COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,364: 22,464 30,215 5,710 5,422 2,310 4,305 15,926 577 23,564 4,822 5,183: 1,251 909
Old : 65,364: 22,464 30,215 5,710 5,422 2,310 4,305 15,926 577 23,564 4,822 5,183: 1,251 909
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -4,756: -2,794 -697 -1,335 -592 -175 675 -1,446 -251 -681 -1,028 -299: 104 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 46.2 8.7 8.3 3.5 6.6 24.4 0.9 36.1 7.4 7.9: 1.9 1.4
Old : 100.0: 34.4 46.2 8.7 8.3 3.5 6.6 24.4 0.9 36.1 7.4 7.9: 1.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 13 15 . . 4 . 5 4 13 9 17:
Old : 52: 13 15 . . 4 . 5 4 13 9 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 51.3 68.3 66.4 34.3 41.4 55.0 53.6
Old : 43.4 51.3 68.3 66.4 34.3 41.4 55.0 53.6
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,835: 2,683 5,450 676 1,621 95 350 1,002 240 4,614 260 685: 492 482
Old : 9,835: 2,683 5,450 676 1,621 95 350 1,002 240 4,614 260 685: 492 482
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,893: -137 -1,719 107 -111 -113 215 -6 -10 -1,880 65 -15: -60 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 55.4 6.9 16.5 1.0 3.6 10.2 2.4 46.9 2.6 7.0: 5.0 4.9
Old : 100.0: 27.3 55.4 6.9 16.5 1.0 3.6 10.2 2.4 46.9 2.6 7.0: 5.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 6 8 . . . . . . 7 . 4:
Old : 26: 6 8 . . . . . . 7 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 48.9 73.8 77.0 53.4 45.6 66.9 64.3
Old : 55.2 48.9 73.8 77.0 53.4 45.6 66.9 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 920: 197 372 143 12 61 89 143 107 159 62 164: 2 0
Old : 920: 197 372 143 12 61 89 143 107 159 62 164: 2 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -45: -11 9 -1 -1 -3 15 4 -45 2 -9 -1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 40.4 15.5 1.3 6.6 9.7 15.5 11.6 17.3 6.8 17.8: 0.2 0.0
Old : 100.0: 21.4 40.4 15.5 1.3 6.6 9.7 15.5 11.6 17.3 6.8 17.8: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 7 8 . . . . . 5 5 4 5:
Old : 27: 7 8 . . . . . 5 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 : 57.4 53.3 79.4 76.7 35.0 36.1 45.0 43.7
Old : 57.4 53.3 79.4 76.7 35.0 36.1 45.0 43.7
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 135,022: 78,186 82,994 3,435 11,303 16,884 15,751 526 3,178 6,098 8,565 11,060: 430 513
Old : 135,022: 78,186 82,994 3,435 11,303 16,884 15,751 526 3,178 6,098 8,565 11,060: 430 513
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -7,580: -6,880 -3,689 -183 -1,353 189 -542 -485 -62 -154 -1,726 98: -44 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 61.5 2.5 8.4 12.5 11.7 0.4 2.4 4.5 6.3 8.2: 0.3 0.4
Old : 100.0: 57.9 61.5 2.5 8.4 12.5 11.7 0.4 2.4 4.5 6.3 8.2: 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 : 68: 37 39 . . 4 5 . 6 8 8 13:
Old : 68: 37 39 . . 4 5 . 6 8 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 : 37.9 31.3 55.7 50.2 22.4 18.9 31.2 28.6
Old : 37.9 31.3 55.7 50.2 22.4 18.9 31.2 28.6
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,279: 26,011 34,824 7,013 0 1,680 0 450 0 2,725 475 850: 0 0
Old : 38,279: 26,011 34,824 7,013 0 1,680 0 450 0 2,725 475 850: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -6,751: -4,426 -7,072 154 0 -29 0 25 0 -2,750 25 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 91.0 18.3 0.0 4.4 0.0 1.2 0.0 7.1 1.2 2.2: 0.0 0.0
Old : 100.0: 68.0 91.0 18.3 0.0 4.4 0.0 1.2 0.0 7.1 1.2 2.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 26 20 . 0 . 0 . 0 5 . .:
Old : 41: 26 20 . 0 . 0 . 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 : 47.3 53.3 68.5 78.1 38.9 44.8 47.2 53.9
Old : 47.3 53.3 68.5 78.1 38.9 44.8 47.2 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,884: 23,564 19,897 0 6,017 2,220 0 0 0 2,750 400 350: 0 0
Old : 28,884: 23,564 19,897 0 6,017 2,220 0 0 0 2,750 400 350: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -3,340: -2,140 -2,675 0 -790 25 -200 0 0 -1,125 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 68.9 0.0 20.8 7.7 0.0 0.0 0.0 9.5 1.4 1.2: 0.0 0.0
Old : 100.0: 81.6 68.9 0.0 20.8 7.7 0.0 0.0 0.0 9.5 1.4 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 21 0 . . 0 0 0 4 . .:
Old : 32: 22 21 0 . . 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 : 56.9 47.2 76.3 74.0 50.4 35.7 58.6 52.1
Old : 56.9 47.2 76.3 74.0 50.4 35.7 58.6 52.1
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 184,424: 155,391 124,208 12,150 17,639 8,180 3,850 17,983 1,211 3,094 14,679 394: 154 130
Old : 184,424: 155,391 124,208 12,150 17,639 8,180 3,850 17,983 1,211 3,094 14,679 394: 154 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -8,602: -8,697 -8,211 -3,682 -1,866 2,300 1,805 -345 -295 -100 -237 -13: 80 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 67.3 6.6 9.6 4.4 2.1 9.8 0.7 1.7 8.0 0.2: 0.1 0.1
Old : 100.0: 84.3 67.3 6.6 9.6 4.4 2.1 9.8 0.7 1.7 8.0 0.2: 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 : 55: 33 33 4 . . . 4 . . . .:
Old : 55: 33 33 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 : 36.4 45.7 57.0 77.3 29.7 37.8 43.4 57.2
Old : 36.4 45.7 57.0 77.3 29.7 37.8 43.4 57.2
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,717: 52,963 39,348 8,755 15,716 1,074 20 3,176 788 300 3,819 1,775: 42 20
Old : 65,717: 52,963 39,348 8,755 15,716 1,074 20 3,176 788 300 3,819 1,775: 42 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -2,737: -3,636 -4,760 1,423 459 -508 -170 1,526 6 -300 70 450: -3 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 59.9 13.3 23.9 1.6 0.0 4.8 1.2 0.5 5.8 2.7: 0.1 0.0
Old : 100.0: 80.6 59.9 13.3 23.9 1.6 0.0 4.8 1.2 0.5 5.8 2.7: 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 : 41: 20 21 . . . . . . 4 5 .:
Old : 41: 20 21 . . . . . . 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 : 76.9 66.0 88.8 82.3 71.5 57.3 74.4 69.8
Old : 76.9 66.0 88.8 82.3 71.5 57.3 74.4 69.8
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,089: 19,258 13,922 2,248 7,565 927 0 25 450 200 200 0: 6 0
Old : 23,089: 19,258 13,922 2,248 7,565 927 0 25 450 200 200 0: 6 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -535: -236 -536 -574 175 251 0 -175 75 -50 -325 0: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 60.3 9.7 32.8 4.0 0.0 0.1 1.9 0.9 0.9 0.0: 0.0 0.0
