COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 66,066: 24,480 29,912 5,356 5,753 2,394 6,862 15,845 637 19,187 4,556 5,738: 1,412 1,231
Old : 66,066: 24,480 29,912 5,356 5,753 2,394 6,862 15,845 637 19,187 4,556 5,738: 1,412 1,231
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 1,019: 1,245 863 95 28 -43 2,107 -103 75 -2,985 -276 108: 417 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 45.3 8.1 8.7 3.6 10.4 24.0 1.0 29.0 6.9 8.7: 2.1 1.9
Old : 100.0: 37.1 45.3 8.1 8.7 3.6 10.4 24.0 1.0 29.0 6.9 8.7: 2.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 14 15 . . 5 . 5 5 12 8 15:
Old : 51: 14 15 . . 5 . 5 5 12 8 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 51.2 66.6 66.3 31.8 40.7 51.9 52.2
Old : 40.7 51.2 66.6 66.3 31.8 40.7 51.9 52.2
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 10,863: 2,789 6,306 846 1,821 100 670 1,002 240 4,904 85 842: 472 467
Old : 10,863: 2,789 6,306 846 1,821 100 670 1,002 240 4,904 85 842: 472 467
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 288: 46 221 85 0 -55 -15 0 0 150 75 77: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 58.1 7.8 16.8 0.9 6.2 9.2 2.2 45.1 0.8 7.8: 4.3 4.3
Old : 100.0: 25.7 58.1 7.8 16.8 0.9 6.2 9.2 2.2 45.1 0.8 7.8: 4.3 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 : 28: 6 8 . . . . . . 10 . 6:
Old : 28: 6 8 . . . . . . 10 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 52.7 69.9 78.6 44.7 47.1 61.7 64.5
Old : 46.4 52.7 69.9 78.6 44.7 47.1 61.7 64.5
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 922: 204 412 159 9 55 164 126 100 71 54 167: 2 0
Old : 922: 204 412 159 9 55 164 126 100 71 54 167: 2 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 3: 12 36 17 -3 -4 69 -14 -10 -84 -6 4: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 44.6 17.2 1.0 6.0 17.8 13.7 10.8 7.7 5.8 18.1: 0.2 0.0
Old : 100.0: 22.2 44.6 17.2 1.0 6.0 17.8 13.7 10.8 7.7 5.8 18.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 7 8 . . . . . 6 4 4 4:
Old : 27: 7 8 . . . . . 6 4 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 55.4 80.2 78.3 37.5 36.8 46.0 44.5
Old : 58.4 55.4 80.2 78.3 37.5 36.8 46.0 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 137,767: 79,676 84,445 3,923 11,180 17,218 15,801 561 3,351 5,708 8,864 11,662: 427 486
Old : 137,767: 79,676 84,445 3,923 11,180 17,218 15,801 561 3,351 5,708 8,864 11,662: 427 486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 310: 288 130 8 -46 96 -54 5 73 -95 66 32: -38 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 61.3 2.8 8.1 12.5 11.5 0.4 2.4 4.1 6.4 8.5: 0.3 0.4
Old : 100.0: 57.8 61.3 2.8 8.1 12.5 11.5 0.4 2.4 4.1 6.4 8.5: 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 : 69: 37 39 . . 4 5 . 7 8 8 13:
Old : 69: 37 39 . . 4 5 . 7 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 : 37.3 31.1 55.1 49.9 22.1 18.4 30.6 27.9
Old : 37.3 31.1 55.1 49.9 22.1 18.4 30.6 27.9
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,475: 26,757 35,300 6,943 0 1,675 0 525 0 2,525 400 1,575: 0 0
Old : 39,475: 26,757 35,300 6,943 0 1,675 0 525 0 2,525 400 1,575: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 881: 581 525 -6 0 -69 0 75 0 50 25 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 89.4 17.6 0.0 4.2 0.0 1.3 0.0 6.4 1.0 4.0: 0.0 0.0
Old : 100.0: 67.8 89.4 17.6 0.0 4.2 0.0 1.3 0.0 6.4 1.0 4.0: 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 : 41: 26 21 . 0 . 0 . 0 5 . .:
Old : 41: 26 21 . 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 : 46.8 53.5 68.4 77.4 38.3 43.5 46.7 53.1
Old : 46.8 53.5 68.4 77.4 38.3 43.5 46.7 53.1
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,719: 24,474 19,472 0 6,252 2,170 0 0 0 1,825 575 250: 0 0
Old : 28,719: 24,474 19,472 0 6,252 2,170 0 0 0 1,825 575 250: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 175: 575 200 0 0 0 0 0 0 -350 25 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 67.8 0.0 21.8 7.6 0.0 0.0 0.0 6.4 2.0 0.9: 0.0 0.0
Old : 100.0: 85.2 67.8 0.0 21.8 7.6 0.0 0.0 0.0 6.4 2.0 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.4 48.1 73.7 72.9 45.7 34.4 53.3 47.8
Old : 55.4 48.1 73.7 72.9 45.7 34.4 53.3 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 188,065: 158,044 120,791 11,458 19,289 9,918 4,330 19,008 1,361 2,294 17,079 494: 166 125
Old : 188,065: 158,044 120,791 11,458 19,289 9,918 4,330 19,008 1,361 2,294 17,079 494: 166 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 3,257: 1,113 333 1,343 1,110 319 420 145 150 -100 1,200 0: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 64.2 6.1 10.3 5.3 2.3 10.1 0.7 1.2 9.1 0.3: 0.1 0.1
Old : 100.0: 84.0 64.2 6.1 10.3 5.3 2.3 10.1 0.7 1.2 9.1 0.3: 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 : 59: 33 36 4 . . . 4 . . 4 .:
Old : 59: 33 36 4 . . . 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 43.4 57.3 75.7 29.9 38.1 44.2 55.6
Old : 36.5 43.4 57.3 75.7 29.9 38.1 44.2 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 67,704: 53,201 39,365 9,760 17,141 854 58 3,467 763 550 3,619 2,475: 43 20
Old : 67,704: 53,201 39,365 9,760 17,141 854 58 3,467 763 550 3,619 2,475: 43 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 652: 296 -13 89 182 -42 -26 241 -16 125 75 225: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 58.1 14.4 25.3 1.3 0.1 5.1 1.1 0.8 5.3 3.7: 0.1 0.0
Old : 100.0: 78.6 58.1 14.4 25.3 1.3 0.1 5.1 1.1 0.8 5.3 3.7: 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 : 42: 21 22 . . . . 4 . 6 . .:
Old : 42: 21 22 . . . . 4 . 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 67.4 88.4 82.9 69.7 57.4 73.2 69.5
Old : 75.4 67.4 88.4 82.9 69.7 57.4 73.2 69.5
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,955: 21,198 15,252 2,012 7,715 1,088 0 25 450 200 425 0: 7 0
Old : 24,955: 21,198 15,252 2,012 7,715 1,088 0 25 450 200 425 0: 7 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 1: 0 0 -1 0 1 0 0 0 0 0 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 61.1 8.1 30.9 4.4 0.0 0.1 1.8 0.8 1.7 0.0: 0.0 0.0
Old : 100.0: 84.9 61.1 8.1 30.9 4.4 0.0 0.1 1.8 0.8 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 80.3 77.5 94.2 90.8 75.0 68.9 77.6 75.7
