76.5 82.3 90.7 60.5 71.1 74.9 80.7
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,385: 21,460 14,145 0 7,295 1,265 1,225 875 110 100 690 0: 2,225 2,005
Old : 26,385: 21,460 14,145 0 7,295 1,265 1,225 875 110 100 690 0: 2,225 2,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,070: -835 -515 0 -355 -150 -95 0 0 -50 -125 0: 60 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 53.6 0.0 27.6 4.8 4.6 3.3 0.4 0.4 2.6 0.0: 8.4 7.6
Old : 100.0: 81.3 53.6 0.0 27.6 4.8 4.6 3.3 0.4 0.4 2.6 0.0: 8.4 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 9 0 . . . . . . . 0:
Old : 24: 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 : 53.0 68.0 72.5 86.4 49.2 55.8 65.5 69.2
Old : 53.0 68.0 72.5 86.4 49.2 55.8 65.5 69.2
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,210: 53,954 108,190 28,266 880 2,625 18,715 0 200 8,335 175 0: 9,115 9,140
Old : 121,210: 53,954 108,190 28,266 880 2,625 18,715 0 200 8,335 175 0: 9,115 9,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -4,483: 135 -4,613 -1,928 -415 -25 -2,170 0 -75 -1,040 25 -25: 645 645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 89.3 23.3 0.7 2.2 15.4 0.0 0.2 6.9 0.1 0.0: 7.5 7.5
Old : 100.0: 44.5 89.3 23.3 0.7 2.2 15.4 0.0 0.2 6.9 0.1 0.0: 7.5 7.5
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 : 40: 19 22 . . . . 0 . . . 0:
Old : 40: 19 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 : 63.1 58.1 78.7 73.3 59.2 56.7 72.4 69.4
Old : 63.1 58.1 78.7 73.3 59.2 56.7 72.4 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 106,005: 48,725 95,695 22,320 1,830 1,415 21,625 0 300 4,895 0 0: 6,725 6,765
Old : 106,005: 48,725 95,695 22,320 1,830 1,415 21,625 0 300 4,895 0 0: 6,725 6,765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -4,365: -1,000 -4,380 -895 -365 -190 -2,285 0 -125 -550 0 0: 680 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 90.3 21.1 1.7 1.3 20.4 0.0 0.3 4.6 0.0 0.0: 6.3 6.4
Old : 100.0: 46.0 90.3 21.1 1.7 1.3 20.4 0.0 0.3 4.6 0.0 0.0: 6.3 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 16 22 . . . . 0 . 4 0 0:
Old : 37: 16 22 . . . . 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 : 67.7 60.4 83.5 74.2 65.3 59.5 78.1 71.9
Old : 67.7 60.4 83.5 74.2 65.3 59.5 78.1 71.9
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 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,330: 17,450 8,940 0 8,555 40 0 600 25 600 0 0: 2,215 2,170
Old : 20,330: 17,450 8,940 0 8,555 40 0 600 25 600 0 0: 2,215 2,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -855: -1,320 -440 0 -240 -35 0 -25 0 600 0 0: -100 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 44.0 0.0 42.1 0.2 0.0 3.0 0.1 3.0 0.0 0.0: 10.9 10.7
Old : 100.0: 85.8 44.0 0.0 42.1 0.2 0.0 3.0 0.1 3.0 0.0 0.0: 10.9 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 13 0 . . 0 . . . 0 0:
Old : 24: 17 13 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 65.9 71.4 78.5 39.0 55.1 56.0 64.4
Old : 46.0 65.9 71.4 78.5 39.0 55.1 56.0 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,310: 15,465 8,775 0 8,915 875 0 50 0 2,100 0 0: 870 695
Old : 19,310: 15,465 8,775 0 8,915 875 0 50 0 2,100 0 0: 870 695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -990: -1,590 -425 0 -520 0 0 -25 0 600 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 45.4 0.0 46.2 4.5 0.0 0.3 0.0 10.9 0.0 0.0: 4.5 3.6
Old : 100.0: 80.1 45.4 0.0 46.2 4.5 0.0 0.3 0.0 10.9 0.0 0.0: 4.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 53.1 80.7 74.3 91.1 38.6 61.2 55.0 65.1
Old : 53.1 80.7 74.3 91.1 38.6 61.2 55.0 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,850: 31,900 24,680 45 2,490 2,310 0 4,365 25 90 500 0: 5,480 5,480
Old : 39,850: 31,900 24,680 45 2,490 2,310 0 4,365 25 90 500 0: 5,480 5,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -895: -145 -75 -170 -100 0 0 -50 0 90 0 0: -670 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 61.9 0.1 6.2 5.8 0.0 11.0 0.1 0.2 1.3 0.0: 13.8 13.8
Old : 100.0: 80.1 61.9 0.1 6.2 5.8 0.0 11.0 0.1 0.2 1.3 0.0: 13.8 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 15 . . . 0 . . . . 0:
Old : 28: 13 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 : 66.8 45.1 80.1 63.8 62.3 37.2 66.3 53.6
Old : 66.8 45.1 80.1 63.8 62.3 37.2 66.3 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,550: 21,615 16,730 455 2,590 3,465 0 2,750 0 0 0 0: 4,015 4,015
Old : 29,550: 21,615 16,730 455 2,590 3,465 0 2,750 0 0 0 0: 4,015 4,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -900: 280 -855 -210 1,000 -700 0 -75 0 0 0 0: -270 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 56.6 1.5 8.8 11.7 0.0 9.3 0.0 0.0 0.0 0.0: 13.6 13.6
Old : 100.0: 73.1 56.6 1.5 8.8 11.7 0.0 9.3 0.0 0.0 0.0 0.0: 13.6 13.6
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: 14 16 . . . 0 . 0 0 0 0:
Old : 25: 14 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 : 48.1 40.6 73.4 64.0 36.3 29.7 44.3 42.9
Old : 48.1 40.6 73.4 64.0 36.3 29.7 44.3 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2017