COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,418: 24,834 27,079 7,784 5,496 2,329 3,460 17,054 1,293 19,548 6,413 5,947: 1,223 807
Old : 66,418: 24,834 27,079 7,784 5,496 2,329 3,460 17,054 1,293 19,548 6,413 5,947: 1,223 807
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -3,918: -2,140 -686 -557 -829 296 210 -490 -347 -172 -657 -1,130: -78 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 40.8 11.7 8.3 3.5 5.2 25.7 1.9 29.4 9.7 9.0: 1.8 1.2
Old : 100.0: 37.4 40.8 11.7 8.3 3.5 5.2 25.7 1.9 29.4 9.7 9.0: 1.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 14 14 4 . 4 . 4 . 15 9 16:
Old : 53: 14 14 4 . 4 . 4 . 15 9 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 53.6 65.8 67.0 33.1 40.1 51.3 50.3
Old : 42.4 53.6 65.8 67.0 33.1 40.1 51.3 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,485: 1,910 6,086 514 1,394 291 435 1,128 265 5,753 30 760: 557 531
Old : 10,485: 1,910 6,086 514 1,394 291 435 1,128 265 5,753 30 760: 557 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -1,866: -8 -1,390 -13 -216 -60 -20 -61 0 -1,645 -40 -115: -5 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 58.0 4.9 13.3 2.8 4.1 10.8 2.5 54.9 0.3 7.2: 5.3 5.1
Old : 100.0: 18.2 58.0 4.9 13.3 2.8 4.1 10.8 2.5 54.9 0.3 7.2: 5.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 5 7 . . . . . . 7 . 4:
Old : 24: 5 7 . . . . . . 7 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 51.1 73.3 76.0 46.8 45.5 60.9 61.6
Old : 54.1 51.1 73.3 76.0 46.8 45.5 60.9 61.6
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 829: 196 285 94 14 64 74 128 129 146 84 125: 1 0
Old : 829: 196 285 94 14 64 74 128 129 146 84 125: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -55: -20 42 25 -12 0 0 -22 -42 -13 -16 -6: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 34.4 11.4 1.7 7.7 8.9 15.5 15.5 17.6 10.1 15.1: 0.2 0.0
Old : 100.0: 23.7 34.4 11.4 1.7 7.7 8.9 15.5 15.5 17.6 10.1 15.1: 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: 7 8 . . . . . 4 5 5 6:
Old : 27: 7 8 . . . . . 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 : 57.1 48.1 78.1 74.5 32.4 30.9 41.4 39.5
Old : 57.1 48.1 78.1 74.5 32.4 30.9 41.4 39.5
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 150,312: 91,891 91,386 4,722 13,496 17,338 14,549 1,864 3,616 5,701 9,483 11,504: 991 1,626
Old : 150,312: 91,891 91,386 4,722 13,496 17,338 14,549 1,864 3,616 5,701 9,483 11,504: 991 1,626
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -69: 337 541 -259 -412 -596 741 122 -154 -479 -494 -231: 571 1,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 60.8 3.1 9.0 11.5 9.7 1.2 2.4 3.8 6.3 7.7: 0.7 1.1
Old : 100.0: 61.1 60.8 3.1 9.0 11.5 9.7 1.2 2.4 3.8 6.3 7.7: 0.7 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 : 73: 38 44 . . 4 5 . 6 8 9 11:
Old : 73: 38 44 . . 4 5 . 6 8 9 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 31.3 57.3 49.6 25.4 20.8 34.6 31.1
Old : 39.9 31.3 57.3 49.6 25.4 20.8 34.6 31.1
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 45,696: 30,015 43,618 7,251 0 1,817 47 0 130 6,409 105 26: 0 0
Old : 45,696: 30,015 43,618 7,251 0 1,817 47 0 130 6,409 105 26: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -3,373: -2,425 -2,144 982 0 -872 -53 0 0 -873 -226 -131: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 95.5 15.9 0.0 4.0 0.1 0.0 0.3 14.0 0.2 0.1: 0.0 0.0
Old : 100.0: 65.7 95.5 15.9 0.0 4.0 0.1 0.0 0.3 14.0 0.2 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 : 41: 28 23 . 0 . . 0 . 6 . .:
Old : 41: 28 23 . 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 : 41.7 57.1 65.5 79.7 35.7 43.2 49.7 57.0
Old : 41.7 57.1 65.5 79.7 35.7 43.2 49.7 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 392,782: 336,791 279,587 0 78,052 29,639 5,664 0 0 19,136 3,952 1,552: 0 0
Old : 392,782: 336,791 279,587 0 78,052 29,639 5,664 0 0 19,136 3,952 1,552: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -29,727: -28,911 -25,105 0 -4,310 0 -4,432 0 0 4,272 344 -656: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 71.2 0.0 19.9 7.5 1.4 0.0 0.0 4.9 1.0 0.4: 0.0 0.0
Old : 100.0: 85.7 71.2 0.0 19.9 7.5 1.4 0.0 0.0 4.9 1.0 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: 23 22 0 . . . 0 0 . . .:
Old : 35: 23 22 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 45.9 76.2 74.2 43.6 34.7 50.4 45.9
Old : 57.4 45.9 76.2 74.2 43.6 34.7 50.4 45.9
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,307,313: 1,082,301 985,607 122,700 85,645 46,058 7,473 86,367 11,762 23,107 74,362 4,312: 9,600 13,200
Old : 1,307,313: 1,082,301 985,607 122,700 85,645 46,058 7,473 86,367 11,762 23,107 74,362 4,312: 9,600 13,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 28,963: 20,585 6,204 -7,734 1,007 3,824 4,704 8,232 -3,136 -464 -1,952 1,584: 9,600 13,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 75.4 9.4 6.6 3.5 0.6 6.6 0.9 1.8 5.7 0.3: 0.7 1.0
Old : 100.0: 82.8 75.4 9.4 6.6 3.5 0.6 6.6 0.9 1.8 5.7 0.3: 0.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 32 35 . . 4 . . . 4 . .:
Old : 55: 32 35 . . 4 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 44.1 65.6 65.3 34.0 33.3 48.4 49.5
Old : 40.7 44.1 65.6 65.3 34.0 33.3 48.4 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 70,950: 58,128 46,266 7,428 14,173 2,310 0 3,399 915 1,355 3,072 815: 0 0
Old : 70,950: 58,128 46,266 7,428 14,173 2,310 0 3,399 915 1,355 3,072 815: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,411: 428 1,706 260 -1,392 903 0 -174 -79 30 577 -131: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 65.2 10.5 20.0 3.3 0.0 4.8 1.3 1.9 4.3 1.1: 0.0 0.0
Old : 100.0: 81.9 65.2 10.5 20.0 3.3 0.0 4.8 1.3 1.9 4.3 1.1: 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 : 40: 22 22 . . . 0 4 . 4 4 .:
Old : 40: 22 22 . . . 0 4 . 4 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 67.4 82.4 76.9 68.4 59.4 73.4 67.4
Old : 72.9 67.4 82.4 76.9 68.4 59.4 73.4 67.4
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 305,024: 245,056 184,140 41,795 93,680 11,336 330 2,921 4,635 1,872 8,312 0: 0 0
Old : 305,024: 245,056 184,140 41,795 93,680 11,336 330 2,921 4,635 1,872 8,312 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -424: -936 -2,727 0 1,463 512 0 0 0 0 328 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 60.4 13.7 30.7 3.7 0.1 1.0 1.5 0.6 2.7 0.0: 0.0 0.0
Old : 100.0: 80.3 60.4 13.7 30.7 3.7 0.1 1.0 1.5 0.6 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 : 26: 13 13 . . . . . . . 4 0:
Old : 26: 13 13 . . . . . . . 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 : 78.2 71.7 89.1 86.9 76.3 62.1 79.2 74.0
Old : 78.2 71.7 89.1 86.9 76.3 62.1 79.2 74.0
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 366,996: 245,727 276,124 70,214 7,514 41,557 0 30,318 7,122 1,176 3,161 0: 1,200 1,200
Old : 366,996: 245,727 276,124 70,214 7,514 41,557 0 30,318 7,122 1,176 3,161 0: 1,200 1,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 12,185: 8,347 6,174 -3,357 -400 5,211 0 0 0 784 0 0: 1,200 1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 75.2 19.1 2.0 11.3 0.0 8.3 1.9 0.3 0.9 0.0: 0.3 0.3
Old : 100.0: 67.0 75.2 19.1 2.0 11.3 0.0 8.3 1.9 0.3 0.9 0.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 21 . . . 0 . . . . 0:
Old : 34: 19 21 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 41.4 77.5 69.2 37.9 35.7 50.4 54.2
Old : 56.1 41.4 77.5 69.2 37.9 35.7 50.4 54.2
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,009: 17,318 19,108 2,213 0 2,367 0 177 210 361 86 42: 498 1,019
Old : 23,009: 17,318 19,108 2,213 0 2,367 0 177 210 361 86 42: 498 1,019
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 140: -50 -109 79 0 -133 0 0 0 127 0 42: 75 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 83.0 9.6 0.0 10.3 0.0 0.8 0.9 1.6 0.4 0.2: 2.2 4.4
Old : 100.0: 75.3 83.0 9.6 0.0 10.3 0.0 0.8 0.9 1.6 0.4 0.2: 2.2 4.4
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 : 33: 19 17 . 0 . 0 . . 4 . .:
Old : 33: 19 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 : 44.0 52.1 69.3 77.4 36.4 50.0 51.6 59.2
Old : 44.0 52.1 69.3 77.4 36.4 50.0 51.6 59.2
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,812: 39,947 28,515 22,094 19,115 1,790 0 0 0 645 15,000 0: 336 392
Old : 64,812: 39,947 28,515 22,094 19,115 1,790 0 0 0 645 15,000 0: 336 392
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,920: 588 -695 1,352 50 -177 0 0 0 110 2,400 -50: 97 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 44.0 34.1 29.5 2.8 0.0 0.0 0.0 1.0 23.1 0.0: 0.5 0.6
Old : 100.0: 61.6 44.0 34.1 29.5 2.8 0.0 0.0 0.0 1.0 23.1 0.0: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 24 . . . 0 0 0 . . 0:
Old : 37: 24 24 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 71.3 72.0 83.1 52.9 70.0 66.2 80.5
Old : 54.8 71.3 72.0 83.1 52.9 70.0 66.2 80.5
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,037: 57,339 41,160 24,249 26,190 1,270 0 0 0 750 15,000 0: 429 417
Old : 84,037: 57,339 41,160 24,249 26,190 1,270 0 0 0 750 15,000 0: 429 417
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 2,474: 1,280 -81 982 50 -107 0 0 0 110 2,400 -50: 259 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 49.0 28.9 31.2 1.5 0.0 0.0 0.0 0.9 17.8 0.0: 0.5 0.5
Old : 100.0: 68.2 49.0 28.9 31.2 1.5 0.0 0.0 0.0 0.9 17.8 0.0: 0.5 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 : 39: 24 24 . . . 0 0 0 . . 0:
Old : 39: 24 24 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 66.6 70.5 81.7 49.9 65.8 67.6 78.9
Old : 50.9 66.6 70.5 81.7 49.9 65.8 67.6 78.9
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,460: 24,902 28,170 4,230 745 4,345 0 0 0 700 1,050 0: 283 150
Old : 34,460: 24,902 28,170 4,230 745 4,345 0 0 0 700 1,050 0: 283 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -1,010: -1,215 -735 100 -300 25 0 0 0 0 0 0: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 81.7 12.3 2.2 12.6 0.0 0.0 0.0 2.0 3.0 0.0: 0.8 0.4
Old : 100.0: 72.3 81.7 12.3 2.2 12.6 0.0 0.0 0.0 2.0 3.0 0.0: 0.8 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 : 29: 20 16 . . . 0 0 0 . . 0:
Old : 29: 20 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 : 45.2 71.5 70.5 85.0 39.2 62.0 51.2 64.4
Old : 45.2 71.5 70.5 85.0 39.2 62.0 51.2 64.4
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 276,824: 184,424 260,448 62,560 0 14,040 3,560 0 0 9,904 0 2,336: 0 0
Old : 276,824: 184,424 260,448 62,560 0 14,040 3,560 0 0 9,904 0 2,336: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 3,960: 5,472 3,960 -1,512 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 94.1 22.6 0.0 5.1 1.3 0.0 0.0 3.6 0.0 0.8: 0.0 0.0
Old : 100.0: 66.6 94.1 22.6 0.0 5.1 1.3 0.0 0.0 3.6 0.0 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 18 . 0 . . 0 0 . 0 .:
Old : 31: 18 18 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 71.5 71.7 85.1 40.9 57.5 54.6 65.3
Old : 47.7 71.5 71.7 85.1 40.9 57.5 54.6 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 6,806: 6,065 5,231 0 1,082 300 0 0 0 80 66 0: 361 127
Old : 6,806: 6,065 5,231 0 1,082 300 0 0 0 80 66 0: 361 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,597: 1,961 365 -580 972 216 0 0 0 0 0 0: 0 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 76.9 0.0 15.9 4.4 0.0 0.0 0.0 1.2 1.0 0.0: 5.3 1.9
Old : 100.0: 89.1 76.9 0.0 15.9 4.4 0.0 0.0 0.0 1.2 1.0 0.0: 5.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 12 0 . . 0 0 0 . . 0:
Old : 21: 13 12 0 . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 61.8 83.5 87.7 65.2 53.3 75.0 75.8
Old : 69.5 61.8 83.5 87.7 65.2 53.3 75.0 75.8
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,895: 6,416 5,899 169 111 542 598 0 0 126 617 22: 22 704
Old : 7,895: 6,416 5,899 169 111 542 598 0 0 126 617 22: 22 704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 126: 126 104 0 0 22 22 0 0 0 44 -44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 74.7 2.1 1.4 6.9 7.6 0.0 0.0 1.6 7.8 0.3: 0.3 8.9
Old : 100.0: 81.3 74.7 2.1 1.4 6.9 7.6 0.0 0.0 1.6 7.8 0.3: 0.3 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 16 . . . . 0 0 . . .:
Old : 29: 17 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 : 45.6 41.0 68.0 66.7 42.7 35.9 59.4 52.8
Old : 45.6 41.0 68.0 66.7 42.7 35.9 59.4 52.8
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,967: 6,812 4,185 0 2,110 90 900 1,032 0 0 250 0: 165 300
Old : 7,967: 6,812 4,185 0 2,110 90 900 1,032 0 0 250 0: 165 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -50: -50 0 0 0 0 0 0 0 0 250 0: 0 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 52.5 0.0 26.5 1.1 11.3 13.0 0.0 0.0 3.1 0.0: 2.1 3.8
Old : 100.0: 85.5 52.5 0.0 26.5 1.1 11.3 13.0 0.0 0.0 3.1 0.0: 2.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 10 0 . . . . 0 0 . 0:
Old : 21: 10 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 : 61.4 52.2 90.5 81.1 52.9 50.5 73.6 70.9
Old : 61.4 52.2 90.5 81.1 52.9 50.5 73.6 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,750: 11,765 9,295 0 3,370 600 225 0 0 305 100 300: 555 85
Old : 13,750: 11,765 9,295 0 3,370 600 225 0 0 305 100 300: 555 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -275: -710 775 0 -1,390 300 0 0 0 0 0 0: 135 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 67.6 0.0 24.5 4.4 1.6 0.0 0.0 2.2 0.7 2.2: 4.0 0.6
Old : 100.0: 85.6 67.6 0.0 24.5 4.4 1.6 0.0 0.0 2.2 0.7 2.2: 4.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 11 0 . . . 0 0 . . .:
Old : 21: 8 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 : 74.5 63.1 90.8 82.9 69.2 60.9 76.9 77.0
Old : 74.5 63.1 90.8 82.9 69.2 60.9 76.9 77.0
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,372: 32,417 36,987 5,925 0 4,935 0 0 0 0 1,360 0: 95 90
Old : 43,372: 32,417 36,987 5,925 0 4,935 0 0 0 0 1,360 0: 95 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 225: -120 -155 175 0 80 0 0 0 0 310 0: 90 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 85.3 13.7 0.0 11.4 0.0 0.0 0.0 0.0 3.1 0.0: 0.2 0.2
Old : 100.0: 74.7 85.3 13.7 0.0 11.4 0.0 0.0 0.0 0.0 3.1 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 23 . 0 . 0 0 0 0 . 0:
Old : 32: 22 23 . 0 . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 63.1 73.9 79.1 34.4 55.0 51.4 60.3
Old : 42.4 63.1 73.9 79.1 34.4 55.0 51.4 60.3
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,691: 20,701 20,121 2,295 3,880 2,690 0 0 0 825 0 0: 180 0