Old : 100.0: 83.4 60.3 9.7 32.8 4.0 0.0 0.1 1.9 0.9 0.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 14 . . . 0 . . . . 0:
Old : 25: 11 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 : 79.0 77.3 93.8 91.1 73.9 68.2 76.8 74.8
Old : 79.0 77.3 93.8 91.1 73.9 68.2 76.8 74.8
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,435: 47,401 44,534 1,821 1,305 8,129 0 3,675 525 413 100 107: 39 60
Old : 58,435: 47,401 44,534 1,821 1,305 8,129 0 3,675 525 413 100 107: 39 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -2,362: -2,075 -2,725 -353 120 193 0 75 -75 0 100 -50: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 76.2 3.1 2.2 13.9 0.0 6.3 0.9 0.7 0.2 0.2: 0.1 0.1
Old : 100.0: 81.1 76.2 3.1 2.2 13.9 0.0 6.3 0.9 0.7 0.2 0.2: 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: 24 24 . . . 0 . . . . .:
Old : 37: 24 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 : 46.8 41.9 71.3 70.5 27.2 38.9 43.8 49.9
Old : 46.8 41.9 71.3 70.5 27.2 38.9 43.8 49.9
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,546: 51,829 45,797 1,910 7,774 4,540 0 1,625 200 1,618 275 200: 249 135
Old : 60,546: 51,829 45,797 1,910 7,774 4,540 0 1,625 200 1,618 275 200: 249 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -4,537: -2,995 -4,850 -385 933 -765 0 0 -50 -300 175 0: -42 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 75.6 3.2 12.8 7.5 0.0 2.7 0.3 2.7 0.5 0.3: 0.4 0.2
Old : 100.0: 85.6 75.6 3.2 12.8 7.5 0.0 2.7 0.3 2.7 0.5 0.3: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 25 . . . 0 . . . . .:
Old : 40: 23 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 : 37.4 49.1 64.0 75.1 33.5 47.0 53.6 62.4
Old : 37.4 49.1 64.0 75.1 33.5 47.0 53.6 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 64,230: 41,156 27,640 18,225 15,045 4,025 0 0 0 425 17,400 0: 399 120
Old : 64,230: 41,156 27,640 18,225 15,045 4,025 0 0 0 425 17,400 0: 399 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -2,400: -2,383 -975 413 -1,085 -340 0 0 0 -270 0 0: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 43.0 28.4 23.4 6.3 0.0 0.0 0.0 0.7 27.1 0.0: 0.6 0.2
Old : 100.0: 64.1 43.0 28.4 23.4 6.3 0.0 0.0 0.0 0.7 27.1 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 24 22 . . . 0 0 0 . . 0:
Old : 35: 24 22 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 73.8 66.7 84.4 42.7 69.2 61.0 78.8
Old : 46.3 73.8 66.7 84.4 42.7 69.2 61.0 78.8
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,473: 56,686 38,843 20,290 21,390 3,585 0 0 0 605 17,400 0: 307 255
Old : 81,473: 56,686 38,843 20,290 21,390 3,585 0 0 0 605 17,400 0: 307 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -3,553: -3,347 -1,958 158 -1,325 -260 0 0 0 -260 0 0: 156 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 47.7 24.9 26.3 4.4 0.0 0.0 0.0 0.7 21.4 0.0: 0.4 0.3
Old : 100.0: 69.6 47.7 24.9 26.3 4.4 0.0 0.0 0.0 0.7 21.4 0.0: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 23 . . . 0 0 0 . . 0:
Old : 37: 25 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 : 42.9 68.8 65.4 84.1 41.2 65.3 62.5 78.6
Old : 42.9 68.8 65.4 84.1 41.2 65.3 62.5 78.6
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,150: 24,724 28,200 4,485 950 4,910 0 0 0 700 900 50: 281 140
Old : 35,150: 24,724 28,200 4,485 950 4,910 0 0 0 700 900 50: 281 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 1,400: 60 1,160 960 -120 360 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 80.2 12.8 2.7 14.0 0.0 0.0 0.0 2.0 2.6 0.1: 0.8 0.4
Old : 100.0: 70.3 80.2 12.8 2.7 14.0 0.0 0.0 0.0 2.0 2.6 0.1: 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: 18 17 . . . 0 0 0 . . .:
Old : 28: 18 17 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 73.9 71.1 85.5 37.8 62.5 51.8 65.0
Old : 45.4 73.9 71.1 85.5 37.8 62.5 51.8 65.0
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,395: 28,830 33,999 3,885 985 3,045 1,000 0 0 1,425 0 150: 60 216
Old : 38,395: 28,830 33,999 3,885 985 3,045 1,000 0 0 1,425 0 150: 60 216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,350: 75 -1,290 -1,140 0 -60 0 0 0 -225 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 88.6 10.1 2.6 7.9 2.6 0.0 0.0 3.7 0.0 0.4: 0.2 0.6
Old : 100.0: 75.1 88.6 10.1 2.6 7.9 2.6 0.0 0.0 3.7 0.0 0.4: 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 : 31: 19 22 . . . . 0 0 . 0 .:
Old : 31: 19 22 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 66.3 65.8 83.3 24.6 49.0 37.4 52.7
Old : 43.7 66.3 65.8 83.3 24.6 49.0 37.4 52.7
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,290: 16,140 12,490 0 2,850 150 0 50 0 0 750 0: 0 0
Old : 16,290: 16,140 12,490 0 2,850 150 0 50 0 0 750 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 500: 950 200 0 -350 150 0 0 0 -550 550 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.1 76.7 0.0 17.5 0.9 0.0 0.3 0.0 0.0 4.6 0.0: 0.0 0.0
Old : 100.0: 99.1 76.7 0.0 17.5 0.9 0.0 0.3 0.0 0.0 4.6 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 : 73.6 61.9 87.1 84.3 72.3 56.4 81.9 75.4
Old : 73.6 61.9 87.1 84.3 72.3 56.4 81.9 75.4
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 20,523: 15,737 14,901 811 560 1,540 1,300 1,422 0 350 1,250 550: 235 300
Old : 20,523: 15,737 14,901 811 560 1,540 1,300 1,422 0 350 1,250 550: 235 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 289: 239 964 -119 0 319 0 -44 0 150 -650 -300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 72.6 4.0 2.7 7.5 6.3 6.9 0.0 1.7 6.1 2.7: 1.1 1.5
Old : 100.0: 76.7 72.6 4.0 2.7 7.5 6.3 6.9 0.0 1.7 6.1 2.7: 1.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 21 . . . . . 0 . . .:
Old : 34: 20 21 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 35.8 67.2 57.2 42.3 30.1 57.4 46.9
Old : 47.6 35.8 67.2 57.2 42.3 30.1 57.4 46.9
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,107: 6,507 4,275 0 1,960 690 800 1,032 0 100 0 850: 160 300
Old : 9,107: 6,507 4,275 0 1,960 690 800 1,032 0 100 0 850: 160 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 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: 71.5 46.9 0.0 21.5 7.6 8.8 11.3 0.0 1.1 0.0 9.3: 1.8 3.3
Old : 100.0: 71.5 46.9 0.0 21.5 7.6 8.8 11.3 0.0 1.1 0.0 9.3: 1.8 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 : 22: 11 10 0 . . . . 0 . 0 .:
Old : 22: 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 : 53.2 44.3 80.8 70.6 46.6 43.6 61.6 61.2
