COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,196: 25,742 30,074 7,484 5,694 2,026 1,675 16,778 992 23,677 5,901 5,498: 1,102 1,233
Old : 68,196: 25,742 30,074 7,484 5,694 2,026 1,675 16,778 992 23,677 5,901 5,498: 1,102 1,233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 179: 1,001 2,020 -415 208 -228 -1,135 -431 -256 1,547 -1,657 43: -378 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 44.1 11.0 8.3 3.0 2.5 24.6 1.5 34.7 8.7 8.1: 1.6 1.8
Old : 100.0: 37.7 44.1 11.0 8.3 3.0 2.5 24.6 1.5 34.7 8.7 8.1: 1.6 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 : 53: 14 14 4 . 4 . 4 . 14 10 16:
Old : 53: 14 14 4 . 4 . 4 . 14 10 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 : 44.8 52.8 67.9 66.6 34.1 40.0 52.5 51.6
Old : 44.8 52.8 67.9 66.6 34.1 40.0 52.5 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 11,019: 2,678 6,670 514 1,624 246 0 1,018 255 6,124 30 700: 502 476
Old : 11,019: 2,678 6,670 514 1,624 246 0 1,018 255 6,124 30 700: 502 476
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 369: 893 339 -30 245 -95 -220 25 -10 -69 -15 -140: 40 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 60.5 4.7 14.7 2.2 0.0 9.2 2.3 55.6 0.3 6.4: 4.6 4.3
Old : 100.0: 24.3 60.5 4.7 14.7 2.2 0.0 9.2 2.3 55.6 0.3 6.4: 4.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 6 8 . . . 0 . . 10 . 5:
Old : 27: 6 8 . . . 0 . . 10 . 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 : 50.9 55.8 75.1 78.7 49.5 48.3 66.1 67.4
Old : 50.9 55.8 75.1 78.7 49.5 48.3 66.1 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 902: 202 289 100 18 71 60 142 157 187 103 123: 1 0
Old : 902: 202 289 100 18 71 60 142 157 187 103 123: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 18: 5 18 9 -1 -1 -11 0 0 10 -3 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 32.0 11.1 2.0 7.8 6.7 15.7 17.4 20.8 11.4 13.7: 0.1 0.0
Old : 100.0: 22.4 32.0 11.1 2.0 7.8 6.7 15.7 17.4 20.8 11.4 13.7: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.7 45.5 75.7 73.4 31.8 30.0 40.1 38.9
Old : 54.7 45.5 75.7 73.4 31.8 30.0 40.1 38.9
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 143,929: 85,853 87,279 3,350 12,187 17,619 15,767 1,221 3,361 6,016 10,108 11,557: 406 597
Old : 143,929: 85,853 87,279 3,350 12,187 17,619 15,767 1,221 3,361 6,016 10,108 11,557: 406 597
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 486: -764 222 -492 -46 391 1,472 -210 -162 -51 205 79: 13 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 60.6 2.3 8.5 12.2 11.0 0.8 2.3 4.2 7.0 8.0: 0.3 0.4
Old : 100.0: 59.6 60.6 2.3 8.5 12.2 11.0 0.8 2.3 4.2 7.0 8.0: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 72: 39 42 . . 4 5 . 7 7 8 13:
Old : 72: 39 42 . . 4 5 . 7 7 8 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 30.7 55.7 49.6 23.5 19.2 32.1 29.5
Old : 38.2 30.7 55.7 49.6 23.5 19.2 32.1 29.5
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 47,327: 31,139 43,924 7,070 0 2,053 99 575 125 6,665 475 175: 0 0
Old : 47,327: 31,139 43,924 7,070 0 2,053 99 575 125 6,665 475 175: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 2,367: 1,937 990 -4 0 277 44 575 0 -37 375 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 92.8 14.9 0.0 4.3 0.2 1.2 0.3 14.1 1.0 0.4: 0.0 0.0
Old : 100.0: 65.8 92.8 14.9 0.0 4.3 0.2 1.2 0.3 14.1 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 : 42: 28 23 . 0 . . . . 5 . .:
Old : 42: 28 23 . 0 . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 56.9 65.6 79.1 36.3 43.5 50.0 57.5
Old : 41.6 56.9 65.6 79.1 36.3 43.5 50.0 57.5
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,139: 26,330 22,557 0 6,807 2,110 375 0 0 3,075 200 225: 24 240
Old : 32,139: 26,330 22,557 0 6,807 2,110 375 0 0 3,075 200 225: 24 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,389: 555 732 0 632 -165 -50 0 0 1,000 -75 25: 24 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 70.2 0.0 21.2 6.6 1.2 0.0 0.0 9.6 0.6 0.7: 0.1 0.7
Old : 100.0: 81.9 70.2 0.0 21.2 6.6 1.2 0.0 0.0 9.6 0.6 0.7: 0.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 24 21 0 . . . 0 0 4 . .:
Old : 35: 24 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 : 55.2 47.3 75.9 75.0 41.6 35.2 48.4 47.4
Old : 55.2 47.3 75.9 75.0 41.6 35.2 48.4 47.4
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 190,912: 166,692 133,043 12,147 21,380 5,983 1,170 16,268 1,150 3,439 12,766 222: 109 100
Old : 190,912: 166,692 133,043 12,147 21,380 5,983 1,170 16,268 1,150 3,439 12,766 222: 109 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 31,512: 33,342 11,793 -2,053 11,830 83 220 5,168 -350 539 3,266 -378: 109 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 69.7 6.4 11.2 3.1 0.6 8.5 0.6 1.8 6.7 0.1: 0.1 0.1
Old : 100.0: 87.3 69.7 6.4 11.2 3.1 0.6 8.5 0.6 1.8 6.7 0.1: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 35 34 4 . . . . . 4 4 .:
Old : 57: 35 34 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 : 36.6 51.2 56.9 78.0 31.7 38.9 45.5 59.6
Old : 36.6 51.2 56.9 78.0 31.7 38.9 45.5 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 67,308: 56,296 42,511 6,493 14,537 2,381 0 2,562 922 450 3,670 725: 41 0
Old : 67,308: 56,296 42,511 6,493 14,537 2,381 0 2,562 922 450 3,670 725: 41 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,797: 1,783 -153 -737 588 583 0 121 53 25 570 50: 41 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 63.2 9.6 21.6 3.5 0.0 3.8 1.4 0.7 5.5 1.1: 0.1 0.0
Old : 100.0: 83.6 63.2 9.6 21.6 3.5 0.0 3.8 1.4 0.7 5.5 1.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 20 . . . 0 5 4 . 5 .:
Old : 41: 22 20 . . . 0 5 4 . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 67.1 85.6 78.0 69.8 57.2 73.3 67.0
Old : 74.6 67.1 85.6 78.0 69.8 57.2 73.3 67.0
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,499: 19,119 13,383 2,998 8,240 801 0 200 375 200 500 0: 6 0
Old : 23,499: 19,119 13,383 2,998 8,240 801 0 200 375 200 500 0: 6 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 849: 994 158 -302 590 101 0 0 0 50 0 0: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 57.0 12.8 35.1 3.4 0.0 0.9 1.6 0.9 2.1 0.0: 0.0 0.0