Old : 26,691: 20,701 20,121 2,295 3,880 2,690 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 25, 2017 :
: 470: 495 485 420 430 -445 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 75.4 8.6 14.5 10.1 0.0 0.0 0.0 3.1 0.0 0.0: 0.7 0.0
Old : 100.0: 77.6 75.4 8.6 14.5 10.1 0.0 0.0 0.0 3.1 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 : 29: 18 20 . . . 0 0 0 . 0 0:
Old : 29: 18 20 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 69.1 70.3 89.3 40.4 59.5 57.1 67.5
Old : 48.0 69.1 70.3 89.3 40.4 59.5 57.1 67.5
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 18,754: 14,295 13,963 1,560 2,562 1,104 380 194 0 439 0 422: 554 509
Old : 18,754: 14,295 13,963 1,560 2,562 1,104 380 194 0 439 0 422: 554 509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 206: 213 249 36 0 -43 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 74.5 8.3 13.7 5.9 2.0 1.0 0.0 2.3 0.0 2.3: 3.0 2.7
Old : 100.0: 76.2 74.5 8.3 13.7 5.9 2.0 1.0 0.0 2.3 0.0 2.3: 3.0 2.7
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 : 33: 21 17 . . . . . 0 . 0 .:
Old : 33: 21 17 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 53.3 67.6 76.1 32.3 49.5 50.3 63.0
Old : 41.1 53.3 67.6 76.1 32.3 49.5 50.3 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,869: 55,363 46,969 2,754 3,790 2,228 0 0 0 280 7,468 150: 94 264
Old : 60,869: 55,363 46,969 2,754 3,790 2,228 0 0 0 280 7,468 150: 94 264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,302: 644 720 540 23 111 0 0 0 0 448 0: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 77.2 4.5 6.2 3.7 0.0 0.0 0.0 0.5 12.3 0.2: 0.2 0.4
Old : 100.0: 91.0 77.2 4.5 6.2 3.7 0.0 0.0 0.0 0.5 12.3 0.2: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 26 21 . . . 0 0 0 . 4 .:
Old : 39: 26 21 . . . 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 : 48.8 54.2 73.2 79.8 48.6 49.5 69.7 71.9
Old : 48.8 54.2 73.2 79.8 48.6 49.5 69.7 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 79,662: 72,000 56,725 3,257 3,628 2,089 354 462 564 616 15,392 731: 51 71
Old : 79,662: 72,000 56,725 3,257 3,628 2,089 354 462 564 616 15,392 731: 51 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 2,170: 1,356 1,533 633 -185 100 0 -10 0 -115 537 200: -4 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 71.2 4.1 4.6 2.6 0.4 0.6 0.7 0.8 19.3 0.9: 0.1 0.1
Old : 100.0: 90.4 71.2 4.1 4.6 2.6 0.4 0.6 0.7 0.8 19.3 0.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 27 27 . . . . . . 6 5 8:
Old : 53: 27 27 . . . . . . 6 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 52.3 65.2 77.8 42.3 47.5 57.7 67.1
Old : 44.3 52.3 65.2 77.8 42.3 47.5 57.7 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,450: 38,175 41,285 9,620 8,620 600 300 0 0 1,085 445 300: 1,370 200
Old : 51,450: 38,175 41,285 9,620 8,620 600 300 0 0 1,085 445 300: 1,370 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,120: 395 1,060 -255 60 0 0 0 0 60 0 0: 920 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 80.2 18.7 16.8 1.2 0.6 0.0 0.0 2.1 0.9 0.6: 2.7 0.4
Old : 100.0: 74.2 80.2 18.7 16.8 1.2 0.6 0.0 0.0 2.1 0.9 0.6: 2.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 7 . . . . 0 0 . . .:
Old : 25: 18 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 : 44.1 96.3 71.3 99.5 42.9 92.5 70.1 93.4
Old : 44.1 96.3 71.3 99.5 42.9 92.5 70.1 93.4
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 61,935: 43,750 45,560 11,865 10,555 2,800 300 0 0 1,420 2,545 475: 1,325 0
Old : 61,935: 43,750 45,560 11,865 10,555 2,800 300 0 0 1,420 2,545 475: 1,325 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,015: 235 1,180 -380 -165 0 0 0 0 40 0 0: 1,120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 73.6 19.2 17.0 4.5 0.5 0.0 0.0 2.3 4.1 0.8: 2.1 0.0
Old : 100.0: 70.6 73.6 19.2 17.0 4.5 0.5 0.0 0.0 2.3 4.1 0.8: 2.1 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 : 29: 22 11 . . . . 0 0 . . .:
Old : 29: 22 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 : 40.2 90.8 67.8 97.8 38.5 87.9 66.0 91.1
Old : 40.2 90.8 67.8 97.8 38.5 87.9 66.0 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 306,109: 232,977 278,036 13,421 11,840 13,873 0 0 0 44,678 1,200 1,160: 0 0
Old : 306,109: 232,977 278,036 13,421 11,840 13,873 0 0 0 44,678 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 25, 2017 :
: 424: 744 824 0 336 -736 0 0 0 416 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 90.8 4.4 3.9 4.5 0.0 0.0 0.0 14.6 0.4 0.4: 0.0 0.0
Old : 100.0: 76.1 90.8 4.4 3.9 4.5 0.0 0.0 0.0 14.6 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 : 53.0 52.3 72.9 69.9 52.0 46.8 68.0 61.4
Old : 53.0 52.3 72.9 69.9 52.0 46.8 68.0 61.4
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 24,883: 16,151 20,967 477 543 1,108 0 596 345 5,603 595 478: 722 252
Old : 24,883: 16,151 20,967 477 543 1,108 0 596 345 5,603 595 478: 722 252
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 263: 173 221 0 20 2 0 -3 0 65 0 23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 84.3 1.9 2.2 4.5 0.0 2.4 1.4 22.5 2.4 1.9: 2.9 1.0
Old : 100.0: 64.9 84.3 1.9 2.2 4.5 0.0 2.4 1.4 22.5 2.4 1.9: 2.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 27 . . . 0 . . . . .:
Old : 38: 21 27 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 41.2 72.4 59.6 51.0 36.1 65.3 51.7
Old : 54.1 41.2 72.4 59.6 51.0 36.1 65.3 51.7
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,172: 27,945 36,178 7,160 0 564 515 0 0 712 154 276: 0 0
Old : 37,172: 27,945 36,178 7,160 0 564 515 0 0 712 154 276: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -563: -459 -563 -52 0 0 0 0 0 -1 51 -51: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 97.3 19.3 0.0 1.5 1.4 0.0 0.0 1.9 0.4 0.7: 0.0 0.0
Old : 100.0: 75.2 97.3 19.3 0.0 1.5 1.4 0.0 0.0 1.9 0.4 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 15 . 0 . . 0 0 . . .:
Old : 27: 14 15 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 79.8 91.0 91.9 70.2 72.2 78.6 78.2
Old : 72.6 79.8 91.0 91.9 70.2 72.2 78.6 78.2
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 313,093: 259,689 201,986 7,122 46,326 34,501 4,680 21,573 2,331 4,770 1,176 0: 0 5,200
Old : 313,093: 259,689 201,986 7,122 46,326 34,501 4,680 21,573 2,331 4,770 1,176 0: 0 5,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,888: -2,792 -8,776 0 -4,680 4,680 0 4,680 0 0 784 0: 0 5,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 64.5 2.3 14.8 11.0 1.5 6.9 0.7 1.5 0.4 0.0: 0.0 1.7
Old : 100.0: 82.9 64.5 2.3 14.8 11.0 1.5 6.9 0.7 1.5 0.4 0.0: 0.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 15 . . . . . . . . 0:
Old : 28: 15 15 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 63.7 86.7 82.7 66.5 49.3 72.9 64.3
Old : 68.7 63.7 86.7 82.7 66.5 49.3 72.9 64.3
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 18,994: 14,472 13,536 444 1,146 1,280 1,376 0 763 130 650 84: 445 1,535
Old : 18,994: 14,472 13,536 444 1,146 1,280 1,376 0 763 130 650 84: 445 1,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 0: 168 -370 -22 532 -211 277 0 -255 43 44 0: 0 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 71.3 2.3 6.0 6.7 7.2 0.0 4.0 0.7 3.4 0.4: 2.3 8.1
Old : 100.0: 76.2 71.3 2.3 6.0 6.7 7.2 0.0 4.0 0.7 3.4 0.4: 2.3 8.1