Old : 53.2 44.3 80.8 70.6 46.6 43.6 61.6 61.2
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,065: 9,960 8,845 175 1,245 860 0 475 200 190 100 300: 380 40
Old : 12,065: 9,960 8,845 175 1,245 860 0 475 200 190 100 300: 380 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,170: -1,055 -555 50 -465 -50 0 25 -25 -70 -100 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 73.3 1.5 10.3 7.1 0.0 3.9 1.7 1.6 0.8 2.5: 3.1 0.3
Old : 100.0: 82.6 73.3 1.5 10.3 7.1 0.0 3.9 1.7 1.6 0.8 2.5: 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: 10 10 . . . 0 . . . . .:
Old : 22: 10 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 : 67.0 53.5 84.6 83.3 61.5 49.2 69.2 71.1
Old : 67.0 53.5 84.6 83.3 61.5 49.2 69.2 71.1
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,134: 32,269 36,879 5,655 0 5,925 0 0 0 0 1,100 150: 135 80
Old : 44,134: 32,269 36,879 5,655 0 5,925 0 0 0 0 1,100 150: 135 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 1,539: 179 1,299 955 -25 265 0 0 0 0 -100 100: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 83.6 12.8 0.0 13.4 0.0 0.0 0.0 0.0 2.5 0.3: 0.3 0.2
Old : 100.0: 73.1 83.6 12.8 0.0 13.4 0.0 0.0 0.0 0.0 2.5 0.3: 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 : 32: 22 23 . 0 . 0 0 0 0 . .:
Old : 32: 22 23 . 0 . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 64.0 71.1 79.5 31.5 54.8 48.4 59.3
Old : 39.7 64.0 71.1 79.5 31.5 54.8 48.4 59.3
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,441: 43,778 37,876 2,365 8,867 3,048 375 400 0 1,525 900 350: 0 0
Old : 51,441: 43,778 37,876 2,365 8,867 3,048 375 400 0 1,525 900 350: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 1,316: 1,200 866 0 384 16 0 0 0 100 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 73.6 4.6 17.2 5.9 0.7 0.8 0.0 3.0 1.7 0.7: 0.0 0.0
Old : 100.0: 85.1 73.6 4.6 17.2 5.9 0.7 0.8 0.0 3.0 1.7 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 26 . . . . . 0 . . .:
Old : 40: 26 26 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 57.5 66.0 78.0 36.9 52.5 54.3 66.9
Old : 45.0 57.5 66.0 78.0 36.9 52.5 54.3 66.9
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,789: 35,865 38,754 9,519 7,700 615 400 0 0 945 320 340: 105 60
Old : 47,789: 35,865 38,754 9,519 7,700 615 400 0 0 945 320 340: 105 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -3,310: -2,585 -2,825 -650 -460 0 0 0 0 -70 -25 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 81.1 19.9 16.1 1.3 0.8 0.0 0.0 2.0 0.7 0.7: 0.2 0.1
Old : 100.0: 75.0 81.1 19.9 16.1 1.3 0.8 0.0 0.0 2.0 0.7 0.7: 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 : 28: 18 8 . . . . 0 0 . . .:
Old : 28: 18 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 : 44.2 94.3 72.5 98.9 42.9 90.7 71.2 93.3
Old : 44.2 94.3 72.5 98.9 42.9 90.7 71.2 93.3
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,984: 41,685 44,154 12,129 9,185 2,810 400 0 0 1,260 2,320 515: 185 0
Old : 58,984: 41,685 44,154 12,129 9,185 2,810 400 0 0 1,260 2,320 515: 185 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -2,250: -1,720 -1,755 -525 -530 60 0 0 0 -55 -25 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 74.9 20.6 15.6 4.8 0.7 0.0 0.0 2.1 3.9 0.9: 0.3 0.0
Old : 100.0: 70.7 74.9 20.6 15.6 4.8 0.7 0.0 0.0 2.1 3.9 0.9: 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 : 33: 23 11 . . . . 0 0 . . .:
Old : 33: 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 : 41.5 87.9 68.6 96.3 39.7 84.9 66.8 89.2
Old : 41.5 87.9 68.6 96.3 39.7 84.9 66.8 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,003: 63,724 63,732 2,862 2,638 2,359 0 0 0 240 138 717: 101 419
Old : 70,003: 63,724 63,732 2,862 2,638 2,359 0 0 0 240 138 717: 101 419
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -4,135: -4,312 -2,674 201 -496 -142 0 0 0 -20 -969 169: -31 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 91.0 4.1 3.8 3.4 0.0 0.0 0.0 0.3 0.2 1.0: 0.1 0.6
Old : 100.0: 91.0 91.0 4.1 3.8 3.4 0.0 0.0 0.0 0.3 0.2 1.0: 0.1 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: 26 25 . . . 0 0 0 . . .:
Old : 38: 26 25 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 62.2 74.1 82.4 51.9 59.8 72.3 78.8
Old : 52.9 62.2 74.1 82.4 51.9 59.8 72.3 78.8
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,948: 86,397 89,133 4,023 1,857 2,316 2,200 1,430 42 2,726 2,551 1,165: 79 454
Old : 98,948: 86,397 89,133 4,023 1,857 2,316 2,200 1,430 42 2,726 2,551 1,165: 79 454
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -3,717: -2,466 -3,437 -13 355 -157 -75 -228 -6 155 928 -1,139: -16 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 90.1 4.1 1.9 2.3 2.2 1.4 0.0 2.8 2.6 1.2: 0.1 0.5
Old : 100.0: 87.3 90.1 4.1 1.9 2.3 2.2 1.4 0.0 2.8 2.6 1.2: 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 : 53: 26 29 . . . . . . 6 4 .:
Old : 53: 26 29 . . . . . . 6 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 52.0 66.4 76.2 42.9 47.2 59.0 64.6
Old : 45.3 52.0 66.4 76.2 42.9 47.2 59.0 64.6
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,569: 24,617 30,998 5,521 0 496 50 0 0 850 75 0: 35 0
Old : 31,569: 24,617 30,998 5,521 0 496 50 0 0 850 75 0: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -3,613: -1,535 -3,525 -1,635 0 -88 -175 0 0 -175 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 98.2 17.5 0.0 1.6 0.2 0.0 0.0 2.7 0.2 0.0: 0.1 0.0
Old : 100.0: 78.0 98.2 17.5 0.0 1.6 0.2 0.0 0.0 2.7 0.2 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 14 . 0 . . 0 0 . . 0:
Old : 26: 13 14 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 84.4 92.7 95.1 74.6 75.3 80.5 81.3
Old : 78.1 84.4 92.7 95.1 74.6 75.3 80.5 81.3
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,626: 37,080 32,946 895 2,090 4,965 600 4,550 0 1,004 0 75: 7 0
Old : 44,626: 37,080 32,946 895 2,090 4,965 600 4,550 0 1,004 0 75: 7 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -2,373: -1,735 -1,213 -95 -490 -520 0 0 0 98 -150 0: -121 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 73.8 2.0 4.7 11.1 1.3 10.2 0.0 2.2 0.0 0.2: 0.0 0.0
Old : 100.0: 83.1 73.8 2.0 4.7 11.1 1.3 10.2 0.0 2.2 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 24 16 . . . . . 0 . 0 .:
Old : 33: 24 16 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 69.6 77.1 89.2 59.8 61.2 65.3 70.6