Old : 100.0: 81.4 57.0 12.8 35.1 3.4 0.0 0.9 1.6 0.9 2.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 13 . . . 0 . . . 4 0:
Old : 26: 13 13 . . . 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 : 78.6 74.4 92.0 88.7 75.9 63.7 78.0 72.7
Old : 78.6 74.4 92.0 88.7 75.9 63.7 78.0 72.7
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,867: 49,551 45,866 1,805 1,921 8,490 0 3,600 600 150 100 230: 41 60
Old : 60,867: 49,551 45,866 1,805 1,921 8,490 0 3,600 600 150 100 230: 41 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 16,167: 19,951 12,166 -7,395 1,071 3,540 0 -400 -200 0 -300 230: 41 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 75.4 3.0 3.2 13.9 0.0 5.9 1.0 0.2 0.2 0.4: 0.1 0.1
Old : 100.0: 81.4 75.4 3.0 3.2 13.9 0.0 5.9 1.0 0.2 0.2 0.4: 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 : 37: 26 24 . . . 0 . . . . .:
Old : 37: 26 24 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 44.3 70.6 73.0 30.1 40.4 45.3 50.2
Old : 48.8 44.3 70.6 73.0 30.1 40.4 45.3 50.2
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,644: 54,828 51,083 2,295 6,036 5,870 0 1,625 250 1,605 300 140: 656 340
Old : 65,644: 54,828 51,083 2,295 6,036 5,870 0 1,625 250 1,605 300 140: 656 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 15,294: 16,528 8,133 -3,005 6,036 470 0 525 -200 855 0 -10: 656 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 77.8 3.5 9.2 8.9 0.0 2.5 0.4 2.4 0.5 0.2: 1.0 0.5
Old : 100.0: 83.5 77.8 3.5 9.2 8.9 0.0 2.5 0.4 2.4 0.5 0.2: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 20 . . . 0 . . 5 . .:
Old : 38: 22 20 . . . 0 . . 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 49.7 60.3 77.5 33.0 45.0 50.4 62.2
Old : 39.4 49.7 60.3 77.5 33.0 45.0 50.4 62.2
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,410: 40,894 27,995 19,237 16,130 4,365 0 0 0 695 16,800 0: 219 120
Old : 65,410: 40,894 27,995 19,237 16,130 4,365 0 0 0 695 16,800 0: 219 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 885: 915 485 -105 -200 0 0 0 0 75 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 42.8 29.4 24.7 6.7 0.0 0.0 0.0 1.1 25.7 0.0: 0.3 0.2
Old : 100.0: 62.5 42.8 29.4 24.7 6.7 0.0 0.0 0.0 1.1 25.7 0.0: 0.3 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 : 37: 24 23 . . . 0 0 0 . . 0:
Old : 37: 24 23 . . . 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 72.7 68.5 83.9 47.4 68.0 62.8 77.8
Old : 50.0 72.7 68.5 83.9 47.4 68.0 62.8 77.8
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,971: 57,883 39,946 21,277 23,115 3,845 0 0 0 815 16,800 0: 151 265
Old : 83,971: 57,883 39,946 21,277 23,115 3,845 0 0 0 815 16,800 0: 151 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,360: 1,290 760 -105 0 0 0 0 0 175 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 47.6 25.3 27.5 4.6 0.0 0.0 0.0 1.0 20.0 0.0: 0.2 0.3
Old : 100.0: 68.9 47.6 25.3 27.5 4.6 0.0 0.0 0.0 1.0 20.0 0.0: 0.2 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 : 38: 24 23 . . . 0 0 0 . . 0:
Old : 38: 24 23 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 67.8 67.2 82.6 44.7 64.3 64.3 77.3
Old : 46.0 67.8 67.2 82.6 44.7 64.3 64.3 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,555: 23,519 26,460 3,655 535 4,420 0 0 0 700 1,000 0: 261 140
Old : 32,555: 23,519 26,460 3,655 535 4,420 0 0 0 700 1,000 0: 261 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -120: 230 -370 -600 0 250 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 81.3 11.2 1.6 13.6 0.0 0.0 0.0 2.2 3.1 0.0: 0.8 0.4
Old : 100.0: 72.2 81.3 11.2 1.6 13.6 0.0 0.0 0.0 2.2 3.1 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 : 28: 19 17 . . . 0 0 0 . . 0:
Old : 28: 19 17 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 71.0 70.1 84.2 37.7 60.5 51.9 63.0
Old : 42.8 71.0 70.1 84.2 37.7 60.5 51.9 63.0
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,250: 28,390 35,824 5,850 1,210 3,000 1,000 0 0 1,950 0 0: 60 216
Old : 40,250: 28,390 35,824 5,850 1,210 3,000 1,000 0 0 1,950 0 0: 60 216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 5,800: 4,990 3,974 -1,100 1,210 700 600 0 0 800 -50 -250: 60 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 89.0 14.5 3.0 7.5 2.5 0.0 0.0 4.8 0.0 0.0: 0.1 0.5
Old : 100.0: 70.5 89.0 14.5 3.0 7.5 2.5 0.0 0.0 4.8 0.0 0.0: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 22 . . . . 0 0 . 0 0:
Old : 31: 19 22 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 69.7 65.8 85.8 28.1 52.6 40.4 55.8
Old : 45.7 69.7 65.8 85.8 28.1 52.6 40.4 55.8
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,590: 14,990 12,140 0 3,200 0 0 50 0 600 200 0: 0 0
Old : 15,590: 14,990 12,140 0 3,200 0 0 50 0 600 200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 940: 940 940 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 77.9 0.0 20.5 0.0 0.0 0.3 0.0 3.8 1.3 0.0: 0.0 0.0
Old : 100.0: 96.2 77.9 0.0 20.5 0.0 0.0 0.3 0.0 3.8 1.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 12 0 . 0 0 . 0 . . 0:
Old : 25: 16 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 : 71.0 63.4 87.2 89.4 69.2 58.6 80.8 79.8
Old : 71.0 63.4 87.2 89.4 69.2 58.6 80.8 79.8
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 19,207: 15,523 14,035 1,068 560 731 1,300 1,418 0 200 2,000 150: 235 314
Old : 19,207: 15,523 14,035 1,068 560 731 1,300 1,418 0 200 2,000 150: 235 314
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 2,457: 1,773 835 368 -40 -19 0 1,318 0 0 -50 100: 235 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 73.1 5.6 2.9 3.8 6.8 7.4 0.0 1.0 10.4 0.8: 1.2 1.6
Old : 100.0: 80.8 73.1 5.6 2.9 3.8 6.8 7.4 0.0 1.0 10.4 0.8: 1.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 19 . . . . . 0 . . .:
Old : 35: 20 19 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 36.7 70.6 59.3 43.2 33.4 60.4 50.2
Old : 49.2 36.7 70.6 59.3 43.2 33.4 60.4 50.2
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,757: 6,407 4,175 0 1,910 90 800 1,032 0 50 0 250: 160 300
Old : 7,757: 6,407 4,175 0 1,910 90 800 1,032 0 50 0 250: 160 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 53.8 0.0 24.6 1.2 10.3 13.3 0.0 0.6 0.0 3.2: 2.1 3.9