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: 16 16 . . . . 0 . . . .:
Old : 26: 16 16 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 61.4 76.8 77.3 50.9 51.0 62.1 60.0
Old : 58.0 61.4 76.8 77.3 50.9 51.0 62.1 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 152,062: 63,984 108,218 81,406 25,124 4,680 0 14,040 0 392 0 0: 1,600 0
Old : 152,062: 63,984 108,218 81,406 25,124 4,680 0 14,040 0 392 0 0: 1,600 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -1,601: -2,001 -2,401 -1,200 800 0 0 0 0 0 0 0: 1,600 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 71.2 53.5 16.5 3.1 0.0 9.2 0.0 0.3 0.0 0.0: 1.1 0.0
Old : 100.0: 42.1 71.2 53.5 16.5 3.1 0.0 9.2 0.0 0.3 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 9 . . . 0 . 0 . 0 0:
Old : 21: 10 9 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 86.5 91.1 97.2 73.4 83.5 86.5 90.2
Old : 74.1 86.5 91.1 97.2 73.4 83.5 86.5 90.2
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,170: 9,893 11,820 3,481 1,231 341 751 484 177 129 280 147: 251 690
Old : 15,170: 9,893 11,820 3,481 1,231 341 751 484 177 129 280 147: 251 690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 840: 264 608 154 -362 277 0 113 -1 0 86 0: 146 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 77.9 22.9 8.1 2.2 5.0 3.2 1.2 0.9 1.8 1.0: 1.7 4.5
Old : 100.0: 65.2 77.9 22.9 8.1 2.2 5.0 3.2 1.2 0.9 1.8 1.0: 1.7 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 : 29: 16 18 . . . . . . . . .:
Old : 29: 16 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 45.6 72.7 64.6 35.8 29.7 46.1 44.1
Old : 54.4 45.6 72.7 64.6 35.8 29.7 46.1 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 170,934: 103,371 122,705 51,923 42,307 0 14,040 5,530 0 0 392 0: 1,600 0
Old : 170,934: 103,371 122,705 51,923 42,307 0 14,040 5,530 0 0 392 0: 1,600 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -3,593: -5,193 -3,593 0 0 0 0 0 0 0 0 0: 1,600 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 71.8 30.4 24.8 0.0 8.2 3.2 0.0 0.0 0.2 0.0: 0.9 0.0
Old : 100.0: 60.5 71.8 30.4 24.8 0.0 8.2 3.2 0.0 0.0 0.2 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 16 . . 0 . . 0 0 . 0:
Old : 27: 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 : 69.3 62.7 86.1 84.8 59.4 56.7 72.9 72.2
Old : 69.3 62.7 86.1 84.8 59.4 56.7 72.9 72.2
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,332: 14,317 9,798 591 4,546 2,169 0 306 1,229 0 258 26: 0 0
Old : 18,332: 14,317 9,798 591 4,546 2,169 0 306 1,229 0 258 26: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -1,228: -656 -973 -350 198 -121 0 -231 -76 0 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 53.4 3.2 24.8 11.8 0.0 1.7 6.7 0.0 1.4 0.1: 0.0 0.0
Old : 100.0: 78.1 53.4 3.2 24.8 11.8 0.0 1.7 6.7 0.0 1.4 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 14 . . . 0 . . 0 . .:
Old : 25: 16 14 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 64.9 83.0 87.2 55.2 53.0 66.5 63.9
Old : 60.5 64.9 83.0 87.2 55.2 53.0 66.5 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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 171,579: 138,104 85,029 17,083 67,557 16,392 0 0 0 0 2,601 0: 0 0
Old : 171,579: 138,104 85,029 17,083 67,557 16,392 0 0 0 0 2,601 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -6,720: -4,800 -6,080 320 1,920 -2,240 0 0 0 0 -320 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 49.6 10.0 39.4 9.6 0.0 0.0 0.0 0.0 1.5 0.0: 0.0 0.0
Old : 100.0: 80.5 49.6 10.0 39.4 9.6 0.0 0.0 0.0 0.0 1.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 12 . . . 0 0 0 0 . 0:
Old : 21: 12 12 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 78.1 92.1 93.5 71.4 65.7 80.4 78.7
Old : 77.2 78.1 92.1 93.5 71.4 65.7 80.4 78.7
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,955: 10,515 13,080 1,030 0 2,505 340 0 200 280 0 45: 1,040 125
Old : 15,955: 10,515 13,080 1,030 0 2,505 340 0 200 280 0 45: 1,040 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -300: -190 -125 0 0 -300 0 0 0 0 0 0: 190 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 82.0 6.5 0.0 15.7 2.1 0.0 1.3 1.8 0.0 0.3: 6.5 0.8
Old : 100.0: 65.9 82.0 6.5 0.0 15.7 2.1 0.0 1.3 1.8 0.0 0.3: 6.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 11 . 0 . . 0 . . 0 .:
Old : 27: 19 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 : 60.2 84.8 74.4 94.0 41.1 71.7 51.6 71.7
Old : 60.2 84.8 74.4 94.0 41.1 71.7 51.6 71.7
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,255: 12,385 13,655 845 0 2,645 0 160 405 315 0 215: 445 175
Old : 17,255: 12,385 13,655 845 0 2,645 0 160 405 315 0 215: 445 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 175: 110 -50 -110 -260 10 -140 160 140 0 0 0: 165 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 79.1 4.9 0.0 15.3 0.0 0.9 2.3 1.8 0.0 1.2: 2.6 1.0
Old : 100.0: 71.8 79.1 4.9 0.0 15.3 0.0 0.9 2.3 1.8 0.0 1.2: 2.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 12 . 0 . 0 . . . 0 .:
Old : 32: 22 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 : 59.1 79.2 73.2 90.8 42.1 67.7 53.1 69.2
Old : 59.1 79.2 73.2 90.8 42.1 67.7 53.1 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 551,783: 352,614 232,280 6,077 56,968 117,113 0 57,219 3,527 0 11,500 72,072: 380 1,104
Old : 551,783: 352,614 232,280 6,077 56,968 117,113 0 57,219 3,527 0 11,500 72,072: 380 1,104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 9,828: 11,032 10,189 -741 -47 -31 0 -369 -197 0 515 -235: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 42.1 1.1 10.3 21.2 0.0 10.4 0.6 0.0 2.1 13.1: 0.1 0.2
Old : 100.0: 63.9 42.1 1.1 10.3 21.2 0.0 10.4 0.6 0.0 2.1 13.1: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 17 . . . 0 . . 0 . .:
Old : 26: 16 17 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 51.8 89.1 80.6 27.3 25.7 30.0 29.2
Old : 63.2 51.8 89.1 80.6 27.3 25.7 30.0 29.2
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,605: 8,570 5,865 1,520 4,925 815 0 0 0 180 0 0: 520 0
Old : 11,605: 8,570 5,865 1,520 4,925 815 0 0 0 180 0 0: 520 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 355: -595 25 180 -300 630 0 0 0 0 0 0: 140 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 50.5 13.1 42.4 7.0 0.0 0.0 0.0 1.6 0.0 0.0: 4.5 0.0
Old : 100.0: 73.8 50.5 13.1 42.4 7.0 0.0 0.0 0.0 1.6 0.0 0.0: 4.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 . . . 0 0 0 . 0 0:
Old : 22: 10 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 : 65.7 76.0 86.4 91.6 55.7 73.4 76.3 84.6
Old : 65.7 76.0 86.4 91.6 55.7 73.4 76.3 84.6
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,843: 7,987 26,685 20,785 4,305 1,825 1,175 0 0 150 0 0: 921 28
Old : 32,843: 7,987 26,685 20,785 4,305 1,825 1,175 0 0 150 0 0: 921 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 525: -595 425 950 100 0 0 0 0 -100 0 0: 270 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 81.3 63.3 13.1 5.6 3.6 0.0 0.0 0.5 0.0 0.0: 2.8 0.1
Old : 100.0: 24.3 81.3 63.3 13.1 5.6 3.6 0.0 0.0 0.5 0.0 0.0: 2.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 14 . . . . 0 0 . 0 0:
Old : 24: 13 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 : 78.4 77.7 88.7 96.8 73.5 74.0 80.9 85.5
Old : 78.4 77.7 88.7 96.8 73.5 74.0 80.9 85.5