Old : 60.7 69.6 77.1 89.2 59.8 61.2 65.3 70.6
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,440: 32,105 36,399 2,094 175 5,046 3,100 0 1,800 915 1,600 110: 270 310
Old : 45,440: 32,105 36,399 2,094 175 5,046 3,100 0 1,800 915 1,600 110: 270 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -3,380: -3,100 -2,327 688 -120 -748 -350 0 0 85 50 -55: 100 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 80.1 4.6 0.4 11.1 6.8 0.0 4.0 2.0 3.5 0.2: 0.6 0.7
Old : 100.0: 70.7 80.1 4.6 0.4 11.1 6.8 0.0 4.0 2.0 3.5 0.2: 0.6 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 : 33: 21 19 . . . . 0 . . . .:
Old : 33: 21 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 : 46.6 65.5 67.4 82.0 37.6 53.0 50.2 61.1
Old : 46.6 65.5 67.4 82.0 37.6 53.0 50.2 61.1
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,189: 19,069 28,260 13,263 1,375 722 0 2,100 0 0 572 40: 95 120
Old : 33,189: 19,069 28,260 13,263 1,375 722 0 2,100 0 0 572 40: 95 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,815: -600 -1,364 -530 130 -410 0 25 -175 -50 30 -30: -20 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 85.1 40.0 4.1 2.2 0.0 6.3 0.0 0.0 1.7 0.1: 0.3 0.4
Old : 100.0: 57.5 85.1 40.0 4.1 2.2 0.0 6.3 0.0 0.0 1.7 0.1: 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 : 29: 16 14 4 . . 0 . 0 0 . .:
Old : 29: 16 14 4 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 67.1 82.8 83.9 58.2 64.3 78.2 78.0
Old : 59.4 67.1 82.8 83.9 58.2 64.3 78.2 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,361: 16,842 23,989 11,710 3,042 645 0 1,650 0 0 0 0: 164 35
Old : 29,361: 16,842 23,989 11,710 3,042 645 0 1,650 0 0 0 0: 164 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -975: -583 -127 -310 -693 0 0 -150 0 -50 0 0: -32 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 81.7 39.9 10.4 2.2 0.0 5.6 0.0 0.0 0.0 0.0: 0.6 0.1
Old : 100.0: 57.4 81.7 39.9 10.4 2.2 0.0 5.6 0.0 0.0 0.0 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 11 . . . 0 . 0 0 0 0:
Old : 25: 13 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 : 64.8 77.5 88.4 89.4 63.5 76.6 84.7 88.5
Old : 64.8 77.5 88.4 89.4 63.5 76.6 84.7 88.5
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,251: 21,675 26,718 4,397 762 1,959 75 115 265 1,072 0 367: 441 65
Old : 30,251: 21,675 26,718 4,397 762 1,959 75 115 265 1,072 0 367: 441 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -4,357: -3,179 -4,057 -984 -190 -64 0 30 -30 -84 0 -16: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 88.3 14.5 2.5 6.5 0.2 0.4 0.9 3.5 0.0 1.2: 1.5 0.2
Old : 100.0: 71.7 88.3 14.5 2.5 6.5 0.2 0.4 0.9 3.5 0.0 1.2: 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 : 32: 17 17 . . 4 . . . 4 0 .:
Old : 32: 17 17 . . 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 : 50.8 54.5 68.2 74.3 43.5 50.7 52.6 60.3
Old : 50.8 54.5 68.2 74.3 43.5 50.7 52.6 60.3
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,479: 18,423 18,167 1,384 2,660 1,461 210 0 0 850 0 1: 150 190
Old : 22,479: 18,423 18,167 1,384 2,660 1,461 210 0 0 850 0 1: 150 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,722: -1,065 -1,637 -395 138 -213 -30 0 0 -4 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 80.8 6.2 11.8 6.5 0.9 0.0 0.0 3.8 0.0 0.0: 0.7 0.8
Old : 100.0: 82.0 80.8 6.2 11.8 6.5 0.9 0.0 0.0 3.8 0.0 0.0: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 13 . . . . 0 0 . 0 .:
Old : 29: 16 13 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 60.8 78.8 82.5 58.3 57.2 73.3 75.2
Old : 61.1 60.8 78.8 82.5 58.3 57.2 73.3 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,527: 42,383 31,566 1,599 7,158 2,738 1,610 6,608 191 600 1,226 25: 381 15
Old : 49,527: 42,383 31,566 1,599 7,158 2,738 1,610 6,608 191 600 1,226 25: 381 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -2,393: -1,982 -2,234 155 376 -375 -150 233 3 35 -356 -35: -44 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 63.7 3.2 14.5 5.5 3.3 13.3 0.4 1.2 2.5 0.1: 0.8 0.0
Old : 100.0: 85.6 63.7 3.2 14.5 5.5 3.3 13.3 0.4 1.2 2.5 0.1: 0.8 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: 26 22 . . . . . . . . .:
Old : 39: 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 : 49.9 46.1 66.3 65.7 44.3 41.8 54.1 56.3
Old : 49.9 46.1 66.3 65.7 44.3 41.8 54.1 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,388: 28,424 24,122 2,474 6,139 1,770 1,650 2,350 0 0 0 0: 70 7
Old : 34,388: 28,424 24,122 2,474 6,139 1,770 1,650 2,350 0 0 0 0: 70 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -2,200: -872 -2,626 -1,433 -698 275 -150 910 -10 0 -50 0: -10 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 70.1 7.2 17.9 5.1 4.8 6.8 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 82.7 70.1 7.2 17.9 5.1 4.8 6.8 0.0 0.0 0.0 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 : 33: 23 17 . . . . . 0 0 0 0:
Old : 33: 23 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 : 49.8 56.8 68.6 79.4 43.2 54.8 61.5 74.1
Old : 49.8 56.8 68.6 79.4 43.2 54.8 61.5 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :MW :
: : Positions :
All : 6,220: 5,030 5,460 490 175 250 0 0 0 0 195 105: 345 35
Old : 6,220: 5,030 5,460 490 175 250 0 0 0 0 195 105: 345 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -850: -620 -770 -150 -25 -50 0 0 0 0 15 -15: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 87.8 7.9 2.8 4.0 0.0 0.0 0.0 0.0 3.1 1.7: 5.5 0.6
Old : 100.0: 80.9 87.8 7.9 2.8 4.0 0.0 0.0 0.0 0.0 3.1 1.7: 5.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 11 . . . 0 0 0 0 . .:
Old : 20: 9 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 : 60.4 63.7 83.2 83.8 55.0 56.4 71.1 72.7
Old : 60.4 63.7 83.2 83.8 55.0 56.4 71.1 72.7
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,468: 14,561 9,299 208 4,095 2,624 0 725 1,075 0 650 0: 0 0
Old : 18,468: 14,561 9,299 208 4,095 2,624 0 725 1,075 0 650 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -720: -401 -725 -169 -120 0 0 125 -125 0 150 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 50.4 1.1 22.2 14.2 0.0 3.9 5.8 0.0 3.5 0.0: 0.0 0.0
Old : 100.0: 78.8 50.4 1.1 22.2 14.2 0.0 3.9 5.8 0.0 3.5 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 : 26: 17 13 . . . 0 . . 0 . 0:
Old : 26: 17 13 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 64.5 82.0 87.8 56.0 48.7 66.0 63.6