Old : 100.0: 82.6 53.8 0.0 24.6 1.2 10.3 13.3 0.0 0.6 0.0 3.2: 2.1 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 0 . . . . 0 . 0 .:
Old : 20: 11 10 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 : 61.1 51.3 87.2 82.2 53.4 50.6 71.1 69.9
Old : 61.1 51.3 87.2 82.2 53.4 50.6 71.1 69.9
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,700: 10,675 9,065 0 1,980 840 0 150 225 260 100 300: 400 40
Old : 12,700: 10,675 9,065 0 1,980 840 0 150 225 260 100 300: 400 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -35: -300 -260 0 -390 240 -200 150 225 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 71.4 0.0 15.6 6.6 0.0 1.2 1.8 2.0 0.8 2.4: 3.1 0.3
Old : 100.0: 84.1 71.4 0.0 15.6 6.6 0.0 1.2 1.8 2.0 0.8 2.4: 3.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 8 11 0 . . 0 . . . . .:
Old : 22: 8 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 : 71.7 55.2 88.5 83.1 68.6 49.3 76.5 72.8
Old : 71.7 55.2 88.5 83.1 68.6 49.3 76.5 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 41,035: 30,880 35,480 5,885 0 4,175 0 0 0 0 1,300 0: 95 80
Old : 41,035: 30,880 35,480 5,885 0 4,175 0 0 0 0 1,300 0: 95 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 175: 775 175 -600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 86.5 14.3 0.0 10.2 0.0 0.0 0.0 0.0 3.2 0.0: 0.2 0.2
Old : 100.0: 75.3 86.5 14.3 0.0 10.2 0.0 0.0 0.0 0.0 3.2 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 23 . 0 . 0 0 0 0 . 0:
Old : 31: 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 : 39.1 64.3 71.6 80.1 34.3 57.5 50.2 63.1
Old : 39.1 64.3 71.6 80.1 34.3 57.5 50.2 63.1
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,860: 41,883 36,835 2,365 9,013 2,712 575 400 0 1,425 0 900: 0 0
Old : 49,860: 41,883 36,835 2,365 9,013 2,712 575 400 0 1,425 0 900: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 6,335: 6,483 3,810 -360 2,963 -238 -75 0 0 475 -250 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 73.9 4.7 18.1 5.4 1.2 0.8 0.0 2.9 0.0 1.8: 0.0 0.0
Old : 100.0: 84.0 73.9 4.7 18.1 5.4 1.2 0.8 0.0 2.9 0.0 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 24 26 . . . . . 0 . 0 .:
Old : 39: 24 26 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 60.4 66.0 78.6 33.9 55.0 50.5 65.3
Old : 43.9 60.4 66.0 78.6 33.9 55.0 50.5 65.3
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,350: 37,570 39,665 9,125 8,160 600 300 0 0 1,015 445 300: 440 180
Old : 49,350: 37,570 39,665 9,125 8,160 600 300 0 0 1,015 445 300: 440 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 735: 735 735 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 80.4 18.5 16.5 1.2 0.6 0.0 0.0 2.1 0.9 0.6: 0.9 0.4
Old : 100.0: 76.1 80.4 18.5 16.5 1.2 0.6 0.0 0.0 2.1 0.9 0.6: 0.9 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 : 43.2 96.4 71.3 99.5 42.9 92.3 70.1 92.3
Old : 43.2 96.4 71.3 99.5 42.9 92.3 70.1 92.3
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 59,165: 42,735 43,430 11,340 9,915 2,800 300 0 0 1,320 2,545 475: 195 0
Old : 59,165: 42,735 43,430 11,340 9,915 2,800 300 0 0 1,320 2,545 475: 195 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 690: 690 690 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 73.4 19.2 16.8 4.7 0.5 0.0 0.0 2.2 4.3 0.8: 0.3 0.0
Old : 100.0: 72.2 73.4 19.2 16.8 4.7 0.5 0.0 0.0 2.2 4.3 0.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 11 . . . . 0 0 . . .:
Old : 31: 23 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 : 40.4 90.5 68.0 97.7 38.6 87.5 66.1 90.8
Old : 40.4 90.5 68.0 97.7 38.6 87.5 66.1 90.8
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,097: 68,375 65,825 2,361 3,238 2,611 0 0 0 260 1,597 369: 121 457
Old : 74,097: 68,375 65,825 2,361 3,238 2,611 0 0 0 260 1,597 369: 121 457
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 38,297: 41,225 32,975 661 2,038 961 0 0 0 -4,940 1,597 269: 121 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 88.8 3.2 4.4 3.5 0.0 0.0 0.0 0.4 2.2 0.5: 0.2 0.6
Old : 100.0: 92.3 88.8 3.2 4.4 3.5 0.0 0.0 0.0 0.4 2.2 0.5: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 23 . . . 0 0 0 . . .:
Old : 38: 24 23 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 60.5 75.0 80.9 53.7 58.9 74.2 76.9
Old : 54.0 60.5 75.0 80.9 53.7 58.9 74.2 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,324: 86,721 87,424 3,836 2,009 1,999 1,825 1,718 61 2,226 3,277 1,365: 291 471
Old : 98,324: 86,721 87,424 3,836 2,009 1,999 1,825 1,718 61 2,226 3,277 1,365: 291 471
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 44,416: 50,831 41,008 2,586 509 -101 1,525 244 -557 -10,474 2,527 315: 291 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 88.9 3.9 2.0 2.0 1.9 1.7 0.1 2.3 3.3 1.4: 0.3 0.5
Old : 100.0: 88.2 88.9 3.9 2.0 2.0 1.9 1.7 0.1 2.3 3.3 1.4: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 27 28 . . . . . . 5 5 .:
Old : 53: 27 28 . . . . . . 5 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 51.8 66.1 75.0 44.1 48.6 60.0 62.6
Old : 45.9 51.8 66.1 75.0 44.1 48.6 60.0 62.6
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,001: 25,552 33,423 6,606 0 478 300 0 0 1,025 100 0: 40 0
Old : 34,001: 25,552 33,423 6,606 0 478 300 0 0 1,025 100 0: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -74: -73 -77 -119 0 78 -50 0 0 125 0 -75: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 98.3 19.4 0.0 1.4 0.9 0.0 0.0 3.0 0.3 0.0: 0.1 0.0
Old : 100.0: 75.2 98.3 19.4 0.0 1.4 0.9 0.0 0.0 3.0 0.3 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 15 . 0 . . 0 0 . . 0:
Old : 27: 14 15 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 81.6 91.1 94.4 72.7 73.1 81.0 80.6
Old : 75.0 81.6 91.1 94.4 72.7 73.1 81.0 80.6
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,244: 38,670 34,919 1,055 2,315 6,310 600 4,250 300 1,181 150 0: 128 0
Old : 48,244: 38,670 34,919 1,055 2,315 6,310 600 4,250 300 1,181 150 0: 128 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 9,944: 6,820 11,019 255 -3,535 2,160 0 300 0 581 0 0: 128 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 72.4 2.2 4.8 13.1 1.2 8.8 0.6 2.4 0.3 0.0: 0.3 0.0