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,874: 6,852 23,205 17,640 3,205 3,440 1,175 0 0 150 0 0: 617 24
Old : 29,874: 6,852 23,205 17,640 3,205 3,440 1,175 0 0 150 0 0: 617 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 210: -205 210 200 0 0 0 0 0 0 0 0: 215 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 77.7 59.0 10.7 11.5 3.9 0.0 0.0 0.5 0.0 0.0: 2.1 0.1
Old : 100.0: 22.9 77.7 59.0 10.7 11.5 3.9 0.0 0.0 0.5 0.0 0.0: 2.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 78.4 85.0 90.6 98.3 70.1 73.4 77.3 81.7
Old : 78.4 85.0 90.6 98.3 70.1 73.4 77.3 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,160: 10,870 12,100 1,800 435 1,000 0 375 0 0 0 0: 490 250
Old : 14,160: 10,870 12,100 1,800 435 1,000 0 375 0 0 0 0: 490 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -425: -635 -465 0 100 -100 0 -50 0 0 0 0: 310 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 85.5 12.7 3.1 7.1 0.0 2.6 0.0 0.0 0.0 0.0: 3.5 1.8
Old : 100.0: 76.8 85.5 12.7 3.1 7.1 0.0 2.6 0.0 0.0 0.0 0.0: 3.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . . . 0 . 0 0 0 0:
Old : 22: 12 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 76.8 85.6 92.6 62.5 74.5 78.4 83.9
Old : 65.2 76.8 85.6 92.6 62.5 74.5 78.4 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,830: 7,225 8,175 1,120 515 880 0 150 0 0 0 0: 605 110
Old : 9,830: 7,225 8,175 1,120 515 880 0 150 0 0 0 0: 605 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -425: -635 -425 0 100 -100 0 -50 0 0 0 0: 310 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 83.2 11.4 5.2 9.0 0.0 1.5 0.0 0.0 0.0 0.0: 6.2 1.1
Old : 100.0: 73.5 83.2 11.4 5.2 9.0 0.0 1.5 0.0 0.0 0.0 0.0: 6.2 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 : 20: 12 10 . . . 0 . 0 0 0 0:
Old : 20: 12 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 82.9 81.0 95.3 51.7 73.6 72.9 80.4
Old : 55.7 82.9 81.0 95.3 51.7 73.6 72.9 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,169: 23,284 10,013 70 10,740 700 0 100 0 0 2,275 75: 40 266
Old : 24,169: 23,284 10,013 70 10,740 700 0 100 0 0 2,275 75: 40 266
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 536: 536 -330 0 600 0 0 0 0 0 0 0: 0 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 41.4 0.3 44.4 2.9 0.0 0.4 0.0 0.0 9.4 0.3: 0.2 1.1
Old : 100.0: 96.3 41.4 0.3 44.4 2.9 0.0 0.4 0.0 0.0 9.4 0.3: 0.2 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 : 29: 15 16 . . . 0 . 0 0 . .:
Old : 29: 15 16 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 67.0 89.5 88.9 70.9 64.3 87.2 85.9
Old : 72.8 67.0 89.5 88.9 70.9 64.3 87.2 85.9
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,260: 25,350 11,861 70 11,180 675 0 100 0 100 2,100 25: 40 319
Old : 26,260: 25,350 11,861 70 11,180 675 0 100 0 100 2,100 25: 40 319
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 299: 384 -660 0 775 -85 0 0 0 0 0 0: 0 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.5 45.2 0.3 42.6 2.6 0.0 0.4 0.0 0.4 8.0 0.1: 0.2 1.2
Old : 100.0: 96.5 45.2 0.3 42.6 2.6 0.0 0.4 0.0 0.4 8.0 0.1: 0.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 14 . . . 0 . 0 . . .:
Old : 27: 15 14 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 72.2 87.8 92.3 61.4 57.7 75.0 75.1
Old : 71.1 72.2 87.8 92.3 61.4 57.7 75.0 75.1
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 112,454: 96,969 82,007 6,380 18,185 7,900 0 2,102 450 295 1,470 30: 430 310
Old : 112,454: 96,969 82,007 6,380 18,185 7,900 0 2,102 450 295 1,470 30: 430 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,560: 1,180 470 25 195 0 0 720 -50 0 0 0: 405 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 72.9 5.7 16.2 7.0 0.0 1.9 0.4 0.3 1.3 0.0: 0.4 0.3
Old : 100.0: 86.2 72.9 5.7 16.2 7.0 0.0 1.9 0.4 0.3 1.3 0.0: 0.4 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 : 48: 31 30 . . 4 0 4 . . . .:
Old : 48: 31 30 . . 4 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 60.7 71.0 85.7 43.1 54.1 61.7 70.3
Old : 43.7 60.7 71.0 85.7 43.1 54.1 61.7 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 133,018: 112,963 97,806 7,495 17,220 9,930 220 3,677 895 360 2,695 85: 1,070 710
Old : 133,018: 112,963 97,806 7,495 17,220 9,930 220 3,677 895 360 2,695 85: 1,070 710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -397: -1,367 -2,132 250 1,100 -650 -50 400 300 50 -150 25: 1,045 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 73.5 5.6 12.9 7.5 0.2 2.8 0.7 0.3 2.0 0.1: 0.8 0.5
Old : 100.0: 84.9 73.5 5.6 12.9 7.5 0.2 2.8 0.7 0.3 2.0 0.1: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 34 29 . . 4 . . . . 5 .:
Old : 55: 34 29 . . 4 . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 60.0 59.1 80.6 38.1 51.4 54.2 68.7
Old : 39.4 60.0 59.1 80.6 38.1 51.4 54.2 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 199,386: 155,830 139,320 11,510 10,689 8,080 6,565 4,108 9,106 3,798 21,483 3,722: 775 2,878
Old : 199,386: 155,830 139,320 11,510 10,689 8,080 6,565 4,108 9,106 3,798 21,483 3,722: 775 2,878
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,129: 384 -5,363 -2,278 1,413 773 805 -720 616 247 1,630 84: 497 2,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 69.9 5.8 5.4 4.1 3.3 2.1 4.6 1.9 10.8 1.9: 0.4 1.4
Old : 100.0: 78.2 69.9 5.8 5.4 4.1 3.3 2.1 4.6 1.9 10.8 1.9: 0.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 76: 37 37 4 . 4 . 6 . 6 10 9:
Old : 76: 37 37 4 . 4 . 6 . 6 10 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 : 37.2 57.0 58.4 71.5 34.1 52.9 51.3 59.8
Old : 37.2 57.0 58.4 71.5 34.1 52.9 51.3 59.8
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 127,602: 116,475 91,333 4,582 20,912 1,067 295 4,628 2,435 1,939 4,838 250: 559 2,139
Old : 127,602: 116,475 91,333 4,582 20,912 1,067 295 4,628 2,435 1,939 4,838 250: 559 2,139
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,886: 1,670 -2,468 65 2,065 -495 95 950 -265 326 -10 0: 490 2,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 71.6 3.6 16.4 0.8 0.2 3.6 1.9 1.5 3.8 0.2: 0.4 1.7
Old : 100.0: 91.3 71.6 3.6 16.4 0.8 0.2 3.6 1.9 1.5 3.8 0.2: 0.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 32 29 . . 4 . . . . 4 .:
Old : 52: 32 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 : 39.9 65.1 62.3 79.6 39.1 58.3 57.0 68.7
Old : 39.9 65.1 62.3 79.6 39.1 58.3 57.0 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,670: 41,840 39,820 3,630 5,525 3,605 355 750 0 680 0 5: 555 965
Old : 50,670: 41,840 39,820 3,630 5,525 3,605 355 750 0 680 0 5: 555 965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,060: 635 620 -50 -600 100 0 0 0 -50 0 0: 425 940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 78.6 7.2 10.9 7.1 0.7 1.5 0.0 1.3 0.0 0.0: 1.1 1.9
Old : 100.0: 82.6 78.6 7.2 10.9 7.1 0.7 1.5 0.0 1.3 0.0 0.0: 1.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 9 . . . . . 0 . 0 .:
Old : 28: 19 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 : 58.4 91.4 78.9 96.1 56.9 84.0 73.5 87.0
Old : 58.4 91.4 78.9 96.1 56.9 84.0 73.5 87.0
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,715: 39,205 40,285 2,955 1,330 4,340 205 650 0 550 0 0: 460 1,110