Old : 80.3 77.5 94.2 90.8 75.0 68.9 77.6 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,215: 46,961 44,044 1,921 1,255 8,229 0 3,975 525 513 100 27: 39 60
Old : 58,215: 46,961 44,044 1,921 1,255 8,229 0 3,975 525 513 100 27: 39 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -660: -680 -1,030 0 150 0 0 300 0 100 0 -80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 75.7 3.3 2.2 14.1 0.0 6.8 0.9 0.9 0.2 0.0: 0.1 0.1
Old : 100.0: 80.7 75.7 3.3 2.2 14.1 0.0 6.8 0.9 0.9 0.2 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 26 . . . 0 . . . . .:
Old : 40: 24 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 : 50.0 40.6 71.5 68.6 29.0 36.8 43.3 48.8
Old : 50.0 40.6 71.5 68.6 29.0 36.8 43.3 48.8
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,825: 51,243 44,471 1,910 7,874 4,465 0 1,925 200 1,618 375 200: 189 315
Old : 59,825: 51,243 44,471 1,910 7,874 4,465 0 1,925 200 1,618 375 200: 189 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -836: -761 -1,591 0 350 -75 0 300 0 0 0 0: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 74.3 3.2 13.2 7.5 0.0 3.2 0.3 2.7 0.6 0.3: 0.3 0.5
Old : 100.0: 85.7 74.3 3.2 13.2 7.5 0.0 3.2 0.3 2.7 0.6 0.3: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 25 . . . 0 . . . 4 .:
Old : 41: 23 25 . . . 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 : 39.2 48.3 64.0 73.9 32.0 46.3 53.0 60.8
Old : 39.2 48.3 64.0 73.9 32.0 46.3 53.0 60.8
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,502: 42,178 28,510 17,470 14,390 4,030 0 0 0 425 17,400 0: 399 172
Old : 64,502: 42,178 28,510 17,470 14,390 4,030 0 0 0 425 17,400 0: 399 172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -248: 522 350 -775 -655 5 0 0 0 0 0 0: 0 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 44.2 27.1 22.3 6.2 0.0 0.0 0.0 0.7 27.0 0.0: 0.6 0.3
Old : 100.0: 65.4 44.2 27.1 22.3 6.2 0.0 0.0 0.0 0.7 27.0 0.0: 0.6 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 : 36: 25 23 . . . 0 0 0 . . 0:
Old : 36: 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 : 45.0 72.6 65.4 84.0 41.4 67.9 59.7 78.4
Old : 45.0 72.6 65.4 84.0 41.4 67.9 59.7 78.4
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,527: 57,600 39,473 19,485 20,795 3,530 0 0 0 605 17,474 0: 307 255
Old : 81,527: 57,600 39,473 19,485 20,795 3,530 0 0 0 605 17,474 0: 307 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -226: 544 350 -775 -655 5 0 0 0 0 74 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 48.4 23.9 25.5 4.3 0.0 0.0 0.0 0.7 21.4 0.0: 0.4 0.3
Old : 100.0: 70.7 48.4 23.9 25.5 4.3 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 : 39: 26 24 . . . 0 0 0 . . 0:
Old : 39: 26 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 : 41.3 68.6 64.1 84.4 39.6 65.1 61.4 79.2
Old : 41.3 68.6 64.1 84.4 39.6 65.1 61.4 79.2
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,809: 23,515 27,509 4,585 460 4,810 0 0 0 550 850 50: 299 130
Old : 33,809: 23,515 27,509 4,585 460 4,810 0 0 0 550 850 50: 299 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -161: -181 14 0 -300 125 0 0 0 -150 0 0: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 81.4 13.6 1.4 14.2 0.0 0.0 0.0 1.6 2.5 0.1: 0.9 0.4
Old : 100.0: 69.6 81.4 13.6 1.4 14.2 0.0 0.0 0.0 1.6 2.5 0.1: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 17 . . . 0 0 0 . . .:
Old : 27: 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 : 43.7 73.3 70.5 84.6 35.9 61.3 53.1 64.4
Old : 43.7 73.3 70.5 84.6 35.9 61.3 53.1 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,414: 28,884 33,080 3,395 1,230 2,800 875 0 0 1,300 0 100: 60 204
Old : 37,414: 28,884 33,080 3,395 1,230 2,800 875 0 0 1,300 0 100: 60 204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 174: 394 224 -220 0 0 0 0 0 50 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 88.4 9.1 3.3 7.5 2.3 0.0 0.0 3.5 0.0 0.3: 0.2 0.5
Old : 100.0: 77.2 88.4 9.1 3.3 7.5 2.3 0.0 0.0 3.5 0.0 0.3: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 21 . . . . 0 0 . 0 .:
Old : 29: 19 21 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 67.4 64.7 83.9 23.3 48.6 36.7 52.3
Old : 42.7 67.4 64.7 83.9 23.3 48.6 36.7 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 15,540: 15,090 11,790 100 2,650 350 0 0 0 0 750 0: 0 0
Old : 15,540: 15,090 11,790 100 2,650 350 0 0 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: June 13, 2017 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.1 75.9 0.6 17.1 2.3 0.0 0.0 0.0 0.0 4.8 0.0: 0.0 0.0
Old : 100.0: 97.1 75.9 0.6 17.1 2.3 0.0 0.0 0.0 0.0 4.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 11 . . . 0 0 0 0 . 0:
Old : 21: 15 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 : 71.3 62.4 84.6 85.8 69.6 56.9 79.7 76.5
Old : 71.3 62.4 84.6 85.8 69.6 56.9 79.7 76.5
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 19,989: 15,956 14,360 566 610 1,437 750 1,291 0 350 1,290 700: 230 300
Old : 19,989: 15,956 14,360 566 610 1,437 750 1,291 0 350 1,290 700: 230 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 711: 1,159 666 -113 0 -135 -200 -9 0 0 190 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 71.8 2.8 3.1 7.2 3.8 6.5 0.0 1.8 6.5 3.5: 1.2 1.5
Old : 100.0: 79.8 71.8 2.8 3.1 7.2 3.8 6.5 0.0 1.8 6.5 3.5: 1.2 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: 21 21 . . . . . 0 . . .:
Old : 34: 21 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 : 45.8 37.9 65.6 59.9 39.5 32.1 53.8 48.5
Old : 45.8 37.9 65.6 59.9 39.5 32.1 53.8 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,402: 5,907 3,820 0 1,960 690 700 1,032 0 350 0 600: 155 300
Old : 8,402: 5,907 3,820 0 1,960 690 700 1,032 0 350 0 600: 155 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 0: 0 -100 0 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 45.5 0.0 23.3 8.2 8.3 12.3 0.0 4.2 0.0 7.1: 1.8 3.6
Old : 100.0: 70.3 45.5 0.0 23.3 8.2 8.3 12.3 0.0 4.2 0.0 7.1: 1.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 9 0 . . . . 0 . 0 .:
Old : 20: 9 9 0 . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 51.0 84.1 78.6 48.2 46.7 65.6 63.9