Old : 100.0: 80.2 72.4 2.2 4.8 13.1 1.2 8.8 0.6 2.4 0.3 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 15 . . . . . . . . 0:
Old : 30: 21 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 : 63.9 68.6 79.8 90.7 60.3 61.0 67.6 71.2
Old : 63.9 68.6 79.8 90.7 60.3 61.0 67.6 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,049: 34,890 39,891 1,686 0 6,148 4,250 0 1,800 885 1,500 220: 170 490
Old : 50,049: 34,890 39,891 1,686 0 6,148 4,250 0 1,800 885 1,500 220: 170 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 8,999: 4,740 8,141 586 -1,850 2,598 300 0 0 585 -400 20: 170 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 79.7 3.4 0.0 12.3 8.5 0.0 3.6 1.8 3.0 0.4: 0.3 1.0
Old : 100.0: 69.7 79.7 3.4 0.0 12.3 8.5 0.0 3.6 1.8 3.0 0.4: 0.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 20 . 0 . . 0 . . . .:
Old : 31: 21 20 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 66.4 70.5 81.3 41.0 52.4 48.4 58.7
Old : 52.4 66.4 70.5 81.3 41.0 52.4 48.4 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,889: 18,729 28,726 13,783 1,245 982 0 2,075 175 50 475 70: 100 141
Old : 33,889: 18,729 28,726 13,783 1,245 982 0 2,075 175 50 475 70: 100 141
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 14,489: 10,029 14,726 5,133 -1,105 -268 -250 275 175 -500 475 70: 100 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 84.8 40.7 3.7 2.9 0.0 6.1 0.5 0.1 1.4 0.2: 0.3 0.4
Old : 100.0: 55.3 84.8 40.7 3.7 2.9 0.0 6.1 0.5 0.1 1.4 0.2: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 14 4 . . 0 . . . . .:
Old : 30: 17 14 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 : 59.2 68.1 81.7 84.0 58.1 64.7 76.0 76.3
Old : 59.2 68.1 81.7 84.0 58.1 64.7 76.0 76.3
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,461: 16,550 23,416 12,020 3,560 645 0 1,800 0 50 0 0: 196 40
Old : 29,461: 16,550 23,416 12,020 3,560 645 0 1,800 0 50 0 0: 196 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 10,761: 8,700 10,066 1,820 610 45 0 0 0 0 0 0: 196 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 79.5 40.8 12.1 2.2 0.0 6.1 0.0 0.2 0.0 0.0: 0.7 0.1
Old : 100.0: 56.2 79.5 40.8 12.1 2.2 0.0 6.1 0.0 0.2 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 11 . . . 0 . 0 . 0 0:
Old : 26: 14 11 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 78.7 87.1 90.6 63.4 77.8 83.7 88.9
Old : 64.8 78.7 87.1 90.6 63.4 77.8 83.7 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,583: 27,204 32,776 5,287 952 2,002 75 335 45 1,056 0 383: 531 90
Old : 36,583: 27,204 32,776 5,287 952 2,002 75 335 45 1,056 0 383: 531 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 12,633: 9,604 12,976 1,787 -1,898 1,752 -775 235 45 -694 -950 383: 531 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 89.6 14.5 2.6 5.5 0.2 0.9 0.1 2.9 0.0 1.0: 1.5 0.2
Old : 100.0: 74.4 89.6 14.5 2.6 5.5 0.2 0.9 0.1 2.9 0.0 1.0: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 16 . . 4 . . . 4 0 .:
Old : 31: 17 16 . . 4 . . . 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 : 55.0 57.3 73.5 76.5 50.0 53.6 59.9 65.1
Old : 55.0 57.3 73.5 76.5 50.0 53.6 59.9 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,432: 19,269 19,035 1,544 2,837 1,359 240 0 0 854 0 1: 165 200
Old : 23,432: 19,269 19,035 1,544 2,837 1,359 240 0 0 854 0 1: 165 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 81.2 6.6 12.1 5.8 1.0 0.0 0.0 3.6 0.0 0.0: 0.7 0.9
Old : 100.0: 82.2 81.2 6.6 12.1 5.8 1.0 0.0 0.0 3.6 0.0 0.0: 0.7 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 : 28: 15 15 . . . . 0 0 . 0 .:
Old : 28: 15 15 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 59.9 79.1 80.5 57.0 55.2 72.1 72.0
Old : 61.4 59.9 79.1 80.5 57.0 55.2 72.1 72.0
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,340: 42,957 34,431 2,446 6,992 3,101 1,760 5,629 176 565 951 60: 275 1
Old : 51,340: 42,957 34,431 2,446 6,992 3,101 1,760 5,629 176 565 951 60: 275 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 18,840: 21,496 7,892 -4,754 4,692 2,151 -240 4,606 -13 165 -249 -240: 275 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 67.1 4.8 13.6 6.0 3.4 11.0 0.3 1.1 1.9 0.1: 0.5 0.0
Old : 100.0: 83.7 67.1 4.8 13.6 6.0 3.4 11.0 0.3 1.1 1.9 0.1: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 26 22 . . . . . . . . .:
Old : 41: 26 22 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 44.1 65.3 64.2 41.4 40.5 51.8 55.9
Old : 49.3 44.1 65.3 64.2 41.4 40.5 51.8 55.9
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,261: 27,804 27,571 5,672 6,837 895 1,800 890 10 0 50 0: 80 8
Old : 36,261: 27,804 27,571 5,672 6,837 895 1,800 890 10 0 50 0: 80 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 15,511: 14,754 12,671 -228 1,687 895 0 240 10 0 0 0: 80 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 76.0 15.6 18.9 2.5 5.0 2.5 0.0 0.0 0.1 0.0: 0.2 0.0
Old : 100.0: 76.7 76.0 15.6 18.9 2.5 5.0 2.5 0.0 0.0 0.1 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 18 . . . . . . 0 . 0:
Old : 34: 23 18 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 62.8 71.6 82.4 45.7 62.2 61.5 77.0
Old : 51.9 62.8 71.6 82.4 45.7 62.2 61.5 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,568: 14,417 10,129 377 4,165 2,549 0 300 1,200 25 225 0: 0 0
Old : 18,568: 14,417 10,129 377 4,165 2,549 0 300 1,200 25 225 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 593: 442 429 -198 -185 349 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 54.6 2.0 22.4 13.7 0.0 1.6 6.5 0.1 1.2 0.0: 0.0 0.0
Old : 100.0: 77.6 54.6 2.0 22.4 13.7 0.0 1.6 6.5 0.1 1.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 14 . . . 0 . . . . 0:
Old : 25: 17 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 : 58.6 63.5 81.9 87.1 53.9 50.4 63.8 61.9
Old : 58.6 63.5 81.9 87.1 53.9 50.4 63.8 61.9
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,529: 10,989 7,024 1,285 5,050 1,255 0 0 0 0 200 0: 0 0
Old : 13,529: 10,989 7,024 1,285 5,050 1,255 0 0 0 0 200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 104: 114 99 -40 -25 30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 51.9 9.5 37.3 9.3 0.0 0.0 0.0 0.0 1.5 0.0: 0.0 0.0