Old : 59.0 64.5 82.0 87.8 56.0 48.7 66.0 63.6
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,100: 10,630 6,625 1,295 5,125 1,175 0 0 0 0 175 0: 0 0
Old : 13,100: 10,630 6,625 1,295 5,125 1,175 0 0 0 0 175 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -504: -404 -474 5 100 -105 0 0 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 50.6 9.9 39.1 9.0 0.0 0.0 0.0 0.0 1.3 0.0: 0.0 0.0
Old : 100.0: 81.1 50.6 9.9 39.1 9.0 0.0 0.0 0.0 0.0 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 : 20: 12 11 . . . 0 0 0 0 . 0:
Old : 20: 12 11 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 75.8 93.9 93.5 71.9 65.6 81.7 79.4
Old : 77.1 75.8 93.9 93.5 71.9 65.6 81.7 79.4
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,515: 9,035 19,055 8,190 0 440 515 0 0 300 0 0: 1,035 20
Old : 19,515: 9,035 19,055 8,190 0 440 515 0 0 300 0 0: 1,035 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 1,900: -170 2,545 2,520 0 -545 100 0 -100 0 0 0: 95 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 97.6 42.0 0.0 2.3 2.6 0.0 0.0 1.5 0.0 0.0: 5.3 0.1
Old : 100.0: 46.3 97.6 42.0 0.0 2.3 2.6 0.0 0.0 1.5 0.0 0.0: 5.3 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 : 21: 13 10 . 0 . . 0 0 . 0 0:
Old : 21: 13 10 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 91.4 82.7 98.6 65.0 91.0 77.0 91.2
Old : 70.3 91.4 82.7 98.6 65.0 91.0 77.0 91.2
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,025: 11,040 19,740 8,460 0 440 0 385 405 380 0 35: 265 20
Old : 21,025: 11,040 19,740 8,460 0 440 0 385 405 380 0 35: 265 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 1,695: -460 2,495 2,990 0 -765 0 50 0 35 0 -85: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 93.9 40.2 0.0 2.1 0.0 1.8 1.9 1.8 0.0 0.2: 1.3 0.1
Old : 100.0: 52.5 93.9 40.2 0.0 2.1 0.0 1.8 1.9 1.8 0.0 0.2: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 12 . 0 . 0 . . . 0 .:
Old : 27: 17 12 . 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 85.9 80.3 95.6 63.9 84.7 74.1 88.2
Old : 68.8 85.9 80.3 95.6 63.9 84.7 74.1 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 545,921: 354,138 229,761 6,081 61,756 108,379 0 68,537 2,176 8,239 7,527 66,172: 737 1,614
Old : 545,921: 354,138 229,761 6,081 61,756 108,379 0 68,537 2,176 8,239 7,527 66,172: 737 1,614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -4,913: -4,092 -2,791 1 168 -605 0 -773 -120 664 -73 -693: -68 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 42.1 1.1 11.3 19.9 0.0 12.6 0.4 1.5 1.4 12.1: 0.1 0.3
Old : 100.0: 64.9 42.1 1.1 11.3 19.9 0.0 12.6 0.4 1.5 1.4 12.1: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 64.7 53.6 89.0 81.1 29.1 26.7 31.9 31.7
Old : 64.7 53.6 89.0 81.1 29.1 26.7 31.9 31.7
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,520: 7,165 4,560 985 4,010 950 0 0 0 80 0 0: 340 0
Old : 9,520: 7,165 4,560 985 4,010 950 0 0 0 80 0 0: 340 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -985: -835 -690 -205 -420 125 0 0 0 -50 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 47.9 10.3 42.1 10.0 0.0 0.0 0.0 0.8 0.0 0.0: 3.6 0.0
Old : 100.0: 75.3 47.9 10.3 42.1 10.0 0.0 0.0 0.0 0.8 0.0 0.0: 3.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 10 . . . 0 0 0 . 0 0:
Old : 22: 10 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 74.8 85.9 91.6 50.8 69.0 72.0 81.6
Old : 64.7 74.8 85.9 91.6 50.8 69.0 72.0 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,885: 7,399 22,525 18,000 4,580 1,775 900 0 0 200 0 0: 611 5
Old : 28,885: 7,399 22,525 18,000 4,580 1,775 900 0 0 200 0 0: 611 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -2,029: -504 -1,895 -1,215 70 -200 -150 0 0 50 0 0: -10 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 78.0 62.3 15.9 6.1 3.1 0.0 0.0 0.7 0.0 0.0: 2.1 0.0
Old : 100.0: 25.6 78.0 62.3 15.9 6.1 3.1 0.0 0.0 0.7 0.0 0.0: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 9 . . . . 0 0 . 0 0:
Old : 23: 12 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 : 78.8 81.4 89.8 98.2 74.1 75.7 81.7 87.2
Old : 78.8 81.4 89.8 98.2 74.1 75.7 81.7 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,936: 6,904 20,440 15,445 3,280 3,215 900 0 0 100 0 0: 372 1
Old : 26,936: 6,904 20,440 15,445 3,280 3,215 900 0 0 100 0 0: 372 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,275: -425 -1,190 -470 145 -225 -150 0 0 0 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 75.9 57.3 12.2 11.9 3.3 0.0 0.0 0.4 0.0 0.0: 1.4 0.0
Old : 100.0: 25.6 75.9 57.3 12.2 11.9 3.3 0.0 0.0 0.4 0.0 0.0: 1.4 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 : 20: 12 6 . . . . 0 0 . 0 0:
Old : 20: 12 6 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 87.0 91.3 99.3 70.3 75.9 77.7 82.4
Old : 78.7 87.0 91.3 99.3 70.3 75.9 77.7 82.4
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,845: 10,585 11,555 2,200 665 870 0 475 0 50 0 0: 140 280
Old : 13,845: 10,585 11,555 2,200 665 870 0 475 0 50 0 0: 140 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,205: -970 -1,280 -225 190 -40 0 -75 0 50 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 83.5 15.9 4.8 6.3 0.0 3.4 0.0 0.4 0.0 0.0: 1.0 2.0
Old : 100.0: 76.5 83.5 15.9 4.8 6.3 0.0 3.4 0.0 0.4 0.0 0.0: 1.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 10 . . . 0 . 0 . 0 0:
Old : 23: 10 10 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 64.3 87.1 85.1 58.8 60.9 79.9 73.7
Old : 62.7 64.3 87.1 85.1 58.8 60.9 79.9 73.7
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,134: 21,271 12,537 170 9,085 2,400 0 0 0 176 25 87: 30 0
Old : 24,134: 21,271 12,537 170 9,085 2,400 0 0 0 176 25 87: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -3,007: -2,832 2,545 25 900 -175 0 -50 0 2 -6,225 -2: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 51.9 0.7 37.6 9.9 0.0 0.0 0.0 0.7 0.1 0.4: 0.1 0.0
Old : 100.0: 88.1 51.9 0.7 37.6 9.9 0.0 0.0 0.0 0.7 0.1 0.4: 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: 13 14 . . . 0 0 0 . . .:
Old : 27: 13 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 71.3 91.0 90.8 61.4 65.4 73.2 73.9
Old : 69.2 71.3 91.0 90.8 61.4 65.4 73.2 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,053: 23,143 14,341 170 9,205 2,400 0 0 0 273 0 37: 30 70