Old : 54.3 51.0 84.1 78.6 48.2 46.7 65.6 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,915: 9,760 8,745 175 945 910 0 475 200 190 300 300: 380 40
Old : 11,915: 9,760 8,745 175 945 910 0 475 200 190 300 300: 380 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -100: -100 -100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 73.4 1.5 7.9 7.6 0.0 4.0 1.7 1.6 2.5 2.5: 3.2 0.3
Old : 100.0: 81.9 73.4 1.5 7.9 7.6 0.0 4.0 1.7 1.6 2.5 2.5: 3.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 . . . 0 . . . . .:
Old : 22: 11 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 : 66.1 51.9 84.4 81.4 60.6 49.4 68.3 67.8
Old : 66.1 51.9 84.4 81.4 60.6 49.4 68.3 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,333: 30,253 35,768 5,770 0 5,495 0 100 0 0 450 450: 365 70
Old : 42,333: 30,253 35,768 5,770 0 5,495 0 100 0 0 450 450: 365 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 168: -152 418 50 0 -50 0 100 0 0 -600 300: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 84.5 13.6 0.0 13.0 0.0 0.2 0.0 0.0 1.1 1.1: 0.9 0.2
Old : 100.0: 71.5 84.5 13.6 0.0 13.0 0.0 0.2 0.0 0.0 1.1 1.1: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 20 . 0 . 0 . 0 0 . .:
Old : 30: 21 20 . 0 . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 64.3 70.7 80.1 30.8 55.5 47.8 57.9
Old : 40.5 64.3 70.7 80.1 30.8 55.5 47.8 57.9
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,819: 41,675 33,694 2,145 10,401 2,174 250 200 50 1,425 1,200 100: 0 0
Old : 47,819: 41,675 33,694 2,145 10,401 2,174 250 200 50 1,425 1,200 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -1,201: -737 -1,841 0 1,104 -464 100 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 70.5 4.5 21.7 4.5 0.5 0.4 0.1 3.0 2.5 0.2: 0.0 0.0
Old : 100.0: 87.2 70.5 4.5 21.7 4.5 0.5 0.4 0.1 3.0 2.5 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 : 41: 26 25 . . . . . . . . .:
Old : 41: 26 25 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 61.5 65.4 81.5 34.8 56.9 52.0 69.7
Old : 43.6 61.5 65.4 81.5 34.8 56.9 52.0 69.7
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,619: 37,105 39,884 10,224 8,575 430 400 0 0 1,015 320 340: 105 70
Old : 49,619: 37,105 39,884 10,224 8,575 430 400 0 0 1,015 320 340: 105 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 1,260: 670 660 705 775 -185 0 0 0 70 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 80.4 20.6 17.3 0.9 0.8 0.0 0.0 2.0 0.6 0.7: 0.2 0.1
Old : 100.0: 74.8 80.4 20.6 17.3 0.9 0.8 0.0 0.0 2.0 0.6 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 9 . . . . 0 0 . . .:
Old : 28: 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 : 44.0 94.7 71.7 98.8 43.1 91.2 70.9 93.7
Old : 44.0 94.7 71.7 98.8 43.1 91.2 70.9 93.7
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 61,156: 43,545 45,814 12,734 9,960 2,447 400 0 0 1,330 2,420 515: 185 0
Old : 61,156: 43,545 45,814 12,734 9,960 2,447 400 0 0 1,330 2,420 515: 185 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 1,297: 985 885 605 775 -363 0 0 0 70 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 74.9 20.8 16.3 4.0 0.7 0.0 0.0 2.2 4.0 0.8: 0.3 0.0
Old : 100.0: 71.2 74.9 20.8 16.3 4.0 0.7 0.0 0.0 2.2 4.0 0.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 13 . . . . 0 0 . . .:
Old : 33: 23 13 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 87.4 68.2 95.3 40.6 84.8 66.2 89.2
Old : 42.0 87.4 68.2 95.3 40.6 84.8 66.2 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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,149: 65,751 63,933 3,008 5,531 1,904 0 0 0 1,009 0 332: 145 449
Old : 72,149: 65,751 63,933 3,008 5,531 1,904 0 0 0 1,009 0 332: 145 449
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 2,603: 1,891 502 -55 2,300 110 0 0 0 769 -257 -112: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 88.6 4.2 7.7 2.6 0.0 0.0 0.0 1.4 0.0 0.5: 0.2 0.6
Old : 100.0: 91.1 88.6 4.2 7.7 2.6 0.0 0.0 0.0 1.4 0.0 0.5: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 26 26 . . . 0 0 0 . 0 .:
Old : 39: 26 26 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 61.6 74.3 83.6 51.2 59.7 72.0 79.6
Old : 52.4 61.6 74.3 83.6 51.2 59.7 72.0 79.6
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 104,319: 89,684 91,096 4,258 5,427 1,691 2,610 1,342 42 5,009 3,320 917: 108 484
Old : 104,319: 89,684 91,096 4,258 5,427 1,691 2,610 1,342 42 5,009 3,320 917: 108 484
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 2,607: 388 263 -170 2,625 -135 360 -57 0 2,273 23 -111: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 87.3 4.1 5.2 1.6 2.5 1.3 0.0 4.8 3.2 0.9: 0.1 0.5
Old : 100.0: 86.0 87.3 4.1 5.2 1.6 2.5 1.3 0.0 4.8 3.2 0.9: 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 : 55: 26 28 . . . . . . 8 . .:
Old : 55: 26 28 . . . . . . 8 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 51.0 64.6 73.7 40.8 46.0 56.6 63.0
Old : 43.6 51.0 64.6 73.7 40.8 46.0 56.6 63.0
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,677: 24,990 31,236 5,562 166 1,200 25 0 0 900 75 0: 0 0
Old : 32,677: 24,990 31,236 5,562 166 1,200 25 0 0 900 75 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 88: 398 63 -250 25 0 0 0 0 -25 0 0: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 95.6 17.0 0.5 3.7 0.1 0.0 0.0 2.8 0.2 0.0: 0.0 0.0
Old : 100.0: 76.5 95.6 17.0 0.5 3.7 0.1 0.0 0.0 2.8 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 15 . . . . 0 0 . . 0:
Old : 29: 16 15 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 82.5 92.8 95.6 75.8 73.8 79.7 79.3
Old : 78.8 82.5 92.8 95.6 75.8 73.8 79.7 79.3
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,286: 38,290 33,666 700 2,860 4,010 600 4,550 0 974 0 75: 637 125
Old : 45,286: 38,290 33,666 700 2,860 4,010 600 4,550 0 974 0 75: 637 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 540: 900 540 -195 720 -845 0 0 0 50 0 0: 630 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 74.3 1.5 6.3 8.9 1.3 10.0 0.0 2.2 0.0 0.2: 1.4 0.3
Old : 100.0: 84.6 74.3 1.5 6.3 8.9 1.3 10.0 0.0 2.2 0.0 0.2: 1.4 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 : 31: 23 16 . . . . . 0 . 0 .:
Old : 31: 23 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 : 60.3 70.9 79.1 87.8 59.0 61.9 65.7 70.0
Old : 60.3 70.9 79.1 87.8 59.0 61.9 65.7 70.0
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,460: 35,455 39,559 2,074 925 4,196 2,500 0 1,800 2,105 1,550 120: 210 310
Old : 48,460: 35,455 39,559 2,074 925 4,196 2,500 0 1,800 2,105 1,550 120: 210 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 2,110: 1,860 2,200 -20 550 -650 0 0 0 970 0 10: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 81.6 4.3 1.9 8.7 5.2 0.0 3.7 4.3 3.2 0.2: 0.4 0.6
Old : 100.0: 73.2 81.6 4.3 1.9 8.7 5.2 0.0 3.7 4.3 3.2 0.2: 0.4 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 : 33: 21 20 . . . . 0 . 4 . .:
Old : 33: 21 20 . . . . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 66.7 67.4 82.4 35.4 56.9 48.8 63.1
Old : 44.4 66.7 67.4 82.4 35.4 56.9 48.8 63.1
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 36,870: 20,382 32,268 16,183 1,515 165 0 2,190 0 0 572 40: 100 120
Old : 36,870: 20,382 32,268 16,183 1,515 165 0 2,190 0 0 572 40: 100 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 2,751: 462 3,087 2,595 20 -306 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 87.5 43.9 4.1 0.4 0.0 5.9 0.0 0.0 1.6 0.1: 0.3 0.3
Old : 100.0: 55.3 87.5 43.9 4.1 0.4 0.0 5.9 0.0 0.0 1.6 0.1: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 15 4 . . 0 . 0 0 . .:
Old : 30: 16 15 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 : 62.3 66.0 83.3 82.8 62.3 63.6 81.3 78.8
Old : 62.3 66.0 83.3 82.8 62.3 63.6 81.3 78.8
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,641: 18,222 27,999 14,630 3,092 625 0 1,650 0 0 0 0: 164 275
Old : 33,641: 18,222 27,999 14,630 3,092 625 0 1,650 0 0 0 0: 164 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 3,155: 535 3,155 2,620 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 83.2 43.5 9.2 1.9 0.0 4.9 0.0 0.0 0.0 0.0: 0.5 0.8
Old : 100.0: 54.2 83.2 43.5 9.2 1.9 0.0 4.9 0.0 0.0 0.0 0.0: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 12 . . . 0 . 0 0 0 0:
Old : 25: 13 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 75.0 88.3 86.9 65.6 73.9 84.7 85.3
Old : 66.7 75.0 88.3 86.9 65.6 73.9 84.7 85.3
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,111: 22,655 27,513 3,827 762 2,209 160 0 180 1,262 0 377: 441 70
Old : 31,111: 22,655 27,513 3,827 762 2,209 160 0 180 1,262 0 377: 441 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 251: 281 -14 -280 0 250 0 0 0 -10 0 10: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 88.4 12.3 2.4 7.1 0.5 0.0 0.6 4.1 0.0 1.2: 1.4 0.2
Old : 100.0: 72.8 88.4 12.3 2.4 7.1 0.5 0.0 0.6 4.1 0.0 1.2: 1.4 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 : 32: 17 17 . . 4 . 0 . 4 0 .:
Old : 32: 17 17 . . 4 . 0 . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 55.0 69.0 74.2 44.7 51.3 53.9 60.6
Old : 52.3 55.0 69.0 74.2 44.7 51.3 53.9 60.6
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 23,333: 19,057 18,481 1,451 2,957 1,614 210 0 0 850 50 1: 150 230
Old : 23,333: 19,057 18,481 1,451 2,957 1,614 210 0 0 850 50 1: 150 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 304: 204 94 67 137 33 0 0 0 0 0 0: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 79.2 6.2 12.7 6.9 0.9 0.0 0.0 3.6 0.2 0.0: 0.6 1.0
Old : 100.0: 81.7 79.2 6.2 12.7 6.9 0.9 0.0 0.0 3.6 0.2 0.0: 0.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 14 . . . . 0 0 . . .:
Old : 30: 16 14 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 61.3 79.1 82.3 58.6 56.9 73.3 75.8
Old : 60.9 61.3 79.1 82.3 58.6 56.9 73.3 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,340: 41,834 30,048 899 7,128 2,783 1,610 7,175 208 600 936 25: 381 38
Old : 48,340: 41,834 30,048 899 7,128 2,783 1,610 7,175 208 600 936 25: 381 38
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -485: 163 -636 -565 -100 -90 0 337 7 0 0 0: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 62.2 1.9 14.7 5.8 3.3 14.8 0.4 1.2 1.9 0.1: 0.8 0.1
Old : 100.0: 86.5 62.2 1.9 14.7 5.8 3.3 14.8 0.4 1.2 1.9 0.1: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 22 . . . . . . . . .:
Old : 38: 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 : 48.7 46.5 64.7 67.5 46.1 41.4 56.4 58.6
Old : 48.7 46.5 64.7 67.5 46.1 41.4 56.4 58.6
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,986: 28,612 23,000 2,224 7,199 1,430 1,650 2,350 0 0 0 0: 70 7
Old : 33,986: 28,612 23,000 2,224 7,199 1,430 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: June 13, 2017 :
: -465: 175 -1,075 -200 1,050 -440 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 67.7 6.5 21.2 4.2 4.9 6.9 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 84.2 67.7 6.5 21.2 4.2 4.9 6.9 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: 24 18 . . . . . 0 0 0 0:
Old : 33: 24 18 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 56.5 68.6 79.5 44.2 54.7 61.4 75.0
Old : 50.0 56.5 68.6 79.5 44.2 54.7 61.4 75.0
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,370: 4,980 5,610 690 175 250 0 0 0 0 195 105: 345 35
Old : 6,370: 4,980 5,610 690 175 250 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: June 13, 2017 :
: 150: -50 150 200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 88.1 10.8 2.7 3.9 0.0 0.0 0.0 0.0 3.1 1.6: 5.4 0.5
Old : 100.0: 78.2 88.1 10.8 2.7 3.9 0.0 0.0 0.0 0.0 3.1 1.6: 5.4 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 : 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 : 58.6 63.4 82.1 83.8 48.2 55.0 66.2 71.0
Old : 58.6 63.4 82.1 83.8 48.2 55.0 66.2 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,823: 14,910 9,804 214 3,945 2,624 0 725 1,075 0 650 0: 0 0
Old : 18,823: 14,910 9,804 214 3,945 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: June 13, 2017 :
: 280: 280 355 0 -75 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 52.1 1.1 21.0 13.9 0.0 3.9 5.7 0.0 3.5 0.0: 0.0 0.0
Old : 100.0: 79.2 52.1 1.1 21.0 13.9 0.0 3.9 5.7 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 : 27: 18 13 . . . 0 . . 0 . 0:
Old : 27: 18 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 : 57.8 62.9 81.1 86.9 55.3 47.4 65.1 63.2