Old : 100.0: 81.2 51.9 9.5 37.3 9.3 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 : 20: 12 11 . . . 0 0 0 0 . 0:
Old : 20: 12 11 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 75.2 92.2 93.3 70.4 64.9 80.6 79.1
Old : 75.7 75.2 92.2 93.3 70.4 64.9 80.6 79.1
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,390: 9,205 15,285 4,425 0 985 440 0 100 300 0 0: 935 20
Old : 16,390: 9,205 15,285 4,425 0 985 440 0 100 300 0 0: 935 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,430: -520 2,480 3,000 0 -1,050 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 93.3 27.0 0.0 6.0 2.7 0.0 0.6 1.8 0.0 0.0: 5.7 0.1
Old : 100.0: 56.2 93.3 27.0 0.0 6.0 2.7 0.0 0.6 1.8 0.0 0.0: 5.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 11 . 0 . . 0 . . 0 0:
Old : 25: 18 11 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 85.0 77.8 96.2 53.2 83.7 66.9 84.0
Old : 63.5 85.0 77.8 96.2 53.2 83.7 66.9 84.0
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,055: 11,520 15,995 4,200 0 1,205 0 310 405 345 0 120: 260 20
Old : 18,055: 11,520 15,995 4,200 0 1,205 0 310 405 345 0 120: 260 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,710: -340 2,610 3,050 0 -1,050 0 150 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 88.6 23.3 0.0 6.7 0.0 1.7 2.2 1.9 0.0 0.7: 1.4 0.1
Old : 100.0: 63.8 88.6 23.3 0.0 6.7 0.0 1.7 2.2 1.9 0.0 0.7: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 15 . 0 . 0 . . . 0 .:
Old : 33: 22 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 : 61.6 78.3 75.7 91.7 51.0 76.2 63.8 80.9
Old : 61.6 78.3 75.7 91.7 51.0 76.2 63.8 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 554,247: 359,392 233,846 7,473 55,558 111,445 0 68,871 3,488 1,224 9,073 70,885: 340 1,081
Old : 554,247: 359,392 233,846 7,473 55,558 111,445 0 68,871 3,488 1,224 9,073 70,885: 340 1,081
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -820: 5,406 -3,326 -1,310 -2,917 -2,784 0 11,618 -362 257 -986 -2,027: 0 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 42.2 1.3 10.0 20.1 0.0 12.4 0.6 0.2 1.6 12.8: 0.1 0.2
Old : 100.0: 64.8 42.2 1.3 10.0 20.1 0.0 12.4 0.6 0.2 1.6 12.8: 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 . . . . .:
Old : 26: 16 17 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 52.9 89.4 81.0 28.1 27.3 30.8 30.7
Old : 63.5 52.9 89.4 81.0 28.1 27.3 30.8 30.7
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,595: 7,985 5,350 1,300 4,430 815 0 0 0 130 0 0: 365 0
Old : 10,595: 7,985 5,350 1,300 4,430 815 0 0 0 130 0 0: 365 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -50: 0 -50 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 50.5 12.3 41.8 7.7 0.0 0.0 0.0 1.2 0.0 0.0: 3.4 0.0
Old : 100.0: 75.4 50.5 12.3 41.8 7.7 0.0 0.0 0.0 1.2 0.0 0.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 66.7 74.8 87.3 92.0 55.6 72.0 76.3 84.3
Old : 66.7 74.8 87.3 92.0 55.6 72.0 76.3 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,679: 7,758 25,175 20,215 4,610 1,885 1,050 0 0 150 0 0: 621 9
Old : 31,679: 7,758 25,175 20,215 4,610 1,885 1,050 0 0 150 0 0: 621 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 600: 725 -20 45 775 -155 0 0 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 79.5 63.8 14.6 6.0 3.3 0.0 0.0 0.5 0.0 0.0: 2.0 0.0
Old : 100.0: 24.5 79.5 63.8 14.6 6.0 3.3 0.0 0.0 0.5 0.0 0.0: 2.0 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: 14 11 . . . . 0 0 . 0 0:
Old : 25: 14 11 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 79.1 90.2 97.6 75.1 75.0 82.0 87.0
Old : 79.2 79.1 90.2 97.6 75.1 75.0 82.0 87.0
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,911: 6,979 22,330 16,990 3,160 3,415 1,050 0 0 100 0 0: 377 6
Old : 28,911: 6,979 22,330 16,990 3,160 3,415 1,050 0 0 100 0 0: 377 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 335: 540 200 45 375 -240 0 0 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 77.2 58.8 10.9 11.8 3.6 0.0 0.0 0.3 0.0 0.0: 1.3 0.0
Old : 100.0: 24.1 77.2 58.8 10.9 11.8 3.6 0.0 0.0 0.3 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 . . . . 0 0 . 0 0:
Old : 23: 13 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 : 79.2 86.5 91.8 98.5 71.0 75.0 78.3 81.9
Old : 79.2 86.5 91.8 98.5 71.0 75.0 78.3 81.9
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,850: 10,955 11,635 1,825 475 910 0 550 0 0 0 0: 160 280
Old : 13,850: 10,955 11,635 1,825 475 910 0 550 0 0 0 0: 160 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 84.0 13.2 3.4 6.6 0.0 4.0 0.0 0.0 0.0 0.0: 1.2 2.0
Old : 100.0: 79.1 84.0 13.2 3.4 6.6 0.0 4.0 0.0 0.0 0.0 0.0: 1.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 11 . . . 0 . 0 0 0 0:
Old : 23: 11 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 : 64.3 70.7 90.0 86.6 60.4 68.7 82.1 79.7
Old : 64.3 70.7 90.0 86.6 60.4 68.7 82.1 79.7
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,710: 7,605 7,775 1,080 540 745 0 350 0 0 0 0: 280 300
Old : 9,710: 7,605 7,775 1,080 540 745 0 350 0 0 0 0: 280 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 80.1 11.1 5.6 7.7 0.0 3.6 0.0 0.0 0.0 0.0: 2.9 3.1
Old : 100.0: 78.3 80.1 11.1 5.6 7.7 0.0 3.6 0.0 0.0 0.0 0.0: 2.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 . . . 0 . 0 0 0 0:
Old : 20: 11 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 75.2 88.9 90.0 57.0 67.3 78.3 78.5
Old : 59.7 75.2 88.9 90.0 57.0 67.3 78.3 78.5
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,989: 23,389 9,263 145 8,000 2,325 0 50 0 0 6,250 75: 55 26
Old : 25,989: 23,389 9,263 145 8,000 2,325 0 50 0 0 6,250 75: 55 26
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,200: 0 0 0 -1,800 1,200 0 0 0 0 1,800 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 35.6 0.6 30.8 8.9 0.0 0.2 0.0 0.0 24.0 0.3: 0.2 0.1
Old : 100.0: 90.0 35.6 0.6 30.8 8.9 0.0 0.2 0.0 0.0 24.0 0.3: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 15 . . . 0 . 0 0 . .:
Old : 29: 15 15 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 72.0 91.4 92.6 67.9 68.9 83.1 82.7
Old : 69.3 72.0 91.4 92.6 67.9 68.9 83.1 82.7