Old : 26,053: 23,143 14,341 170 9,205 2,400 0 0 0 273 0 37: 30 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -3,150: -3,020 2,582 25 595 -125 0 -50 0 2 -6,150 -2: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 55.0 0.7 35.3 9.2 0.0 0.0 0.0 1.0 0.0 0.1: 0.1 0.3
Old : 100.0: 88.8 55.0 0.7 35.3 9.2 0.0 0.0 0.0 1.0 0.0 0.1: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . . 0 0 0 . 0 .:
Old : 26: 13 12 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 74.0 90.0 92.9 56.6 57.2 69.1 70.9
Old : 67.8 74.0 90.0 92.9 56.6 57.2 69.1 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 117,400: 108,805 81,793 2,560 24,160 5,695 0 4,182 5 140 1,415 150: 45 0
Old : 117,400: 108,805 81,793 2,560 24,160 5,695 0 4,182 5 140 1,415 150: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,676: 259 -3,906 10 2,845 -1,570 0 1,230 -200 -170 -40 -15: 10 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 69.7 2.2 20.6 4.9 0.0 3.6 0.0 0.1 1.2 0.1: 0.0 0.0
Old : 100.0: 92.7 69.7 2.2 20.6 4.9 0.0 3.6 0.0 0.1 1.2 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 31 27 . . 5 0 4 . . . .:
Old : 49: 31 27 . . 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 : 52.1 60.1 73.7 84.8 52.0 51.7 67.5 70.4
Old : 52.1 60.1 73.7 84.8 52.0 51.7 67.5 70.4
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 134,333: 123,053 91,596 3,850 23,565 6,090 460 10,412 505 240 2,070 90: 45 5
Old : 134,333: 123,053 91,596 3,850 23,565 6,090 460 10,412 505 240 2,070 90: 45 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -4,095: -1,665 -5,765 -15 2,380 -1,945 0 2,175 -275 -195 -660 -10: 10 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 68.2 2.9 17.5 4.5 0.3 7.8 0.4 0.2 1.5 0.1: 0.0 0.0
Old : 100.0: 91.6 68.2 2.9 17.5 4.5 0.3 7.8 0.4 0.2 1.5 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 33 29 . . 4 . . . . . .:
Old : 53: 33 29 . . 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 : 47.5 57.7 63.5 82.4 47.5 51.3 61.1 72.3
Old : 47.5 57.7 63.5 82.4 47.5 51.3 61.1 72.3
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 212,724: 161,056 147,228 9,167 11,177 9,148 12,777 3,505 9,928 4,961 25,997 5,632: 55 109
Old : 212,724: 161,056 147,228 9,167 11,177 9,148 12,777 3,505 9,928 4,961 25,997 5,632: 55 109
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -3,959: -2,811 -4,816 -3,015 3,537 -144 1,791 490 7 -841 -3,935 1,100: -45 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 69.2 4.3 5.3 4.3 6.0 1.6 4.7 2.3 12.2 2.6: 0.0 0.1
Old : 100.0: 75.7 69.2 4.3 5.3 4.3 6.0 1.6 4.7 2.3 12.2 2.6: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 79: 40 42 4 . 4 6 4 5 7 10 12:
Old : 79: 40 42 4 . 4 6 4 5 7 10 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 46.3 49.9 60.0 29.6 41.5 44.1 49.1
Old : 31.1 46.3 49.9 60.0 29.6 41.5 44.1 49.1
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,885: 39,465 41,215 5,210 4,625 3,440 830 475 0 610 100 5: 325 25
Old : 49,885: 39,465 41,215 5,210 4,625 3,440 830 475 0 610 100 5: 325 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -245: -1,540 95 685 -720 530 0 -150 0 -35 0 0: 115 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 82.6 10.4 9.3 6.9 1.7 1.0 0.0 1.2 0.2 0.0: 0.7 0.1
Old : 100.0: 79.1 82.6 10.4 9.3 6.9 1.7 1.0 0.0 1.2 0.2 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 : 29: 18 11 . . . . . 0 . . .:
Old : 29: 18 11 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 92.6 79.6 97.0 57.8 84.6 74.8 87.4
Old : 59.8 92.6 79.6 97.0 57.8 84.6 74.8 87.4
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,760: 37,345 41,450 3,835 540 4,270 630 375 0 440 100 0: 240 25
Old : 46,760: 37,345 41,450 3,835 540 4,270 630 375 0 440 100 0: 240 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -570: -1,340 -500 210 -445 525 0 -150 0 -80 0 0: 115 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 88.6 8.2 1.2 9.1 1.3 0.8 0.0 0.9 0.2 0.0: 0.5 0.1
Old : 100.0: 79.9 88.6 8.2 1.2 9.1 1.3 0.8 0.0 0.9 0.2 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 9 . . . . . 0 . . 0:
Old : 29: 18 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 : 63.1 93.4 80.8 97.6 59.6 83.4 74.5 86.2
Old : 63.1 93.4 80.8 97.6 59.6 83.4 74.5 86.2
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 219,701: 134,818 120,597 0 26,151 59,341 19,796 0 5,711 0 7,841 0: 35 59
Old : 219,701: 134,818 120,597 0 26,151 59,341 19,796 0 5,711 0 7,841 0: 35 59
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -4,917: -6,320 4,024 0 -6,768 3,121 -21 0 284 0 -3,596 0: -1,982 -1,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 54.9 0.0 11.9 27.0 9.0 0.0 2.6 0.0 3.6 0.0: 0.0 0.0
Old : 100.0: 61.4 54.9 0.0 11.9 27.0 9.0 0.0 2.6 0.0 3.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 17 0 . . . 0 . 0 . 0:
Old : 28: 20 17 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 69.5 81.4 87.7 30.1 34.1 34.6 37.2
Old : 55.6 69.5 81.4 87.7 30.1 34.1 34.6 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,552: 25,912 36,017 10,240 175 0 0 0 0 0 0 0: 2,400 2,360
Old : 38,552: 25,912 36,017 10,240 175 0 0 0 0 0 0 0: 2,400 2,360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,745: -1,150 -1,750 -645 -25 0 0 0 0 0 0 0: 50 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 93.4 26.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.2 6.1
Old : 100.0: 67.2 93.4 26.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 15 . . 0 0 0 0 0 0 0:
Old : 23: 13 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 : 80.9 66.4 90.5 86.3 71.2 54.7 76.7 73.9
Old : 80.9 66.4 90.5 86.3 71.2 54.7 76.7 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,600: 23,050 32,710 9,760 175 0 0 0 0 0 0 0: 1,790 1,715
Old : 34,600: 23,050 32,710 9,760 175 0 0 0 0 0 0 0: 1,790 1,715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,375: -940 -1,470 -570 -25 0 0 0 0 0 0 0: 135 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 94.5 28.2 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 5.0
Old : 100.0: 66.6 94.5 28.2 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 16 . . 0 0 0 0 0 0 0:
Old : 21: 12 16 . . 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 : 85.9 67.5 93.6 88.4 74.7 55.3 77.4 73.8
Old : 85.9 67.5 93.6 88.4 74.7 55.3 77.4 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,884: 20,572 25,237 10,080 4,235 35 0 0 0 0 1,200 0: 4,197 4,177
Old : 34,884: 20,572 25,237 10,080 4,235 35 0 0 0 0 1,200 0: 4,197 4,177