Old : 57.8 62.9 81.1 86.9 55.3 47.4 65.1 63.2
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,275: 10,775 6,800 1,325 5,125 1,175 0 0 0 0 175 0: 0 0
Old : 13,275: 10,775 6,800 1,325 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: June 13, 2017 :
: 25: 25 25 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 51.2 10.0 38.6 8.9 0.0 0.0 0.0 0.0 1.3 0.0: 0.0 0.0
Old : 100.0: 81.2 51.2 10.0 38.6 8.9 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 : 76.8 76.1 93.4 93.6 71.8 66.1 81.5 79.5
Old : 76.8 76.1 93.4 93.6 71.8 66.1 81.5 79.5
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,550: 8,730 19,080 8,650 0 440 415 0 10 250 0 0: 1,055 20
Old : 19,550: 8,730 19,080 8,650 0 440 415 0 10 250 0 0: 1,055 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -190: 70 -200 -140 0 0 -100 0 10 -50 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 97.6 44.2 0.0 2.3 2.1 0.0 0.1 1.3 0.0 0.0: 5.4 0.1
Old : 100.0: 44.7 97.6 44.2 0.0 2.3 2.1 0.0 0.1 1.3 0.0 0.0: 5.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 11 . 0 . . 0 . . 0 0:
Old : 21: 13 11 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 90.2 83.5 97.5 67.6 89.8 77.4 90.0
Old : 72.9 90.2 83.5 97.5 67.6 89.8 77.4 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,340: 11,125 19,955 8,490 0 440 200 485 405 380 0 35: 265 20
Old : 21,340: 11,125 19,955 8,490 0 440 200 485 405 380 0 35: 265 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -60: 80 -160 -340 0 0 200 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 93.5 39.8 0.0 2.1 0.9 2.3 1.9 1.8 0.0 0.2: 1.2 0.1
Old : 100.0: 52.1 93.5 39.8 0.0 2.1 0.9 2.3 1.9 1.8 0.0 0.2: 1.2 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: 17 13 . 0 . . . . . 0 .:
Old : 28: 17 13 . 0 . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 84.1 79.3 94.9 63.4 80.2 72.4 85.3
Old : 68.3 84.1 79.3 94.9 63.4 80.2 72.4 85.3
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 578,769: 377,269 246,944 6,083 78,226 108,979 0 73,112 1,189 19,769 4,987 65,331: 148 0
Old : 578,769: 377,269 246,944 6,083 78,226 108,979 0 73,112 1,189 19,769 4,987 65,331: 148 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 31,255: 18,833 12,237 1 6,549 4,999 0 3,915 223 2,825 -1,042 4,374: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 42.7 1.1 13.5 18.8 0.0 12.6 0.2 3.4 0.9 11.3: 0.0 0.0
Old : 100.0: 65.2 42.7 1.1 13.5 18.8 0.0 12.6 0.2 3.4 0.9 11.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 18 . . . 0 . . . . .:
Old : 27: 17 18 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 54.3 86.1 81.2 29.6 28.8 32.7 33.0
Old : 62.3 54.3 86.1 81.2 29.6 28.8 32.7 33.0
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,940: 7,470 5,170 1,185 3,910 790 0 0 0 80 0 0: 415 70
Old : 9,940: 7,470 5,170 1,185 3,910 790 0 0 0 80 0 0: 415 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 190: 150 450 200 -100 -160 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 52.0 11.9 39.3 7.9 0.0 0.0 0.0 0.8 0.0 0.0: 4.2 0.7
Old : 100.0: 75.2 52.0 11.9 39.3 7.9 0.0 0.0 0.0 0.8 0.0 0.0: 4.2 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 : 22: 10 9 . . . 0 0 0 . 0 0:
Old : 22: 10 9 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 71.6 83.5 89.7 49.4 68.6 69.4 81.7
Old : 61.6 71.6 83.5 89.7 49.4 68.6 69.4 81.7
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 29,835: 7,999 23,375 18,350 4,680 1,775 900 0 0 200 0 0: 611 5
Old : 29,835: 7,999 23,375 18,350 4,680 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: June 13, 2017 :
: 700: 400 700 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 78.3 61.5 15.7 5.9 3.0 0.0 0.0 0.7 0.0 0.0: 2.0 0.0
Old : 100.0: 26.8 78.3 61.5 15.7 5.9 3.0 0.0 0.0 0.7 0.0 0.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 9 . . . . 0 0 . 0 0:
Old : 24: 14 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 : 77.5 80.2 88.7 97.6 72.9 74.6 81.2 87.0
Old : 77.5 80.2 88.7 97.6 72.9 74.6 81.2 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,336: 7,354 20,740 15,395 3,380 3,215 900 0 0 100 0 0: 372 1
Old : 27,336: 7,354 20,740 15,395 3,380 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: June 13, 2017 :
: 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 75.9 56.3 12.4 11.8 3.3 0.0 0.0 0.4 0.0 0.0: 1.4 0.0
Old : 100.0: 26.9 75.9 56.3 12.4 11.8 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 : 77.4 87.2 90.3 99.4 69.1 76.2 77.5 82.6
Old : 77.4 87.2 90.3 99.4 69.1 76.2 77.5 82.6
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,485: 11,205 12,120 2,200 615 995 0 475 0 50 0 0: 35 280
Old : 14,485: 11,205 12,120 2,200 615 995 0 475 0 50 0 0: 35 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 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: 77.4 83.7 15.2 4.2 6.9 0.0 3.3 0.0 0.3 0.0 0.0: 0.2 1.9
Old : 100.0: 77.4 83.7 15.2 4.2 6.9 0.0 3.3 0.0 0.3 0.0 0.0: 0.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 11 . . . 0 . 0 . 0 0:
Old : 24: 12 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 : 61.2 62.4 85.8 85.5 57.0 62.4 78.4 74.2
Old : 61.2 62.4 85.8 85.5 57.0 62.4 78.4 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,884: 22,186 15,812 490 7,655 2,205 600 0 0 276 125 87: 40 0
Old : 25,884: 22,186 15,812 490 7,655 2,205 600 0 0 276 125 87: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 550: 325 2,525 320 -1,730 -195 0 0 0 100 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 61.1 1.9 29.6 8.5 2.3 0.0 0.0 1.1 0.5 0.3: 0.2 0.0
Old : 100.0: 85.7 61.1 1.9 29.6 8.5 2.3 0.0 0.0 1.1 0.5 0.3: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 14 . . . . 0 0 . . .:
Old : 30: 13 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 : 67.7 72.6 88.4 91.0 59.9 68.5 70.3 76.6
Old : 67.7 72.6 88.4 91.0 59.9 68.5 70.3 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,363: 24,058 17,616 0 7,405 3,135 600 0 0 373 100 37: 160 70
Old : 28,363: 24,058 17,616 0 7,405 3,135 600 0 0 373 100 37: 160 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 1,160: 325 2,525 0 -2,050 735 0 0 0 100 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 62.1 0.0 26.1 11.1 2.1 0.0 0.0 1.3 0.4 0.1: 0.6 0.2