Old : 47,715: 39,205 40,285 2,955 1,330 4,340 205 650 0 550 0 0: 460 1,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,150: 665 415 -50 -500 150 0 0 0 0 0 0: 385 1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 84.4 6.2 2.8 9.1 0.4 1.4 0.0 1.2 0.0 0.0: 1.0 2.3
Old : 100.0: 82.2 84.4 6.2 2.8 9.1 0.4 1.4 0.0 1.2 0.0 0.0: 1.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 8 . . . . . 0 . 0 0:
Old : 28: 19 8 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 91.9 80.0 96.3 58.5 82.4 73.6 85.6
Old : 62.0 91.9 80.0 96.3 58.5 82.4 73.6 85.6
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 28,999: 24,986 18,531 0 7,138 2,918 375 0 225 0 0 0: 495 187
Old : 28,999: 24,986 18,531 0 7,138 2,918 375 0 225 0 0 0: 495 187
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 90: -220 -727 0 722 -22 0 0 0 0 0 0: 332 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 63.9 0.0 24.6 10.1 1.3 0.0 0.8 0.0 0.0 0.0: 1.7 0.6
Old : 100.0: 86.2 63.9 0.0 24.6 10.1 1.3 0.0 0.8 0.0 0.0 0.0: 1.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 24 23 0 . . . 0 . 0 0 0:
Old : 32: 24 23 0 . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 51.5 66.9 77.9 33.6 43.2 50.7 58.7
Old : 42.4 51.5 66.9 77.9 33.6 43.2 50.7 58.7
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 22,336: 17,616 17,571 355 2,090 2,615 675 0 0 1,075 0 0: 0 60
Old : 22,336: 17,616 17,571 355 2,090 2,615 675 0 0 1,075 0 0: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,075: 1,200 670 -100 430 -25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 78.7 1.6 9.4 11.7 3.0 0.0 0.0 4.8 0.0 0.0: 0.0 0.3
Old : 100.0: 78.9 78.7 1.6 9.4 11.7 3.0 0.0 0.0 4.8 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: 18 15 . . . . 0 0 . 0 0:
Old : 25: 18 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 63.7 63.9 87.2 33.6 55.9 52.1 67.9
Old : 40.6 63.7 63.9 87.2 33.6 55.9 52.1 67.9
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 213,856: 129,147 111,402 0 29,819 59,590 18,141 0 6,933 0 6,043 0: 45 70
Old : 213,856: 129,147 111,402 0 29,819 59,590 18,141 0 6,933 0 6,043 0: 45 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: -6,796: -6,096 -2,372 0 -3,391 -450 61 0 -178 0 -294 0: -134 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 52.1 0.0 13.9 27.9 8.5 0.0 3.2 0.0 2.8 0.0: 0.0 0.0
Old : 100.0: 60.4 52.1 0.0 13.9 27.9 8.5 0.0 3.2 0.0 2.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 17 0 . . . 0 . 0 . 0:
Old : 28: 20 17 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 72.1 84.8 86.6 31.7 34.5 35.5 36.9
Old : 58.7 72.1 84.8 86.6 31.7 34.5 35.5 36.9
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,462: 27,992 36,452 8,685 225 0 0 0 0 0 0 0: 1,785 1,785
Old : 38,462: 27,992 36,452 8,685 225 0 0 0 0 0 0 0: 1,785 1,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 2,770: 1,705 2,895 1,190 0 0 0 0 0 0 0 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 94.8 22.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 4.6
Old : 100.0: 72.8 94.8 22.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 79.1 65.5 91.1 87.0 68.3 54.5 76.1 72.6
Old : 79.1 65.5 91.1 87.0 68.3 54.5 76.1 72.6
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,770: 24,665 33,260 8,925 225 0 0 0 0 0 0 0: 1,180 1,285
Old : 34,770: 24,665 33,260 8,925 225 0 0 0 0 0 0 0: 1,180 1,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 2,765: 1,610 2,775 1,165 0 0 0 0 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 95.7 25.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 3.7
Old : 100.0: 70.9 95.7 25.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 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 : 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 : 86.3 66.3 95.2 88.7 73.8 54.4 77.3 72.9
Old : 86.3 66.3 95.2 88.7 73.8 54.4 77.3 72.9
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,051: 17,674 22,120 7,053 2,689 1,035 70 875 0 1,315 1,050 0: 904 282
Old : 28,051: 17,674 22,120 7,053 2,689 1,035 70 875 0 1,315 1,050 0: 904 282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,179: 1,035 1,961 413 -680 -324 0 0 0 25 0 0: 30 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 78.9 25.1 9.6 3.7 0.2 3.1 0.0 4.7 3.7 0.0: 3.2 1.0
Old : 100.0: 63.0 78.9 25.1 9.6 3.7 0.2 3.1 0.0 4.7 3.7 0.0: 3.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 15 . . 4 . . 0 . . 0:
Old : 29: 15 15 . . 4 . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 44.3 76.8 68.3 44.1 41.8 64.8 61.3
Old : 49.0 44.3 76.8 68.3 44.1 41.8 64.8 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,414: 13,322 13,880 1,622 2,397 690 270 0 0 848 0 7: 655 440
Old : 17,414: 13,322 13,880 1,622 2,397 690 270 0 0 848 0 7: 655 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 286: -44 261 300 -145 0 0 0 0 0 0 0: 30 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 79.7 9.3 13.8 4.0 1.6 0.0 0.0 4.9 0.0 0.0: 3.8 2.5
Old : 100.0: 76.5 79.7 9.3 13.8 4.0 1.6 0.0 0.0 4.9 0.0 0.0: 3.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.1 55.5 75.3 78.1 49.7 55.3 69.1 76.0
Old : 53.1 55.5 75.3 78.1 49.7 55.3 69.1 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,389: 30,274 17,034 355 9,445 3,246 0 5,347 0 1,490 509 395: 629 413
Old : 36,389: 30,274 17,034 355 9,445 3,246 0 5,347 0 1,490 509 395: 629 413
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,547: -530 429 -195 -1,958 1,877 0 740 0 -50 159 0: 445 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 46.8 1.0 26.0 8.9 0.0 14.7 0.0 4.1 1.4 1.1: 1.7 1.1
Old : 100.0: 83.2 46.8 1.0 26.0 8.9 0.0 14.7 0.0 4.1 1.4 1.1: 1.7 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 : 39: 24 17 . . . 0 . 0 . . .:
Old : 39: 24 17 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 52.0 67.6 76.3 45.7 44.1 56.7 66.7
Old : 50.5 52.0 67.6 76.3 45.7 44.1 56.7 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,814: 20,383 17,226 0 2,745 3,125 0 190 110 0 0 0: 196 418
Old : 23,814: 20,383 17,226 0 2,745 3,125 0 190 110 0 0 0: 196 418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 896: -885 406 0 -1,764 1,650 -110 190 110 0 0 0: 131 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 72.3 0.0 11.5 13.1 0.0 0.8 0.5 0.0 0.0 0.0: 0.8 1.8
Old : 100.0: 85.6 72.3 0.0 11.5 13.1 0.0 0.8 0.5 0.0 0.0 0.0: 0.8 1.8
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 : 31: 21 17 0 4 . 0 . . 0 0 0:
Old : 31: 21 17 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 : 52.3 56.9 72.6 77.8 46.9 52.0 61.5 62.5
Old : 52.3 56.9 72.6 77.8 46.9 52.0 61.5 62.5
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,940: 13,240 18,042 6,778 615 402 0 575 0 0 960 85: 435 261
Old : 20,940: 13,240 18,042 6,778 615 402 0 575 0 0 960 85: 435 261
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 90: -20 470 395 -25 -600 0 0 0 0 0 0: 315 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 86.2 32.4 2.9 1.9 0.0 2.7 0.0 0.0 4.6 0.4: 2.1 1.2
Old : 100.0: 63.2 86.2 32.4 2.9 1.9 0.0 2.7 0.0 0.0 4.6 0.4: 2.1 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 : 29: 18 13 4 . . 0 . 0 0 . .:
Old : 29: 18 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 : 58.1 70.8 79.6 85.4 55.5 68.3 76.8 82.1
Old : 58.1 70.8 79.6 85.4 55.5 68.3 76.8 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,562: 11,265 12,810 1,385 18 1,564 0 0 0 0 0 0: 348 170