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,697: -1,225 -1,215 -385 -375 0 0 0 0 0 0 0: -87 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 72.3 28.9 12.1 0.1 0.0 0.0 0.0 0.0 3.4 0.0: 12.0 12.0
Old : 100.0: 59.0 72.3 28.9 12.1 0.1 0.0 0.0 0.0 0.0 3.4 0.0: 12.0 12.0
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: 10 15 . . . 0 0 0 0 . 0:
Old : 23: 10 15 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 49.2 87.2 69.7 74.3 49.1 79.3 69.1
Old : 75.4 49.2 87.2 69.7 74.3 49.1 79.3 69.1
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,027: 19,298 22,908 9,650 4,720 35 0 0 0 0 1,200 0: 3,044 3,164
Old : 32,027: 19,298 22,908 9,650 4,720 35 0 0 0 0 1,200 0: 3,044 3,164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,594: -1,065 -1,160 -245 -270 0 0 0 0 0 0 0: -284 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 71.5 30.1 14.7 0.1 0.0 0.0 0.0 0.0 3.7 0.0: 9.5 9.9
Old : 100.0: 60.3 71.5 30.1 14.7 0.1 0.0 0.0 0.0 0.0 3.7 0.0: 9.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 16 . . . 0 0 0 0 . 0:
Old : 23: 9 16 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.7 50.9 90.2 69.2 79.7 50.8 82.1 68.8
Old : 83.7 50.9 90.2 69.2 79.7 50.8 82.1 68.8
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,750: 35,150 13,495 1,425 8,225 4,105 0 11,095 0 0 3,950 200: 870 680
Old : 41,750: 35,150 13,495 1,425 8,225 4,105 0 11,095 0 0 3,950 200: 870 680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -100: 285 -605 0 1,090 300 0 170 -75 0 -470 -425: -185 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 32.3 3.4 19.7 9.8 0.0 26.6 0.0 0.0 9.5 0.5: 2.1 1.6
Old : 100.0: 84.2 32.3 3.4 19.7 9.8 0.0 26.6 0.0 0.0 9.5 0.5: 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 12 . . . 0 . 0 0 . .:
Old : 29: 15 12 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 73.4 83.6 89.8 62.7 63.6 74.9 79.0
Old : 70.1 73.4 83.6 89.8 62.7 63.6 74.9 79.0
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,405: 35,040 14,520 1,200 9,485 4,105 0 10,005 0 0 2,420 200: 860 670
Old : 41,405: 35,040 14,520 1,200 9,485 4,105 0 10,005 0 0 2,420 200: 860 670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -345: -80 -660 -25 895 275 0 170 -170 0 -530 -325: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 35.1 2.9 22.9 9.9 0.0 24.2 0.0 0.0 5.8 0.5: 2.1 1.6
Old : 100.0: 84.6 35.1 2.9 22.9 9.9 0.0 24.2 0.0 0.0 5.8 0.5: 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 : 27: 15 12 . . . 0 . 0 0 . .:
Old : 27: 15 12 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 77.9 84.4 91.7 64.8 68.0 75.5 79.1
Old : 72.6 77.9 84.4 91.7 64.8 68.0 75.5 79.1
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,370: 18,875 40,430 24,275 1,175 685 750 0 550 0 2,295 0: 1,235 1,235
Old : 46,370: 18,875 40,430 24,275 1,175 685 750 0 550 0 2,295 0: 1,235 1,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 895: -125 1,255 1,675 50 -205 20 0 -20 -275 -10 -15: -160 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 87.2 52.4 2.5 1.5 1.6 0.0 1.2 0.0 4.9 0.0: 2.7 2.7
Old : 100.0: 40.7 87.2 52.4 2.5 1.5 1.6 0.0 1.2 0.0 4.9 0.0: 2.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 12 . . . . 0 . 0 . 0:
Old : 28: 13 12 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 86.6 88.8 93.4 76.8 84.9 88.1 90.2
Old : 77.2 86.6 88.8 93.4 76.8 84.9 88.1 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,790: 16,430 37,250 22,470 450 695 800 0 550 0 2,020 0: 845 825
Old : 41,790: 16,430 37,250 22,470 450 695 800 0 550 0 2,020 0: 845 825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 440: 75 935 1,115 0 -135 20 0 -20 -275 -10 -15: -325 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 89.1 53.8 1.1 1.7 1.9 0.0 1.3 0.0 4.8 0.0: 2.0 2.0
Old : 100.0: 39.3 89.1 53.8 1.1 1.7 1.9 0.0 1.3 0.0 4.8 0.0: 2.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 10 . . . . 0 . 0 . 0:
Old : 24: 12 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 : 76.0 88.5 89.2 95.3 75.5 85.1 86.9 90.1
Old : 76.0 88.5 89.2 95.3 75.5 85.1 86.9 90.1
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,085: 21,475 20,230 9,025 325 2,140 0 9,940 0 100 200 0: 345 250
Old : 33,085: 21,475 20,230 9,025 325 2,140 0 9,940 0 100 200 0: 345 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -2,250: -1,255 -900 -865 50 -25 0 -330 0 -100 -1,050 0: -5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 61.1 27.3 1.0 6.5 0.0 30.0 0.0 0.3 0.6 0.0: 1.0 0.8
Old : 100.0: 64.9 61.1 27.3 1.0 6.5 0.0 30.0 0.0 0.3 0.6 0.0: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 10 . . . 0 . 0 . . 0:
Old : 26: 14 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 : 79.0 88.3 91.3 95.7 73.4 85.1 85.7 90.0
Old : 79.0 88.3 91.3 95.7 73.4 85.1 85.7 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,245: 19,545 18,775 9,175 400 2,015 0 9,440 0 0 200 0: 510 415
Old : 31,245: 19,545 18,775 9,175 400 2,015 0 9,440 0 0 200 0: 510 415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,535: -735 -655 -740 25 -50 0 -280 0 0 -575 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 60.1 29.4 1.3 6.4 0.0 30.2 0.0 0.0 0.6 0.0: 1.6 1.3
Old : 100.0: 62.6 60.1 29.4 1.3 6.4 0.0 30.2 0.0 0.0 0.6 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 : 22: 15 8 . . . 0 . 0 0 . 0:
Old : 22: 15 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 : 78.8 89.4 90.9 96.5 72.9 85.2 85.0 90.1
Old : 78.8 89.4 90.9 96.5 72.9 85.2 85.0 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,875: 22,730 11,740 0 11,505 0 0 130 50 225 0 75: 1,795 1,375
Old : 24,875: 22,730 11,740 0 11,505 0 0 130 50 225 0 75: 1,795 1,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -2,000: -1,160 -1,815 0 525 -645 -50 0 0 -140 0 -40: 35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 47.2 0.0 46.3 0.0 0.0 0.5 0.2 0.9 0.0 0.3: 7.2 5.5
Old : 100.0: 91.4 47.2 0.0 46.3 0.0 0.0 0.5 0.2 0.9 0.0 0.3: 7.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 8 0 . 0 0 . . . 0 .:
Old : 21: 12 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 : 76.5 78.7 88.3 92.4 69.6 78.7 80.8 85.8
Old : 76.5 78.7 88.3 92.4 69.6 78.7 80.8 85.8
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,630: 21,740 11,525 0 10,900 0 0 130 50 575 0 75: 1,190 950