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,968: 25,363 11,059 145 8,310 2,275 0 50 0 100 6,150 25: 60 99
Old : 27,968: 25,363 11,059 145 8,310 2,275 0 50 0 100 6,150 25: 60 99
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,200: 0 200 0 -2,000 1,200 0 0 0 0 1,800 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 39.5 0.5 29.7 8.1 0.0 0.2 0.0 0.4 22.0 0.1: 0.2 0.4
Old : 100.0: 90.7 39.5 0.5 29.7 8.1 0.0 0.2 0.0 0.4 22.0 0.1: 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 : 27: 15 13 . . . 0 . 0 . . .:
Old : 27: 15 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 74.8 90.0 94.7 59.3 59.2 71.9 72.2
Old : 68.4 74.8 90.0 94.7 59.3 59.2 71.9 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,456: 99,066 80,269 3,005 18,545 8,685 0 2,227 200 410 1,455 55: 35 20
Old : 111,456: 99,066 80,269 3,005 18,545 8,685 0 2,227 200 410 1,455 55: 35 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 3,695: 4,920 -300 -2,600 2,545 1,275 0 175 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 72.0 2.7 16.6 7.8 0.0 2.0 0.2 0.4 1.3 0.0: 0.0 0.0
Old : 100.0: 88.9 72.0 2.7 16.6 7.8 0.0 2.0 0.2 0.4 1.3 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 : 50: 30 30 . . 5 0 4 . . . .:
Old : 50: 30 30 . . 5 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 : 48.1 60.6 73.2 85.2 47.7 53.1 63.2 68.3
Old : 48.1 60.6 73.2 85.2 47.7 53.1 63.2 68.3
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 131,998: 116,173 94,866 4,570 18,360 9,360 535 6,042 755 535 2,580 35: 35 0
Old : 131,998: 116,173 94,866 4,570 18,360 9,360 535 6,042 755 535 2,580 35: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 5,800: 7,090 525 -2,305 2,385 790 55 1,980 70 100 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 71.9 3.5 13.9 7.1 0.4 4.6 0.6 0.4 2.0 0.0: 0.0 0.0
Old : 100.0: 88.0 71.9 3.5 13.9 7.1 0.4 4.6 0.6 0.4 2.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 35 29 . . 4 . . . 4 4 .:
Old : 56: 35 29 . . 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 : 43.4 60.6 60.8 81.7 43.1 52.4 56.6 70.3
Old : 43.4 60.6 60.8 81.7 43.1 52.4 56.6 70.3
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 197,351: 156,343 138,849 9,964 10,565 6,519 7,033 2,530 9,852 3,707 25,059 3,894: 40 83
Old : 197,351: 156,343 138,849 9,964 10,565 6,519 7,033 2,530 9,852 3,707 25,059 3,894: 40 83
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 3,139: 3,027 3,475 170 -701 -1,731 958 -1,094 746 -327 2,176 267: 30 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 70.4 5.0 5.4 3.3 3.6 1.3 5.0 1.9 12.7 2.0: 0.0 0.0
Old : 100.0: 79.2 70.4 5.0 5.4 3.3 3.6 1.3 5.0 1.9 12.7 2.0: 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 : 78: 39 39 . . . . 7 5 7 10 9:
Old : 78: 39 39 . . . . 7 5 7 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 : 34.7 56.7 57.4 71.2 34.1 52.8 50.1 60.1
Old : 34.7 56.7 57.4 71.2 34.1 52.8 50.1 60.1
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,635: 41,840 40,900 4,520 6,085 1,895 580 625 0 645 100 5: 150 25
Old : 49,635: 41,840 40,900 4,520 6,085 1,895 580 625 0 645 100 5: 150 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -110: -600 1,405 400 -1,470 -145 225 0 0 0 100 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 82.4 9.1 12.3 3.8 1.2 1.3 0.0 1.3 0.2 0.0: 0.3 0.1
Old : 100.0: 84.3 82.4 9.1 12.3 3.8 1.2 1.3 0.0 1.3 0.2 0.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 9 . . . . . 0 . . .:
Old : 29: 19 9 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 93.5 79.3 98.3 59.0 89.1 78.2 93.5
Old : 59.9 93.5 79.3 98.3 59.0 89.1 78.2 93.5
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,805: 39,495 41,730 3,745 1,825 2,600 380 525 0 520 100 0: 65 25
Old : 46,805: 39,495 41,730 3,745 1,825 2,600 380 525 0 520 100 0: 65 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -265: -690 1,425 350 -1,690 -100 175 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 89.2 8.0 3.9 5.6 0.8 1.1 0.0 1.1 0.2 0.0: 0.1 0.1
Old : 100.0: 84.4 89.2 8.0 3.9 5.6 0.8 1.1 0.0 1.1 0.2 0.0: 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 : 29: 19 8 . . . . . 0 . . 0:
Old : 29: 19 8 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 94.2 80.1 98.8 61.0 88.2 78.5 92.7
Old : 61.0 94.2 80.1 98.8 61.0 88.2 78.5 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 224,125: 143,708 118,739 0 32,541 55,021 19,326 0 6,023 0 11,727 0: 46 73
Old : 224,125: 143,708 118,739 0 32,541 55,021 19,326 0 6,023 0 11,727 0: 46 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: -382: 33 1,619 0 -1,704 -249 -104 0 -62 0 13 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 53.0 0.0 14.5 24.5 8.6 0.0 2.7 0.0 5.2 0.0: 0.0 0.0
Old : 100.0: 64.1 53.0 0.0 14.5 24.5 8.6 0.0 2.7 0.0 5.2 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 : 29: 22 18 0 . . . 0 . 0 . 0:
Old : 29: 22 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 : 53.6 70.0 79.3 87.0 33.1 39.2 38.7 41.9
Old : 53.6 70.0 79.3 87.0 33.1 39.2 38.7 41.9
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,592: 27,137 36,727 9,770 200 0 0 0 0 0 0 0: 1,685 1,665
Old : 38,592: 27,137 36,727 9,770 200 0 0 0 0 0 0 0: 1,685 1,665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 900: 0 900 900 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 95.2 25.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 4.3
Old : 100.0: 70.3 95.2 25.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 80.6 66.9 91.7 88.1 69.7 54.7 76.4 73.5
Old : 80.6 66.9 91.7 88.1 69.7 54.7 76.4 73.5
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,050: 23,975 33,610 9,915 200 0 0 0 0 0 0 0: 1,160 1,240
Old : 35,050: 23,975 33,610 9,915 200 0 0 0 0 0 0 0: 1,160 1,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 900: 0 900 900 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 95.9 28.3 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 3.5
Old : 100.0: 68.4 95.9 28.3 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 87.0 68.1 95.4 89.6 74.5 55.7 77.6 73.7
Old : 87.0 68.1 95.4 89.6 74.5 55.7 77.6 73.7
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,166: 22,082 25,967 9,815 4,730 0 0 0 0 0 1,200 0: 4,269 4,269