Old : 14,562: 11,265 12,810 1,385 18 1,564 0 0 0 0 0 0: 348 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 88.0 9.5 0.1 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 1.2
Old : 100.0: 77.4 88.0 9.5 0.1 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 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 : 20: 13 9 . . . 0 0 0 0 0 0:
Old : 20: 13 9 . . . 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 : 54.1 79.0 80.3 96.8 48.6 77.1 73.2 84.0
Old : 54.1 79.0 80.3 96.8 48.6 77.1 73.2 84.0
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,134: 29,613 20,376 1,795 10,658 1,090 0 525 0 185 0 0: 451 485
Old : 33,134: 29,613 20,376 1,795 10,658 1,090 0 525 0 185 0 0: 451 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 10: -261 -125 -92 70 35 0 0 0 5 0 -5: 328 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 61.5 5.4 32.2 3.3 0.0 1.6 0.0 0.6 0.0 0.0: 1.4 1.5
Old : 100.0: 89.4 61.5 5.4 32.2 3.3 0.0 1.6 0.0 0.6 0.0 0.0: 1.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 25 20 . . . 0 . 0 . 0 0:
Old : 32: 25 20 . . . 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 : 41.8 53.7 62.2 77.5 39.9 48.9 55.5 63.4
Old : 41.8 53.7 62.2 77.5 39.9 48.9 55.5 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,951: 12,239 15,669 4,105 1,130 1,805 0 0 0 583 0 0: 219 347
Old : 18,951: 12,239 15,669 4,105 1,130 1,805 0 0 0 583 0 0: 219 347
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 345: 75 333 285 0 0 0 0 0 -30 0 0: 15 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 82.7 21.7 6.0 9.5 0.0 0.0 0.0 3.1 0.0 0.0: 1.2 1.8
Old : 100.0: 64.6 82.7 21.7 6.0 9.5 0.0 0.0 0.0 3.1 0.0 0.0: 1.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 51.0 75.1 69.1 90.8 44.3 66.9 59.1 75.8
Old : 51.0 75.1 69.1 90.8 44.3 66.9 59.1 75.8
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 16,755: 10,090 13,001 1,690 32 3,135 0 0 0 975 0 0: 865 587
Old : 16,755: 10,090 13,001 1,690 32 3,135 0 0 0 975 0 0: 865 587
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 675: 340 588 240 0 60 0 0 0 -10 0 0: 45 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 77.6 10.1 0.2 18.7 0.0 0.0 0.0 5.8 0.0 0.0: 5.2 3.5
Old : 100.0: 60.2 77.6 10.1 0.2 18.7 0.0 0.0 0.0 5.8 0.0 0.0: 5.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 17 13 . . . 0 0 0 . 0 0:
Old : 23: 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 : 46.5 62.1 69.1 83.8 31.8 46.4 46.6 55.9
Old : 46.5 62.1 69.1 83.8 31.8 46.4 46.6 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,572: 22,877 27,342 11,070 5,405 0 0 0 0 0 1,200 0: 3,625 3,625
Old : 37,572: 22,877 27,342 11,070 5,405 0 0 0 0 0 1,200 0: 3,625 3,625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 375: 285 285 300 300 0 0 0 0 0 0 0: -210 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 72.8 29.5 14.4 0.0 0.0 0.0 0.0 0.0 3.2 0.0: 9.6 9.6
Old : 100.0: 60.9 72.8 29.5 14.4 0.0 0.0 0.0 0.0 0.0 3.2 0.0: 9.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 19 . . 0 0 0 0 0 . 0:
Old : 25: 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 : 79.1 50.8 88.7 71.6 78.6 50.8 82.2 71.4
Old : 79.1 50.8 88.7 71.6 78.6 50.8 82.2 71.4
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,365: 21,488 24,728 10,260 5,680 0 0 0 0 0 1,200 0: 3,617 3,757
Old : 35,365: 21,488 24,728 10,260 5,680 0 0 0 0 0 1,200 0: 3,617 3,757
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 375: 260 260 300 300 0 0 0 0 0 0 0: -185 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 69.9 29.0 16.1 0.0 0.0 0.0 0.0 0.0 3.4 0.0: 10.2 10.6
Old : 100.0: 60.8 69.9 29.0 16.1 0.0 0.0 0.0 0.0 0.0 3.4 0.0: 10.2 10.6
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: 11 18 . . 0 0 0 0 0 . 0:
Old : 24: 11 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 50.4 89.2 69.4 78.7 50.4 82.4 69.0
Old : 82.2 50.4 89.2 69.4 78.7 50.4 82.4 69.0
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,440: 36,250 12,720 1,425 5,920 3,805 0 10,790 175 75 8,640 460: 1,250 930
Old : 43,440: 36,250 12,720 1,425 5,920 3,805 0 10,790 175 75 8,640 460: 1,250 930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,720: 465 1,330 0 -25 1,200 0 -225 -25 0 -525 0: 80 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 29.3 3.3 13.6 8.8 0.0 24.8 0.4 0.2 19.9 1.1: 2.9 2.1
Old : 100.0: 83.4 29.3 3.3 13.6 8.8 0.0 24.8 0.4 0.2 19.9 1.1: 2.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 14 . . . 0 . . . . .:
Old : 29: 14 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 71.2 84.3 91.0 63.9 61.2 76.4 79.3
Old : 70.0 71.2 84.3 91.0 63.9 61.2 76.4 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,475: 34,695 13,940 1,200 7,065 3,855 0 10,265 340 0 4,855 400: 985 755
Old : 41,475: 34,695 13,940 1,200 7,065 3,855 0 10,265 340 0 4,855 400: 985 755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,645: 370 1,270 0 0 1,200 0 -300 0 0 -600 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 33.6 2.9 17.0 9.3 0.0 24.7 0.8 0.0 11.7 1.0: 2.4 1.8
Old : 100.0: 83.7 33.6 2.9 17.0 9.3 0.0 24.7 0.8 0.0 11.7 1.0: 2.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 15 . . . 0 . . 0 4 .:
Old : 29: 14 15 . . . 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 : 72.9 72.2 85.4 89.8 66.5 62.5 76.8 77.0
Old : 72.9 72.2 85.4 89.8 66.5 62.5 76.8 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,825: 19,640 36,295 17,710 925 2,470 710 0 590 1,175 2,045 30: 1,500 1,470
Old : 43,825: 19,640 36,295 17,710 925 2,470 710 0 590 1,175 2,045 30: 1,500 1,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 820: -25 1,150 1,250 0 -530 0 0 0 0 75 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 82.8 40.4 2.1 5.6 1.6 0.0 1.3 2.7 4.7 0.1: 3.4 3.4
Old : 100.0: 44.8 82.8 40.4 2.1 5.6 1.6 0.0 1.3 2.7 4.7 0.1: 3.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 10 . . . . 0 . . . .:
Old : 28: 15 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 : 68.5 81.4 84.8 91.8 64.5 78.0 80.0 83.3
Old : 68.5 81.4 84.8 91.8 64.5 78.0 80.0 83.3
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,305: 16,755 33,105 16,875 400 1,900 760 0 590 1,075 2,020 30: 1,320 1,260
Old : 39,305: 16,755 33,105 16,875 400 1,900 760 0 590 1,075 2,020 30: 1,320 1,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 690: -300 750 1,125 0 -205 0 0 0 0 75 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 84.2 42.9 1.0 4.8 1.9 0.0 1.5 2.7 5.1 0.1: 3.4 3.2
Old : 100.0: 42.6 84.2 42.9 1.0 4.8 1.9 0.0 1.5 2.7 5.1 0.1: 3.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 69.2 83.4 85.1 92.9 66.0 79.0 80.3 83.9
Old : 69.2 83.4 85.1 92.9 66.0 79.0 80.3 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,335: 23,415 20,720 9,495 275 2,790 0 10,925 0 100 1,300 0: 535 325
Old : 36,335: 23,415 20,720 9,495 275 2,790 0 10,925 0 100 1,300 0: 535 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 57.0 26.1 0.8 7.7 0.0 30.1 0.0 0.3 3.6 0.0: 1.5 0.9
Old : 100.0: 64.4 57.0 26.1 0.8 7.7 0.0 30.1 0.0 0.3 3.6 0.0: 1.5 0.9
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 : 24: 13 8 . . . 0 . 0 . . 0:
Old : 24: 13 8 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 89.3 90.5 96.5 71.7 84.4 83.7 88.9