Old : 100.0: 84.8 62.1 0.0 26.1 11.1 2.1 0.0 0.0 1.3 0.4 0.1: 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 : 28: 13 13 0 . . . 0 0 . . .:
Old : 28: 13 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 : 65.2 75.5 86.0 93.0 57.0 59.3 67.0 70.3
Old : 65.2 75.5 86.0 93.0 57.0 59.3 67.0 70.3
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 124,015: 114,545 84,228 2,645 26,350 6,385 0 4,832 5 140 1,965 250: 45 0
Old : 124,015: 114,545 84,228 2,645 26,350 6,385 0 4,832 5 140 1,965 250: 45 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 3,605: 3,255 330 -15 2,310 415 0 -100 0 -150 550 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 67.9 2.1 21.2 5.1 0.0 3.9 0.0 0.1 1.6 0.2: 0.0 0.0
Old : 100.0: 92.4 67.9 2.1 21.2 5.1 0.0 3.9 0.0 0.1 1.6 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 : 52: 31 27 . . 5 0 4 . . . .:
Old : 52: 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 : 50.7 57.8 71.3 83.5 50.7 49.4 67.0 69.5
Old : 50.7 57.8 71.3 83.5 50.7 49.4 67.0 69.5
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 142,053: 130,173 92,566 3,890 26,130 6,750 50 12,277 765 140 3,300 260: 25 5
Old : 142,053: 130,173 92,566 3,890 26,130 6,750 50 12,277 765 140 3,300 260: 25 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 5,325: 4,725 245 40 2,145 435 50 925 100 -100 1,380 95: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 65.2 2.7 18.4 4.8 0.0 8.6 0.5 0.1 2.3 0.2: 0.0 0.0
Old : 100.0: 91.6 65.2 2.7 18.4 4.8 0.0 8.6 0.5 0.1 2.3 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 : 57: 34 29 . . 4 . 4 . . 6 4:
Old : 57: 34 29 . . 4 . 4 . . 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 : 44.8 55.8 62.1 82.4 44.8 49.0 60.4 70.8
Old : 44.8 55.8 62.1 82.4 44.8 49.0 60.4 70.8
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 220,917: 160,951 146,642 11,038 13,682 10,032 15,252 3,146 11,252 5,053 28,792 7,261: 77 109
Old : 220,917: 160,951 146,642 11,038 13,682 10,032 15,252 3,146 11,252 5,053 28,792 7,261: 77 109
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 2,788: -3,542 274 2,880 -1,430 244 1,040 46 1,057 347 1,852 740: 22 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 66.4 5.0 6.2 4.5 6.9 1.4 5.1 2.3 13.0 3.3: 0.0 0.0
Old : 100.0: 72.9 66.4 5.0 6.2 4.5 6.9 1.4 5.1 2.3 13.0 3.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 82: 43 42 4 . 4 6 4 6 8 10 12:
Old : 82: 43 42 4 . 4 6 4 6 8 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 : 30.2 43.1 47.1 58.6 27.5 37.4 41.0 48.8
Old : 30.2 43.1 47.1 58.6 27.5 37.4 41.0 48.8
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,545: 40,250 42,900 6,510 5,325 2,890 880 225 75 610 100 5: 325 25
Old : 51,545: 40,250 42,900 6,510 5,325 2,890 880 225 75 610 100 5: 325 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -100: -200 0 100 -100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 83.2 12.6 10.3 5.6 1.7 0.4 0.1 1.2 0.2 0.0: 0.6 0.0
Old : 100.0: 78.1 83.2 12.6 10.3 5.6 1.7 0.4 0.1 1.2 0.2 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 11 . . . . . . . . .:
Old : 30: 19 11 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 93.2 81.2 97.3 60.3 85.9 77.5 89.3
Old : 61.4 93.2 81.2 97.3 60.3 85.9 77.5 89.3
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,065: 38,265 42,370 4,735 1,590 3,680 630 225 75 440 100 0: 240 25
Old : 48,065: 38,265 42,370 4,735 1,590 3,680 630 225 75 440 100 0: 240 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 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: 79.6 88.2 9.9 3.3 7.7 1.3 0.5 0.2 0.9 0.2 0.0: 0.5 0.1
Old : 100.0: 79.6 88.2 9.9 3.3 7.7 1.3 0.5 0.2 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:
Old : 29: 18 9 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 93.8 81.7 97.5 62.4 84.7 76.9 88.1
Old : 62.8 93.8 81.7 97.5 62.4 84.7 76.9 88.1
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 223,130: 141,787 125,458 0 33,405 55,915 19,924 0 5,050 0 2,833 430: 24 40
Old : 223,130: 141,787 125,458 0 33,405 55,915 19,924 0 5,050 0 2,833 430: 24 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -33: 1,081 3,642 0 1,870 -983 233 0 -363 0 -4,193 0: -1 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 56.2 0.0 15.0 25.1 8.9 0.0 2.3 0.0 1.3 0.2: 0.0 0.0
Old : 100.0: 63.5 56.2 0.0 15.0 25.1 8.9 0.0 2.3 0.0 1.3 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 : 29: 20 20 0 . . . 0 . 0 . .:
Old : 29: 20 20 0 . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 69.6 82.1 86.1 31.3 34.4 37.2 39.0
Old : 54.2 69.6 82.1 86.1 31.3 34.4 37.2 39.0
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,232: 26,267 36,572 10,440 175 0 0 0 0 0 0 0: 2,525 2,485
Old : 39,232: 26,267 36,572 10,440 175 0 0 0 0 0 0 0: 2,525 2,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 440: 315 415 100 0 0 0 0 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 93.2 26.6 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 6.3
Old : 100.0: 67.0 93.2 26.6 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.4 6.3
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: 14 15 . . 0 0 0 0 0 0 0:
Old : 23: 14 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 : 81.0 67.2 90.3 86.2 71.6 55.8 77.0 74.2
Old : 81.0 67.2 90.3 86.2 71.6 55.8 77.0 74.2
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,380: 23,525 33,385 9,960 175 0 0 0 0 0 0 0: 1,895 1,820
Old : 35,380: 23,525 33,385 9,960 175 0 0 0 0 0 0 0: 1,895 1,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 600: 475 575 100 0 0 0 0 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 94.4 28.2 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.4 5.1
Old : 100.0: 66.5 94.4 28.2 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 68.5 93.5 88.3 75.0 56.6 77.7 74.1
Old : 85.9 68.5 93.5 88.3 75.0 56.6 77.7 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,909: 20,537 25,262 10,140 4,235 35 0 0 0 0 1,200 0: 4,197 4,177
Old : 34,909: 20,537 25,262 10,140 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: June 13, 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: 58.8 72.4 29.0 12.1 0.1 0.0 0.0 0.0 0.0 3.4 0.0: 12.0 12.0