Old : 36,166: 22,082 25,967 9,815 4,730 0 0 0 0 0 1,200 0: 4,269 4,269
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 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: 61.1 71.8 27.1 13.1 0.0 0.0 0.0 0.0 0.0 3.3 0.0: 11.8 11.8
Old : 100.0: 61.1 71.8 27.1 13.1 0.0 0.0 0.0 0.0 0.0 3.3 0.0: 11.8 11.8
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 : 25: 13 18 . . 0 0 0 0 0 . 0:
Old : 25: 13 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 : 75.4 49.7 86.9 70.3 73.5 49.7 80.6 70.2
Old : 75.4 49.7 86.9 70.3 73.5 49.7 80.6 70.2
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,301: 20,053 23,558 9,945 5,110 0 0 0 0 0 1,200 0: 3,303 3,433
Old : 33,301: 20,053 23,558 9,945 5,110 0 0 0 0 0 1,200 0: 3,303 3,433
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 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: 60.2 70.7 29.9 15.3 0.0 0.0 0.0 0.0 0.0 3.6 0.0: 9.9 10.3
Old : 100.0: 60.2 70.7 29.9 15.3 0.0 0.0 0.0 0.0 0.0 3.6 0.0: 9.9 10.3
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: 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 : 83.4 50.8 89.8 69.5 79.6 50.8 82.9 69.4
Old : 83.4 50.8 89.8 69.5 79.6 50.8 82.9 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,420: 36,605 13,765 1,425 6,585 3,805 0 10,775 75 0 7,195 475: 1,035 745
Old : 43,420: 36,605 13,765 1,425 6,585 3,805 0 10,775 75 0 7,195 475: 1,035 745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 0: 0 75 0 150 0 0 -150 0 0 -75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 31.7 3.3 15.2 8.8 0.0 24.8 0.2 0.0 16.6 1.1: 2.4 1.7
Old : 100.0: 84.3 31.7 3.3 15.2 8.8 0.0 24.8 0.2 0.0 16.6 1.1: 2.4 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 : 29: 15 14 . . . 0 . . 0 . .:
Old : 29: 15 14 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 69.4 82.7 89.4 63.3 59.5 74.8 77.8
Old : 68.8 69.4 82.7 89.4 63.3 59.5 74.8 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,675: 35,195 14,980 1,225 7,640 3,830 0 10,135 170 0 3,875 375: 880 670
Old : 41,675: 35,195 14,980 1,225 7,640 3,830 0 10,135 170 0 3,875 375: 880 670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 0: 0 0 0 150 0 0 -150 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 35.9 2.9 18.3 9.2 0.0 24.3 0.4 0.0 9.3 0.9: 2.1 1.6
Old : 100.0: 84.5 35.9 2.9 18.3 9.2 0.0 24.3 0.4 0.0 9.3 0.9: 2.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 15 . . . 0 . . 0 . .:
Old : 29: 15 15 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 72.5 84.5 90.3 65.7 63.1 76.6 77.9
Old : 72.1 72.5 84.5 90.3 65.7 63.1 76.6 77.9
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,390: 18,615 37,140 20,485 1,025 940 730 0 570 575 2,255 15: 1,460 1,445
Old : 43,390: 18,615 37,140 20,485 1,025 940 730 0 570 575 2,255 15: 1,460 1,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 400: -120 205 570 50 -50 0 0 0 0 195 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 85.6 47.2 2.4 2.2 1.7 0.0 1.3 1.3 5.2 0.0: 3.4 3.3
Old : 100.0: 42.9 85.6 47.2 2.4 2.2 1.7 0.0 1.3 1.3 5.2 0.0: 3.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 10 . . . . 0 . . . .:
Old : 27: 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 : 72.5 84.9 86.5 92.5 71.7 82.3 85.0 87.9
Old : 72.5 84.9 86.5 92.5 71.7 82.3 85.0 87.9
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,975: 16,070 33,925 18,940 450 830 780 0 570 575 2,030 15: 1,195 1,155
Old : 38,975: 16,070 33,925 18,940 450 830 780 0 570 575 2,030 15: 1,195 1,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 370: -150 325 570 50 -50 0 0 0 0 45 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 87.0 48.6 1.2 2.1 2.0 0.0 1.5 1.5 5.2 0.0: 3.1 3.0
Old : 100.0: 41.2 87.0 48.6 1.2 2.1 2.0 0.0 1.5 1.5 5.2 0.0: 3.1 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 : 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 : 72.3 86.4 86.8 93.6 71.7 83.1 84.7 88.2
Old : 72.3 86.4 86.8 93.6 71.7 83.1 84.7 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,325: 22,805 21,130 9,815 275 2,165 0 10,270 0 200 1,250 0: 340 235
Old : 35,325: 22,805 21,130 9,815 275 2,165 0 10,270 0 200 1,250 0: 340 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 335: 640 1,040 400 0 -600 0 0 0 100 0 0: -205 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 59.8 27.8 0.8 6.1 0.0 29.1 0.0 0.6 3.5 0.0: 1.0 0.7
Old : 100.0: 64.6 59.8 27.8 0.8 6.1 0.0 29.1 0.0 0.6 3.5 0.0: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 10 . . . 0 . 0 . . 0:
Old : 28: 15 10 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 85.9 90.1 95.2 73.0 83.4 84.9 89.6
Old : 78.3 85.9 90.1 95.2 73.0 83.4 84.9 89.6
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,780: 20,280 19,430 9,915 375 2,065 0 9,720 0 0 775 0: 520 415
Old : 32,780: 20,280 19,430 9,915 375 2,065 0 9,720 0 0 775 0: 520 415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 235: 520 910 450 0 -600 0 0 0 0 0 0: -135 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 59.3 30.2 1.1 6.3 0.0 29.7 0.0 0.0 2.4 0.0: 1.6 1.3
Old : 100.0: 61.9 59.3 30.2 1.1 6.3 0.0 29.7 0.0 0.0 2.4 0.0: 1.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 8 . . . 0 . 0 0 . 0:
Old : 24: 16 8 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 87.9 90.1 95.8 72.6 84.3 84.5 89.9
Old : 78.3 87.9 90.1 95.8 72.6 84.3 84.5 89.9
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,070: 23,155 14,060 0 9,580 645 50 130 50 565 0 115: 1,490 1,490
Old : 26,070: 23,155 14,060 0 9,580 645 50 130 50 565 0 115: 1,490 1,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 150: 150 0 0 150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 53.9 0.0 36.7 2.5 0.2 0.5 0.2 2.2 0.0 0.4: 5.7 5.7
Old : 100.0: 88.8 53.9 0.0 36.7 2.5 0.2 0.5 0.2 2.2 0.0 0.4: 5.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 9 0 . . . . . . 0 .:
Old : 26: 12 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 : 73.7 77.5 85.6 90.8 68.0 75.2 79.5 83.4
Old : 73.7 77.5 85.6 90.8 68.0 75.2 79.5 83.4
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,350: 22,575 13,910 0 9,570 550 50 130 50 985 0 165: 975 975