Old : 23,630: 21,740 11,525 0 10,900 0 0 130 50 575 0 75: 1,190 950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,890: -1,030 -1,590 0 430 -550 -50 0 0 40 0 -90: -210 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 48.8 0.0 46.1 0.0 0.0 0.6 0.2 2.4 0.0 0.3: 5.0 4.0
Old : 100.0: 92.0 48.8 0.0 46.1 0.0 0.0 0.6 0.2 2.4 0.0 0.3: 5.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 8 0 . 0 0 . . . 0 .:
Old : 23: 13 8 0 . 0 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 80.6 88.9 93.7 72.8 80.6 82.1 87.9
Old : 78.8 80.6 88.9 93.7 72.8 80.6 82.1 87.9
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,250: 28,125 17,699 0 18,566 200 9,190 775 100 400 700 0: 1,235 1,210
Old : 39,250: 28,125 17,699 0 18,566 200 9,190 775 100 400 700 0: 1,235 1,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -640: -1,275 550 0 -885 0 1,165 0 -100 -250 -25 0: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 45.1 0.0 47.3 0.5 23.4 2.0 0.3 1.0 1.8 0.0: 3.1 3.1
Old : 100.0: 71.7 45.1 0.0 47.3 0.5 23.4 2.0 0.3 1.0 1.8 0.0: 3.1 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 : 26: 17 9 0 . . . . . . . 0:
Old : 26: 17 9 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 79.8 86.3 93.7 65.5 78.7 80.0 86.6
Old : 71.8 79.8 86.3 93.7 65.5 78.7 80.0 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,365: 22,970 15,210 0 9,790 60 2,635 875 0 400 440 0: 2,300 1,990
Old : 28,365: 22,970 15,210 0 9,790 60 2,635 875 0 400 440 0: 2,300 1,990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -395: -1,335 -75 0 155 -270 1,405 0 -130 0 -25 0: -65 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 53.6 0.0 34.5 0.2 9.3 3.1 0.0 1.4 1.6 0.0: 8.1 7.0
Old : 100.0: 81.0 53.6 0.0 34.5 0.2 9.3 3.1 0.0 1.4 1.6 0.0: 8.1 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 10 0 . . . . 0 . . 0:
Old : 25: 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 : 63.6 70.3 79.9 88.8 56.2 68.4 71.3 80.7
Old : 63.6 70.3 79.9 88.8 56.2 68.4 71.3 80.7
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,740: 59,614 102,100 24,241 0 2,765 12,375 0 140 5,895 0 0: 8,710 8,735
Old : 113,740: 59,614 102,100 24,241 0 2,765 12,375 0 140 5,895 0 0: 8,710 8,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -5,190: -725 -3,840 -820 -165 -280 -1,490 0 65 -1,045 -75 -10: -885 -885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 89.8 21.3 0.0 2.4 10.9 0.0 0.1 5.2 0.0 0.0: 7.7 7.7
Old : 100.0: 52.4 89.8 21.3 0.0 2.4 10.9 0.0 0.1 5.2 0.0 0.0: 7.7 7.7
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 : 40: 19 24 . 0 . . 0 . . 0 0:
Old : 40: 19 24 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 60.9 75.1 74.3 55.9 58.2 69.7 70.3
Old : 61.4 60.9 75.1 74.3 55.9 58.2 69.7 70.3
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,465: 52,885 89,775 17,085 870 1,820 17,390 0 140 3,310 0 0: 6,835 6,860
Old : 99,465: 52,885 89,775 17,085 870 1,820 17,390 0 140 3,310 0 0: 6,835 6,860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -2,765: 515 -1,815 285 -345 0 -1,630 0 -10 -1,330 0 0: -595 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 90.3 17.2 0.9 1.8 17.5 0.0 0.1 3.3 0.0 0.0: 6.9 6.9
Old : 100.0: 53.2 90.3 17.2 0.9 1.8 17.5 0.0 0.1 3.3 0.0 0.0: 6.9 6.9
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 : 35: 17 22 . . . . 0 . . 0 0:
Old : 35: 17 22 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 59.1 81.5 73.5 62.3 57.8 77.8 71.4
Old : 64.9 59.1 81.5 73.5 62.3 57.8 77.8 71.4
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,460: 17,575 10,060 0 7,490 875 0 700 0 600 0 0: 2,410 2,335
Old : 21,460: 17,575 10,060 0 7,490 875 0 700 0 600 0 0: 2,410 2,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -580: -520 35 0 -565 60 0 25 -25 0 0 0: -95 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 46.9 0.0 34.9 4.1 0.0 3.3 0.0 2.8 0.0 0.0: 11.2 10.9
Old : 100.0: 81.9 46.9 0.0 34.9 4.1 0.0 3.3 0.0 2.8 0.0 0.0: 11.2 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 12 0 . . 0 . 0 . 0 0:
Old : 24: 15 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 : 48.3 61.7 71.0 78.7 35.1 52.8 55.8 63.1
Old : 48.3 61.7 71.0 78.7 35.1 52.8 55.8 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,905: 16,310 10,350 0 7,975 520 0 0 0 2,000 200 0: 1,075 860
Old : 19,905: 16,310 10,350 0 7,975 520 0 0 0 2,000 200 0: 1,075 860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -215: -65 0 0 -320 0 0 -25 0 -100 200 0: -50 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 52.0 0.0 40.1 2.6 0.0 0.0 0.0 10.0 1.0 0.0: 5.4 4.3
Old : 100.0: 81.9 52.0 0.0 40.1 2.6 0.0 0.0 0.0 10.0 1.0 0.0: 5.4 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 : 23: 15 12 0 . . 0 0 0 . . 0:
Old : 23: 15 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 : 58.7 75.6 76.9 87.9 39.7 55.5 54.8 61.9
Old : 58.7 75.6 76.9 87.9 39.7 55.5 54.8 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,665: 37,635 31,250 705 3,010 2,085 0 4,090 20 0 110 20: 7,200 7,080
Old : 47,665: 37,635 31,250 705 3,010 2,085 0 4,090 20 0 110 20: 7,200 7,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -210: -455 -930 -170 60 -75 0 25 -25 -230 110 20: 725 605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 65.6 1.5 6.3 4.4 0.0 8.6 0.0 0.0 0.2 0.0: 15.1 14.9
Old : 100.0: 79.0 65.6 1.5 6.3 4.4 0.0 8.6 0.0 0.0 0.2 0.0: 15.1 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 17 . . . 0 . . 0 . .:
Old : 29: 17 17 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 44.9 76.3 65.0 60.3 41.1 65.5 57.8
Old : 60.5 44.9 76.3 65.0 60.3 41.1 65.5 57.8
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, June 06, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,605: 23,020 18,610 685 2,870 3,215 0 2,425 0 200 0 0: 4,485 4,485
Old : 31,605: 23,020 18,610 685 2,870 3,215 0 2,425 0 200 0 0: 4,485 4,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,080: -695 -975 -160 265 -240 0 -75 0 200 0 0: -185 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 58.9 2.2 9.1 10.2 0.0 7.7 0.0 0.6 0.0 0.0: 14.2 14.2
Old : 100.0: 72.8 58.9 2.2 9.1 10.2 0.0 7.7 0.0 0.6 0.0 0.0: 14.2 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 17 . . . 0 . 0 . 0 0:
Old : 26: 16 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 : 45.5 39.3 69.5 63.5 36.1 30.5 44.1 41.3
Old : 45.5 39.3 69.5 63.5 36.1 30.5 44.1 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2017