Old : 100.0: 58.8 72.4 29.0 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 : 75.5 49.2 87.2 69.6 74.4 49.1 79.4 69.1
Old : 75.5 49.2 87.2 69.6 74.4 49.1 79.4 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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: June 13, 2017 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,200: 35,050 13,270 1,425 8,150 3,505 0 11,595 0 0 3,650 200: 1,020 830
Old : 41,200: 35,050 13,270 1,425 8,150 3,505 0 11,595 0 0 3,650 200: 1,020 830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -450: 150 -600 0 450 -600 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 32.2 3.5 19.8 8.5 0.0 28.1 0.0 0.0 8.9 0.5: 2.5 2.0
Old : 100.0: 85.1 32.2 3.5 19.8 8.5 0.0 28.1 0.0 0.0 8.9 0.5: 2.5 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 : 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 : 69.7 72.7 83.5 89.4 64.0 64.2 76.3 80.3
Old : 69.7 72.7 83.5 89.4 64.0 64.2 76.3 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,180: 35,415 13,920 1,200 10,460 3,505 0 10,005 0 0 2,420 200: 860 670
Old : 41,180: 35,415 13,920 1,200 10,460 3,505 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: June 13, 2017 :
: -225: 375 -600 0 975 -600 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 33.8 2.9 25.4 8.5 0.0 24.3 0.0 0.0 5.9 0.5: 2.1 1.6
Old : 100.0: 86.0 33.8 2.9 25.4 8.5 0.0 24.3 0.0 0.0 5.9 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 : 72.4 79.2 84.3 91.6 66.1 70.7 76.9 81.2
Old : 72.4 79.2 84.3 91.6 66.1 70.7 76.9 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,824: 9,104 14,549 4,625 800 175 0 0 0 1,500 0 0: 1,420 1,300
Old : 16,824: 9,104 14,549 4,625 800 175 0 0 0 1,500 0 0: 1,420 1,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 86.5 27.5 4.8 1.0 0.0 0.0 0.0 8.9 0.0 0.0: 8.4 7.7
Old : 100.0: 54.1 86.5 27.5 4.8 1.0 0.0 0.0 0.0 8.9 0.0 0.0: 8.4 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 : 20: 8 12 . . . 0 0 0 . 0 0:
Old : 20: 8 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 : 67.0 72.1 89.1 87.5 65.9 72.1 87.9 87.5
Old : 67.0 72.1 89.1 87.5 65.9 72.1 87.9 87.5
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 40,380 24,325 1,175 685 750 0 550 0 2,395 0: 1,185 1,185
Old : 46,370: 18,875 40,380 24,325 1,175 685 750 0 550 0 2,395 0: 1,185 1,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 0: 0 0 50 0 0 0 0 0 0 50 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 87.1 52.5 2.5 1.5 1.6 0.0 1.2 0.0 5.2 0.0: 2.6 2.6
Old : 100.0: 40.7 87.1 52.5 2.5 1.5 1.6 0.0 1.2 0.0 5.2 0.0: 2.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 12 . . . . 0 . 0 . 0:
Old : 29: 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 : 77.3 86.6 88.9 93.4 76.9 84.9 88.2 90.2
Old : 77.3 86.6 88.9 93.4 76.9 84.9 88.2 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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 37,200 22,470 450 695 800 0 550 0 2,070 0: 845 825
Old : 41,790: 16,430 37,200 22,470 450 695 800 0 550 0 2,070 0: 845 825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 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: 39.3 89.0 53.8 1.1 1.7 1.9 0.0 1.3 0.0 5.0 0.0: 2.0 2.0
Old : 100.0: 39.3 89.0 53.8 1.1 1.7 1.9 0.0 1.3 0.0 5.0 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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,775: 22,235 20,830 9,225 325 1,565 0 10,300 0 100 200 0: 650 555
Old : 33,775: 22,235 20,830 9,225 325 1,565 0 10,300 0 100 200 0: 650 555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 690: 960 600 0 0 -575 0 360 0 0 0 0: 305 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 61.7 27.3 1.0 4.6 0.0 30.5 0.0 0.3 0.6 0.0: 1.9 1.6
Old : 100.0: 65.8 61.7 27.3 1.0 4.6 0.0 30.5 0.0 0.3 0.6 0.0: 1.9 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: 14 10 . . . 0 . 0 . . 0:
Old : 27: 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 : 77.4 84.9 89.5 93.8 73.6 83.4 85.7 88.9
Old : 77.4 84.9 89.5 93.8 73.6 83.4 85.7 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,270: 19,545 19,375 9,775 400 1,440 0 9,440 0 0 200 0: 510 415
Old : 31,270: 19,545 19,375 9,775 400 1,440 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: June 13, 2017 :
: 25: 0 600 600 0 -575 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 62.0 31.3 1.3 4.6 0.0 30.2 0.0 0.0 0.6 0.0: 1.6 1.3
Old : 100.0: 62.5 62.0 31.3 1.3 4.6 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 : 78.9 87.5 90.9 96.5 74.8 87.0 86.8 91.9
Old : 78.9 87.5 90.9 96.5 74.8 87.0 86.8 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,425: 21,950 11,840 0 11,755 0 0 130 50 1,155 0 175: 2,095 1,475
Old : 25,425: 21,950 11,840 0 11,755 0 0 130 50 1,155 0 175: 2,095 1,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 100: -400 0 0 -50 0 0 0 0 530 0 100: -130 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 46.6 0.0 46.2 0.0 0.0 0.5 0.2 4.5 0.0 0.7: 8.2 5.8
Old : 100.0: 86.3 46.6 0.0 46.2 0.0 0.0 0.5 0.2 4.5 0.0 0.7: 8.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 8 0 . 0 0 . . 4 0 .:
Old : 22: 11 8 0 . 0 0 . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 78.0 86.4 91.9 66.3 78.0 79.6 85.4
Old : 73.1 78.0 86.4 91.9 66.3 78.0 79.6 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,790: 20,850 11,595 0 10,650 0 0 130 50 975 0 155: 1,760 1,210
Old : 23,790: 20,850 11,595 0 10,650 0 0 130 50 975 0 155: 1,760 1,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 60: -650 0 0 -250 0 0 0 0 350 0 80: 280 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 48.7 0.0 44.8 0.0 0.0 0.5 0.2 4.1 0.0 0.7: 7.4 5.1
Old : 100.0: 87.6 48.7 0.0 44.8 0.0 0.0 0.5 0.2 4.1 0.0 0.7: 7.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 9 0 . 0 0 . . 4 0 .:
Old : 23: 12 9 0 . 0 0 . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 79.0 86.3 92.4 69.4 79.0 80.0 86.5
Old : 75.3 79.0 86.3 92.4 69.4 79.0 80.0 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,260: 28,365 17,579 0 19,376 200 9,565 775 100 475 700 0: 1,555 1,530