Old : 25,350: 22,575 13,910 0 9,570 550 50 130 50 985 0 165: 975 975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 145: 145 -5 0 150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 54.9 0.0 37.8 2.2 0.2 0.5 0.2 3.9 0.0 0.7: 3.8 3.8
Old : 100.0: 89.1 54.9 0.0 37.8 2.2 0.2 0.5 0.2 3.9 0.0 0.7: 3.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 75.8 79.3 86.2 92.8 69.9 77.3 79.6 85.3
Old : 75.8 79.3 86.2 92.8 69.9 77.3 79.6 85.3
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,520: 29,050 16,699 0 18,626 200 7,100 775 350 650 725 0: 1,170 1,145
Old : 38,520: 29,050 16,699 0 18,626 200 7,100 775 350 650 725 0: 1,170 1,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 2,555: 880 580 0 1,975 0 1,675 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 43.4 0.0 48.4 0.5 18.4 2.0 0.9 1.7 1.9 0.0: 3.0 3.0
Old : 100.0: 75.4 43.4 0.0 48.4 0.5 18.4 2.0 0.9 1.7 1.9 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: 17 10 0 . . . . . . . 0:
Old : 29: 17 10 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 79.3 84.6 92.5 61.9 76.9 77.5 85.5
Old : 69.0 79.3 84.6 92.5 61.9 76.9 77.5 85.5
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,465: 23,905 14,760 0 9,585 585 1,055 875 130 400 465 0: 2,390 2,065
Old : 28,465: 23,905 14,760 0 9,585 585 1,055 875 130 400 465 0: 2,390 2,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,020: 870 270 0 750 -200 150 0 0 0 0 0: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 51.9 0.0 33.7 2.1 3.7 3.1 0.5 1.4 1.6 0.0: 8.4 7.3
Old : 100.0: 84.0 51.9 0.0 33.7 2.1 3.7 3.1 0.5 1.4 1.6 0.0: 8.4 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: 16 9 0 . . . . . . . 0:
Old : 24: 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 : 59.5 69.6 75.7 88.0 52.1 64.5 66.6 77.1
Old : 59.5 69.6 75.7 88.0 52.1 64.5 66.6 77.1
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 120,320: 60,384 107,505 25,081 165 3,045 14,340 0 75 7,965 75 10: 9,420 9,445
Old : 120,320: 60,384 107,505 25,081 165 3,045 14,340 0 75 7,965 75 10: 9,420 9,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 785: 840 955 1,720 -50 0 -1,675 0 0 20 0 0: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 89.3 20.8 0.1 2.5 11.9 0.0 0.1 6.6 0.1 0.0: 7.8 7.8
Old : 100.0: 50.2 89.3 20.8 0.1 2.5 11.9 0.0 0.1 6.6 0.1 0.0: 7.8 7.8
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 : 41: 22 25 . . . . 0 . . . .:
Old : 41: 22 25 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 59.7 72.1 74.7 52.1 56.3 65.5 68.5
Old : 57.6 59.7 72.1 74.7 52.1 56.3 65.5 68.5
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,340: 52,060 91,825 17,470 1,215 1,865 19,195 0 150 4,340 0 0: 7,260 7,285
Old : 102,340: 52,060 91,825 17,470 1,215 1,865 19,195 0 150 4,340 0 0: 7,260 7,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 255: 530 355 -120 -50 -75 -150 0 0 45 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 89.7 17.1 1.2 1.8 18.8 0.0 0.1 4.2 0.0 0.0: 7.1 7.1
Old : 100.0: 50.9 89.7 17.1 1.2 1.8 18.8 0.0 0.1 4.2 0.0 0.0: 7.1 7.1
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 : 37: 17 24 . . . . 0 . . 0 0:
Old : 37: 17 24 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 58.5 80.1 72.7 60.2 56.5 75.4 69.4
Old : 62.6 58.5 80.1 72.7 60.2 56.5 75.4 69.4
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,040: 18,195 10,125 0 8,055 815 0 675 25 600 0 0: 2,405 2,345
Old : 22,040: 18,195 10,125 0 8,055 815 0 675 25 600 0 0: 2,405 2,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 750: 750 750 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 45.9 0.0 36.5 3.7 0.0 3.1 0.1 2.7 0.0 0.0: 10.9 10.6
Old : 100.0: 82.6 45.9 0.0 36.5 3.7 0.0 3.1 0.1 2.7 0.0 0.0: 10.9 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: 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 : 47.9 62.9 70.6 77.9 36.9 52.2 54.4 62.4
Old : 47.9 62.9 70.6 77.9 36.9 52.2 54.4 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, May 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,120: 16,375 10,350 0 8,295 520 0 25 0 2,100 0 0: 1,125 930
Old : 20,120: 16,375 10,350 0 8,295 520 0 25 0 2,100 0 0: 1,125 930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 775: 775 775 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 51.4 0.0 41.2 2.6 0.0 0.1 0.0 10.4 0.0 0.0: 5.6 4.6
Old : 100.0: 81.4 51.4 0.0 41.2 2.6 0.0 0.1 0.0 10.4 0.0 0.0: 5.6 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 : 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 : 56.5 77.6 75.3 90.1 40.0 56.1 54.7 60.8
Old : 56.5 77.6 75.3 90.1 40.0 56.1 54.7 60.8
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 16, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,535: 38,615 31,505 0 3,100 2,560 0 4,240 25 230 0 0: 6,105 6,105
Old : 47,535: 38,615 31,505 0 3,100 2,560 0 4,240 25 230 0 0: 6,105 6,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,175: 1,425 1,175 0 250 -250 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 66.3 0.0 6.5 5.4 0.0 8.9 0.1 0.5 0.0 0.0: 12.8 12.8
Old : 100.0: 81.2 66.3 0.0 6.5 5.4 0.0 8.9 0.1 0.5 0.0 0.0: 12.8 12.8
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: 16 16 0 . . 0 . . . 0 0:
Old : 29: 16 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 : 63.9 44.5 79.3 65.5 63.8 40.2 68.2 58.1
Old : 63.9 44.5 79.3 65.5 63.8 40.2 68.2 58.1
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 16, 2017
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: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,460: 23,560 18,530 245 2,730 3,630 0 2,675 0 0 0 0: 4,025 3,895
Old : 31,460: 23,560 18,530 245 2,730 3,630 0 2,675 0 0 0 0: 4,025 3,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 1,290: 1,340 1,340 0 0 0 0 0 0 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 58.9 0.8 8.7 11.5 0.0 8.5 0.0 0.0 0.0 0.0: 12.8 12.4
Old : 100.0: 74.9 58.9 0.8 8.7 11.5 0.0 8.5 0.0 0.0 0.0 0.0: 12.8 12.4
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 : 27: 16 18 . . . 0 . 0 0 0 0:
Old : 27: 16 18 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 39.7 72.1 63.0 36.0 29.3 43.7 42.0
Old : 48.2 39.7 72.1 63.0 36.0 29.3 43.7 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2017