Old : 78.5 89.3 90.5 96.5 71.7 84.4 83.7 88.9
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,330: 20,520 18,875 9,545 400 2,665 0 10,325 0 0 575 0: 600 490
Old : 33,330: 20,520 18,875 9,545 400 2,665 0 10,325 0 0 575 0: 600 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 56.6 28.6 1.2 8.0 0.0 31.0 0.0 0.0 1.7 0.0: 1.8 1.5
Old : 100.0: 61.6 56.6 28.6 1.2 8.0 0.0 31.0 0.0 0.0 1.7 0.0: 1.8 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 : 78.4 91.0 90.6 97.7 71.0 85.0 83.3 89.3
Old : 78.4 91.0 90.6 97.7 71.0 85.0 83.3 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,370: 23,665 15,825 0 8,335 1,240 100 130 50 525 0 155: 1,635 1,635
Old : 27,370: 23,665 15,825 0 8,335 1,240 100 130 50 525 0 155: 1,635 1,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 440: 440 -10 0 450 50 0 0 0 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 57.8 0.0 30.5 4.5 0.4 0.5 0.2 1.9 0.0 0.6: 6.0 6.0
Old : 100.0: 86.5 57.8 0.0 30.5 4.5 0.4 0.5 0.2 1.9 0.0 0.6: 6.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 9 0 . . . . . . 0 .:
Old : 26: 13 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 : 71.0 77.5 84.4 90.2 65.5 73.3 77.1 81.2
Old : 71.0 77.5 84.4 90.2 65.5 73.3 77.1 81.2
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,595: 22,910 15,555 0 8,270 1,100 100 130 50 945 0 255: 1,235 1,235
Old : 26,595: 22,910 15,555 0 8,270 1,100 100 130 50 945 0 255: 1,235 1,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 370: 440 -60 0 500 0 0 0 0 0 0 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 58.5 0.0 31.1 4.1 0.4 0.5 0.2 3.6 0.0 1.0: 4.6 4.6
Old : 100.0: 86.1 58.5 0.0 31.1 4.1 0.4 0.5 0.2 3.6 0.0 1.0: 4.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 8 0 . . . . . 4 0 .:
Old : 27: 14 8 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 : 72.7 78.7 84.4 91.7 67.1 74.9 76.5 82.8
Old : 72.7 78.7 84.4 91.7 67.1 74.9 76.5 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,020: 28,840 16,854 0 16,721 225 5,535 775 400 900 950 0: 1,120 1,095
Old : 37,020: 28,840 16,854 0 16,721 225 5,535 775 400 900 950 0: 1,120 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 725: 550 550 0 200 -25 200 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 45.5 0.0 45.2 0.6 15.0 2.1 1.1 2.4 2.6 0.0: 3.0 3.0
Old : 100.0: 77.9 45.5 0.0 45.2 0.6 15.0 2.1 1.1 2.4 2.6 0.0: 3.0 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 : 29: 16 9 0 . . . . . . . 0:
Old : 29: 16 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 : 67.1 79.2 84.3 91.9 59.6 76.0 76.8 84.7
Old : 67.1 79.2 84.3 91.9 59.6 76.0 76.8 84.7
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,460: 23,905 14,945 0 8,890 835 825 875 210 400 640 0: 2,285 2,065
Old : 28,460: 23,905 14,945 0 8,890 835 825 875 210 400 640 0: 2,285 2,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 485: 510 510 0 0 -25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 52.5 0.0 31.2 2.9 2.9 3.1 0.7 1.4 2.2 0.0: 8.0 7.3
Old : 100.0: 84.0 52.5 0.0 31.2 2.9 2.9 3.1 0.7 1.4 2.2 0.0: 8.0 7.3
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 : 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 : 59.1 70.1 75.6 87.0 51.5 62.5 66.7 74.9
Old : 59.1 70.1 75.6 87.0 51.5 62.5 66.7 74.9
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,105: 60,514 108,080 24,466 1,405 2,375 16,590 0 175 8,115 175 10: 9,860 9,885
Old : 122,105: 60,514 108,080 24,466 1,405 2,375 16,590 0 175 8,115 175 10: 9,860 9,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,510: 1,720 1,720 800 -75 0 -425 0 -25 -450 0 0: -110 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 88.5 20.0 1.2 1.9 13.6 0.0 0.1 6.6 0.1 0.0: 8.1 8.1
Old : 100.0: 49.6 88.5 20.0 1.2 1.9 13.6 0.0 0.1 6.6 0.1 0.0: 8.1 8.1
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 : 40: 21 23 . . . . 0 . . . .:
Old : 40: 21 23 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 57.5 72.4 73.1 52.3 55.2 65.2 68.6
Old : 57.8 57.5 72.4 73.1 52.3 55.2 65.2 68.6
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 104,000: 52,780 92,885 17,935 2,380 1,620 20,125 0 300 4,450 0 150: 6,640 6,665
Old : 104,000: 52,780 92,885 17,935 2,380 1,620 20,125 0 300 4,450 0 150: 6,640 6,665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 1,630: 1,650 1,340 465 -50 -100 -300 0 0 -525 0 150: 290 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 89.3 17.2 2.3 1.6 19.4 0.0 0.3 4.3 0.0 0.1: 6.4 6.4
Old : 100.0: 50.8 89.3 17.2 2.3 1.6 19.4 0.0 0.3 4.3 0.0 0.1: 6.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 24 . . . . 0 . 4 0 .:
Old : 38: 17 24 . . . . 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 : 63.0 57.0 81.1 71.7 59.3 55.5 74.8 69.6
Old : 63.0 57.0 81.1 71.7 59.3 55.5 74.8 69.6
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,220: 18,240 8,890 0 9,295 40 0 700 25 600 0 0: 2,315 2,270
Old : 21,220: 18,240 8,890 0 9,295 40 0 700 25 600 0 0: 2,315 2,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 41.9 0.0 43.8 0.2 0.0 3.3 0.1 2.8 0.0 0.0: 10.9 10.7
Old : 100.0: 86.0 41.9 0.0 43.8 0.2 0.0 3.3 0.1 2.8 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 : 47.5 66.7 72.2 79.7 40.2 56.8 56.6 66.1
Old : 47.5 66.7 72.2 79.7 40.2 56.8 56.6 66.1
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,160: 16,265 9,925 0 8,565 575 0 50 0 2,100 0 0: 1,220 1,045
Old : 20,160: 16,265 9,925 0 8,565 575 0 50 0 2,100 0 0: 1,220 1,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 49.2 0.0 42.5 2.9 0.0 0.2 0.0 10.4 0.0 0.0: 6.1 5.2
Old : 100.0: 80.7 49.2 0.0 42.5 2.9 0.0 0.2 0.0 10.4 0.0 0.0: 6.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.6 77.6 73.4 90.5 40.4 57.2 55.9 62.9
Old : 53.6 77.6 73.4 90.5 40.4 57.2 55.9 62.9
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,180: 36,615 30,230 45 2,375 2,960 0 4,265 25 210 0 0: 6,325 6,325
Old : 46,180: 36,615 30,230 45 2,375 2,960 0 4,265 25 210 0 0: 6,325 6,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 470: 170 420 0 0 0 0 0 0 0 -250 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 65.5 0.1 5.1 6.4 0.0 9.2 0.1 0.5 0.0 0.0: 13.7 13.7
Old : 100.0: 79.3 65.5 0.1 5.1 6.4 0.0 9.2 0.1 0.5 0.0 0.0: 13.7 13.7
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 : 29: 14 16 . . . 0 . . . 0 0:
Old : 29: 14 16 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 41.3 79.7 63.6 63.8 37.0 67.6 55.1
Old : 64.1 41.3 79.7 63.6 63.8 37.0 67.6 55.1
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, May 02, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,000: 22,440 17,395 455 2,880 3,280 0 2,750 0 0 0 0: 3,825 3,695
Old : 30,000: 22,440 17,395 455 2,880 3,280 0 2,750 0 0 0 0: 3,825 3,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 545: 545 545 0 10 -10 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 58.0 1.5 9.6 10.9 0.0 9.2 0.0 0.0 0.0 0.0: 12.8 12.3
Old : 100.0: 74.8 58.0 1.5 9.6 10.9 0.0 9.2 0.0 0.0 0.0 0.0: 12.8 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 17 . . . 0 . 0 0 0 0:
Old : 26: 15 17 . . . 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 : 50.0 41.4 74.3 64.4 35.2 30.3 45.0 43.3
Old : 50.0 41.4 74.3 64.4 35.2 30.3 45.0 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2017