Old : 40,260: 28,365 17,579 0 19,376 200 9,565 775 100 475 700 0: 1,555 1,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 0: -400 -100 0 -200 0 25 0 0 75 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 43.7 0.0 48.1 0.5 23.8 1.9 0.2 1.2 1.7 0.0: 3.9 3.8
Old : 100.0: 70.5 43.7 0.0 48.1 0.5 23.8 1.9 0.2 1.2 1.7 0.0: 3.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 9 0 . . . . . . . 0:
Old : 27: 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 : 71.0 79.5 85.2 93.1 64.9 78.4 79.0 86.1
Old : 71.0 79.5 85.2 93.1 64.9 78.4 79.0 86.1
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,085: 23,410 15,240 0 10,500 0 2,935 875 0 400 440 0: 2,340 2,030
Old : 29,085: 23,410 15,240 0 10,500 0 2,935 875 0 400 440 0: 2,340 2,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -50: -100 50 0 -150 0 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 52.4 0.0 36.1 0.0 10.1 3.0 0.0 1.4 1.5 0.0: 8.0 7.0
Old : 100.0: 80.5 52.4 0.0 36.1 0.0 10.1 3.0 0.0 1.4 1.5 0.0: 8.0 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 : 26: 15 10 0 . 0 . . 0 . . 0:
Old : 26: 15 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 : 63.5 70.7 79.5 88.8 56.3 69.1 71.1 81.1
Old : 63.5 70.7 79.5 88.8 56.3 69.1 71.1 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,390: 59,829 102,585 25,051 0 2,465 12,860 0 140 4,945 75 800: 9,300 9,325
Old : 115,390: 59,829 102,585 25,051 0 2,465 12,860 0 140 4,945 75 800: 9,300 9,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 1,385: 40 450 150 0 0 635 0 0 -300 75 400: 460 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 88.9 21.7 0.0 2.1 11.1 0.0 0.1 4.3 0.1 0.7: 8.1 8.1
Old : 100.0: 51.8 88.9 21.7 0.0 2.1 11.1 0.0 0.1 4.3 0.1 0.7: 8.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 19 24 . 0 . . 0 . . . .:
Old : 41: 19 24 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 60.0 74.0 73.4 54.1 56.7 68.0 68.8
Old : 59.9 60.0 74.0 73.4 54.1 56.7 68.0 68.8
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,315: 53,240 90,170 17,845 870 1,820 17,090 0 140 3,460 500 0: 7,720 7,815
Old : 101,315: 53,240 90,170 17,845 870 1,820 17,090 0 140 3,460 500 0: 7,720 7,815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 1,065: 205 -370 -175 0 0 0 0 0 100 450 0: 935 985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 89.0 17.6 0.9 1.8 16.9 0.0 0.1 3.4 0.5 0.0: 7.6 7.7
Old : 100.0: 52.5 89.0 17.6 0.9 1.8 16.9 0.0 0.1 3.4 0.5 0.0: 7.6 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 : 38: 17 23 . . . . 0 . . . 0:
Old : 38: 17 23 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 57.5 80.2 72.1 61.3 55.7 76.2 69.6
Old : 63.5 57.5 80.2 72.1 61.3 55.7 76.2 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,650: 17,665 10,250 0 7,490 875 0 700 0 700 0 0: 2,410 2,335
Old : 21,650: 17,665 10,250 0 7,490 875 0 700 0 700 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: June 13, 2017 :
: 90: 190 90 0 0 0 0 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 47.3 0.0 34.6 4.0 0.0 3.2 0.0 3.2 0.0 0.0: 11.1 10.8
Old : 100.0: 81.6 47.3 0.0 34.6 4.0 0.0 3.2 0.0 3.2 0.0 0.0: 11.1 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 13 0 . . 0 . 0 . 0 0:
Old : 25: 15 13 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 61.2 70.5 78.0 36.4 52.4 54.6 62.6
Old : 49.5 61.2 70.5 78.0 36.4 52.4 54.6 62.6
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,745: 16,900 11,390 0 7,975 520 0 0 0 2,250 0 0: 1,075 860
Old : 20,745: 16,900 11,390 0 7,975 520 0 0 0 2,250 0 0: 1,075 860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 850: 800 850 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 54.9 0.0 38.4 2.5 0.0 0.0 0.0 10.8 0.0 0.0: 5.2 4.1
Old : 100.0: 81.5 54.9 0.0 38.4 2.5 0.0 0.0 0.0 10.8 0.0 0.0: 5.2 4.1
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: 15 12 0 . . 0 0 0 . 0 0:
Old : 23: 15 12 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 : 61.1 73.2 78.6 88.2 40.0 55.3 56.9 62.8
Old : 61.1 73.2 78.6 88.2 40.0 55.3 56.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, June 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,520: 8,720 12,300 330 850 615 5,350 0 0 0 1,250 0: 1,505 1,505
Old : 16,520: 8,720 12,300 330 850 615 5,350 0 0 0 1,250 0: 1,505 1,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 74.5 2.0 5.1 3.7 32.4 0.0 0.0 0.0 7.6 0.0: 9.1 9.1
Old : 100.0: 52.8 74.5 2.0 5.1 3.7 32.4 0.0 0.0 0.0 7.6 0.0: 9.1 9.1
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: 12 10 . . . . 0 0 0 . 0:
Old : 21: 12 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 : 68.7 70.2 83.5 84.5 65.1 65.2 70.7 72.2
Old : 68.7 70.2 83.5 84.5 65.1 65.2 70.7 72.2
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,465: 38,285 32,170 755 3,010 2,085 0 3,950 150 0 50 0: 7,190 7,050
Old : 48,465: 38,285 32,170 755 3,010 2,085 0 3,950 150 0 50 0: 7,190 7,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 750: 620 790 0 0 0 0 -140 130 0 0 0: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 66.4 1.6 6.2 4.3 0.0 8.2 0.3 0.0 0.1 0.0: 14.8 14.5
Old : 100.0: 79.0 66.4 1.6 6.2 4.3 0.0 8.2 0.3 0.0 0.1 0.0: 14.8 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 17 . . . 0 . . 0 . 0:
Old : 29: 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 : 60.7 44.2 76.3 65.7 60.5 40.1 65.5 56.8
Old : 60.7 44.2 76.3 65.7 60.5 40.1 65.5 56.8
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 20, 2017
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,485: 23,750 19,590 685 3,120 3,215 0 2,425 0 600 0 0: 5,235 5,135
Old : 33,485: 23,750 19,590 685 3,120 3,215 0 2,425 0 600 0 0: 5,235 5,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 1,630: 480 980 0 0 0 0 0 0 400 0 0: 750 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 58.5 2.0 9.3 9.6 0.0 7.2 0.0 1.8 0.0 0.0: 15.6 15.3
Old : 100.0: 70.9 58.5 2.0 9.3 9.6 0.0 7.2 0.0 1.8 0.0 0.0: 15.6 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 17 . . . 0 . 0 . 0 0:
Old : 27: 17 17 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 41.0 67.3 64.3 33.0 29.6 41.1 38.2
Old : 44.9 41.0 67.3 64.3 33.0 29.6 41.1 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2017